backtest-kit 1.2.3 → 1.3.1

package/build/index.cjs

@@ -1460,8 +1460,15 @@ const INTERVAL_MINUTES$1 = {
     "30m": 30,
     "1h": 60,
 };
-const VALIDATE_SIGNAL_FN = (signal) => {
+const VALIDATE_SIGNAL_FN = (signal, currentPrice, isScheduled) => {
     const errors = [];
+    // ЗАЩИТА ОТ NaN/Infinity: currentPrice должна быть конечным числом
+    if (!isFinite(currentPrice)) {
+        errors.push(`currentPrice must be a finite number, got ${currentPrice} (${typeof currentPrice})`);
+    }
+    if (isFinite(currentPrice) && currentPrice <= 0) {
+        errors.push(`currentPrice must be positive, got ${currentPrice}`);
+    }
     // ЗАЩИТА ОТ NaN/Infinity: все цены должны быть конечными числами
     if (!isFinite(signal.priceOpen)) {
         errors.push(`priceOpen must be a finite number, got ${signal.priceOpen} (${typeof signal.priceOpen})`);
@@ -1490,6 +1497,20 @@ const VALIDATE_SIGNAL_FN = (signal) => {
         if (signal.priceStopLoss >= signal.priceOpen) {
             errors.push(`Long: priceStopLoss (${signal.priceStopLoss}) must be < priceOpen (${signal.priceOpen})`);
         }
+        // ЗАЩИТА ОТ EDGE CASE: для immediate сигналов проверяем что текущая цена не пробила SL/TP
+        // Для scheduled сигналов эта проверка избыточна т.к. priceOpen уже проверен выше
+        if (!isScheduled) {
+            // Текущая цена уже пробила StopLoss - позиция откроется и сразу закроется по SL
+            if (isFinite(currentPrice) && currentPrice < signal.priceStopLoss) {
+                errors.push(`Long: currentPrice (${currentPrice}) < priceStopLoss (${signal.priceStopLoss}). ` +
+                    `Signal would be immediately cancelled. This signal is invalid.`);
+            }
+            // Текущая цена уже достигла TakeProfit - профит упущен
+            if (isFinite(currentPrice) && currentPrice > signal.priceTakeProfit) {
+                errors.push(`Long: currentPrice (${currentPrice}) > priceTakeProfit (${signal.priceTakeProfit}). ` +
+                    `Signal is invalid - the profit opportunity has already passed.`);
+            }
+        }
         // ЗАЩИТА ОТ МИКРО-ПРОФИТА: TakeProfit должен быть достаточно далеко, чтобы покрыть комиссии
         if (GLOBAL_CONFIG.CC_MIN_TAKEPROFIT_DISTANCE_PERCENT) {
             const tpDistancePercent = ((signal.priceTakeProfit - signal.priceOpen) / signal.priceOpen) * 100;
@@ -1517,6 +1538,20 @@ const VALIDATE_SIGNAL_FN = (signal) => {
         if (signal.priceStopLoss <= signal.priceOpen) {
             errors.push(`Short: priceStopLoss (${signal.priceStopLoss}) must be > priceOpen (${signal.priceOpen})`);
         }
+        // ЗАЩИТА ОТ EDGE CASE: для immediate сигналов проверяем что текущая цена не пробила SL/TP
+        // Для scheduled сигналов эта проверка избыточна т.к. priceOpen уже проверен выше
+        if (!isScheduled) {
+            // Текущая цена уже пробила StopLoss - позиция откроется и сразу закроется по SL
+            if (isFinite(currentPrice) && currentPrice > signal.priceStopLoss) {
+                errors.push(`Short: currentPrice (${currentPrice}) > priceStopLoss (${signal.priceStopLoss}). ` +
+                    `Signal would be immediately cancelled. This signal is invalid.`);
+            }
+            // Текущая цена уже достигла TakeProfit - профит упущен
+            if (isFinite(currentPrice) && currentPrice < signal.priceTakeProfit) {
+                errors.push(`Short: currentPrice (${currentPrice}) < priceTakeProfit (${signal.priceTakeProfit}). ` +
+                    `Signal is invalid - the profit opportunity has already passed.`);
+            }
+        }
         // ЗАЩИТА ОТ МИКРО-ПРОФИТА: TakeProfit должен быть достаточно далеко, чтобы покрыть комиссии
         if (GLOBAL_CONFIG.CC_MIN_TAKEPROFIT_DISTANCE_PERCENT) {
             const tpDistancePercent = ((signal.priceOpen - signal.priceTakeProfit) / signal.priceOpen) * 100;
@@ -1590,8 +1625,39 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
     if (!signal) {
         return null;
     }
-    // Если priceOpen указан - создаем scheduled signal (risk check при активации)
+    if (self._isStopped) {
+        return null;
+    }
+    // Если priceOpen указан - проверяем нужно ли ждать активации или открыть сразу
     if (signal.priceOpen !== undefined) {
+        // КРИТИЧЕСКАЯ ПРОВЕРКА: достигнут ли priceOpen?
