backtest-kit 1.4.15 → 1.5.1

package/build/index.cjs

@@ -38,6 +38,15 @@ const GLOBAL_CONFIG = {
      * Default: 1440 minutes (1 day)
      */
     CC_MAX_SIGNAL_LIFETIME_MINUTES: 1440,
+    /**
+     * Maximum time allowed for signal generation (in seconds).
+     * Prevents long-running or stuck signal generation routines from blocking
+     * execution or consuming resources indefinitely. If generation exceeds this
+     * threshold the attempt should be aborted, logged and optionally retried.
+     *
+     * Default: 180 seconds (3 minutes)
+     */
+    CC_MAX_SIGNAL_GENERATION_SECONDS: 180,
     /**
      * Number of retries for getCandles function
      * Default: 3 retries
@@ -1700,6 +1709,53 @@ var emitters = /*#__PURE__*/Object.freeze({
     walkerStopSubject: walkerStopSubject
 });
 
+/**
+ * Converts markdown content to plain text with minimal formatting
+ * @param content - Markdown string to convert
+ * @returns Plain text representation
+ */
+const toPlainString = (content) => {
+    if (!content) {
+        return "";
+    }
+    let text = content;
+    // Remove code blocks
+    text = text.replace(/```[\s\S]*?```/g, "");
+    text = text.replace(/`([^`]+)`/g, "$1");
+    // Remove images
+    text = text.replace(/!\[([^\]]*)\]\([^)]+\)/g, "$1");
+    // Convert links to text only (keep link text, remove URL)
+    text = text.replace(/\[([^\]]+)\]\([^)]+\)/g, "$1");
+    // Remove headers (convert to plain text)
+    text = text.replace(/^#{1,6}\s+(.+)$/gm, "$1");
+    // Remove bold and italic markers
+    text = text.replace(/\*\*\*(.+?)\*\*\*/g, "$1");
+    text = text.replace(/\*\*(.+?)\*\*/g, "$1");
+    text = text.replace(/\*(.+?)\*/g, "$1");
+    text = text.replace(/___(.+?)___/g, "$1");
+    text = text.replace(/__(.+?)__/g, "$1");
+    text = text.replace(/_(.+?)_/g, "$1");
+    // Remove strikethrough
+    text = text.replace(/~~(.+?)~~/g, "$1");
+    // Convert lists to plain text with bullets
+    text = text.replace(/^\s*[-*+]\s+/gm, "• ");
+    text = text.replace(/^\s*\d+\.\s+/gm, "• ");
+    // Remove blockquotes
+    text = text.replace(/^\s*>\s+/gm, "");
+    // Remove horizontal rules
+    text = text.replace(/^(\*{3,}|-{3,}|_{3,})$/gm, "");
+    // Remove HTML tags
+    text = text.replace(/<[^>]+>/g, "");
+    // Remove excessive whitespace and normalize line breaks
+    text = text.replace(/\n[\s\n]*\n/g, "\n");
+    text = text.replace(/[ \t]+/g, " ");
+    // Remove all newline characters
+    text = text.replace(/\n/g, " ");
+    // Remove excessive spaces after newline removal
+    text = text.replace(/\s+/g, " ");
+    return text.trim();
+};
+
 const INTERVAL_MINUTES$1 = {
     "1m": 1,
     "3m": 3,
@@ -1708,6 +1764,7 @@ const INTERVAL_MINUTES$1 = {
     "30m": 30,
     "1h": 60,
 };
+const TIMEOUT_SYMBOL = Symbol('timeout');
 const VALIDATE_SIGNAL_FN = (signal, currentPrice, isScheduled) => {
     const errors = [];
     // ПРОВЕРКА ОБЯЗАТЕЛЬНЫХ ПОЛЕЙ ISignalRow
@@ -1891,7 +1948,14 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
     }))) {
         return null;
     }
-    const signal = await self.params.getSignal(self.params.execution.context.symbol, self.params.execution.context.when);
+    const timeoutMs = GLOBAL_CONFIG.CC_MAX_SIGNAL_GENERATION_SECONDS * 1000;
+    const signal = await Promise.race([
+        self.params.getSignal(self.params.execution.context.symbol, self.params.execution.context.when),
+        functoolsKit.sleep(timeoutMs).then(() => TIMEOUT_SYMBOL),
+    ]);
+    if (typeof signal === "symbol") {
+        throw new Error(`Timeout for ${self.params.method.context.strategyName} symbol=${self.params.execution.context.symbol}`);
+    }
     if (!signal) {
         return null;
     }
@@ -1912,7 +1976,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
                 id: functoolsKit.randomString(),
                 priceOpen: signal.priceOpen, // Используем priceOpen из сигнала
                 position: signal.position,
-                note: signal.note,
+                note: toPlainString(signal.note),
                 priceTakeProfit: signal.priceTakeProfit,
                 priceStopLoss: signal.priceStopLoss,
                 minuteEstimatedTime: signal.minuteEstimatedTime,
@@ -1932,7 +1996,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
             id: functoolsKit.randomString(),
             priceOpen: signal.priceOpen,
             position: signal.position,
-            note: signal.note,
+            note: toPlainString(signal.note),
             priceTakeProfit: signal.priceTakeProfit,
             priceStopLoss: signal.priceStopLoss,
             minuteEstimatedTime: signal.minuteEstimatedTime,
@@ -1951,6 +2015,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
         id: functoolsKit.randomString(),
         priceOpen: currentPrice,
         ...signal,
+        note: toPlainString(signal.note),
         symbol: self.params.execution.context.symbol,
         exchangeName: self.params.method.context.exchangeName,
         strategyName: self.params.method.context.strategyName,
@@ -2176,6 +2241,8 @@ const RETURN_SCHEDULED_SIGNAL_ACTIVE_FN = async (self, scheduled, currentPrice)
         strategyName: self.params.method.context.strategyName,
         exchangeName: self.params.method.context.exchangeName,
         symbol: self.params.execution.context.symbol,
+        percentTp: 0,
+        percentSl: 0,
     };
     if (self.params.callbacks?.onTick) {
         self.params.callbacks.onTick(self.params.execution.context.symbol, result, self.params.execution.context.backtest);
