backtest-kit 1.4.7 → 1.4.9

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
package/build/index.cjs CHANGED
@@ -399,10 +399,12 @@ const GET_CANDLES_FN = async (dto, since, self) => {
399
399
  return result;
400
400
  }
401
401
  catch (err) {
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- self.params.logger.warn(`ClientExchange GET_CANDLES_FN: attempt ${i + 1} failed for symbol=${dto.symbol}, interval=${dto.interval}, since=${since.toISOString()}, limit=${dto.limit}}`, {
402
+ const message = `ClientExchange GET_CANDLES_FN: attempt ${i + 1} failed for symbol=${dto.symbol}, interval=${dto.interval}, since=${since.toISOString()}, limit=${dto.limit}}`;
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+ self.params.logger.warn(message, {
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  error: functoolsKit.errorData(err),
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  message: functoolsKit.getErrorMessage(err),
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  });
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+ console.warn(message);
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  lastError = err;
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  await functoolsKit.sleep(GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_DELAY_MS);
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  }
@@ -1602,6 +1604,12 @@ const signalBacktestEmitter = new functoolsKit.Subject();
1602
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  * Emits errors caught in background tasks (Live.background, Backtest.background).
1603
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  */
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  const errorEmitter = new functoolsKit.Subject();
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+ /**
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+ * Exit emitter for critical errors that require process termination.
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+ * Emits errors that should terminate the current execution (Backtest, Live, Walker).
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+ * Unlike errorEmitter (for recoverable errors), exitEmitter signals fatal errors.
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+ */
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+ const exitEmitter = new functoolsKit.Subject();
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  /**
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  * Done emitter for live background execution completion.
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  * Emits when live background tasks complete (Live.background).
@@ -1674,6 +1682,7 @@ var emitters = /*#__PURE__*/Object.freeze({
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  doneLiveSubject: doneLiveSubject,
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  doneWalkerSubject: doneWalkerSubject,
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  errorEmitter: errorEmitter,
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+ exitEmitter: exitEmitter,
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  partialLossSubject: partialLossSubject,
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  partialProfitSubject: partialProfitSubject,
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  performanceEmitter: performanceEmitter,
@@ -1831,6 +1840,9 @@ const VALIDATE_SIGNAL_FN = (signal, currentPrice, isScheduled) => {
1831
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  if (signal.minuteEstimatedTime <= 0) {
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  errors.push(`minuteEstimatedTime must be positive, got ${signal.minuteEstimatedTime}`);
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  }
1843
+ if (!Number.isInteger(signal.minuteEstimatedTime)) {
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+ errors.push(`minuteEstimatedTime must be an integer (whole number), got ${signal.minuteEstimatedTime}`);
1845
+ }
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  // ЗАЩИТА ОТ ВЕЧНЫХ СИГНАЛОВ: ограничиваем максимальное время жизни сигнала
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  if (GLOBAL_CONFIG.CC_MAX_SIGNAL_LIFETIME_MINUTES && GLOBAL_CONFIG.CC_MAX_SIGNAL_LIFETIME_MINUTES) {
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  if (signal.minuteEstimatedTime > GLOBAL_CONFIG.CC_MAX_SIGNAL_LIFETIME_MINUTES) {
@@ -3017,6 +3029,7 @@ class StrategyConnectionService {
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  this.getStrategy = functoolsKit.memoize(([symbol, strategyName]) => `${symbol}:${strategyName}`, (symbol, strategyName) => {
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  const { riskName, getSignal, interval, callbacks } = this.strategySchemaService.get(strategyName);
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  return new ClientStrategy({
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+ symbol,
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  interval,
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  execution: this.executionContextService,
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  method: this.methodContextService,
@@ -4750,7 +4763,21 @@ class BacktestLogicPrivateService {
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  progress: totalFrames > 0 ? i / totalFrames : 0,
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  });
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  }
4753
- const result = await this.strategyGlobalService.tick(symbol, when, true);
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+ let result;
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+ try {
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+ result = await this.strategyGlobalService.tick(symbol, when, true);
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+ }
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+ catch (error) {
4771
+ console.warn(`backtestLogicPrivateService tick failed, skipping timeframe when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
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+ this.loggerService.warn("backtestLogicPrivateService tick failed, skipping timeframe", {
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+ symbol,
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+ when: when.toISOString(),
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+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
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+ });
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+ await errorEmitter.next(error);
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+ i++;
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+ continue;
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+ }
4754
4781
  // Если scheduled signal создан - обрабатываем через backtest()
4755
4782
  if (result.action === "scheduled") {
4756
4783
  const signalStartTime = performance.now();
@@ -4766,7 +4793,22 @@ class BacktestLogicPrivateService {
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  // + minuteEstimatedTime для работы сигнала ПОСЛЕ активации
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  // +1 потому что when включается как первая свеча (timestamp начинается с when, а не after when)
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  const candlesNeeded = GLOBAL_CONFIG.CC_SCHEDULE_AWAIT_MINUTES + signal.minuteEstimatedTime + 1;
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- const candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", candlesNeeded, when, true);
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+ let candles;
4797
+ try {
4798
+ candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", candlesNeeded, when, true);
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+ }
4800
+ catch (error) {
4801
+ console.warn(`backtestLogicPrivateService getNextCandles failed for scheduled signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4802
+ this.loggerService.warn("backtestLogicPrivateService getNextCandles failed for scheduled signal", {
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+ symbol,
