backtest-kit 1.5.22 โ†’ 1.5.24

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Files changed (2) hide show
  1. package/README.md +26 -23
  2. package/package.json +1 -1
package/README.md CHANGED
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  # ๐Ÿงฟ Backtest Kit
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- > A TypeScript framework for backtesting and live trading strategies on crypto markets, with crash-safe persistence, signal validation, and AI optimization.
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+ > A TypeScript framework for backtesting and live trading strategies on crypto markets or forex, with crash-safe persistence, signal validation, and AI optimization.
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+ ![future](./assets/future.png)
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  [![Ask DeepWiki](https://deepwiki.com/badge.svg)](https://deepwiki.com/tripolskypetr/backtest-kit)
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  [![npm](https://img.shields.io/npm/v/backtest-kit.svg?style=flat-square)](https://npmjs.org/package/backtest-kit)
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  Build reliable trading systems: backtest on historical data, deploy live bots with recovery, and optimize strategies using LLMs like Ollama.
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- ๐Ÿ“š **[API Reference](https://backtest-kit.github.io/)** | ๐ŸŒŸ **[Quick Start](https://github.com/tripolskypetr/backtest-kit/tree/master/demo)**
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+ ๐Ÿ“š **[API Reference](https://backtest-kit.github.io/documents/example_02_first_backtest.html)** | ๐ŸŒŸ **[Quick Start](https://github.com/tripolskypetr/backtest-kit/tree/master/demo)** | **๐Ÿ“ฐ [Article](https://tripolskypetr.medium.com/how-i-made-look-ahead-bias-architecturally-impossible-in-trading-backtests-63e4115f6e16)**
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  ## โœจ Why Choose Backtest Kit?
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  - ๐Ÿ”Œ **Pluggable**: Custom data sources (CCXT), persistence (file/Redis), and sizing calculators.
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  - ๐Ÿงช **Tested**: 280+ unit/integration tests for validation, recovery, and events.
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- ### Supported Order Types
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+ ### ๐Ÿ“‹ Supported Order Types
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  - Market/Limit entries
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  - TP/SL/OCO exits
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  - Grid with auto-cancel on unmet conditions
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- ## Quick Start
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+ ## ๐Ÿš€ Quick Start
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- ### Installation
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+ ### ๐Ÿ“ฆ Installation
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  ```bash
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  npm install backtest-kit ccxt ollama uuid
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  ```
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- ### Basic Configuration
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+ ### โš™๏ธ Basic Configuration
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  ```typescript
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  import { setLogger, setConfig } from 'backtest-kit';
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  });
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  ```
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- ### Register Components
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+ ### ๐Ÿ”ง Register Components
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  ```typescript
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  import ccxt from 'ccxt';
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  import { addExchange, addStrategy, addFrame, addRisk } from 'backtest-kit';
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  });
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  ```
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- ### Example Strategy (with LLM)
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+ ### ๐Ÿ’ก Example Strategy (with LLM)
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  ```typescript
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  import { v4 as uuid } from 'uuid';
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  import { addStrategy, dumpSignal, getCandles } from 'backtest-kit';
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  });
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  ```
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- ### Run Backtest
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+ ### ๐Ÿงช Run Backtest
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  ```typescript
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  import { Backtest, listenSignalBacktest, listenDoneBacktest } from 'backtest-kit';
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  });
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  ```
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- ### Run Live Trading
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+ ### ๐Ÿ“ˆ Run Live Trading
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  ```typescript
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  import { Live, listenSignalLive } from 'backtest-kit';
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  listenSignalLive((event) => console.log(event));
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  ```
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- ### Monitoring & Events
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+ ### ๐Ÿ“ก Monitoring & Events
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  - Use `listenRisk`, `listenError`, `listenPartialProfit/Loss` for alerts.
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  - Dump reports: `Backtest.dump()`, `Live.dump()`.
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- ## Global Configuration
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+ ## ๐ŸŒ Global Configuration
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  Customize via `setConfig()`:
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  - `CC_SCHEDULE_AWAIT_MINUTES`: Pending timeout (default: 120).
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  - `CC_AVG_PRICE_CANDLES_COUNT`: VWAP candles (default: 5).
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- ## Tested & Reliable
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+ ## โœ… Tested & Reliable
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  280+ tests cover validation, recovery, reports, and events.
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- ## ๐Ÿค Contribute
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- Fork/PR on [GitHub](https://github.com/tripolskypetr/backtest-kit).
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- ## ๐Ÿ“œ License
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- MIT ยฉ [tripolskypetr](https://github.com/tripolskypetr)
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  ## ๐Ÿ’ป Developer Note
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- ### How getCandles Works
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+ ### ๐Ÿ” How getCandles Works
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  backtest-kit uses Node.js `AsyncLocalStorage` to automatically provide
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  temporal context to your strategies.
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- ### What this means:
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+ ### ๐Ÿ’ญ What this means:
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  - `getCandles()` always returns data UP TO the current backtest timestamp using `async_hooks`
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  - Multi-timeframe data is automatically synchronized
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  - **Impossible to introduce look-ahead bias**
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  ## ๐Ÿค– Are you a robot?
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  **For language models**: Read extended description in [./LLMs.md](./LLMs.md)
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+ ## ๐Ÿค Contribute
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+ Fork/PR on [GitHub](https://github.com/tripolskypetr/backtest-kit).
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+ ## ๐Ÿ“œ License
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+ MIT ยฉ [tripolskypetr](https://github.com/tripolskypetr)
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package/package.json CHANGED
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  {
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  "name": "backtest-kit",
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- "version": "1.5.22",
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+ "version": "1.5.24",
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  "description": "A TypeScript library for trading system backtest",
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  "author": {
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  "name": "Petr Tripolsky",