backtest-kit 1.5.0 → 1.5.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.0",
+  "version": "1.5.2",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -19,6 +19,12 @@ declare const GLOBAL_CONFIG: {
      * Default: 0.3% (covers 2×0.1% fees + minimum profit margin)
      */
     CC_MIN_TAKEPROFIT_DISTANCE_PERCENT: number;
+    /**
+     * Minimum StopLoss distance from priceOpen (percentage)
+     * Prevents signals from being immediately stopped out due to price volatility
+     * Default: 0.5% (buffer to avoid instant stop loss on normal market fluctuations)
+     */
+    CC_MIN_STOPLOSS_DISTANCE_PERCENT: number;
     /**
      * Maximum StopLoss distance from priceOpen (percentage)
      * Prevents catastrophic losses from extreme StopLoss values
@@ -31,6 +37,15 @@ declare const GLOBAL_CONFIG: {
      * Default: 1440 minutes (1 day)
      */
     CC_MAX_SIGNAL_LIFETIME_MINUTES: number;
+    /**
+     * 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: number;
     /**
      * Number of retries for getCandles function
      * Default: 3 retries
@@ -918,6 +933,10 @@ interface IStrategyTickResultActive {
     exchangeName: ExchangeName;
     /** Trading pair symbol (e.g., "BTCUSDT") */
     symbol: string;
+    /** Percentage progress towards take profit (0-100%, 0 if moving towards SL) */
+    percentTp: number;
+    /** Percentage progress towards stop loss (0-100%, 0 if moving towards TP) */
+    percentSl: number;
 }
 /**
  * Tick result: signal closed with PNL.
@@ -3764,6 +3783,10 @@ interface TickEvent {
     takeProfit?: number;
     /** Stop loss price (only for opened/active/closed) */
     stopLoss?: number;
+    /** Percentage progress towards take profit (only for active) */
+    percentTp?: number;
+    /** Percentage progress towards stop loss (only for active) */
+    percentSl?: number;
     /** PNL percentage (only for closed) */
     pnl?: number;
     /** Close reason (only for closed) */