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+ signalId: signal.id,
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+ candlesNeeded,
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+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
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+ });
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+ await errorEmitter.next(error);
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+ i++;
4810
+ continue;
4811
+ }
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  if (!candles.length) {
4771
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  i++;
4772
4814
  continue;
@@ -4779,7 +4821,21 @@ class BacktestLogicPrivateService {
4779
4821
  });
4780
4822
  // backtest() сам обработает scheduled signal: найдет активацию/отмену
4781
4823
  // и если активируется - продолжит с TP/SL мониторингом
4782
- const backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4824
+ let backtestResult;
4825
+ try {
4826
+ backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4827
+ }
4828
+ catch (error) {
4829
+ console.warn(`backtestLogicPrivateService backtest failed for scheduled signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4830
+ this.loggerService.warn("backtestLogicPrivateService backtest failed for scheduled signal", {
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+ symbol,
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+ signalId: signal.id,
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+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
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+ });
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+ await errorEmitter.next(error);
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+ i++;
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+ continue;
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+ }
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  this.loggerService.info("backtestLogicPrivateService scheduled signal closed", {
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  symbol,
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  signalId: backtestResult.signal.id,
@@ -4820,9 +4876,24 @@ class BacktestLogicPrivateService {
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  minuteEstimatedTime: signal.minuteEstimatedTime,
4821
4877
  });
4822
4878
  // Получаем свечи для бектеста
4823
- const candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", signal.minuteEstimatedTime, when, true);
4879
+ let candles;
4880
+ try {
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+ candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", signal.minuteEstimatedTime, when, true);
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+ }
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+ catch (error) {
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+ console.warn(`backtestLogicPrivateService getNextCandles failed for opened signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4885
+ this.loggerService.warn("backtestLogicPrivateService getNextCandles failed for opened signal", {
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+ symbol,
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+ signalId: signal.id,
4888
+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
4889
+ });
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+ await errorEmitter.next(error);
4891
+ i++;
4892
+ continue;
4893
+ }
4824
4894
  if (!candles.length) {
4825
- return;
4895
+ i++;
4896
+ continue;
4826
4897
  }
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4898
  this.loggerService.info("backtestLogicPrivateService candles fetched", {
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  symbol,
@@ -4830,7 +4901,21 @@ class BacktestLogicPrivateService {
4830
4901
  candlesCount: candles.length,
4831
4902
  });
4832
4903
  // Вызываем backtest - всегда возвращает closed
4833
- const backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4904
+ let backtestResult;
4905
+ try {
4906
+ backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4907
+ }
4908
+ catch (error) {
4909
+ console.warn(`backtestLogicPrivateService backtest failed for opened signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4910
+ this.loggerService.warn("backtestLogicPrivateService backtest failed for opened signal", {
4911
+ symbol,
4912
+ signalId: signal.id,
4913
+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
4914
+ });
4915
+ await errorEmitter.next(error);
4916
+ i++;
4917
+ continue;
4918
+ }
4834
4919
  this.loggerService.info("backtestLogicPrivateService signal closed", {
4835
4920
  symbol,
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4921
  signalId: backtestResult.signal.id,
@@ -4954,7 +5039,21 @@ class LiveLogicPrivateService {
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5039
  while (true) {
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  const tickStartTime = performance.now();
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5041
  const when = new Date();
4957
- const result = await this.strategyGlobalService.tick(symbol, when, false);
5042
+ let result;
5043
+ try {
5044
+ result = await this.strategyGlobalService.tick(symbol, when, false);
5045
+ }
5046
+ catch (error) {
5047
+ console.warn(`backtestLogicPrivateService tick failed when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
5048
+ this.loggerService.warn("liveLogicPrivateService tick failed, retrying after sleep", {
5049
+ symbol,
5050
+ when: when.toISOString(),
5051
+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
5052
+ });
5053
+ await errorEmitter.next(error);
5054
+ await functoolsKit.sleep(TICK_TTL);
5055
+ continue;
5056
+ }
4958
5057
  this.loggerService.info("liveLogicPrivateService tick result", {
4959
5058
  symbol,
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5059
  action: result.action,
@@ -5076,10 +5175,27 @@ class WalkerLogicPrivateService {
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5175
  frameName: context.frameName,
5077
5176
  });
5078
5177
  pendingStrategy = strategyName;
5079
- const result = await Promise.race([
5080
- await functoolsKit.resolveDocuments(iterator),
5081
- listenStop,
5082
- ]);
5178
+ let result;
5179
+ try {
5180
+ result = await Promise.race([
5181
+ await functoolsKit.resolveDocuments(iterator),
5182
+ listenStop,
5183
+ ]);
5184
+ }
5185
+ catch (error) {
5186
+ console.warn(`walkerLogicPrivateService backtest failed symbol=${symbol} strategyName=${strategyName} exchangeName=${context.exchangeName}`);
5187
+ this.loggerService.warn("walkerLogicPrivateService backtest failed for strategy, skipping", {
5188
+ strategyName,
5189
+ symbol,
5190
+ error: functoolsKit.errorData(error), message: functoolsKit.getErrorMessage(error),
5191
+ });
5192
+ await errorEmitter.next(error);
5193
+ // Call onStrategyError callback if provided
5194
+ if (walkerSchema.callbacks?.onStrategyError) {
5195
+ walkerSchema.callbacks.onStrategyError(strategyName, symbol, error);
5196
+ }
5197
+ continue;
5198
+ }
5083
5199
  if (result === CANCEL_SYMBOL) {
5084
5200
  this.loggerService.info("walkerLogicPrivateService received stop signal, cancelling walker", {
5085
5201
  context,
@@ -11437,6 +11553,7 @@ const LISTEN_SIGNAL_LIVE_ONCE_METHOD_NAME = "event.listenSignalLiveOnce";
11437
11553
  const LISTEN_SIGNAL_BACKTEST_METHOD_NAME = "event.listenSignalBacktest";
11438
11554
  const LISTEN_SIGNAL_BACKTEST_ONCE_METHOD_NAME = "event.listenSignalBacktestOnce";
11439
11555
  const LISTEN_ERROR_METHOD_NAME = "event.listenError";
11556
+ const LISTEN_EXIT_METHOD_NAME = "event.listenExit";
11440
11557
  const LISTEN_DONE_LIVE_METHOD_NAME = "event.listenDoneLive";
11441
11558
  const LISTEN_DONE_LIVE_ONCE_METHOD_NAME = "event.listenDoneLiveOnce";
11442
11559
  const LISTEN_DONE_BACKTEST_METHOD_NAME = "event.listenDoneBacktest";
@@ -11619,9 +11736,10 @@ function listenSignalBacktestOnce(filterFn, fn) {
11619
11736
  return signalBacktestEmitter.filter(filterFn).once(fn);
11620
11737
  }
11621
11738
  /**
11622
- * Subscribes to background execution errors with queued async processing.
