backtest-kit 1.4.1 → 1.4.3

package/build/index.cjs

@@ -1623,6 +1623,11 @@ const progressBacktestEmitter = new functoolsKit.Subject();
  * Emits progress updates during walker execution.
  */
 const progressWalkerEmitter = new functoolsKit.Subject();
+/**
+ * Progress emitter for optimizer execution progress.
+ * Emits progress updates during optimizer execution.
+ */
+const progressOptimizerEmitter = new functoolsKit.Subject();
 /**
  * Performance emitter for execution metrics.
  * Emits performance metrics for profiling and bottleneck detection.
@@ -1669,6 +1674,7 @@ var emitters = /*#__PURE__*/Object.freeze({
     partialProfitSubject: partialProfitSubject,
     performanceEmitter: performanceEmitter,
     progressBacktestEmitter: progressBacktestEmitter,
+    progressOptimizerEmitter: progressOptimizerEmitter,
     progressWalkerEmitter: progressWalkerEmitter,
     signalBacktestEmitter: signalBacktestEmitter,
     signalEmitter: signalEmitter,
@@ -9129,9 +9135,19 @@ const RESOLVE_PAGINATION_FN = async (fetch, filterData) => {
  */
 const GET_STRATEGY_DATA_FN = async (symbol, self) => {
     const strategyList = [];
+    const totalSources = self.params.rangeTrain.length * self.params.source.length;
+    let processedSources = 0;
     for (const { startDate, endDate } of self.params.rangeTrain) {
         const messageList = [];
         for (const source of self.params.source) {
+            // Emit progress event at the start of processing each source
+            await self.params.onProgress({
+                optimizerName: self.params.optimizerName,
+                symbol,
+                totalSources,
+                processedSources,
+                progress: totalSources > 0 ? processedSources / totalSources : 0,
+            });
             if (typeof source === "function") {
                 const data = await RESOLVE_PAGINATION_FN(source, {
                     symbol,
@@ -9152,6 +9168,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
                     role: "assistant",
                     content: assistantContent,
                 });
+                processedSources++;
             }
             else {
                 const { fetch, name = DEFAULT_SOURCE_NAME, assistant = DEFAULT_ASSISTANT_FN, user = DEFAULT_USER_FN, } = source;
@@ -9174,6 +9191,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
                     role: "assistant",
                     content: assistantContent,
                 });
+                processedSources++;
             }
             const name = "name" in source
                 ? source.name || DEFAULT_SOURCE_NAME
@@ -9186,6 +9204,14 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
             });
         }
     }
+    // Emit final progress event (100%)
+    await self.params.onProgress({
+        optimizerName: self.params.optimizerName,
+        symbol,
+        totalSources,
+        processedSources: totalSources,
+        progress: 1.0,
+    });
     if (self.params.callbacks?.onData) {
         await self.params.callbacks.onData(symbol, strategyList);
     }
@@ -9358,6 +9384,10 @@ class ClientOptimizer {
     }
 }
 
+/**
+ * Callback function for emitting progress events to progressOptimizerEmitter.
+ */
+const COMMIT_PROGRESS_FN = async (progress) => progressOptimizerEmitter.next(progress);
 /**
  * Service for creating and caching optimizer client instances.
  * Handles dependency injection and template merging.
@@ -9401,6 +9431,7 @@ class OptimizerConnectionService {
             return new ClientOptimizer({
                 optimizerName,
                 logger: this.loggerService,
+                onProgress: COMMIT_PROGRESS_FN,
                 getPrompt,
                 rangeTest,
                 rangeTrain,
@@ -11315,6 +11346,7 @@ const LISTEN_DONE_WALKER_METHOD_NAME = "event.listenDoneWalker";
 const LISTEN_DONE_WALKER_ONCE_METHOD_NAME = "event.listenDoneWalkerOnce";
 const LISTEN_PROGRESS_METHOD_NAME = "event.listenBacktestProgress";
 const LISTEN_PROGRESS_WALKER_METHOD_NAME = "event.listenWalkerProgress";
+const LISTEN_PROGRESS_OPTIMIZER_METHOD_NAME = "event.listenOptimizerProgress";
 const LISTEN_PERFORMANCE_METHOD_NAME = "event.listenPerformance";
 const LISTEN_WALKER_METHOD_NAME = "event.listenWalker";
 const LISTEN_WALKER_ONCE_METHOD_NAME = "event.listenWalkerOnce";
@@ -11765,6 +11797,34 @@ function listenWalkerProgress(fn) {
     backtest$1.loggerService.log(LISTEN_PROGRESS_WALKER_METHOD_NAME);
     return progressWalkerEmitter.subscribe(functoolsKit.queued(async (event) => fn(event)));
 }
+/**
+ * Subscribes to optimizer progress events with queued async processing.