+        // LONG: если currentPrice <= priceOpen - цена уже упала достаточно, открываем сразу
+        // SHORT: если currentPrice >= priceOpen - цена уже выросла достаточно, открываем сразу
+        const shouldActivateImmediately = (signal.position === "long" && currentPrice <= signal.priceOpen) ||
+            (signal.position === "short" && currentPrice >= signal.priceOpen);
+        if (shouldActivateImmediately) {
+            // НЕМЕДЛЕННАЯ АКТИВАЦИЯ: priceOpen уже достигнут
+            // Создаем активный сигнал напрямую (БЕЗ scheduled фазы)
+            const signalRow = {
+                id: functoolsKit.randomString(),
+                priceOpen: signal.priceOpen, // Используем priceOpen из сигнала
+                position: signal.position,
+                note: signal.note,
+                priceTakeProfit: signal.priceTakeProfit,
+                priceStopLoss: signal.priceStopLoss,
+                minuteEstimatedTime: signal.minuteEstimatedTime,
+                symbol: self.params.execution.context.symbol,
+                exchangeName: self.params.method.context.exchangeName,
+                strategyName: self.params.method.context.strategyName,
+                scheduledAt: currentTime,
+                pendingAt: currentTime, // Для immediate signal оба времени одинаковые
+                _isScheduled: false,
+            };
+            // Валидируем сигнал перед возвратом
+            VALIDATE_SIGNAL_FN(signalRow, currentPrice, false);
+            return signalRow;
+        }
+        // ОЖИДАНИЕ АКТИВАЦИИ: создаем scheduled signal (risk check при активации)
         const scheduledSignalRow = {
             id: functoolsKit.randomString(),
             priceOpen: signal.priceOpen,
@@ -1608,7 +1674,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
             _isScheduled: true,
         };
         // Валидируем сигнал перед возвратом
-        VALIDATE_SIGNAL_FN(scheduledSignalRow);
+        VALIDATE_SIGNAL_FN(scheduledSignalRow, currentPrice, true);
         return scheduledSignalRow;
     }
     const signalRow = {
@@ -1623,7 +1689,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
         _isScheduled: false,
     };
     // Валидируем сигнал перед возвратом
-    VALIDATE_SIGNAL_FN(signalRow);
+    VALIDATE_SIGNAL_FN(signalRow, currentPrice, false);
     return signalRow;
 }, {
     defaultValue: null,
@@ -2288,6 +2354,14 @@ class ClientStrategy {
         }
         await PersistSignalAdapter.writeSignalData(this._pendingSignal, this.params.strategyName, this.params.execution.context.symbol);
     }
+    /**
+     * Retrieves the current pending signal.
+     * If no signal is pending, returns null.
+     * @returns Promise resolving to the pending signal or null.
+     */
+    async getPendingSignal() {
+        return this._pendingSignal;
+    }
     /**
      * Performs a single tick of strategy execution.
