backtest-kit 1.5.14 → 1.5.15

package/build/index.cjs

@@ -590,6 +590,14 @@ class ClientExchange {
         const vwap = sumPriceVolume / totalVolume;
         return vwap;
     }
+    /**
+     * 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
+     */
     async formatQuantity(symbol, quantity) {
         this.params.logger.debug("binanceService formatQuantity", {
             symbol,
@@ -597,6 +605,14 @@ class ClientExchange {
         });
         return await this.params.formatQuantity(symbol, quantity);
     }
+    /**
+     * 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
+     */
     async formatPrice(symbol, price) {
         this.params.logger.debug("binanceService formatPrice", {
             symbol,
@@ -6533,14 +6549,11 @@ let ReportStorage$3 = class ReportStorage {
         }
     }
     /**
-     * Updates or adds an active event to the storage.
-     * Replaces the previous event with the same signalId.
+     * Adds an active event to the storage.
      *
      * @param data - Active tick result
      */
     addActiveEvent(data) {
-        // Find existing event with the same signalId
-        const existingIndex = this._eventList.findIndex((event) => event.signalId === data.signal.id);
         const newEvent = {
             timestamp: Date.now(),
             action: "active",
@@ -6555,29 +6568,20 @@ let ReportStorage$3 = class ReportStorage {
             percentTp: data.percentTp,
             percentSl: data.percentSl,
         };
-        // Replace existing event or add new one
-        if (existingIndex !== -1) {
-            this._eventList[existingIndex] = newEvent;
-        }
-        else {
-            this._eventList.push(newEvent);
-            // Trim queue if exceeded MAX_EVENTS
-            if (this._eventList.length > MAX_EVENTS$3) {
-                this._eventList.shift();
-            }
+        this._eventList.push(newEvent);
+        // Trim queue if exceeded MAX_EVENTS
+        if (this._eventList.length > MAX_EVENTS$3) {
+            this._eventList.shift();
         }
     }
     /**
-     * Updates or adds a closed event to the storage.
-     * Replaces the previous event with the same signalId.
+     * Adds a closed event to the storage.
      *
      * @param data - Closed tick result
      */
     addClosedEvent(data) {
         const durationMs = data.closeTimestamp - data.signal.pendingAt;
         const durationMin = Math.round(durationMs / 60000);
-        // Find existing event with the same signalId
-        const existingIndex = this._eventList.findIndex((event) => event.signalId === data.signal.id);
         const newEvent = {
             timestamp: data.closeTimestamp,
             action: "closed",
@@ -6593,16 +6597,10 @@ let ReportStorage$3 = class ReportStorage {
             closeReason: data.closeReason,
             duration: durationMin,
         };
-        // Replace existing event or add new one
-        if (existingIndex !== -1) {
-            this._eventList[existingIndex] = newEvent;
-        }
-        else {
-            this._eventList.push(newEvent);
-            // Trim queue if exceeded MAX_EVENTS
-            if (this._eventList.length > MAX_EVENTS$3) {
-                this._eventList.shift();
-            }
+        this._eventList.push(newEvent);
+        // Trim queue if exceeded MAX_EVENTS
+        if (this._eventList.length > MAX_EVENTS$3) {
+            this._eventList.shift();
         }
     }
     /**
@@ -7037,16 +7035,13 @@ let ReportStorage$2 = class ReportStorage {
         }
     }
     /**
-     * Updates or adds a cancelled event to the storage.
-     * Replaces the previous event with the same signalId.
+     * Adds a cancelled event to the storage.
      *
      * @param data - Cancelled tick result
      */
     addCancelledEvent(data) {
         const durationMs = data.closeTimestamp - data.signal.scheduledAt;
         const durationMin = Math.round(durationMs / 60000);
-        // Find existing event with the same signalId
-        const existingIndex = this._eventList.findIndex((event) => event.signalId === data.signal.id);
         const newEvent = {
             timestamp: data.closeTimestamp,
             action: "cancelled",
@@ -7061,16 +7056,10 @@ let ReportStorage$2 = class ReportStorage {
             closeTimestamp: data.closeTimestamp,
             duration: durationMin,
         };
-        // Replace existing event or add new one
-        if (existingIndex !== -1) {
-            this._eventList[existingIndex] = newEvent;
-        }
-        else {
-            this._eventList.push(newEvent);
-            // Trim queue if exceeded MAX_EVENTS
-            if (this._eventList.length > MAX_EVENTS$2) {
-                this._eventList.shift();
-            }
+        this._eventList.push(newEvent);
+        // Trim queue if exceeded MAX_EVENTS
+        if (this._eventList.length > MAX_EVENTS$2) {
+            this._eventList.shift();
         }
     }
     /**