@@ -2279,7 +2346,7 @@ const CLOSE_PENDING_SIGNAL_FN = async (self, signal, currentPrice, closeReason)
         self.params.callbacks.onClose(self.params.execution.context.symbol, signal, currentPrice, self.params.execution.context.backtest);
     }
     // КРИТИЧНО: Очищаем состояние ClientPartial при закрытии позиции
-    await self.params.partial.clear(self.params.execution.context.symbol, signal, currentPrice);
+    await self.params.partial.clear(self.params.execution.context.symbol, signal, currentPrice, self.params.execution.context.backtest);
     await self.params.risk.removeSignal(self.params.execution.context.symbol, {
         strategyName: self.params.method.context.strategyName,
         riskName: self.params.riskName,
@@ -2302,31 +2369,56 @@ const CLOSE_PENDING_SIGNAL_FN = async (self, signal, currentPrice, closeReason)
     return result;
 };
 const RETURN_PENDING_SIGNAL_ACTIVE_FN = async (self, signal, currentPrice) => {
-    // Calculate revenue percentage for partial fill/loss callbacks
+    let percentTp = 0;
+    let percentSl = 0;
+    // Calculate percentage of path to TP/SL for partial fill/loss callbacks
     {
-        let revenuePercent = 0;
         if (signal.position === "long") {
-            // For long: positive if current > open, negative if current < open
-            revenuePercent = ((currentPrice - signal.priceOpen) / signal.priceOpen) * 100;
+            // For long: calculate progress towards TP or SL
+            const currentDistance = currentPrice - signal.priceOpen;
+            if (currentDistance > 0) {
+                // Moving towards TP
+                const tpDistance = signal.priceTakeProfit - signal.priceOpen;
+                const progressPercent = (currentDistance / tpDistance) * 100;
+                percentTp = Math.min(progressPercent, 100);
+                await self.params.partial.profit(self.params.execution.context.symbol, signal, currentPrice, percentTp, self.params.execution.context.backtest, self.params.execution.context.when);
+                if (self.params.callbacks?.onPartialProfit) {
+                    self.params.callbacks.onPartialProfit(self.params.execution.context.symbol, signal, currentPrice, percentTp, self.params.execution.context.backtest);
+                }
+            }
+            else if (currentDistance < 0) {
+                // Moving towards SL
+                const slDistance = signal.priceOpen - signal.priceStopLoss;
+                const progressPercent = (Math.abs(currentDistance) / slDistance) * 100;
+                percentSl = Math.min(progressPercent, 100);
+                await self.params.partial.loss(self.params.execution.context.symbol, signal, currentPrice, percentSl, self.params.execution.context.backtest, self.params.execution.context.when);
+                if (self.params.callbacks?.onPartialLoss) {
+                    self.params.callbacks.onPartialLoss(self.params.execution.context.symbol, signal, currentPrice, percentSl, self.params.execution.context.backtest);
+                }
+            }
         }
         else if (signal.position === "short") {
-            // For short: positive if current < open, negative if current > open
-            revenuePercent = ((signal.priceOpen - currentPrice) / signal.priceOpen) * 100;
-        }
-        // Call onPartialProfit if revenue is positive (but not reached TP yet)
-        if (revenuePercent > 0) {
-            // КРИТИЧНО: Вызываем ClientPartial для отслеживания уровней
-            await self.params.partial.profit(self.params.execution.context.symbol, signal, currentPrice, revenuePercent, self.params.execution.context.backtest, self.params.execution.context.when);
-            if (self.params.callbacks?.onPartialProfit) {
-                self.params.callbacks.onPartialProfit(self.params.execution.context.symbol, signal, currentPrice, revenuePercent, self.params.execution.context.backtest);
+            // For short: calculate progress towards TP or SL
+            const currentDistance = signal.priceOpen - currentPrice;
+            if (currentDistance > 0) {
+                // Moving towards TP
+                const tpDistance = signal.priceOpen - signal.priceTakeProfit;
+                const progressPercent = (currentDistance / tpDistance) * 100;
+                percentTp = Math.min(progressPercent, 100);
+                await self.params.partial.profit(self.params.execution.context.symbol, signal, currentPrice, percentTp, self.params.execution.context.backtest, self.params.execution.context.when);
+                if (self.params.callbacks?.onPartialProfit) {
+                    self.params.callbacks.onPartialProfit(self.params.execution.context.symbol, signal, currentPrice, percentTp, self.params.execution.context.backtest);
+                }
             }
-        }
-        // Call onPartialLoss if revenue is negative (but not hit SL yet)
-        if (revenuePercent < 0) {
-            // КРИТИЧНО: Вызываем ClientPartial для отслеживания уровней
-            await self.params.partial.loss(self.params.execution.context.symbol, signal, currentPrice, revenuePercent, self.params.execution.context.backtest, self.params.execution.context.when);
-            if (self.params.callbacks?.onPartialLoss) {
-                self.params.callbacks.onPartialLoss(self.params.execution.context.symbol, signal, currentPrice, revenuePercent, self.params.execution.context.backtest);
+            if (currentDistance < 0) {
+                // Moving towards SL