      *
@@ -2593,6 +2667,17 @@ class StrategyConnectionService {
                 callbacks,
             });
         });
+        /**
+         * Retrieves the currently active pending signal for the strategy.
+         * If no active signal exists, returns null.
+         * Used internally for monitoring TP/SL and time expiration.
+         * @returns Promise resolving to pending signal or null
+         */
+        this.getPendingSignal = async () => {
+            this.loggerService.log("strategyConnectionService getPendingSignal");
+            const strategy = await this.getStrategy(this.methodContextService.context.strategyName);
+            return await strategy.getPendingSignal();
+        };
         /**
          * Executes live trading tick for current strategy.
          *
@@ -3495,6 +3580,31 @@ class StrategyGlobalService {
             riskName &&
                 this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE);
         });
+        /**
+         * Retrieves the currently active pending signal for the symbol.
+         * If no active signal exists, returns null.
+         * Used internally for monitoring TP/SL and time expiration.
+         *
+         * @param symbol - Trading pair symbol
+         * @param when - Timestamp for tick evaluation
+         * @param backtest - Whether running in backtest mode
+         * @returns Promise resolving to pending signal or null
+         */
+        this.getPendingSignal = async (symbol, when, backtest) => {
+            this.loggerService.log("strategyGlobalService getPendingSignal", {
+                symbol,
+                when,
+                backtest,
+            });
+            await this.validate(this.methodContextService.context.strategyName);
+            return await ExecutionContextService.runInContext(async () => {
+                return await this.strategyConnectionService.getPendingSignal();
+            }, {
+                symbol,
+                when,
+                backtest,
+            });
+        };
         /**
          * Checks signal status at a specific timestamp.
          *
@@ -9422,22 +9532,39 @@ class LiveUtils {
                 context,
             });
             let isStopped = false;
+            let isDone = false;
             const task = async () => {
                 for await (const signal of this.run(symbol, context)) {
                     if (signal?.action === "closed" && isStopped) {
                         break;
                     }
                 }
-                await doneLiveSubject.next({
-                    exchangeName: context.exchangeName,
-                    strategyName: context.strategyName,
-                    backtest: false,
-                    symbol,
-                });
+                if (!isDone) {
+                    await doneLiveSubject.next({
+                        exchangeName: context.exchangeName,
+                        strategyName: context.strategyName,
+                        backtest: false,
+                        symbol,
+                    });
+                }
+                isDone = true;
             };
             task().catch((error) => errorEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
             return () => {
                 backtest$1.strategyGlobalService.stop(context.strategyName);
+                backtest$1.strategyGlobalService
+                    .getPendingSignal(symbol, new Date(), false)
+                    .then(async () => {
+                    if (!isDone) {
+                        await doneLiveSubject.next({
+                            exchangeName: context.exchangeName,
+                            strategyName: context.strategyName,
+                            backtest: false,
+                            symbol,
+                        });
+                    }
+                    isDone = true;
+                });
                 isStopped = true;
             };
         };

package/build/index.mjs

@@ -1458,8 +1458,15 @@ const INTERVAL_MINUTES$1 = {
     "30m": 30,
     "1h": 60,
 };
-const VALIDATE_SIGNAL_FN = (signal) => {