11739
+ * Subscribes to recoverable execution errors with queued async processing.
11623
11740
  *
11624
- * Listens to errors caught in Live.background() and Backtest.background() execution.
11741
+ * Listens to recoverable errors during strategy execution (e.g., failed API calls).
11742
+ * These errors are caught and handled gracefully - execution continues.
11625
11743
  * Events are processed sequentially in order received, even if callback is async.
11626
11744
  * Uses queued wrapper to prevent concurrent execution of the callback.
11627
11745
  *
@@ -11633,7 +11751,7 @@ function listenSignalBacktestOnce(filterFn, fn) {
11633
11751
  * import { listenError } from "./function/event";
11634
11752
  *
11635
11753
  * const unsubscribe = listenError((error) => {
11636
- * console.error("Background execution error:", error.message);
11754
+ * console.error("Recoverable error (execution continues):", error.message);
11637
11755
  * // Log to monitoring service, send alerts, etc.
11638
11756
  * });
11639
11757
  *
@@ -11645,6 +11763,34 @@ function listenError(fn) {
11645
11763
  backtest$1.loggerService.log(LISTEN_ERROR_METHOD_NAME);
11646
11764
  return errorEmitter.subscribe(functoolsKit.queued(async (error) => fn(error)));
11647
11765
  }
11766
+ /**
11767
+ * Subscribes to fatal execution errors with queued async processing.
11768
+ *
11769
+ * Listens to critical errors that terminate execution (Live.background, Backtest.background, Walker.background).
11770
+ * Unlike listenError (recoverable errors), these errors stop the current process.
11771
+ * Events are processed sequentially in order received, even if callback is async.
11772
+ * Uses queued wrapper to prevent concurrent execution of the callback.
11773
+ *
11774
+ * @param fn - Callback function to handle fatal error events
11775
+ * @returns Unsubscribe function to stop listening
11776
+ *
11777
+ * @example
11778
+ * ```typescript
11779
+ * import { listenExit } from "./function/event";
11780
+ *
11781
+ * const unsubscribe = listenExit((error) => {
11782
+ * console.error("Fatal error (execution terminated):", error.message);
11783
+ * // Log to monitoring, send alerts, restart process, etc.
11784
+ * });
11785
+ *
11786
+ * // Later: stop listening
11787
+ * unsubscribe();
11788
+ * ```
11789
+ */
11790
+ function listenExit(fn) {
11791
+ backtest$1.loggerService.log(LISTEN_EXIT_METHOD_NAME);
11792
+ return exitEmitter.subscribe(functoolsKit.queued(async (error) => fn(error)));
11793
+ }
11648
11794
  /**
11649
11795
  * Subscribes to live background execution completion events with queued async processing.
11650
11796
  *
@@ -12458,7 +12604,7 @@ class BacktestUtils {
12458
12604
  }
12459
12605
  isDone = true;
12460
12606
  };
12461
- task().catch((error) => errorEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
12607
+ task().catch((error) => exitEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
12462
12608
  return () => {
12463
12609
  backtest$1.strategyGlobalService.stop(symbol, context.strategyName);
12464
12610
  backtest$1.strategyGlobalService
@@ -12671,7 +12817,7 @@ class LiveUtils {
12671
12817
  }
12672
12818
  isDone = true;
12673
12819
  };
12674
- task().catch((error) => errorEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
12820
+ task().catch((error) => exitEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
12675
12821
  return () => {
12676
12822
  backtest$1.strategyGlobalService.stop(symbol, context.strategyName);
12677
12823
  backtest$1.strategyGlobalService
@@ -13102,7 +13248,7 @@ class WalkerUtils {
13102
13248
  }
13103
13249
  isDone = true;
13104
13250
  };
13105
- task().catch((error) => errorEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
13251
+ task().catch((error) => exitEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
13106
13252
  return () => {
13107
13253
  for (const strategyName of walkerSchema.strategies) {
13108
13254
  backtest$1.strategyGlobalService.stop(symbol, strategyName);
@@ -13855,6 +14001,7 @@ exports.listenDoneLiveOnce = listenDoneLiveOnce;
13855
14001
  exports.listenDoneWalker = listenDoneWalker;
13856
14002
  exports.listenDoneWalkerOnce = listenDoneWalkerOnce;
13857
14003
  exports.listenError = listenError;
14004
+ exports.listenExit = listenExit;
13858
14005
  exports.listenOptimizerProgress = listenOptimizerProgress;
13859
14006
  exports.listenPartialLoss = listenPartialLoss;
13860
14007
  exports.listenPartialLossOnce = listenPartialLossOnce;
package/build/index.mjs CHANGED
@@ -397,10 +397,12 @@ const GET_CANDLES_FN = async (dto, since, self) => {
397
397
  return result;
398
398
  }
399
399
  catch (err) {
400
- self.params.logger.warn(`ClientExchange GET_CANDLES_FN: attempt ${i + 1} failed for symbol=${dto.symbol}, interval=${dto.interval}, since=${since.toISOString()}, limit=${dto.limit}}`, {
400
+ const message = `ClientExchange GET_CANDLES_FN: attempt ${i + 1} failed for symbol=${dto.symbol}, interval=${dto.interval}, since=${since.toISOString()}, limit=${dto.limit}}`;
401
+ self.params.logger.warn(message, {
401
402
  error: errorData(err),
402
403
  message: getErrorMessage(err),
403
404
  });
405
+ console.warn(message);
404
406
  lastError = err;
405
407
  await sleep(GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_DELAY_MS);
406
408
  }
@@ -1600,6 +1602,12 @@ const signalBacktestEmitter = new Subject();
1600
1602
  * Emits errors caught in background tasks (Live.background, Backtest.background).