+                const slDistance = signal.priceStopLoss - signal.priceOpen;
+                const progressPercent = (Math.abs(currentDistance) / slDistance) * 100;
+                percentSl = Math.min(progressPercent, 100);
+                await self.params.partial.loss(self.params.execution.context.symbol, signal, currentPrice, percentSl, self.params.execution.context.backtest, self.params.execution.context.when);
+                if (self.params.callbacks?.onPartialLoss) {
+                    self.params.callbacks.onPartialLoss(self.params.execution.context.symbol, signal, currentPrice, percentSl, self.params.execution.context.backtest);
+                }
             }
         }
     }
@@ -2337,6 +2429,8 @@ const RETURN_PENDING_SIGNAL_ACTIVE_FN = async (self, signal, currentPrice) => {
         strategyName: self.params.method.context.strategyName,
         exchangeName: self.params.method.context.exchangeName,
         symbol: self.params.execution.context.symbol,
+        percentTp,
+        percentSl,
     };
     if (self.params.callbacks?.onTick) {
         self.params.callbacks.onTick(self.params.execution.context.symbol, result, self.params.execution.context.backtest);
@@ -2458,7 +2552,7 @@ const CLOSE_PENDING_SIGNAL_IN_BACKTEST_FN = async (self, signal, averagePrice, c
         self.params.callbacks.onClose(self.params.execution.context.symbol, signal, averagePrice, self.params.execution.context.backtest);
     }
     // КРИТИЧНО: Очищаем состояние ClientPartial при закрытии позиции
-    await self.params.partial.clear(self.params.execution.context.symbol, signal, averagePrice);
+    await self.params.partial.clear(self.params.execution.context.symbol, signal, averagePrice, self.params.execution.context.backtest);
     await self.params.risk.removeSignal(self.params.execution.context.symbol, {
         strategyName: self.params.method.context.strategyName,
         riskName: self.params.riskName,
@@ -2601,29 +2695,50 @@ const PROCESS_PENDING_SIGNAL_CANDLES_FN = async (self, signal, candles) => {
             return await CLOSE_PENDING_SIGNAL_IN_BACKTEST_FN(self, signal, closePrice, closeReason, currentCandleTimestamp);
         }
         // Call onPartialProfit/onPartialLoss callbacks during backtest candle processing
-        // Calculate revenue percentage
+        // Calculate percentage of path to TP/SL
         {
-            let revenuePercent = 0;
             if (signal.position === "long") {
-                revenuePercent = ((averagePrice - signal.priceOpen) / signal.priceOpen) * 100;
+                // For long: calculate progress towards TP or SL
+                const currentDistance = averagePrice - signal.priceOpen;
+                if (currentDistance > 0) {
+                    // Moving towards TP
+                    const tpDistance = signal.priceTakeProfit - signal.priceOpen;
+                    const progressPercent = (currentDistance / tpDistance) * 100;
+                    await self.params.partial.profit(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest, self.params.execution.context.when);
+                    if (self.params.callbacks?.onPartialProfit) {
+                        self.params.callbacks.onPartialProfit(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest);
+                    }
+                }
+                else if (currentDistance < 0) {
+                    // Moving towards SL
+                    const slDistance = signal.priceOpen - signal.priceStopLoss;
+                    const progressPercent = (Math.abs(currentDistance) / slDistance) * 100;
+                    await self.params.partial.loss(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest, self.params.execution.context.when);
+                    if (self.params.callbacks?.onPartialLoss) {
+                        self.params.callbacks.onPartialLoss(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest);
+                    }
+                }
             }
             else if (signal.position === "short") {
-                revenuePercent = ((signal.priceOpen - averagePrice) / signal.priceOpen) * 100;
-            }
-            // Call onPartialProfit if revenue is positive (but not reached TP yet)
-            if (revenuePercent > 0) {
-                // КРИТИЧНО: Вызываем ClientPartial для отслеживания уровней
-                await self.params.partial.profit(self.params.execution.context.symbol, signal, averagePrice, revenuePercent, self.params.execution.context.backtest, self.params.execution.context.when);
-                if (self.params.callbacks?.onPartialProfit) {
-                    self.params.callbacks.onPartialProfit(self.params.execution.context.symbol, signal, averagePrice, revenuePercent, self.params.execution.context.backtest);
+                // For short: calculate progress towards TP or SL
+                const currentDistance = signal.priceOpen - averagePrice;
+                if (currentDistance > 0) {
+                    // Moving towards TP
+                    const tpDistance = signal.priceOpen - signal.priceTakeProfit;
+                    const progressPercent = (currentDistance / tpDistance) * 100;
+                    await self.params.partial.profit(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest, self.params.execution.context.when);
+                    if (self.params.callbacks?.onPartialProfit) {
+                        self.params.callbacks.onPartialProfit(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest);
+                    }
                 }
-            }