package/build/index.mjs

@@ -588,6 +588,14 @@ class ClientExchange {
         const vwap = sumPriceVolume / totalVolume;
         return vwap;
     }
+    /**
+     * 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
+     */
     async formatQuantity(symbol, quantity) {
         this.params.logger.debug("binanceService formatQuantity", {
             symbol,
@@ -595,6 +603,14 @@ class ClientExchange {
         });
         return await this.params.formatQuantity(symbol, quantity);
     }
+    /**
+     * 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
+     */
     async formatPrice(symbol, price) {
         this.params.logger.debug("binanceService formatPrice", {
             symbol,
@@ -6531,14 +6547,11 @@ let ReportStorage$3 = class ReportStorage {
         }
     }
     /**
-     * Updates or adds an active event to the storage.
-     * Replaces the previous event with the same signalId.
+     * Adds an active event to the storage.
      *
      * @param data - Active tick result
      */
     addActiveEvent(data) {
-        // Find existing event with the same signalId
-        const existingIndex = this._eventList.findIndex((event) => event.signalId === data.signal.id);
         const newEvent = {
             timestamp: Date.now(),
             action: "active",
@@ -6553,29 +6566,20 @@ let ReportStorage$3 = class ReportStorage {
             percentTp: data.percentTp,
             percentSl: data.percentSl,
         };
-        // Replace existing event or add new one
-        if (existingIndex !== -1) {
-            this._eventList[existingIndex] = newEvent;
-        }
-        else {
-            this._eventList.push(newEvent);
-            // Trim queue if exceeded MAX_EVENTS
-            if (this._eventList.length > MAX_EVENTS$3) {
-                this._eventList.shift();
-            }
+        this._eventList.push(newEvent);
+        // Trim queue if exceeded MAX_EVENTS
+        if (this._eventList.length > MAX_EVENTS$3) {
+            this._eventList.shift();
         }
     }
     /**
-     * Updates or adds a closed event to the storage.
-     * Replaces the previous event with the same signalId.
+     * Adds a closed event to the storage.
      *
      * @param data - Closed tick result
      */
     addClosedEvent(data) {
         const durationMs = data.closeTimestamp - data.signal.pendingAt;
         const durationMin = Math.round(durationMs / 60000);
-        // Find existing event with the same signalId
-        const existingIndex = this._eventList.findIndex((event) => event.signalId === data.signal.id);
         const newEvent = {
             timestamp: data.closeTimestamp,
             action: "closed",
@@ -6591,16 +6595,10 @@ let ReportStorage$3 = class ReportStorage {
             closeReason: data.closeReason,
             duration: durationMin,
         };
-        // Replace existing event or add new one
-        if (existingIndex !== -1) {
-            this._eventList[existingIndex] = newEvent;
-        }
-        else {
-            this._eventList.push(newEvent);
-            // Trim queue if exceeded MAX_EVENTS
-            if (this._eventList.length > MAX_EVENTS$3) {
-                this._eventList.shift();
-            }
+        this._eventList.push(newEvent);
+        // Trim queue if exceeded MAX_EVENTS
+        if (this._eventList.length > MAX_EVENTS$3) {
+            this._eventList.shift();
         }
     }
     /**
@@ -7035,16 +7033,13 @@ let ReportStorage$2 = class ReportStorage {
         }
     }
     /**
-     * Updates or adds a cancelled event to the storage.
-     * Replaces the previous event with the same signalId.
+     * Adds a cancelled event to the storage.
      *
      * @param data - Cancelled tick result
      */
     addCancelledEvent(data) {
         const durationMs = data.closeTimestamp - data.signal.scheduledAt;
         const durationMin = Math.round(durationMs / 60000);
-        // Find existing event with the same signalId
-        const existingIndex = this._eventList.findIndex((event) => event.signalId === data.signal.id);
         const newEvent = {
             timestamp: data.closeTimestamp,
             action: "cancelled",
@@ -7059,16 +7054,10 @@ let ReportStorage$2 = class ReportStorage {
             closeTimestamp: data.closeTimestamp,
             duration: durationMin,
         };
-        // Replace existing event or add new one
-        if (existingIndex !== -1) {
-            this._eventList[existingIndex] = newEvent;
-        }
-        else {
-            this._eventList.push(newEvent);
-            // Trim queue if exceeded MAX_EVENTS
-            if (this._eventList.length > MAX_EVENTS$2) {
-                this._eventList.shift();
-            }
+        this._eventList.push(newEvent);
+        // Trim queue if exceeded MAX_EVENTS
+        if (this._eventList.length > MAX_EVENTS$2) {
+            this._eventList.shift();
         }
     }
     /**

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.14",
+  "version": "1.5.15",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -6708,7 +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>;
 }