1601
1603
  */
1602
1604
  const errorEmitter = new Subject();
1605
+ /**
1606
+ * Exit emitter for critical errors that require process termination.
1607
+ * Emits errors that should terminate the current execution (Backtest, Live, Walker).
1608
+ * Unlike errorEmitter (for recoverable errors), exitEmitter signals fatal errors.
1609
+ */
1610
+ const exitEmitter = new Subject();
1603
1611
  /**
1604
1612
  * Done emitter for live background execution completion.
1605
1613
  * Emits when live background tasks complete (Live.background).
@@ -1672,6 +1680,7 @@ var emitters = /*#__PURE__*/Object.freeze({
1672
1680
  doneLiveSubject: doneLiveSubject,
1673
1681
  doneWalkerSubject: doneWalkerSubject,
1674
1682
  errorEmitter: errorEmitter,
1683
+ exitEmitter: exitEmitter,
1675
1684
  partialLossSubject: partialLossSubject,
1676
1685
  partialProfitSubject: partialProfitSubject,
1677
1686
  performanceEmitter: performanceEmitter,
@@ -1829,6 +1838,9 @@ const VALIDATE_SIGNAL_FN = (signal, currentPrice, isScheduled) => {
1829
1838
  if (signal.minuteEstimatedTime <= 0) {
1830
1839
  errors.push(`minuteEstimatedTime must be positive, got ${signal.minuteEstimatedTime}`);
1831
1840
  }
1841
+ if (!Number.isInteger(signal.minuteEstimatedTime)) {
1842
+ errors.push(`minuteEstimatedTime must be an integer (whole number), got ${signal.minuteEstimatedTime}`);
1843
+ }
1832
1844
  // ЗАЩИТА ОТ ВЕЧНЫХ СИГНАЛОВ: ограничиваем максимальное время жизни сигнала
1833
1845
  if (GLOBAL_CONFIG.CC_MAX_SIGNAL_LIFETIME_MINUTES && GLOBAL_CONFIG.CC_MAX_SIGNAL_LIFETIME_MINUTES) {
1834
1846
  if (signal.minuteEstimatedTime > GLOBAL_CONFIG.CC_MAX_SIGNAL_LIFETIME_MINUTES) {
@@ -3015,6 +3027,7 @@ class StrategyConnectionService {
3015
3027
  this.getStrategy = memoize(([symbol, strategyName]) => `${symbol}:${strategyName}`, (symbol, strategyName) => {
3016
3028
  const { riskName, getSignal, interval, callbacks } = this.strategySchemaService.get(strategyName);
3017
3029
  return new ClientStrategy({
3030
+ symbol,
3018
3031
  interval,
3019
3032
  execution: this.executionContextService,
3020
3033
  method: this.methodContextService,
@@ -4748,7 +4761,21 @@ class BacktestLogicPrivateService {
4748
4761
  progress: totalFrames > 0 ? i / totalFrames : 0,
4749
4762
  });
4750
4763
  }
4751
- const result = await this.strategyGlobalService.tick(symbol, when, true);
4764
+ let result;
4765
+ try {
4766
+ result = await this.strategyGlobalService.tick(symbol, when, true);
4767
+ }
4768
+ catch (error) {
4769
+ console.warn(`backtestLogicPrivateService tick failed, skipping timeframe when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4770
+ this.loggerService.warn("backtestLogicPrivateService tick failed, skipping timeframe", {
4771
+ symbol,
4772
+ when: when.toISOString(),
4773
+ error: errorData(error), message: getErrorMessage(error),
4774
+ });
4775
+ await errorEmitter.next(error);
4776
+ i++;
4777
+ continue;
4778
+ }
4752
4779
  // Если scheduled signal создан - обрабатываем через backtest()
4753
4780
  if (result.action === "scheduled") {
4754
4781
  const signalStartTime = performance.now();
@@ -4764,7 +4791,22 @@ class BacktestLogicPrivateService {
4764
4791
  // + minuteEstimatedTime для работы сигнала ПОСЛЕ активации
4765
4792
  // +1 потому что when включается как первая свеча (timestamp начинается с when, а не after when)
4766
4793
  const candlesNeeded = GLOBAL_CONFIG.CC_SCHEDULE_AWAIT_MINUTES + signal.minuteEstimatedTime + 1;
4767
- const candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", candlesNeeded, when, true);
4794
+ let candles;
4795
+ try {
4796
+ candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", candlesNeeded, when, true);
4797
+ }
4798
+ catch (error) {
4799
+ console.warn(`backtestLogicPrivateService getNextCandles failed for scheduled signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4800
+ this.loggerService.warn("backtestLogicPrivateService getNextCandles failed for scheduled signal", {
4801
+ symbol,
4802
+ signalId: signal.id,
4803
+ candlesNeeded,
4804
+ error: errorData(error), message: getErrorMessage(error),
4805
+ });
4806
+ await errorEmitter.next(error);
4807
+ i++;
4808
+ continue;
4809
+ }
4768
4810
  if (!candles.length) {
4769
4811
  i++;
4770
4812
  continue;
@@ -4777,7 +4819,21 @@ class BacktestLogicPrivateService {
4777
4819
  });
4778
4820
  // backtest() сам обработает scheduled signal: найдет активацию/отмену