-            // Call onPartialLoss if revenue is negative (but not hit SL yet)
-            if (revenuePercent < 0) {
-                // КРИТИЧНО: Вызываем ClientPartial для отслеживания уровней
-                await self.params.partial.loss(self.params.execution.context.symbol, signal, averagePrice, revenuePercent, self.params.execution.context.backtest, self.params.execution.context.when);
-                if (self.params.callbacks?.onPartialLoss) {
-                    self.params.callbacks.onPartialLoss(self.params.execution.context.symbol, signal, averagePrice, revenuePercent, self.params.execution.context.backtest);
+                if (currentDistance < 0) {
+                    // Moving towards SL
+                    const slDistance = signal.priceStopLoss - signal.priceOpen;
+                    const progressPercent = (Math.abs(currentDistance) / slDistance) * 100;
+                    await self.params.partial.loss(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest, self.params.execution.context.when);
+                    if (self.params.callbacks?.onPartialLoss) {
+                        self.params.callbacks.onPartialLoss(self.params.execution.context.symbol, signal, averagePrice, Math.min(progressPercent, 100), self.params.execution.context.backtest);
+                    }
                 }
             }
         }
@@ -2912,6 +3027,8 @@ class ClientStrategy {
                         action: "active",
                         signal: scheduled,
                         currentPrice: lastPrice,
+                        percentSl: 0,
+                        percentTp: 0,
                         strategyName: this.params.method.context.strategyName,
                         exchangeName: this.params.method.context.exchangeName,
                         symbol: this.params.execution.context.symbol,
@@ -5613,7 +5730,7 @@ const columns$4 = [
     {
         key: "note",
         label: "Note",
-        format: (data) => data.signal.note ?? "N/A",
+        format: (data) => toPlainString(data.signal.note ?? "N/A"),
     },
     {
         key: "openPrice",
@@ -5760,14 +5877,33 @@ let ReportStorage$4 = class ReportStorage {
     async getReport(strategyName) {
         const stats = await this.getData();
         if (stats.totalSignals === 0) {
-            return functoolsKit.str.newline(`# Backtest Report: ${strategyName}`, "", "No signals closed yet.");
+            return [
+                `# Backtest Report: ${strategyName}`,
+                "",
+                "No signals closed yet."
+            ].join("\n");
         }
         const header = columns$4.map((col) => col.label);
         const separator = columns$4.map(() => "---");
         const rows = this._signalList.map((closedSignal) => columns$4.map((col) => col.format(closedSignal)));
         const tableData = [header, separator, ...rows];
-        const table = functoolsKit.str.newline(tableData.map(row => `| ${row.join(" | ")} |`));
-        return functoolsKit.str.newline(`# Backtest Report: ${strategyName}`, "", table, "", `**Total signals:** ${stats.totalSignals}`, `**Closed signals:** ${stats.totalSignals}`, `**Win rate:** ${stats.winRate === null ? "N/A" : `${stats.winRate.toFixed(2)}% (${stats.winCount}W / ${stats.lossCount}L) (higher is better)`}`, `**Average PNL:** ${stats.avgPnl === null ? "N/A" : `${stats.avgPnl > 0 ? "+" : ""}${stats.avgPnl.toFixed(2)}% (higher is better)`}`, `**Total PNL:** ${stats.totalPnl === null ? "N/A" : `${stats.totalPnl > 0 ? "+" : ""}${stats.totalPnl.toFixed(2)}% (higher is better)`}`, `**Standard Deviation:** ${stats.stdDev === null ? "N/A" : `${stats.stdDev.toFixed(3)}% (lower is better)`}`, `**Sharpe Ratio:** ${stats.sharpeRatio === null ? "N/A" : `${stats.sharpeRatio.toFixed(3)} (higher is better)`}`, `**Annualized Sharpe Ratio:** ${stats.annualizedSharpeRatio === null ? "N/A" : `${stats.annualizedSharpeRatio.toFixed(3)} (higher is better)`}`, `**Certainty Ratio:** ${stats.certaintyRatio === null ? "N/A" : `${stats.certaintyRatio.toFixed(3)} (higher is better)`}`, `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`);
+        const table = tableData.map(row => `| ${row.join(" | ")} |`).join("\n");
+        return [
+            `# Backtest Report: ${strategyName}`,
+            "",
+            table,
+            "",
+            `**Total signals:** ${stats.totalSignals}`,
+            `**Closed signals:** ${stats.totalSignals}`,
+            `**Win rate:** ${stats.winRate === null ? "N/A" : `${stats.winRate.toFixed(2)}% (${stats.winCount}W / ${stats.lossCount}L) (higher is better)`}`,
+            `**Average PNL:** ${stats.avgPnl === null ? "N/A" : `${stats.avgPnl > 0 ? "+" : ""}${stats.avgPnl.toFixed(2)}% (higher is better)`}`,
+            `**Total PNL:** ${stats.totalPnl === null ? "N/A" : `${stats.totalPnl > 0 ? "+" : ""}${stats.totalPnl.toFixed(2)}% (higher is better)`}`,
+            `**Standard Deviation:** ${stats.stdDev === null ? "N/A" : `${stats.stdDev.toFixed(3)}% (lower is better)`}`,
+            `**Sharpe Ratio:** ${stats.sharpeRatio === null ? "N/A" : `${stats.sharpeRatio.toFixed(3)} (higher is better)`}`,
+            `**Annualized Sharpe Ratio:** ${stats.annualizedSharpeRatio === null ? "N/A" : `${stats.annualizedSharpeRatio.toFixed(3)} (higher is better)`}`,
+            `**Certainty Ratio:** ${stats.certaintyRatio === null ? "N/A" : `${stats.certaintyRatio.toFixed(3)} (higher is better)`}`,
+            `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`,
+        ].join("\n");
     }
     /**
      * Saves strategy report to disk.
