backtest-kit 1.4.3 → 1.4.5

package/build/index.cjs

@@ -1873,7 +1873,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
     }))) {
         return null;
     }
-    const signal = await self.params.getSignal(self.params.execution.context.symbol);
+    const signal = await self.params.getSignal(self.params.execution.context.symbol, self.params.execution.context.when);
     if (!signal) {
         return null;
     }
@@ -9141,7 +9141,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
         const messageList = [];
         for (const source of self.params.source) {
             // Emit progress event at the start of processing each source
-            await self.params.onProgress({
+            await self.onProgress({
                 optimizerName: self.params.optimizerName,
                 symbol,
                 totalSources,
@@ -9205,7 +9205,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
         }
     }
     // Emit final progress event (100%)
-    await self.params.onProgress({
+    await self.onProgress({
         optimizerName: self.params.optimizerName,
         symbol,
         totalSources,
@@ -9339,8 +9339,9 @@ const GET_STRATEGY_DUMP_FN = async (symbol, path$1, self) => {
  * Used by OptimizerConnectionService to create optimizer instances.
  */
 class ClientOptimizer {
-    constructor(params) {
+    constructor(params, onProgress) {
         this.params = params;
+        this.onProgress = onProgress;
         /**
          * Fetches data from all sources and generates strategy metadata.
          * Processes each training range and builds LLM conversation history.
@@ -9413,7 +9414,7 @@ class OptimizerConnectionService {
          * @returns ClientOptimizer instance with resolved dependencies
          */
         this.getOptimizer = functoolsKit.memoize(([optimizerName]) => `${optimizerName}`, (optimizerName) => {
-            const { getPrompt, rangeTest, rangeTrain, source, template: rawTemplate = {}, callbacks } = this.optimizerSchemaService.get(optimizerName);
+            const { getPrompt, rangeTest, rangeTrain, source, template: rawTemplate = {}, callbacks, } = this.optimizerSchemaService.get(optimizerName);
             const { getAssistantMessage = this.optimizerTemplateService.getAssistantMessage, getExchangeTemplate = this.optimizerTemplateService.getExchangeTemplate, getFrameTemplate = this.optimizerTemplateService.getFrameTemplate, getJsonDumpTemplate = this.optimizerTemplateService.getJsonDumpTemplate, getJsonTemplate = this.optimizerTemplateService.getJsonTemplate, getLauncherTemplate = this.optimizerTemplateService.getLauncherTemplate, getStrategyTemplate = this.optimizerTemplateService.getStrategyTemplate, getTextTemplate = this.optimizerTemplateService.getTextTemplate, getWalkerTemplate = this.optimizerTemplateService.getWalkerTemplate, getTopBanner = this.optimizerTemplateService.getTopBanner, getUserMessage = this.optimizerTemplateService.getUserMessage, } = rawTemplate;
             const template = {
                 getAssistantMessage,
@@ -9431,14 +9432,13 @@ class OptimizerConnectionService {
             return new ClientOptimizer({
                 optimizerName,
                 logger: this.loggerService,
-                onProgress: COMMIT_PROGRESS_FN,
                 getPrompt,
                 rangeTest,
                 rangeTrain,
                 source,
                 template,
                 callbacks,
-            });
+            }, COMMIT_PROGRESS_FN);
         });
         /**
          * Fetches data from all sources and generates strategy metadata.