4779
4821
  // и если активируется - продолжит с TP/SL мониторингом
4780
- const backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4822
+ let backtestResult;
4823
+ try {
4824
+ backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4825
+ }
4826
+ catch (error) {
4827
+ console.warn(`backtestLogicPrivateService backtest failed for scheduled signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4828
+ this.loggerService.warn("backtestLogicPrivateService backtest failed for scheduled signal", {
4829
+ symbol,
4830
+ signalId: signal.id,
4831
+ error: errorData(error), message: getErrorMessage(error),
4832
+ });
4833
+ await errorEmitter.next(error);
4834
+ i++;
4835
+ continue;
4836
+ }
4781
4837
  this.loggerService.info("backtestLogicPrivateService scheduled signal closed", {
4782
4838
  symbol,
4783
4839
  signalId: backtestResult.signal.id,
@@ -4818,9 +4874,24 @@ class BacktestLogicPrivateService {
4818
4874
  minuteEstimatedTime: signal.minuteEstimatedTime,
4819
4875
  });
4820
4876
  // Получаем свечи для бектеста
4821
- const candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", signal.minuteEstimatedTime, when, true);
4877
+ let candles;
4878
+ try {
4879
+ candles = await this.exchangeGlobalService.getNextCandles(symbol, "1m", signal.minuteEstimatedTime, when, true);
4880
+ }
4881
+ catch (error) {
4882
+ console.warn(`backtestLogicPrivateService getNextCandles failed for opened signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4883
+ this.loggerService.warn("backtestLogicPrivateService getNextCandles failed for opened signal", {
4884
+ symbol,
4885
+ signalId: signal.id,
4886
+ error: errorData(error), message: getErrorMessage(error),
4887
+ });
4888
+ await errorEmitter.next(error);
4889
+ i++;
4890
+ continue;
4891
+ }
4822
4892
  if (!candles.length) {
4823
- return;
4893
+ i++;
4894
+ continue;
4824
4895
  }
4825
4896
  this.loggerService.info("backtestLogicPrivateService candles fetched", {
4826
4897
  symbol,
@@ -4828,7 +4899,21 @@ class BacktestLogicPrivateService {
4828
4899
  candlesCount: candles.length,
4829
4900
  });
4830
4901
  // Вызываем backtest - всегда возвращает closed
4831
- const backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4902
+ let backtestResult;
4903
+ try {
4904
+ backtestResult = await this.strategyGlobalService.backtest(symbol, candles, when, true);
4905
+ }
4906
+ catch (error) {
4907
+ console.warn(`backtestLogicPrivateService backtest failed for opened signal when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
4908
+ this.loggerService.warn("backtestLogicPrivateService backtest failed for opened signal", {
4909
+ symbol,
4910
+ signalId: signal.id,
4911
+ error: errorData(error), message: getErrorMessage(error),
4912
+ });
4913
+ await errorEmitter.next(error);
4914
+ i++;
4915
+ continue;
4916
+ }
4832
4917
  this.loggerService.info("backtestLogicPrivateService signal closed", {
4833
4918
  symbol,
4834
4919
  signalId: backtestResult.signal.id,
@@ -4952,7 +5037,21 @@ class LiveLogicPrivateService {
4952
5037
  while (true) {
4953
5038
  const tickStartTime = performance.now();
4954
5039
  const when = new Date();
4955
- const result = await this.strategyGlobalService.tick(symbol, when, false);
5040
+ let result;
5041
+ try {
5042
+ result = await this.strategyGlobalService.tick(symbol, when, false);
5043
+ }
5044
+ catch (error) {
5045
+ console.warn(`backtestLogicPrivateService tick failed when=${when.toISOString()} symbol=${symbol} strategyName=${this.methodContextService.context.strategyName} exchangeName=${this.methodContextService.context.exchangeName}`);
5046
+ this.loggerService.warn("liveLogicPrivateService tick failed, retrying after sleep", {
5047
+ symbol,
5048
+ when: when.toISOString(),
5049
+ error: errorData(error), message: getErrorMessage(error),
5050
+ });
5051
+ await errorEmitter.next(error);
5052
+ await sleep(TICK_TTL);
5053
+ continue;
5054
+ }
4956
5055
  this.loggerService.info("liveLogicPrivateService tick result", {
4957
5056
  symbol,
4958
5057
  action: result.action,
@@ -5074,10 +5173,27 @@ class WalkerLogicPrivateService {
5074
5173
  frameName: context.frameName,
5075
5174
  });
5076
5175
  pendingStrategy = strategyName;
5077
- const result = await Promise.race([
5078
- await resolveDocuments(iterator),
5079
- listenStop,
5080
- ]);
5176
+ let result;
5177
+ try {
5178
+ result = await Promise.race([