+ *
+ * Emits during optimizer execution to track data source processing progress.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle optimizer progress events
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenOptimizerProgress } from "backtest-kit";
+ *
+ * const unsubscribe = listenOptimizerProgress((event) => {
+ *   console.log(`Progress: ${(event.progress * 100).toFixed(2)}%`);
+ *   console.log(`${event.processedSources} / ${event.totalSources} sources`);
+ *   console.log(`Optimizer: ${event.optimizerName}, Symbol: ${event.symbol}`);
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+function listenOptimizerProgress(fn) {
+    backtest$1.loggerService.log(LISTEN_PROGRESS_OPTIMIZER_METHOD_NAME);
+    return progressOptimizerEmitter.subscribe(functoolsKit.queued(async (event) => fn(event)));
+}
 /**
  * Subscribes to performance metric events with queued async processing.
  *
@@ -13571,7 +13631,89 @@ class PartialUtils {
  */
 const Partial = new PartialUtils();
 
+/**
+ * Utility class containing predefined trading constants for take-profit and stop-loss levels.
+ *
+ * Based on Kelly Criterion with exponential risk decay.
+ * Values represent percentage of distance traveled towards final TP/SL target.
+ *
+ * Example: If final TP is at +10% profit:
+ * - TP_LEVEL1 (30) triggers when price reaches 30% of distance = +3% profit
+ * - TP_LEVEL2 (60) triggers when price reaches 60% of distance = +6% profit
+ * - TP_LEVEL3 (90) triggers when price reaches 90% of distance = +9% profit
+ */
+class ConstantUtils {
+    constructor() {
+        /**
+         * Take Profit Level 1 (Kelly-optimized early partial).
+         * Triggers at 30% of distance to final TP target.
+         * Lock in profit early, let rest run.
+         */
+        this.TP_LEVEL1 = 30;
+        /**
+         * Take Profit Level 2 (Kelly-optimized mid partial).
+         * Triggers at 60% of distance to final TP target.
+         * Secure majority of position while trend continues.
+         */
+        this.TP_LEVEL2 = 60;
+        /**
+         * Take Profit Level 3 (Kelly-optimized final partial).
+         * Triggers at 90% of distance to final TP target.
+         * Near-complete exit, minimal exposure remains.
+         */
+        this.TP_LEVEL3 = 90;
+        /**
+         * Stop Loss Level 1 (Kelly-optimized early warning).
+         * Triggers at 40% of distance to final SL target.
+         * Reduce exposure when setup weakens.
+         */
+        this.SL_LEVEL1 = 40;
+        /**
+         * Stop Loss Level 2 (Kelly-optimized final exit).
+         * Triggers at 80% of distance to final SL target.
+         * Exit remaining position before catastrophic loss.
+         */
+        this.SL_LEVEL2 = 80;
+    }
+}
+/**
+ * Global singleton instance of ConstantUtils.
+ * Provides static-like access to predefined trading level constants.
+ *
+ * Kelly-optimized scaling strategy:
+ * Profit side (pyramiding out):
+ * - Close 33% at 30% progress (quick profit lock)
+ * - Close 33% at 60% progress (secure gains)
+ * - Close 34% at 90% progress (exit near target)
+ *
+ * Loss side (damage control):
+ * - Close 50% at 40% progress (reduce risk early)
+ * - Close 50% at 80% progress (exit before full stop)
+ *
+ * @example
+ * ```typescript
+ * // Final targets: TP at +10%, SL at -5%
+ * listenPartialProfit(async (event) => {
+ *   // event.level emits: 10, 20, 30, 40, 50...