+const VALIDATE_SIGNAL_FN = (signal, currentPrice, isScheduled) => {
     const errors = [];
+    // ЗАЩИТА ОТ NaN/Infinity: currentPrice должна быть конечным числом
+    if (!isFinite(currentPrice)) {
+        errors.push(`currentPrice must be a finite number, got ${currentPrice} (${typeof currentPrice})`);
+    }
+    if (isFinite(currentPrice) && currentPrice <= 0) {
+        errors.push(`currentPrice must be positive, got ${currentPrice}`);
+    }
     // ЗАЩИТА ОТ NaN/Infinity: все цены должны быть конечными числами
     if (!isFinite(signal.priceOpen)) {
         errors.push(`priceOpen must be a finite number, got ${signal.priceOpen} (${typeof signal.priceOpen})`);
@@ -1488,6 +1495,20 @@ const VALIDATE_SIGNAL_FN = (signal) => {
         if (signal.priceStopLoss >= signal.priceOpen) {
             errors.push(`Long: priceStopLoss (${signal.priceStopLoss}) must be < priceOpen (${signal.priceOpen})`);
         }
+        // ЗАЩИТА ОТ EDGE CASE: для immediate сигналов проверяем что текущая цена не пробила SL/TP
+        // Для scheduled сигналов эта проверка избыточна т.к. priceOpen уже проверен выше
+        if (!isScheduled) {
+            // Текущая цена уже пробила StopLoss - позиция откроется и сразу закроется по SL
+            if (isFinite(currentPrice) && currentPrice < signal.priceStopLoss) {
+                errors.push(`Long: currentPrice (${currentPrice}) < priceStopLoss (${signal.priceStopLoss}). ` +
+                    `Signal would be immediately cancelled. This signal is invalid.`);
+            }
+            // Текущая цена уже достигла TakeProfit - профит упущен
+            if (isFinite(currentPrice) && currentPrice > signal.priceTakeProfit) {
+                errors.push(`Long: currentPrice (${currentPrice}) > priceTakeProfit (${signal.priceTakeProfit}). ` +
+                    `Signal is invalid - the profit opportunity has already passed.`);
+            }
+        }
         // ЗАЩИТА ОТ МИКРО-ПРОФИТА: TakeProfit должен быть достаточно далеко, чтобы покрыть комиссии
         if (GLOBAL_CONFIG.CC_MIN_TAKEPROFIT_DISTANCE_PERCENT) {
             const tpDistancePercent = ((signal.priceTakeProfit - signal.priceOpen) / signal.priceOpen) * 100;
@@ -1515,6 +1536,20 @@ const VALIDATE_SIGNAL_FN = (signal) => {
         if (signal.priceStopLoss <= signal.priceOpen) {
             errors.push(`Short: priceStopLoss (${signal.priceStopLoss}) must be > priceOpen (${signal.priceOpen})`);
         }
+        // ЗАЩИТА ОТ EDGE CASE: для immediate сигналов проверяем что текущая цена не пробила SL/TP
+        // Для scheduled сигналов эта проверка избыточна т.к. priceOpen уже проверен выше
+        if (!isScheduled) {
+            // Текущая цена уже пробила StopLoss - позиция откроется и сразу закроется по SL
+            if (isFinite(currentPrice) && currentPrice > signal.priceStopLoss) {
+                errors.push(`Short: currentPrice (${currentPrice}) > priceStopLoss (${signal.priceStopLoss}). ` +
+                    `Signal would be immediately cancelled. This signal is invalid.`);
+            }
+            // Текущая цена уже достигла TakeProfit - профит упущен
+            if (isFinite(currentPrice) && currentPrice < signal.priceTakeProfit) {
+                errors.push(`Short: currentPrice (${currentPrice}) < priceTakeProfit (${signal.priceTakeProfit}). ` +
+                    `Signal is invalid - the profit opportunity has already passed.`);
+            }
+        }
         // ЗАЩИТА ОТ МИКРО-ПРОФИТА: TakeProfit должен быть достаточно далеко, чтобы покрыть комиссии
         if (GLOBAL_CONFIG.CC_MIN_TAKEPROFIT_DISTANCE_PERCENT) {
             const tpDistancePercent = ((signal.priceOpen - signal.priceTakeProfit) / signal.priceOpen) * 100;
@@ -1588,8 +1623,39 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
     if (!signal) {
         return null;
     }
-    // Если priceOpen указан - создаем scheduled signal (risk check при активации)
+    if (self._isStopped) {
+        return null;
+    }
+    // Если priceOpen указан - проверяем нужно ли ждать активации или открыть сразу
     if (signal.priceOpen !== undefined) {
+        // КРИТИЧЕСКАЯ ПРОВЕРКА: достигнут ли priceOpen?