@@ -6025,7 +6161,7 @@ const columns$3 = [
     {
         key: "note",
         label: "Note",
-        format: (data) => data.note ?? "N/A",
+        format: (data) => toPlainString(data.note ?? "N/A"),
     },
     {
         key: "currentPrice",
@@ -6049,6 +6185,16 @@ const columns$3 = [
         label: "Stop Loss",
         format: (data) => data.stopLoss !== undefined ? `${data.stopLoss.toFixed(8)} USD` : "N/A",
     },
+    {
+        key: "percentTp",
+        label: "% to TP",
+        format: (data) => data.percentTp !== undefined ? `${data.percentTp.toFixed(2)}%` : "N/A",
+    },
+    {
+        key: "percentSl",
+        label: "% to SL",
+        format: (data) => data.percentSl !== undefined ? `${data.percentSl.toFixed(2)}%` : "N/A",
+    },
     {
         key: "pnl",
         label: "PNL (net)",
@@ -6151,6 +6297,8 @@ let ReportStorage$3 = class ReportStorage {
             openPrice: data.signal.priceOpen,
             takeProfit: data.signal.priceTakeProfit,
             stopLoss: data.signal.priceStopLoss,
+            percentTp: data.percentTp,
+            percentSl: data.percentSl,
         };
         // Replace existing event or add new one
         if (existingIndex !== -1) {
@@ -6292,14 +6440,33 @@ let ReportStorage$3 = class ReportStorage {
     async getReport(strategyName) {
         const stats = await this.getData();
         if (stats.totalEvents === 0) {
-            return functoolsKit.str.newline(`# Live Trading Report: ${strategyName}`, "", "No events recorded yet.");
+            return [
+                `# Live Trading Report: ${strategyName}`,
+                "",
+                "No events recorded yet."
+            ].join("\n");
         }
         const header = columns$3.map((col) => col.label);
         const separator = columns$3.map(() => "---");
         const rows = this._eventList.map((event) => columns$3.map((col) => col.format(event)));
         const tableData = [header, separator, ...rows];
-        const table = functoolsKit.str.newline(tableData.map(row => `| ${row.join(" | ")} |`));
-        return functoolsKit.str.newline(`# Live Trading Report: ${strategyName}`, "", table, "", `**Total events:** ${stats.totalEvents}`, `**Closed signals:** ${stats.totalClosed}`, `**Win rate:** ${stats.winRate === null ? "N/A" : `${stats.winRate.toFixed(2)}% (${stats.winCount}W / ${stats.lossCount}L) (higher is better)`}`, `**Average PNL:** ${stats.avgPnl === null ? "N/A" : `${stats.avgPnl > 0 ? "+" : ""}${stats.avgPnl.toFixed(2)}% (higher is better)`}`, `**Total PNL:** ${stats.totalPnl === null ? "N/A" : `${stats.totalPnl > 0 ? "+" : ""}${stats.totalPnl.toFixed(2)}% (higher is better)`}`, `**Standard Deviation:** ${stats.stdDev === null ? "N/A" : `${stats.stdDev.toFixed(3)}% (lower is better)`}`, `**Sharpe Ratio:** ${stats.sharpeRatio === null ? "N/A" : `${stats.sharpeRatio.toFixed(3)} (higher is better)`}`, `**Annualized Sharpe Ratio:** ${stats.annualizedSharpeRatio === null ? "N/A" : `${stats.annualizedSharpeRatio.toFixed(3)} (higher is better)`}`, `**Certainty Ratio:** ${stats.certaintyRatio === null ? "N/A" : `${stats.certaintyRatio.toFixed(3)} (higher is better)`}`, `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`);
+        const table = tableData.map(row => `| ${row.join(" | ")} |`).join("\n");
+        return [
+            `# Live Trading Report: ${strategyName}`,
+            "",
+            table,
+            "",
+            `**Total events:** ${stats.totalEvents}`,
+            `**Closed signals:** ${stats.totalClosed}`,
+            `**Win rate:** ${stats.winRate === null ? "N/A" : `${stats.winRate.toFixed(2)}% (${stats.winCount}W / ${stats.lossCount}L) (higher is better)`}`,
+            `**Average PNL:** ${stats.avgPnl === null ? "N/A" : `${stats.avgPnl > 0 ? "+" : ""}${stats.avgPnl.toFixed(2)}% (higher is better)`}`,
+            `**Total PNL:** ${stats.totalPnl === null ? "N/A" : `${stats.totalPnl > 0 ? "+" : ""}${stats.totalPnl.toFixed(2)}% (higher is better)`}`,
+            `**Standard Deviation:** ${stats.stdDev === null ? "N/A" : `${stats.stdDev.toFixed(3)}% (lower is better)`}`,
+            `**Sharpe Ratio:** ${stats.sharpeRatio === null ? "N/A" : `${stats.sharpeRatio.toFixed(3)} (higher is better)`}`,
+            `**Annualized Sharpe Ratio:** ${stats.annualizedSharpeRatio === null ? "N/A" : `${stats.annualizedSharpeRatio.toFixed(3)} (higher is better)`}`,
+            `**Certainty Ratio:** ${stats.certaintyRatio === null ? "N/A" : `${stats.certaintyRatio.toFixed(3)} (higher is better)`}`,
+            `**Expected Yearly Returns:** ${stats.expectedYearlyReturns === null ? "N/A" : `${stats.expectedYearlyReturns > 0 ? "+" : ""}${stats.expectedYearlyReturns.toFixed(2)}% (higher is better)`}`,
+        ].join("\n");
     }
     /**
      * Saves strategy report to disk.