+ *   if (event.level === Constant.TP_LEVEL1) { await close(33); } // at +3% profit
+ *   if (event.level === Constant.TP_LEVEL2) { await close(33); } // at +6% profit
+ *   if (event.level === Constant.TP_LEVEL3) { await close(34); } // at +9% profit
+ * });
+ * ```
+ *
+ * @example
+ * ```typescript
+ * listenPartialLoss(async (event) => {
+ *   // event.level emits: 10, 20, 30, 40, 50...
+ *   if (event.level === Constant.SL_LEVEL1) { await close(50); } // at -2% loss
+ *   if (event.level === Constant.SL_LEVEL2) { await close(50); } // at -4% loss
+ * });
+ * ```
+ */
+const Constant = new ConstantUtils();
+
 exports.Backtest = Backtest;
+exports.Constant = Constant;
 exports.ExecutionContextService = ExecutionContextService;
 exports.Heat = Heat;
 exports.Live = Live;
@@ -13617,6 +13759,7 @@ exports.listenDoneLiveOnce = listenDoneLiveOnce;
 exports.listenDoneWalker = listenDoneWalker;
 exports.listenDoneWalkerOnce = listenDoneWalkerOnce;
 exports.listenError = listenError;
+exports.listenOptimizerProgress = listenOptimizerProgress;
 exports.listenPartialLoss = listenPartialLoss;
 exports.listenPartialLossOnce = listenPartialLossOnce;
 exports.listenPartialProfit = listenPartialProfit;

package/build/index.mjs

@@ -1621,6 +1621,11 @@ const progressBacktestEmitter = new Subject();
  * Emits progress updates during walker execution.
  */
 const progressWalkerEmitter = new Subject();
+/**
+ * Progress emitter for optimizer execution progress.
+ * Emits progress updates during optimizer execution.
+ */
+const progressOptimizerEmitter = new Subject();
 /**
  * Performance emitter for execution metrics.
  * Emits performance metrics for profiling and bottleneck detection.
@@ -1667,6 +1672,7 @@ var emitters = /*#__PURE__*/Object.freeze({
     partialProfitSubject: partialProfitSubject,
     performanceEmitter: performanceEmitter,
     progressBacktestEmitter: progressBacktestEmitter,
+    progressOptimizerEmitter: progressOptimizerEmitter,
     progressWalkerEmitter: progressWalkerEmitter,
     signalBacktestEmitter: signalBacktestEmitter,
     signalEmitter: signalEmitter,
@@ -9127,9 +9133,19 @@ const RESOLVE_PAGINATION_FN = async (fetch, filterData) => {
  */
 const GET_STRATEGY_DATA_FN = async (symbol, self) => {
     const strategyList = [];
+    const totalSources = self.params.rangeTrain.length * self.params.source.length;
+    let processedSources = 0;
     for (const { startDate, endDate } of self.params.rangeTrain) {
         const messageList = [];
         for (const source of self.params.source) {
+            // Emit progress event at the start of processing each source
+            await self.params.onProgress({
+                optimizerName: self.params.optimizerName,
+                symbol,
+                totalSources,
+                processedSources,
+                progress: totalSources > 0 ? processedSources / totalSources : 0,
+            });
             if (typeof source === "function") {
                 const data = await RESOLVE_PAGINATION_FN(source, {
                     symbol,
@@ -9150,6 +9166,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
                     role: "assistant",
                     content: assistantContent,
                 });
+                processedSources++;
             }
             else {
                 const { fetch, name = DEFAULT_SOURCE_NAME, assistant = DEFAULT_ASSISTANT_FN, user = DEFAULT_USER_FN, } = source;
@@ -9172,6 +9189,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
                     role: "assistant",
                     content: assistantContent,
                 });
+                processedSources++;
             }
             const name = "name" in source
                 ? source.name || DEFAULT_SOURCE_NAME
@@ -9184,6 +9202,14 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
             });
         }
     }
+    // Emit final progress event (100%)
+    await self.params.onProgress({
+        optimizerName: self.params.optimizerName,
+        symbol,
+        totalSources,
+        processedSources: totalSources,
+        progress: 1.0,
+    });
     if (self.params.callbacks?.onData) {
         await self.params.callbacks.onData(symbol, strategyList);
     }
@@ -9356,6 +9382,10 @@ class ClientOptimizer {
     }
 }
 
+/**
+ * Callback function for emitting progress events to progressOptimizerEmitter.