+        // LONG: если currentPrice <= priceOpen - цена уже упала достаточно, открываем сразу
+        // SHORT: если currentPrice >= priceOpen - цена уже выросла достаточно, открываем сразу
+        const shouldActivateImmediately = (signal.position === "long" && currentPrice <= signal.priceOpen) ||
+            (signal.position === "short" && currentPrice >= signal.priceOpen);
+        if (shouldActivateImmediately) {
+            // НЕМЕДЛЕННАЯ АКТИВАЦИЯ: priceOpen уже достигнут
+            // Создаем активный сигнал напрямую (БЕЗ scheduled фазы)
+            const signalRow = {
+                id: randomString(),
+                priceOpen: signal.priceOpen, // Используем priceOpen из сигнала
+                position: signal.position,
+                note: signal.note,
+                priceTakeProfit: signal.priceTakeProfit,
+                priceStopLoss: signal.priceStopLoss,
+                minuteEstimatedTime: signal.minuteEstimatedTime,
+                symbol: self.params.execution.context.symbol,
+                exchangeName: self.params.method.context.exchangeName,
+                strategyName: self.params.method.context.strategyName,
+                scheduledAt: currentTime,
+                pendingAt: currentTime, // Для immediate signal оба времени одинаковые
+                _isScheduled: false,
+            };
+            // Валидируем сигнал перед возвратом
+            VALIDATE_SIGNAL_FN(signalRow, currentPrice, false);
+            return signalRow;
+        }
+        // ОЖИДАНИЕ АКТИВАЦИИ: создаем scheduled signal (risk check при активации)
         const scheduledSignalRow = {
             id: randomString(),
             priceOpen: signal.priceOpen,
@@ -1606,7 +1672,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
             _isScheduled: true,
         };
         // Валидируем сигнал перед возвратом
-        VALIDATE_SIGNAL_FN(scheduledSignalRow);
+        VALIDATE_SIGNAL_FN(scheduledSignalRow, currentPrice, true);
         return scheduledSignalRow;
     }
     const signalRow = {
@@ -1621,7 +1687,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
         _isScheduled: false,
     };
     // Валидируем сигнал перед возвратом
-    VALIDATE_SIGNAL_FN(signalRow);
+    VALIDATE_SIGNAL_FN(signalRow, currentPrice, false);
     return signalRow;
 }, {
     defaultValue: null,
@@ -2286,6 +2352,14 @@ class ClientStrategy {
         }
         await PersistSignalAdapter.writeSignalData(this._pendingSignal, this.params.strategyName, this.params.execution.context.symbol);
     }
+    /**
+     * Retrieves the current pending signal.
+     * If no signal is pending, returns null.
+     * @returns Promise resolving to the pending signal or null.
+     */
+    async getPendingSignal() {
+        return this._pendingSignal;
+    }
     /**
      * Performs a single tick of strategy execution.
      *
@@ -2591,6 +2665,17 @@ class StrategyConnectionService {
                 callbacks,
             });
         });
+        /**
+         * Retrieves the currently active pending signal for the strategy.
+         * If no active signal exists, returns null.
+         * Used internally for monitoring TP/SL and time expiration.
+         * @returns Promise resolving to pending signal or null
+         */
+        this.getPendingSignal = async () => {
+            this.loggerService.log("strategyConnectionService getPendingSignal");
+            const strategy = await this.getStrategy(this.methodContextService.context.strategyName);
+            return await strategy.getPendingSignal();
+        };
         /**
          * Executes live trading tick for current strategy.
          *
@@ -3493,6 +3578,31 @@ class StrategyGlobalService {
             riskName &&
                 this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE);
         });
+        /**
+         * Retrieves the currently active pending signal for the symbol.
+         * If no active signal exists, returns null.
+         * Used internally for monitoring TP/SL and time expiration.