5179
+ await resolveDocuments(iterator),
5180
+ listenStop,
5181
+ ]);
5182
+ }
5183
+ catch (error) {
5184
+ console.warn(`walkerLogicPrivateService backtest failed symbol=${symbol} strategyName=${strategyName} exchangeName=${context.exchangeName}`);
5185
+ this.loggerService.warn("walkerLogicPrivateService backtest failed for strategy, skipping", {
5186
+ strategyName,
5187
+ symbol,
5188
+ error: errorData(error), message: getErrorMessage(error),
5189
+ });
5190
+ await errorEmitter.next(error);
5191
+ // Call onStrategyError callback if provided
5192
+ if (walkerSchema.callbacks?.onStrategyError) {
5193
+ walkerSchema.callbacks.onStrategyError(strategyName, symbol, error);
5194
+ }
5195
+ continue;
5196
+ }
5081
5197
  if (result === CANCEL_SYMBOL) {
5082
5198
  this.loggerService.info("walkerLogicPrivateService received stop signal, cancelling walker", {
5083
5199
  context,
@@ -11435,6 +11551,7 @@ const LISTEN_SIGNAL_LIVE_ONCE_METHOD_NAME = "event.listenSignalLiveOnce";
11435
11551
  const LISTEN_SIGNAL_BACKTEST_METHOD_NAME = "event.listenSignalBacktest";
11436
11552
  const LISTEN_SIGNAL_BACKTEST_ONCE_METHOD_NAME = "event.listenSignalBacktestOnce";
11437
11553
  const LISTEN_ERROR_METHOD_NAME = "event.listenError";
11554
+ const LISTEN_EXIT_METHOD_NAME = "event.listenExit";
11438
11555
  const LISTEN_DONE_LIVE_METHOD_NAME = "event.listenDoneLive";
11439
11556
  const LISTEN_DONE_LIVE_ONCE_METHOD_NAME = "event.listenDoneLiveOnce";
11440
11557
  const LISTEN_DONE_BACKTEST_METHOD_NAME = "event.listenDoneBacktest";
@@ -11617,9 +11734,10 @@ function listenSignalBacktestOnce(filterFn, fn) {
11617
11734
  return signalBacktestEmitter.filter(filterFn).once(fn);
11618
11735
  }
11619
11736
  /**
11620
- * Subscribes to background execution errors with queued async processing.
11737
+ * Subscribes to recoverable execution errors with queued async processing.
11621
11738
  *
11622
- * Listens to errors caught in Live.background() and Backtest.background() execution.
11739
+ * Listens to recoverable errors during strategy execution (e.g., failed API calls).
11740
+ * These errors are caught and handled gracefully - execution continues.
11623
11741
  * Events are processed sequentially in order received, even if callback is async.
11624
11742
  * Uses queued wrapper to prevent concurrent execution of the callback.
11625
11743
  *
@@ -11631,7 +11749,7 @@ function listenSignalBacktestOnce(filterFn, fn) {
11631
11749
  * import { listenError } from "./function/event";
11632
11750
  *
11633
11751
  * const unsubscribe = listenError((error) => {
11634
- * console.error("Background execution error:", error.message);
11752
+ * console.error("Recoverable error (execution continues):", error.message);
11635
11753
  * // Log to monitoring service, send alerts, etc.
11636
11754
  * });
11637
11755
  *
@@ -11643,6 +11761,34 @@ function listenError(fn) {
11643
11761
  backtest$1.loggerService.log(LISTEN_ERROR_METHOD_NAME);
11644
11762
  return errorEmitter.subscribe(queued(async (error) => fn(error)));
11645
11763
  }
11764
+ /**
11765
+ * Subscribes to fatal execution errors with queued async processing.
11766
+ *
11767
+ * Listens to critical errors that terminate execution (Live.background, Backtest.background, Walker.background).
11768
+ * Unlike listenError (recoverable errors), these errors stop the current process.
11769
+ * Events are processed sequentially in order received, even if callback is async.
11770
+ * Uses queued wrapper to prevent concurrent execution of the callback.
11771
+ *
11772
+ * @param fn - Callback function to handle fatal error events
11773
+ * @returns Unsubscribe function to stop listening
11774
+ *
11775
+ * @example
11776
+ * ```typescript
11777
+ * import { listenExit } from "./function/event";
11778
+ *
11779
+ * const unsubscribe = listenExit((error) => {
11780
+ * console.error("Fatal error (execution terminated):", error.message);
11781
+ * // Log to monitoring, send alerts, restart process, etc.
11782
+ * });
11783
+ *
11784
+ * // Later: stop listening
11785
+ * unsubscribe();
11786
+ * ```
11787
+ */
11788
+ function listenExit(fn) {
11789
+ backtest$1.loggerService.log(LISTEN_EXIT_METHOD_NAME);
11790
+ return exitEmitter.subscribe(queued(async (error) => fn(error)));
11791
+ }
11646
11792
  /**
11647
11793
  * Subscribes to live background execution completion events with queued async processing.