+ */
+const COMMIT_PROGRESS_FN = async (progress) => progressOptimizerEmitter.next(progress);
 /**
  * Service for creating and caching optimizer client instances.
  * Handles dependency injection and template merging.
@@ -9399,6 +9429,7 @@ class OptimizerConnectionService {
             return new ClientOptimizer({
                 optimizerName,
                 logger: this.loggerService,
+                onProgress: COMMIT_PROGRESS_FN,
                 getPrompt,
                 rangeTest,
                 rangeTrain,
@@ -11313,6 +11344,7 @@ const LISTEN_DONE_WALKER_METHOD_NAME = "event.listenDoneWalker";
 const LISTEN_DONE_WALKER_ONCE_METHOD_NAME = "event.listenDoneWalkerOnce";
 const LISTEN_PROGRESS_METHOD_NAME = "event.listenBacktestProgress";
 const LISTEN_PROGRESS_WALKER_METHOD_NAME = "event.listenWalkerProgress";
+const LISTEN_PROGRESS_OPTIMIZER_METHOD_NAME = "event.listenOptimizerProgress";
 const LISTEN_PERFORMANCE_METHOD_NAME = "event.listenPerformance";
 const LISTEN_WALKER_METHOD_NAME = "event.listenWalker";
 const LISTEN_WALKER_ONCE_METHOD_NAME = "event.listenWalkerOnce";
@@ -11763,6 +11795,34 @@ function listenWalkerProgress(fn) {
     backtest$1.loggerService.log(LISTEN_PROGRESS_WALKER_METHOD_NAME);
     return progressWalkerEmitter.subscribe(queued(async (event) => fn(event)));
 }
+/**
+ * Subscribes to optimizer progress events with queued async processing.
+ *
+ * Emits during optimizer execution to track data source processing progress.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle optimizer progress events
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenOptimizerProgress } from "backtest-kit";
+ *
+ * const unsubscribe = listenOptimizerProgress((event) => {
+ *   console.log(`Progress: ${(event.progress * 100).toFixed(2)}%`);
+ *   console.log(`${event.processedSources} / ${event.totalSources} sources`);
+ *   console.log(`Optimizer: ${event.optimizerName}, Symbol: ${event.symbol}`);
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+function listenOptimizerProgress(fn) {
+    backtest$1.loggerService.log(LISTEN_PROGRESS_OPTIMIZER_METHOD_NAME);
+    return progressOptimizerEmitter.subscribe(queued(async (event) => fn(event)));
+}
 /**
  * Subscribes to performance metric events with queued async processing.
  *
@@ -13569,4 +13629,85 @@ class PartialUtils {
  */
 const Partial = new PartialUtils();
 
-export { Backtest, ExecutionContextService, Heat, Live, MethodContextService, Optimizer, Partial, Performance, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Schedule, Walker, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getDate, getMode, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setConfig, setLogger };
+/**
+ * Utility class containing predefined trading constants for take-profit and stop-loss levels.
+ *
+ * Based on Kelly Criterion with exponential risk decay.
+ * Values represent percentage of distance traveled towards final TP/SL target.
+ *
+ * Example: If final TP is at +10% profit:
+ * - TP_LEVEL1 (30) triggers when price reaches 30% of distance = +3% profit
+ * - TP_LEVEL2 (60) triggers when price reaches 60% of distance = +6% profit
+ * - TP_LEVEL3 (90) triggers when price reaches 90% of distance = +9% profit
+ */
+class ConstantUtils {
+    constructor() {
+        /**
+         * Take Profit Level 1 (Kelly-optimized early partial).
+         * Triggers at 30% of distance to final TP target.
+         * Lock in profit early, let rest run.
