backtest-kit 1.5.13 → 1.5.15

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.13",
+  "version": "1.5.15",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -159,6 +159,7 @@ declare function setLogger(logger: ILogger): void;
 /**
  * Sets global configuration parameters for the framework.
  * @param config - Partial configuration object to override default settings
+ * @param _unsafe - Skip config validations - required for testbed
  *
  * @example
  * ```typescript
@@ -540,6 +541,8 @@ declare const MethodContextService: (new () => {
 interface IRiskCheckArgs {
     /** Trading pair symbol (e.g., "BTCUSDT") */
     symbol: string;
+    /** Pending signal to apply */
+    pendingSignal: ISignalDto;
     /** Strategy name requesting to open a position */
     strategyName: StrategyName;
     /** Exchange name */
@@ -576,6 +579,8 @@ interface IRiskCallbacks {
  * Extends IRiskCheckArgs with portfolio state data.
  */
 interface IRiskValidationPayload extends IRiskCheckArgs {
+    /** Pending signal to apply */
+    pendingSignal: ISignalDto;
     /** Number of currently active positions across all strategies */
     activePositionCount: number;
     /** List of currently active positions across all strategies */
@@ -6703,7 +6708,23 @@ declare class ClientExchange implements IExchange {
      * @throws Error if no candles available
      */
     getAveragePrice(symbol: string): Promise<number>;
+    /**
+     * Formats quantity according to exchange-specific rules for the given symbol.
+     * Applies proper decimal precision and rounding based on symbol's lot size filters.
+     *
+     * @param symbol - Trading pair symbol
+     * @param quantity - Raw quantity to format
+     * @returns Promise resolving to formatted quantity as string
+     */
     formatQuantity(symbol: string, quantity: number): Promise<string>;
+    /**
+     * Formats price according to exchange-specific rules for the given symbol.
+     * Applies proper decimal precision and rounding based on symbol's price filters.
+     *
+     * @param symbol - Trading pair symbol
+     * @param price - Raw price to format
+     * @returns Promise resolving to formatted price as string
+     */
     formatPrice(symbol: string, price: number): Promise<string>;
 }
 
@@ -7228,7 +7249,7 @@ declare class RiskConnectionService {
  *
  * Used internally by BacktestLogicPrivateService and LiveLogicPrivateService.
  */
-declare class ExchangeGlobalService {
+declare class ExchangeCoreService {
     private readonly loggerService;
     private readonly exchangeConnectionService;
     private readonly methodContextService;
@@ -7302,7 +7323,7 @@ declare class ExchangeGlobalService {
  *
  * Used internally by BacktestLogicPrivateService and LiveLogicPrivateService.
  */
-declare class StrategyGlobalService {
+declare class StrategyCoreService {
     private readonly loggerService;
     private readonly strategyConnectionService;
     private readonly strategySchemaService;
@@ -7399,7 +7420,7 @@ declare class StrategyGlobalService {
  * Wraps FrameConnectionService for timeframe generation.
  * Used internally by BacktestLogicPrivateService.
  */
-declare class FrameGlobalService {
+declare class FrameCoreService {
     private readonly loggerService;
     private readonly frameConnectionService;
     private readonly frameValidationService;
@@ -7823,9 +7844,9 @@ declare class WalkerSchemaService {
  */
 declare class BacktestLogicPrivateService {
     private readonly loggerService;
-    private readonly strategyGlobalService;
-    private readonly exchangeGlobalService;
-    private readonly frameGlobalService;
+    private readonly strategyCoreService;
+    private readonly exchangeCoreService;
+    private readonly frameCoreService;
     private readonly methodContextService;
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
@@ -7862,7 +7883,7 @@ declare class BacktestLogicPrivateService {
  */
 declare class LiveLogicPrivateService {
     private readonly loggerService;
-    private readonly strategyGlobalService;
+    private readonly strategyCoreService;
     private readonly methodContextService;
     /**
      * Runs live trading for a symbol, streaming results as async generator.
@@ -9293,13 +9314,13 @@ declare const backtest: {
     liveCommandService: LiveCommandService;
     backtestCommandService: BacktestCommandService;
     walkerCommandService: WalkerCommandService;
-    exchangeGlobalService: ExchangeGlobalService;
-    strategyGlobalService: StrategyGlobalService;
-    frameGlobalService: FrameGlobalService;
     sizingGlobalService: SizingGlobalService;
     riskGlobalService: RiskGlobalService;
     optimizerGlobalService: OptimizerGlobalService;
     partialGlobalService: PartialGlobalService;
+    exchangeCoreService: ExchangeCoreService;
+    strategyCoreService: StrategyCoreService;
+    frameCoreService: FrameCoreService;
     exchangeSchemaService: ExchangeSchemaService;
     strategySchemaService: StrategySchemaService;
     frameSchemaService: FrameSchemaService;