11648
11794
  *
@@ -12456,7 +12602,7 @@ class BacktestUtils {
12456
12602
  }
12457
12603
  isDone = true;
12458
12604
  };
12459
- task().catch((error) => errorEmitter.next(new Error(getErrorMessage(error))));
12605
+ task().catch((error) => exitEmitter.next(new Error(getErrorMessage(error))));
12460
12606
  return () => {
12461
12607
  backtest$1.strategyGlobalService.stop(symbol, context.strategyName);
12462
12608
  backtest$1.strategyGlobalService
@@ -12669,7 +12815,7 @@ class LiveUtils {
12669
12815
  }
12670
12816
  isDone = true;
12671
12817
  };
12672
- task().catch((error) => errorEmitter.next(new Error(getErrorMessage(error))));
12818
+ task().catch((error) => exitEmitter.next(new Error(getErrorMessage(error))));
12673
12819
  return () => {
12674
12820
  backtest$1.strategyGlobalService.stop(symbol, context.strategyName);
12675
12821
  backtest$1.strategyGlobalService
@@ -13100,7 +13246,7 @@ class WalkerUtils {
13100
13246
  }
13101
13247
  isDone = true;
13102
13248
  };
13103
- task().catch((error) => errorEmitter.next(new Error(getErrorMessage(error))));
13249
+ task().catch((error) => exitEmitter.next(new Error(getErrorMessage(error))));
13104
13250
  return () => {
13105
13251
  for (const strategyName of walkerSchema.strategies) {
13106
13252
  backtest$1.strategyGlobalService.stop(symbol, strategyName);
@@ -13806,4 +13952,4 @@ class ConstantUtils {
13806
13952
  */
13807
13953
  const Constant = new ConstantUtils();
13808
13954
 
13809
- 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 };
13955
+ 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, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setConfig, setLogger };
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "backtest-kit",
3
- "version": "1.4.7",
3
+ "version": "1.4.9",
4
4
  "description": "A TypeScript library for trading system backtest",
5
5
  "author": {
6
6
  "name": "Petr Tripolsky",
package/types.d.ts CHANGED
@@ -1201,6 +1201,8 @@ interface IWalkerCallbacks {
1201
1201
  onStrategyStart: (strategyName: StrategyName, symbol: string) => void;
1202
1202
  /** Called when a strategy backtest completes */
1203
1203
  onStrategyComplete: (strategyName: StrategyName, symbol: string, stats: BacktestStatistics, metric: number | null) => void;
1204
+ /** Called when a strategy backtest fails with an error */
1205
+ onStrategyError: (strategyName: StrategyName, symbol: string, error: Error | unknown) => void;
1204
1206
  /** Called when all strategies have been tested */
1205
1207
  onComplete: (results: IWalkerResults) => void;
1206
1208
  }
@@ -2938,9 +2940,10 @@ declare function listenSignalBacktest(fn: (event: IStrategyTickResult) => void):
2938
2940
  */
2939
2941
  declare function listenSignalBacktestOnce(filterFn: (event: IStrategyTickResult) => boolean, fn: (event: IStrategyTickResult) => void): () => void;
2940
2942
  /**
2941
- * Subscribes to background execution errors with queued async processing.
2943
+ * Subscribes to recoverable execution errors with queued async processing.
2942
2944
  *
2943
- * Listens to errors caught in Live.background() and Backtest.background() execution.
2945
+ * Listens to recoverable errors during strategy execution (e.g., failed API calls).
2946
+ * These errors are caught and handled gracefully - execution continues.
2944
2947
  * Events are processed sequentially in order received, even if callback is async.
2945
2948
  * Uses queued wrapper to prevent concurrent execution of the callback.
2946
2949
  *
@@ -2952,7 +2955,7 @@ declare function listenSignalBacktestOnce(filterFn: (event: IStrategyTickResult)
2952
2955
  * import { listenError } from "./function/event";
2953
2956
  *
2954
2957
  * const unsubscribe = listenError((error) => {
2955
- * console.error("Background execution error:", error.message);
2958
+ * console.error("Recoverable error (execution continues):", error.message);
2956
2959
  * // Log to monitoring service, send alerts, etc.
2957
2960
  * });
2958
2961
  *
@@ -2961,6 +2964,31 @@ declare function listenSignalBacktestOnce(filterFn: (event: IStrategyTickResult)
2961
2964
  * ```
2962
2965
  */
2963
2966
  declare function listenError(fn: (error: Error) => void): () => void;
2967
+ /**
2968
+ * Subscribes to fatal execution errors with queued async processing.
2969
+ *
2970
+ * Listens to critical errors that terminate execution (Live.background, Backtest.background, Walker.background).
2971
+ * Unlike listenError (recoverable errors), these errors stop the current process.
2972
+ * Events are processed sequentially in order received, even if callback is async.
2973
+ * Uses queued wrapper to prevent concurrent execution of the callback.
2974
+ *
2975
+ * @param fn - Callback function to handle fatal error events
2976
+ * @returns Unsubscribe function to stop listening
2977
+ *
2978
+ * @example
2979
+ * ```typescript
2980
+ * import { listenExit } from "./function/event";
2981
+ *
2982
+ * const unsubscribe = listenExit((error) => {
2983
+ * console.error("Fatal error (execution terminated):", error.message);
2984
+ * // Log to monitoring, send alerts, restart process, etc.
2985
+ * });
2986
+ *
2987
+ * // Later: stop listening
2988
+ * unsubscribe();
2989
+ * ```
2990
+ */
2991
+ declare function listenExit(fn: (error: Error) => void): () => void;
2964
2992
  /**
2965
2993
  * Subscribes to live background execution completion events with queued async processing.
