backtest-kit 1.5.19 → 1.5.20

package/README.md

@@ -22,7 +22,7 @@ Build reliable trading systems: backtest on historical data, deploy live bots wi
 - 📊 **Reports & Metrics**: Auto Markdown reports with PNL, Sharpe Ratio, win rate, and more.
 - 🛡️ **Risk Management**: Custom rules for position limits, time windows, and multi-strategy coordination.
 - 🔌 **Pluggable**: Custom data sources (CCXT), persistence (file/Redis), and sizing calculators.
-- 🧪 **Tested**: 244+ unit/integration tests for validation, recovery, and events.
+- 🧪 **Tested**: 280+ unit/integration tests for validation, recovery, and events.
 
 ### Supported Order Types
 
@@ -106,7 +106,7 @@ addFrame({
 ### Example Strategy (with LLM)
 ```typescript
 import { v4 as uuid } from 'uuid';
-import { addStrategy, dumpSignal } from 'backtest-kit';
+import { addStrategy, dumpSignal, getCandles } from 'backtest-kit';
 import { json } from './utils/json.mjs';  // LLM wrapper
 import { getMessages } from './utils/messages.mjs';  // Market data prep
 
@@ -115,10 +115,23 @@ addStrategy({
   interval: '5m',
   riskName: 'demo',
   getSignal: async (symbol) => {
-    const messages = await getMessages(symbol);  // Fetch indicators/news
+
+    const candles1h = await getCandles(symbol, "1h", 24);
+    const candles15m = await getCandles(symbol, "15m", 48);
+    const candles5m = await getCandles(symbol, "5m", 60);
+    const candles1m = await getCandles(symbol, "1m", 60);
+
+    const messages = await getMessages(symbol, {
+      candles15m,
+      candles15m,
+      candles5m,
+      candles1m,
+    });  // Calculate indicators / Fetch news
+  
     const resultId = uuid();
     const signal = await json(messages);  // LLM generates signal
     await dumpSignal(resultId, messages, signal);  // Log
+
     return { ...signal, id: resultId };
   },
 });

package/build/index.cjs

@@ -2075,7 +2075,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
             // НЕМЕДЛЕННАЯ АКТИВАЦИЯ: priceOpen уже достигнут
             // Создаем активный сигнал напрямую (БЕЗ scheduled фазы)
             const signalRow = {
-                id: functoolsKit.randomString(),
+                id: signal.id || functoolsKit.randomString(),
                 priceOpen: signal.priceOpen, // Используем priceOpen из сигнала
                 position: signal.position,
                 note: toPlainString(signal.note),
@@ -2095,7 +2095,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
         }
         // ОЖИДАНИЕ АКТИВАЦИИ: создаем scheduled signal (risk check при активации)
         const scheduledSignalRow = {
-            id: functoolsKit.randomString(),
+            id: signal.id || functoolsKit.randomString(),
             priceOpen: signal.priceOpen,
             position: signal.position,
             note: toPlainString(signal.note),
@@ -2114,7 +2114,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
         return scheduledSignalRow;
     }
     const signalRow = {
-        id: functoolsKit.randomString(),
+        id: signal.id || functoolsKit.randomString(),
         priceOpen: currentPrice,
         ...signal,
         note: toPlainString(signal.note),

package/build/index.mjs

@@ -2073,7 +2073,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
             // НЕМЕДЛЕННАЯ АКТИВАЦИЯ: priceOpen уже достигнут
             // Создаем активный сигнал напрямую (БЕЗ scheduled фазы)
             const signalRow = {
-                id: randomString(),
+                id: signal.id || randomString(),
                 priceOpen: signal.priceOpen, // Используем priceOpen из сигнала
                 position: signal.position,
                 note: toPlainString(signal.note),
@@ -2093,7 +2093,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
         }
         // ОЖИДАНИЕ АКТИВАЦИИ: создаем scheduled signal (risk check при активации)
         const scheduledSignalRow = {
-            id: randomString(),
+            id: signal.id || randomString(),
             priceOpen: signal.priceOpen,
             position: signal.position,
             note: toPlainString(signal.note),
@@ -2112,7 +2112,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
         return scheduledSignalRow;
     }
     const signalRow = {
-        id: randomString(),
+        id: signal.id || randomString(),
         priceOpen: currentPrice,
         ...signal,
         note: toPlainString(signal.note),

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.19",
+  "version": "1.5.20",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",