+         *
+         * @param symbol - Trading pair symbol
+         * @param when - Timestamp for tick evaluation
+         * @param backtest - Whether running in backtest mode
+         * @returns Promise resolving to pending signal or null
+         */
+        this.getPendingSignal = async (symbol, when, backtest) => {
+            this.loggerService.log("strategyGlobalService getPendingSignal", {
+                symbol,
+                when,
+                backtest,
+            });
+            await this.validate(this.methodContextService.context.strategyName);
+            return await ExecutionContextService.runInContext(async () => {
+                return await this.strategyConnectionService.getPendingSignal();
+            }, {
+                symbol,
+                when,
+                backtest,
+            });
+        };
         /**
          * Checks signal status at a specific timestamp.
          *
@@ -9420,22 +9530,39 @@ class LiveUtils {
                 context,
             });
             let isStopped = false;
+            let isDone = false;
             const task = async () => {
                 for await (const signal of this.run(symbol, context)) {
                     if (signal?.action === "closed" && isStopped) {
                         break;
                     }
                 }
-                await doneLiveSubject.next({
-                    exchangeName: context.exchangeName,
-                    strategyName: context.strategyName,
-                    backtest: false,
-                    symbol,
-                });
+                if (!isDone) {
+                    await doneLiveSubject.next({
+                        exchangeName: context.exchangeName,
+                        strategyName: context.strategyName,
+                        backtest: false,
+                        symbol,
+                    });
+                }
+                isDone = true;
             };
             task().catch((error) => errorEmitter.next(new Error(getErrorMessage(error))));
             return () => {
                 backtest$1.strategyGlobalService.stop(context.strategyName);
+                backtest$1.strategyGlobalService
+                    .getPendingSignal(symbol, new Date(), false)
+                    .then(async () => {
+                    if (!isDone) {
+                        await doneLiveSubject.next({
+                            exchangeName: context.exchangeName,
+                            strategyName: context.strategyName,
+                            backtest: false,
+                            symbol,
+                        });
+                    }
+                    isDone = true;
+                });
                 isStopped = true;
             };
         };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.2.3",
+  "version": "1.3.1",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -825,6 +825,15 @@ interface IStrategy {
      * @returns Promise resolving to tick result (idle | opened | active | closed)
      */
     tick: (symbol: string) => Promise<IStrategyTickResult>;
+    /**
+     * Retrieves the currently active pending signal for the symbol.
+     * If no active signal exists, returns null.
+     * Used internally for monitoring TP/SL and time expiration.
+     *
+     * @param symbol
+     * @returns
+     */
+    getPendingSignal: (symbol: string) => Promise<ISignalRow | null>;
     /**
      * Fast backtest using historical candles.
      * Iterates through candles, calculates VWAP, checks TP/SL on each candle.
@@ -4718,6 +4727,13 @@ declare class StrategyConnectionService implements IStrategy {
      * @returns Configured ClientStrategy instance
      */
     private getStrategy;
+    /**
+     * Retrieves the currently active pending signal for the strategy.
+     * If no active signal exists, returns null.
+     * Used internally for monitoring TP/SL and time expiration.
+     * @returns Promise resolving to pending signal or null
+     */
+    getPendingSignal: () => Promise<ISignalRow | null>;
     /**
      * Executes live trading tick for current strategy.
      *
@@ -5165,6 +5181,17 @@ declare class StrategyGlobalService {
      * @returns Promise that resolves when validation is complete
      */
     private validate;
+    /**
+     * Retrieves the currently active pending signal for the symbol.
+     * If no active signal exists, returns null.
+     * Used internally for monitoring TP/SL and time expiration.
+     *
+     * @param symbol - Trading pair symbol
+     * @param when - Timestamp for tick evaluation
+     * @param backtest - Whether running in backtest mode
+     * @returns Promise resolving to pending signal or null
+     */
+    getPendingSignal: (symbol: string, when: Date, backtest: boolean) => Promise<ISignalRow | null>;
     /**
      * Checks signal status at a specific timestamp.
      *