2966
2994
  *
@@ -5035,7 +5063,7 @@ declare class BacktestUtils {
5035
5063
  strategyName: string;
5036
5064
  exchangeName: string;
5037
5065
  frameName: string;
5038
- }) => AsyncGenerator<IStrategyBacktestResult, void, unknown>;
5066
+ }) => AsyncGenerator<any, void, unknown>;
5039
5067
  /**
5040
5068
  * Runs backtest in background without yielding results.
5041
5069
  *
@@ -5170,7 +5198,7 @@ declare class LiveUtils {
5170
5198
  run: (symbol: string, context: {
5171
5199
  strategyName: string;
5172
5200
  exchangeName: string;
5173
- }) => AsyncGenerator<IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
5201
+ }) => AsyncGenerator<any, void, unknown>;
5174
5202
  /**
5175
5203
  * Runs live trading in background without yielding results.
5176
5204
  *
@@ -6091,6 +6119,12 @@ declare const signalBacktestEmitter: Subject<IStrategyTickResult>;
6091
6119
  * Emits errors caught in background tasks (Live.background, Backtest.background).
6092
6120
  */
6093
6121
  declare const errorEmitter: Subject<Error>;
6122
+ /**
6123
+ * Exit emitter for critical errors that require process termination.
6124
+ * Emits errors that should terminate the current execution (Backtest, Live, Walker).
6125
+ * Unlike errorEmitter (for recoverable errors), exitEmitter signals fatal errors.
6126
+ */
6127
+ declare const exitEmitter: Subject<Error>;
6094
6128
  /**
6095
6129
  * Done emitter for live background execution completion.
6096
6130
  * Emits when live background tasks complete (Live.background).
@@ -6164,6 +6198,7 @@ declare const emitters_doneBacktestSubject: typeof doneBacktestSubject;
6164
6198
  declare const emitters_doneLiveSubject: typeof doneLiveSubject;
6165
6199
  declare const emitters_doneWalkerSubject: typeof doneWalkerSubject;
6166
6200
  declare const emitters_errorEmitter: typeof errorEmitter;
6201
+ declare const emitters_exitEmitter: typeof exitEmitter;
6167
6202
  declare const emitters_partialLossSubject: typeof partialLossSubject;
6168
6203
  declare const emitters_partialProfitSubject: typeof partialProfitSubject;
6169
6204
  declare const emitters_performanceEmitter: typeof performanceEmitter;
@@ -6178,7 +6213,7 @@ declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
6178
6213
  declare const emitters_walkerEmitter: typeof walkerEmitter;
6179
6214
  declare const emitters_walkerStopSubject: typeof walkerStopSubject;
6180
6215
  declare namespace emitters {
6181
- 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 };
6216
+ export { emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, 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 };
6182
6217
  }
6183
6218
 
6184
6219
  /**
@@ -7416,7 +7451,7 @@ declare class BacktestLogicPrivateService {
7416
7451
  * }
7417
7452
  * ```
7418
7453
  */
7419
- run(symbol: string): AsyncGenerator<IStrategyBacktestResult, void, unknown>;
7454
+ run(symbol: string): AsyncGenerator<any, void, unknown>;
7420
7455
  }
7421
7456
 
7422
7457
  /**
@@ -7461,7 +7496,7 @@ declare class LiveLogicPrivateService {
7461
7496
  * }
7462
7497
  * ```
7463
7498
  */
7464
- run(symbol: string): AsyncGenerator<IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
7499
+ run(symbol: string): AsyncGenerator<any, void, unknown>;
7465
7500
  }
7466
7501
 
7467
7502
  /**
@@ -7555,7 +7590,7 @@ declare class BacktestLogicPublicService {
7555
7590
  strategyName: string;
7556
7591
  exchangeName: string;
7557
7592
  frameName: string;
7558
- }) => AsyncGenerator<IStrategyBacktestResult, void, unknown>;
7593
+ }) => AsyncGenerator<any, void, unknown>;
7559
7594
  }
7560
7595
 
7561
7596
  /**
@@ -7606,7 +7641,7 @@ declare class LiveLogicPublicService {
7606
7641
  run: (symbol: string, context: {
7607
7642
  strategyName: string;
7608
7643
  exchangeName: string;
7609
- }) => AsyncGenerator<IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
7644
+ }) => AsyncGenerator<any, void, unknown>;
7610
7645
  }
7611
7646
 
7612
7647
  /**
@@ -7674,7 +7709,7 @@ declare class LiveCommandService {
7674
7709
  run: (symbol: string, context: {
7675
7710
  strategyName: string;
7676
7711
  exchangeName: string;
7677
- }) => AsyncGenerator<IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
7712
+ }) => AsyncGenerator<any, void, unknown>;
7678
7713
  }
7679
7714
 
7680
7715
  /**
@@ -7702,7 +7737,7 @@ declare class BacktestCommandService {
7702
7737
  strategyName: string;
7703
7738
  exchangeName: string;
7704
7739
  frameName: string;
7705
- }) => AsyncGenerator<IStrategyBacktestResult, void, unknown>;
7740
+ }) => AsyncGenerator<any, void, unknown>;
7706
7741
  }
7707
7742
 
7708
7743
  /**
@@ -8659,4 +8694,4 @@ declare const backtest: {
8659
8694
  loggerService: LoggerService;
8660
8695
  };
8661
8696
 
8662
- 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 };
8697
+ 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, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setConfig, setLogger };