+         */
+        this.TP_LEVEL1 = 30;
+        /**
+         * Take Profit Level 2 (Kelly-optimized mid partial).
+         * Triggers at 60% of distance to final TP target.
+         * Secure majority of position while trend continues.
+         */
+        this.TP_LEVEL2 = 60;
+        /**
+         * Take Profit Level 3 (Kelly-optimized final partial).
+         * Triggers at 90% of distance to final TP target.
+         * Near-complete exit, minimal exposure remains.
+         */
+        this.TP_LEVEL3 = 90;
+        /**
+         * Stop Loss Level 1 (Kelly-optimized early warning).
+         * Triggers at 40% of distance to final SL target.
+         * Reduce exposure when setup weakens.
+         */
+        this.SL_LEVEL1 = 40;
+        /**
+         * Stop Loss Level 2 (Kelly-optimized final exit).
+         * Triggers at 80% of distance to final SL target.
+         * Exit remaining position before catastrophic loss.
+         */
+        this.SL_LEVEL2 = 80;
+    }
+}
+/**
+ * Global singleton instance of ConstantUtils.
+ * Provides static-like access to predefined trading level constants.
+ *
+ * Kelly-optimized scaling strategy:
+ * Profit side (pyramiding out):
+ * - Close 33% at 30% progress (quick profit lock)
+ * - Close 33% at 60% progress (secure gains)
+ * - Close 34% at 90% progress (exit near target)
+ *
+ * Loss side (damage control):
+ * - Close 50% at 40% progress (reduce risk early)
+ * - Close 50% at 80% progress (exit before full stop)
+ *
+ * @example
+ * ```typescript
+ * // Final targets: TP at +10%, SL at -5%
+ * listenPartialProfit(async (event) => {
+ *   // event.level emits: 10, 20, 30, 40, 50...
+ *   if (event.level === Constant.TP_LEVEL1) { await close(33); } // at +3% profit
+ *   if (event.level === Constant.TP_LEVEL2) { await close(33); } // at +6% profit
+ *   if (event.level === Constant.TP_LEVEL3) { await close(34); } // at +9% profit
+ * });
+ * ```
+ *
+ * @example
+ * ```typescript
+ * listenPartialLoss(async (event) => {
+ *   // event.level emits: 10, 20, 30, 40, 50...
+ *   if (event.level === Constant.SL_LEVEL1) { await close(50); } // at -2% loss
+ *   if (event.level === Constant.SL_LEVEL2) { await close(50); } // at -4% loss
+ * });
+ * ```
+ */
+const Constant = new ConstantUtils();
+
+export { Backtest, Constant, ExecutionContextService, Heat, Live, MethodContextService, Optimizer, Partial, Performance, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Schedule, Walker, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getDate, getMode, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setConfig, setLogger };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.4.1",
+  "version": "1.4.3",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1517,6 +1517,35 @@ interface MessageModel {
     content: string;
 }
 
+/**
+ * Contract for optimizer progress events.
+ *
+ * Emitted during optimizer execution to track progress.
+ * Contains information about total sources, processed sources, and completion percentage.
+ *
+ * @example
+ * ```typescript
+ * import { listenOptimizerProgress } from "backtest-kit";
+ *
+ * listenOptimizerProgress((event) => {
+ *   console.log(`Progress: ${(event.progress * 100).toFixed(2)}%`);
+ *   console.log(`Processed: ${event.processedSources} / ${event.totalSources}`);
+ * });
+ * ```
+ */
+interface ProgressOptimizerContract {
+    /** optimizerName - Name of the optimizer being executed */
+    optimizerName: string;
+    /** symbol - Trading symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** totalSources - Total number of sources to process */
+    totalSources: number;
+    /** processedSources - Number of sources processed so far */
+    processedSources: number;
+    /** progress - Completion percentage from 0.0 to 1.0 */
+    progress: number;
+}
+
 /**
  * Unique identifier for data rows in optimizer sources.
  * Can be either a string or numeric ID.
@@ -1844,6 +1873,11 @@ interface IOptimizerSchema {
      * @returns Strategy prompt/logic description
      */
     getPrompt: (symbol: string, messages: MessageModel[]) => string | Promise<string>;
+    /**
+     * Callback invoked to report progress during optimizer operations.