@@ -6552,7 +6719,7 @@ const columns$2 = [
     {
         key: "note",
         label: "Note",
-        format: (data) => data.note ?? "N/A",
+        format: (data) => toPlainString(data.note ?? "N/A"),
     },
     {
         key: "currentPrice",
@@ -6696,14 +6863,28 @@ let ReportStorage$2 = class ReportStorage {
     async getReport(strategyName) {
         const stats = await this.getData();
         if (stats.totalEvents === 0) {
-            return functoolsKit.str.newline(`# Scheduled Signals Report: ${strategyName}`, "", "No scheduled signals recorded yet.");
+            return [
+                `# Scheduled Signals Report: ${strategyName}`,
+                "",
+                "No scheduled signals recorded yet."
+            ].join("\n");
         }
         const header = columns$2.map((col) => col.label);
         const separator = columns$2.map(() => "---");
         const rows = this._eventList.map((event) => columns$2.map((col) => col.format(event)));
         const tableData = [header, separator, ...rows];
-        const table = functoolsKit.str.newline(tableData.map((row) => `| ${row.join(" | ")} |`));
-        return functoolsKit.str.newline(`# Scheduled Signals Report: ${strategyName}`, "", table, "", `**Total events:** ${stats.totalEvents}`, `**Scheduled signals:** ${stats.totalScheduled}`, `**Cancelled signals:** ${stats.totalCancelled}`, `**Cancellation rate:** ${stats.cancellationRate === null ? "N/A" : `${stats.cancellationRate.toFixed(2)}% (lower is better)`}`, `**Average wait time (cancelled):** ${stats.avgWaitTime === null ? "N/A" : `${stats.avgWaitTime.toFixed(2)} minutes`}`);
+        const table = tableData.map((row) => `| ${row.join(" | ")} |`).join("\n");
+        return [
+            `# Scheduled Signals Report: ${strategyName}`,
+            "",
+            table,
+            "",
+            `**Total events:** ${stats.totalEvents}`,
+            `**Scheduled signals:** ${stats.totalScheduled}`,
+            `**Cancelled signals:** ${stats.totalCancelled}`,
+            `**Cancellation rate:** ${stats.cancellationRate === null ? "N/A" : `${stats.cancellationRate.toFixed(2)}% (lower is better)`}`,
+            `**Average wait time (cancelled):** ${stats.avgWaitTime === null ? "N/A" : `${stats.avgWaitTime.toFixed(2)} minutes`}`
+        ].join("\n");
     }
     /**
      * Saves strategy report to disk.
@@ -7021,7 +7202,11 @@ class PerformanceStorage {
     async getReport(strategyName) {
         const stats = await this.getData(strategyName);
         if (stats.totalEvents === 0) {
-            return functoolsKit.str.newline(`# Performance Report: ${strategyName}`, "", "No performance metrics recorded yet.");
+            return [
+                `# Performance Report: ${strategyName}`,
+                "",
+                "No performance metrics recorded yet."
+            ].join("\n");
         }
         // Sort metrics by total duration (descending) to show bottlenecks first
         const sortedMetrics = Object.values(stats.metricStats).sort((a, b) => b.totalDuration - a.totalDuration);
@@ -7058,13 +7243,29 @@ class PerformanceStorage {
             metric.maxWaitTime.toFixed(2),
         ]);
         const summaryTableData = [summaryHeader, summarySeparator, ...summaryRows];
-        const summaryTable = functoolsKit.str.newline(summaryTableData.map((row) => `| ${row.join(" | ")} |`));
+        const summaryTable = summaryTableData.map((row) => `| ${row.join(" | ")} |`).join("\n");
         // Calculate percentage of total time for each metric
         const percentages = sortedMetrics.map((metric) => {
             const pct = (metric.totalDuration / stats.totalDuration) * 100;
             return `- **${metric.metricType}**: ${pct.toFixed(1)}% (${metric.totalDuration.toFixed(2)}ms total)`;
         });
-        return functoolsKit.str.newline(`# Performance Report: ${strategyName}`, "", `**Total events:** ${stats.totalEvents}`, `**Total execution time:** ${stats.totalDuration.toFixed(2)}ms`, `**Number of metric types:** ${Object.keys(stats.metricStats).length}`, "", "## Time Distribution", "", functoolsKit.str.newline(percentages), "", "## Detailed Metrics", "", summaryTable, "", "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type.");
+        return [
+            `# Performance Report: ${strategyName}`,
+            "",
+            `**Total events:** ${stats.totalEvents}`,
+            `**Total execution time:** ${stats.totalDuration.toFixed(2)}ms`,
+            `**Number of metric types:** ${Object.keys(stats.metricStats).length}`,
+            "",
+            "## Time Distribution",
+            "",
+            percentages.join("\n"),
+            "",
+            "## Detailed Metrics",
+            "",
+            summaryTable,
+            "",
+            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type."