package/build/index.mjs

@@ -1871,7 +1871,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
     }))) {
         return null;
     }
-    const signal = await self.params.getSignal(self.params.execution.context.symbol);
+    const signal = await self.params.getSignal(self.params.execution.context.symbol, self.params.execution.context.when);
     if (!signal) {
         return null;
     }
@@ -9139,7 +9139,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
         const messageList = [];
         for (const source of self.params.source) {
             // Emit progress event at the start of processing each source
-            await self.params.onProgress({
+            await self.onProgress({
                 optimizerName: self.params.optimizerName,
                 symbol,
                 totalSources,
@@ -9203,7 +9203,7 @@ const GET_STRATEGY_DATA_FN = async (symbol, self) => {
         }
     }
     // Emit final progress event (100%)
-    await self.params.onProgress({
+    await self.onProgress({
         optimizerName: self.params.optimizerName,
         symbol,
         totalSources,
@@ -9337,8 +9337,9 @@ const GET_STRATEGY_DUMP_FN = async (symbol, path, self) => {
  * Used by OptimizerConnectionService to create optimizer instances.
  */
 class ClientOptimizer {
-    constructor(params) {
+    constructor(params, onProgress) {
         this.params = params;
+        this.onProgress = onProgress;
         /**
          * Fetches data from all sources and generates strategy metadata.
          * Processes each training range and builds LLM conversation history.
@@ -9411,7 +9412,7 @@ class OptimizerConnectionService {
          * @returns ClientOptimizer instance with resolved dependencies
          */
         this.getOptimizer = memoize(([optimizerName]) => `${optimizerName}`, (optimizerName) => {
-            const { getPrompt, rangeTest, rangeTrain, source, template: rawTemplate = {}, callbacks } = this.optimizerSchemaService.get(optimizerName);
+            const { getPrompt, rangeTest, rangeTrain, source, template: rawTemplate = {}, callbacks, } = this.optimizerSchemaService.get(optimizerName);
             const { getAssistantMessage = this.optimizerTemplateService.getAssistantMessage, getExchangeTemplate = this.optimizerTemplateService.getExchangeTemplate, getFrameTemplate = this.optimizerTemplateService.getFrameTemplate, getJsonDumpTemplate = this.optimizerTemplateService.getJsonDumpTemplate, getJsonTemplate = this.optimizerTemplateService.getJsonTemplate, getLauncherTemplate = this.optimizerTemplateService.getLauncherTemplate, getStrategyTemplate = this.optimizerTemplateService.getStrategyTemplate, getTextTemplate = this.optimizerTemplateService.getTextTemplate, getWalkerTemplate = this.optimizerTemplateService.getWalkerTemplate, getTopBanner = this.optimizerTemplateService.getTopBanner, getUserMessage = this.optimizerTemplateService.getUserMessage, } = rawTemplate;
             const template = {
                 getAssistantMessage,
@@ -9429,14 +9430,13 @@ class OptimizerConnectionService {
             return new ClientOptimizer({
                 optimizerName,
                 logger: this.loggerService,
-                onProgress: COMMIT_PROGRESS_FN,
                 getPrompt,
                 rangeTest,
                 rangeTrain,
                 source,
                 template,
                 callbacks,
-            });
+            }, COMMIT_PROGRESS_FN);
         });
         /**
          * Fetches data from all sources and generates strategy metadata.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.4.3",
+  "version": "1.4.5",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -825,7 +825,7 @@ interface IStrategySchema {
      * If priceOpen is provided - becomes scheduled signal waiting for price to reach entry point.
      * If priceOpen is omitted - opens immediately at current price.
      */
-    getSignal: (symbol: string) => Promise<ISignalDto | null>;
+    getSignal: (symbol: string, when: Date) => Promise<ISignalDto | null>;
     /** Optional lifecycle event callbacks (onOpen, onClose) */
     callbacks?: Partial<IStrategyCallbacks>;
     /** Optional risk profile identifier for risk management */
@@ -1517,35 +1517,6 @@ 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.
@@ -1873,11 +1844,6 @@ 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.
@@ -2594,6 +2560,35 @@ interface ProgressWalkerContract {
     progress: number;
 }
 
+/**
+ * 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;
+}
+
 /**
  * Performance metric types tracked by the system.
  *
@@ -8322,7 +8317,8 @@ declare class OptimizerValidationService {
  */
 declare class ClientOptimizer implements IOptimizer {
     readonly params: IOptimizerParams;
-    constructor(params: IOptimizerParams);
+    readonly onProgress: (progress: ProgressOptimizerContract) => void;
+    constructor(params: IOptimizerParams, onProgress: (progress: ProgressOptimizerContract) => void);
     /**
      * Fetches data from all sources and generates strategy metadata.
      * Processes each training range and builds LLM conversation history.