+     * @param progress - Progress details including processed sources and percentage
+     */
+    onProgress(progress: ProgressOptimizerContract): void;
     /**
      * Optional custom template overrides.
      * If not provided, uses defaults from OptimizerTemplateService.
@@ -3208,6 +3242,31 @@ declare function listenBacktestProgress(fn: (event: ProgressBacktestContract) =>
  * ```
  */
 declare function listenWalkerProgress(fn: (event: ProgressWalkerContract) => void): () => void;
+/**
+ * Subscribes to optimizer progress events with queued async processing.
+ *
+ * Emits during optimizer execution to track data source processing progress.
+ * Events are processed sequentially in order received, even if callback is async.
+ * Uses queued wrapper to prevent concurrent execution of the callback.
+ *
+ * @param fn - Callback function to handle optimizer progress events
+ * @returns Unsubscribe function to stop listening to events
+ *
+ * @example
+ * ```typescript
+ * import { listenOptimizerProgress } from "backtest-kit";
+ *
+ * const unsubscribe = listenOptimizerProgress((event) => {
+ *   console.log(`Progress: ${(event.progress * 100).toFixed(2)}%`);
+ *   console.log(`${event.processedSources} / ${event.totalSources} sources`);
+ *   console.log(`Optimizer: ${event.optimizerName}, Symbol: ${event.symbol}`);
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenOptimizerProgress(fn: (event: ProgressOptimizerContract) => void): () => void;
 /**
  * Subscribes to performance metric events with queued async processing.
  *
@@ -5975,6 +6034,85 @@ declare class PartialUtils {
  */
 declare const Partial$1: PartialUtils;
 
+/**
+ * Utility class containing predefined trading constants for take-profit and stop-loss levels.
+ *
+ * Based on Kelly Criterion with exponential risk decay.
+ * Values represent percentage of distance traveled towards final TP/SL target.
+ *
+ * Example: If final TP is at +10% profit:
+ * - TP_LEVEL1 (30) triggers when price reaches 30% of distance = +3% profit
+ * - TP_LEVEL2 (60) triggers when price reaches 60% of distance = +6% profit
+ * - TP_LEVEL3 (90) triggers when price reaches 90% of distance = +9% profit
+ */
+declare class ConstantUtils {
+    /**
+     * Take Profit Level 1 (Kelly-optimized early partial).
+     * Triggers at 30% of distance to final TP target.
+     * Lock in profit early, let rest run.
+     */
+    readonly TP_LEVEL1 = 30;
+    /**
+     * Take Profit Level 2 (Kelly-optimized mid partial).
+     * Triggers at 60% of distance to final TP target.
+     * Secure majority of position while trend continues.
+     */
+    readonly TP_LEVEL2 = 60;
+    /**
+     * Take Profit Level 3 (Kelly-optimized final partial).
+     * Triggers at 90% of distance to final TP target.
+     * Near-complete exit, minimal exposure remains.
+     */
+    readonly TP_LEVEL3 = 90;
+    /**
+     * Stop Loss Level 1 (Kelly-optimized early warning).
+     * Triggers at 40% of distance to final SL target.
+     * Reduce exposure when setup weakens.
+     */
+    readonly SL_LEVEL1 = 40;
+    /**
+     * Stop Loss Level 2 (Kelly-optimized final exit).
+     * Triggers at 80% of distance to final SL target.
+     * Exit remaining position before catastrophic loss.
+     */
+    readonly SL_LEVEL2 = 80;
+}
+/**
+ * Global singleton instance of ConstantUtils.
+ * Provides static-like access to predefined trading level constants.
+ *
+ * Kelly-optimized scaling strategy:
+ * Profit side (pyramiding out):
+ * - Close 33% at 30% progress (quick profit lock)
+ * - Close 33% at 60% progress (secure gains)
+ * - Close 34% at 90% progress (exit near target)
+ *
+ * Loss side (damage control):
+ * - Close 50% at 40% progress (reduce risk early)
+ * - Close 50% at 80% progress (exit before full stop)
+ *
+ * @example
+ * ```typescript
+ * // Final targets: TP at +10%, SL at -5%
+ * listenPartialProfit(async (event) => {
+ *   // event.level emits: 10, 20, 30, 40, 50...