+        ].join("\n");
     }
     /**
      * Saves performance report to disk.
@@ -7468,7 +7669,7 @@ let ReportStorage$1 = class ReportStorage {
         // Build table rows
         const rows = topStrategies.map((result, index) => columns.map((col) => col.format(result, index)));
         const tableData = [header, separator, ...rows];
-        return functoolsKit.str.newline(tableData.map((row) => `| ${row.join(" | ")} |`));
+        return tableData.map((row) => `| ${row.join(" | ")} |`).join("\n");
     }
     /**
      * Generates PNL table showing all closed signals across all strategies (View).
@@ -7505,7 +7706,7 @@ let ReportStorage$1 = class ReportStorage {
         // Build table rows
         const rows = allSignals.map((signal) => pnlColumns.map((col) => col.format(signal)));
         const tableData = [header, separator, ...rows];
-        return functoolsKit.str.newline(tableData.map((row) => `| ${row.join(" | ")} |`));
+        return tableData.map((row) => `| ${row.join(" | ")} |`).join("\n");
     }
     /**
      * Generates markdown report with all strategy results (View).
@@ -7520,7 +7721,30 @@ let ReportStorage$1 = class ReportStorage {
         const results = await this.getData(symbol, metric, context);
         // Get total signals for best strategy
         const bestStrategySignals = results.bestStats?.totalSignals ?? 0;
-        return functoolsKit.str.newline(`# Walker Comparison Report: ${results.walkerName}`, "", `**Symbol:** ${results.symbol}`, `**Exchange:** ${results.exchangeName}`, `**Frame:** ${results.frameName}`, `**Optimization Metric:** ${results.metric}`, `**Strategies Tested:** ${results.totalStrategies}`, "", `## Best Strategy: ${results.bestStrategy}`, "", `**Best ${results.metric}:** ${formatMetric(results.bestMetric)}`, `**Total Signals:** ${bestStrategySignals}`, "", "## Top Strategies Comparison", "", this.getComparisonTable(metric, 10), "", "## All Signals (PNL Table)", "", this.getPnlTable(), "", "**Note:** Higher values are better for all metrics except Standard Deviation (lower is better).");
+        return [
+            `# Walker Comparison Report: ${results.walkerName}`,
+            "",
+            `**Symbol:** ${results.symbol}`,
+            `**Exchange:** ${results.exchangeName}`,
+            `**Frame:** ${results.frameName}`,
+            `**Optimization Metric:** ${results.metric}`,
+            `**Strategies Tested:** ${results.totalStrategies}`,
+            "",
+            `## Best Strategy: ${results.bestStrategy}`,
+            "",
+            `**Best ${results.metric}:** ${formatMetric(results.bestMetric)}`,
+            `**Total Signals:** ${bestStrategySignals}`,
+            "",
+            "## Top Strategies Comparison",
+            "",
+            this.getComparisonTable(metric, 10),
+            "",
+            "## All Signals (PNL Table)",
+            "",
+            this.getPnlTable(),
+            "",
+            "**Note:** Higher values are better for all metrics except Standard Deviation (lower is better)."
+        ].join("\n");
     }
     /**
      * Saves walker report to disk.
@@ -8034,14 +8258,24 @@ class HeatmapStorage {
     async getReport(strategyName) {
         const data = await this.getData();
         if (data.symbols.length === 0) {
-            return functoolsKit.str.newline(`# Portfolio Heatmap: ${strategyName}`, "", "*No data available*");
+            return [
+                `# Portfolio Heatmap: ${strategyName}`,
+                "",
+                "*No data available*"
+            ].join("\n");
         }
         const header = columns$1.map((col) => col.label);
         const separator = columns$1.map(() => "---");
         const rows = data.symbols.map((row) => columns$1.map((col) => col.format(row)));
         const tableData = [header, separator, ...rows];
-        const table = functoolsKit.str.newline(tableData.map((row) => `| ${row.join(" | ")} |`));
-        return functoolsKit.str.newline(`# Portfolio Heatmap: ${strategyName}`, "", `**Total Symbols:** ${data.totalSymbols} | **Portfolio PNL:** ${data.portfolioTotalPnl !== null ? functoolsKit.str(data.portfolioTotalPnl, "%+.2f%%") : "N/A"} | **Portfolio Sharpe:** ${data.portfolioSharpeRatio !== null ? functoolsKit.str(data.portfolioSharpeRatio, "%.2f") : "N/A"} | **Total Trades:** ${data.portfolioTotalTrades}`, "", table);
+        const table = tableData.map((row) => `| ${row.join(" | ")} |`).join("\n");
+        return [
+            `# Portfolio Heatmap: ${strategyName}`,
+            "",
+            `**Total Symbols:** ${data.totalSymbols} | **Portfolio PNL:** ${data.portfolioTotalPnl !== null ? functoolsKit.str(data.portfolioTotalPnl, "%+.2f%%") : "N/A"} | **Portfolio Sharpe:** ${data.portfolioSharpeRatio !== null ? functoolsKit.str(data.portfolioSharpeRatio, "%.2f") : "N/A"} | **Total Trades:** ${data.portfolioTotalTrades}`,
+            "",
+            table
+        ].join("\n");
     }
     /**
      * Saves heatmap report to disk.
@@ -8764,6 +8998,8 @@ class OptimizerTemplateService {
                 interval,
                 prompt,
             });
+            // Convert prompt to plain text first
+            const plainPrompt = toPlainString(prompt);
             // Escape special characters to prevent code injection
             const escapedStrategyName = String(strategyName)
                 .replace(/\\/g, '\\\\')
@@ -8771,7 +9007,7 @@ class OptimizerTemplateService {
             const escapedInterval = String(interval)
                 .replace(/\\/g, '\\\\')
                 .replace(/"/g, '\\"');
-            const escapedPrompt = String(prompt)
+            const escapedPrompt = String(plainPrompt)
                 .replace(/\\/g, '\\\\')
                 .replace(/`/g, '\\`')
                 .replace(/\$/g, '\\$');
@@ -9952,7 +10188,7 @@ const HANDLE_PROFIT_FN = async (symbol, data, currentPrice, revenuePercent, back
         }
     }
     if (shouldPersist) {
-        await self._persistState(symbol);
+        await self._persistState(symbol, backtest);
     }
 };
 /**
@@ -9999,7 +10235,7 @@ const HANDLE_LOSS_FN = async (symbol, data, currentPrice, lossPercent, backtest,
         }
     }
     if (shouldPersist) {
-        await self._persistState(symbol);
+        await self._persistState(symbol, backtest);
     }
 };
 /**
@@ -10135,7 +10371,10 @@ class ClientPartial {
      * @param symbol - Trading pair symbol
      * @returns Promise that resolves when persistence is complete
      */
-    async _persistState(symbol) {
+    async _persistState(symbol, backtest) {
+        if (backtest) {
+            return;
+        }
         this.params.logger.debug("ClientPartial persistState", { symbol });
         if (this._states === NEED_FETCH) {
             throw new Error("ClientPartial not initialized. Call waitForInit() before using.");
@@ -10258,7 +10497,7 @@ class ClientPartial {
      * // Cleanup: PartialConnectionService.getPartial.clear(signal.id)
      * ```
      */
-    async clear(symbol, data, priceClose) {
+    async clear(symbol, data, priceClose, backtest) {
         this.params.logger.log("ClientPartial clear", {
             symbol,
             data,
@@ -10268,7 +10507,7 @@ class ClientPartial {
             throw new Error("ClientPartial not initialized. Call waitForInit() before using.");
         }
         this._states.delete(data.id);
-        await this._persistState(symbol);
+        await this._persistState(symbol, backtest);
     }
 }
 
@@ -10439,7 +10678,7 @@ class PartialConnectionService {
          * @param priceClose - Final closing price
          * @returns Promise that resolves when clear is complete
          */
-        this.clear = async (symbol, data, priceClose) => {
+        this.clear = async (symbol, data, priceClose, backtest) => {
             this.loggerService.log("partialConnectionService profit", {
                 symbol,
                 data,
@@ -10447,7 +10686,7 @@ class PartialConnectionService {
             });
             const partial = this.getPartial(data.id);
             await partial.waitForInit(symbol);
-            await partial.clear(symbol, data, priceClose);
+            await partial.clear(symbol, data, priceClose, backtest);
             this.getPartial.clear(data.id);
         };
     }
@@ -10594,14 +10833,26 @@ class ReportStorage {
     async getReport(symbol, strategyName) {
         const stats = await this.getData();
         if (stats.totalEvents === 0) {
-            return functoolsKit.str.newline(`# Partial Profit/Loss Report: ${symbol}:${strategyName}`, "", "No partial profit/loss events recorded yet.");
+            return [
+                `# Partial Profit/Loss Report: ${symbol}:${strategyName}`,
+                "",
+                "No partial profit/loss events recorded yet."
+            ].join("\n");
         }
         const header = columns.map((col) => col.label);
         const separator = columns.map(() => "---");
         const rows = this._eventList.map((event) => columns.map((col) => col.format(event)));
         const tableData = [header, separator, ...rows];
-        const table = functoolsKit.str.newline(tableData.map((row) => `| ${row.join(" | ")} |`));
-        return functoolsKit.str.newline(`# Partial Profit/Loss Report: ${symbol}:${strategyName}`, "", table, "", `**Total events:** ${stats.totalEvents}`, `**Profit events:** ${stats.totalProfit}`, `**Loss events:** ${stats.totalLoss}`);
+        const table = tableData.map((row) => `| ${row.join(" | ")} |`).join("\n");
+        return [
+            `# Partial Profit/Loss Report: ${symbol}:${strategyName}`,
+            "",
+            table,
+            "",
+            `**Total events:** ${stats.totalEvents}`,
+            `**Profit events:** ${stats.totalProfit}`,
+            `**Loss events:** ${stats.totalLoss}`
+        ].join("\n");
     }
     /**
      * Saves symbol-strategy report to disk.
@@ -10916,13 +11167,14 @@ class PartialGlobalService {
          * @param priceClose - Final closing price
          * @returns Promise that resolves when clear is complete
          */
-        this.clear = async (symbol, data, priceClose) => {
+        this.clear = async (symbol, data, priceClose, backtest) => {
             this.loggerService.log("partialGlobalService profit", {
                 symbol,
                 data,
                 priceClose,
+                backtest,
             });
-            return await this.partialConnectionService.clear(symbol, data, priceClose);
+            return await this.partialConnectionService.clear(symbol, data, priceClose, backtest);
         };
     }
 }