+ *   if (event.level === Constant.TP_LEVEL1) { await close(33); } // at +3% profit
+ *   if (event.level === Constant.TP_LEVEL2) { await close(33); } // at +6% profit
+ *   if (event.level === Constant.TP_LEVEL3) { await close(34); } // at +9% profit
+ * });
+ * ```
+ *
+ * @example
+ * ```typescript
+ * listenPartialLoss(async (event) => {
+ *   // event.level emits: 10, 20, 30, 40, 50...
+ *   if (event.level === Constant.SL_LEVEL1) { await close(50); } // at -2% loss
+ *   if (event.level === Constant.SL_LEVEL2) { await close(50); } // at -4% loss
+ * });
+ * ```
+ */
+declare const Constant: ConstantUtils;
+
 /**
  * Global signal emitter for all trading events (live + backtest).
  * Emits all signal events regardless of execution mode.
@@ -6020,6 +6158,11 @@ declare const progressBacktestEmitter: Subject<ProgressBacktestContract>;
  * Emits progress updates during walker execution.
  */
 declare const progressWalkerEmitter: Subject<ProgressWalkerContract>;
+/**
+ * Progress emitter for optimizer execution progress.
+ * Emits progress updates during optimizer execution.
+ */
+declare const progressOptimizerEmitter: Subject<ProgressOptimizerContract>;
 /**
  * Performance emitter for execution metrics.
  * Emits performance metrics for profiling and bottleneck detection.
@@ -6064,6 +6207,7 @@ declare const emitters_partialLossSubject: typeof partialLossSubject;
 declare const emitters_partialProfitSubject: typeof partialProfitSubject;
 declare const emitters_performanceEmitter: typeof performanceEmitter;
 declare const emitters_progressBacktestEmitter: typeof progressBacktestEmitter;
+declare const emitters_progressOptimizerEmitter: typeof progressOptimizerEmitter;
 declare const emitters_progressWalkerEmitter: typeof progressWalkerEmitter;
 declare const emitters_signalBacktestEmitter: typeof signalBacktestEmitter;
 declare const emitters_signalEmitter: typeof signalEmitter;
@@ -6073,7 +6217,7 @@ declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
 declare const emitters_walkerEmitter: typeof walkerEmitter;
 declare const emitters_walkerStopSubject: typeof walkerStopSubject;
 declare namespace emitters {
-  export { emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
+  export { emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressOptimizerEmitter as progressOptimizerEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
 }
 
 /**
@@ -8540,4 +8684,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { Backtest, type BacktestStatistics, type CandleInterval, type DoneContract, type EntityId, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IHeatmapStatistics, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, Live, type LiveStatistics, type MessageModel, type MessageRole, MethodContextService, Optimizer, Partial$1 as Partial, type PartialData, type PartialLossContract, type PartialProfitContract, type PartialStatistics, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatistics, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, type RiskData, Schedule, type ScheduleData, type ScheduleStatistics, type SignalData, type SignalInterval, type TPersistBase, type TPersistBaseCtor, Walker, type WalkerContract, type WalkerMetric, type WalkerStatistics, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getDate, getMode, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setConfig, setLogger };
+export { Backtest, type BacktestStatistics, type CandleInterval, Constant, type DoneContract, type EntityId, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IHeatmapStatistics, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, Live, type LiveStatistics, type MessageModel, type MessageRole, MethodContextService, Optimizer, Partial$1 as Partial, type PartialData, type PartialLossContract, type PartialProfitContract, type PartialStatistics, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatistics, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, type ProgressBacktestContract, type ProgressOptimizerContract, type ProgressWalkerContract, type RiskData, Schedule, type ScheduleData, type ScheduleStatistics, type SignalData, type SignalInterval, type TPersistBase, type TPersistBaseCtor, Walker, type WalkerContract, type WalkerMetric, type WalkerStatistics, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getDate, getMode, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setConfig, setLogger };