backtest-kit 1.5.39 → 1.5.40

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.39",
+  "version": "1.5.40",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -2,51 +2,153 @@ import * as di_scoped from 'di-scoped';
 import * as functools_kit from 'functools-kit';
 import { Subject } from 'functools-kit';
 
+declare const GLOBAL_CONFIG: {
+    /**
+     * Time to wait for scheduled signal to activate (in minutes)
+     * If signal does not activate within this time, it will be cancelled.
+     */
+    CC_SCHEDULE_AWAIT_MINUTES: number;
+    /**
+     * Number of candles to use for average price calculation (VWAP)
+     * Default: 5 candles (last 5 minutes when using 1m interval)
+     */
+    CC_AVG_PRICE_CANDLES_COUNT: number;
+    /**
+     * Slippage percentage applied to entry and exit prices.
+     * Simulates market impact and order book depth.
+     * Applied twice (entry and exit) for realistic execution simulation.
+     * Default: 0.1% per transaction
+     */
+    CC_PERCENT_SLIPPAGE: number;
+    /**
+     * Fee percentage charged per transaction.
+     * Applied twice (entry and exit) for total fee calculation.
+     * Default: 0.1% per transaction (total 0.2%)
+     */
+    CC_PERCENT_FEE: number;
+    /**
+     * Minimum TakeProfit distance from priceOpen (percentage)
+     * Must be greater than (slippage + fees) to ensure profitable trades
+     *
+     * Calculation:
+     * - Slippage effect: ~0.2% (0.1% × 2 transactions)
+     * - Fees: 0.2% (0.1% × 2 transactions)
+     * - Minimum profit buffer: 0.1%
+     * - Total: 0.5%
+     *
+     * Default: 0.5% (covers all costs + 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
+     * Default: 20% (one signal cannot lose more than 20% of position)
+     */
+    CC_MAX_STOPLOSS_DISTANCE_PERCENT: number;
+    /**
+     * Maximum signal lifetime in minutes
+     * Prevents eternal signals that block risk limits for weeks/months
+     * 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
+     */
+    CC_GET_CANDLES_RETRY_COUNT: number;
+    /**
+     * Delay between retries for getCandles function (in milliseconds)
+     * Default: 5000 ms (5 seconds)
+     */
+    CC_GET_CANDLES_RETRY_DELAY_MS: number;
+    /**
+     * Maximum allowed deviation factor for price anomaly detection.
+     * Price should not be more than this factor lower than reference price.
+     *
+     * Reasoning:
+     * - Incomplete candles from Binance API typically have prices near 0 (e.g., $0.01-1)
+     * - Normal BTC price ranges: $20,000-100,000
+     * - Factor 1000 catches prices below $20-100 when median is $20,000-100,000
+     * - Factor 100 would be too permissive (allows $200 when median is $20,000)
+     * - Factor 10000 might be too strict for low-cap altcoins
+     *
+     * Example: BTC at $50,000 median → threshold $50 (catches $0.01-1 anomalies)
+     */
+    CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR: number;
+    /**
+     * Minimum number of candles required for reliable median calculation.
+     * Below this threshold, use simple average instead of median.
+     *
+     * Reasoning:
+     * - Each candle provides 4 price points (OHLC)
+     * - 5 candles = 20 price points, sufficient for robust median calculation
+     * - Below 5 candles, single anomaly can heavily skew median
+     * - Statistical rule of thumb: minimum 7-10 data points for median stability
+     * - Average is more stable than median for small datasets (n < 20)
+     *
+     * Example: 3 candles = 12 points (use average), 5 candles = 20 points (use median)
+     */
+    CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN: number;
+    /**
+     * Controls visibility of signal notes in markdown report tables.
+     * When enabled, the "Note" column will be displayed in all markdown reports
+     * (backtest, live, schedule, risk, etc.)
+     *
+     * Default: false (notes are hidden to reduce table width and improve readability)
+     */
+    CC_REPORT_SHOW_SIGNAL_NOTE: boolean;
+};
 /**
- * Execution context containing runtime parameters for strategy/exchange operations.
- *
- * Propagated through ExecutionContextService to provide implicit context
- * for getCandles(), tick(), backtest() and other operations.
+ * Type for global configuration object.
  */
-interface IExecutionContext {
-    /** Trading pair symbol (e.g., "BTCUSDT") */
-    symbol: string;
-    /** Current timestamp for operation */
-    when: Date;
-    /** Whether running in backtest mode (true) or live mode (false) */
-    backtest: boolean;
-}
+type GlobalConfig = typeof GLOBAL_CONFIG;
+
 /**
- * Scoped service for execution context propagation.
- *
- * Uses di-scoped for implicit context passing without explicit parameters.
- * Context includes symbol, when (timestamp), and backtest flag.
- *
- * Used by GlobalServices to inject context into operations.
+ * Mapping of available table/markdown reports to their column definitions.
  *
- * @example
- * ```typescript
- * ExecutionContextService.runInContext(
- *   async () => {
- *     // Inside this callback, context is automatically available
- *     return await someOperation();
- *   },
- *   { symbol: "BTCUSDT", when: new Date(), backtest: true }
- * );
- * ```
+ * Each property references a column definition object imported from
+ * `src/assets/*.columns`. These are used by markdown/report generators
+ * (backtest, live, schedule, risk, heat, performance, partial, walker).
  */
-declare const ExecutionContextService: (new () => {
-    readonly context: IExecutionContext;
-}) & Omit<{
-    new (context: IExecutionContext): {
-        readonly context: IExecutionContext;
-    };
-}, "prototype"> & di_scoped.IScopedClassRun<[context: IExecutionContext]>;
+declare const COLUMN_CONFIG: {
+    /** Columns used in backtest markdown tables and reports */
+    backtest_columns: ColumnModel<IStrategyTickResultClosed>[];
+    /** Columns used by heatmap / heat reports */
+    heat_columns: ColumnModel<IHeatmapRow>[];
+    /** Columns for live trading reports and logs */
+    live_columns: ColumnModel<TickEvent>[];
+    /** Columns for partial-results / incremental reports */
+    partial_columns: ColumnModel<PartialEvent>[];
+    /** Columns for performance summary reports */
+    performance_columns: ColumnModel<MetricStats>[];
+    /** Columns for risk-related reports */
+    risk_columns: ColumnModel<RiskEvent>[];
+    /** Columns for scheduled report output */
+    schedule_columns: ColumnModel<ScheduledEvent>[];
+    /** Walker: PnL summary columns */
+    walker_pnl_columns: ColumnModel<SignalData$1>[];
+    /** Walker: strategy-level summary columns */
+    walker_strategy_columns: ColumnModel<IStrategyResult>[];
+};
 /**
- * Type helper for ExecutionContextService instance.
- * Used for dependency injection type annotations.
+ * Type for the column configuration object.
  */
-type TExecutionContextService = InstanceType<typeof ExecutionContextService>;
+type ColumnConfig = typeof COLUMN_CONFIG;
 
 /**
  * Interface representing a logging mechanism for the swarm system.
@@ -77,50 +179,264 @@ interface ILogger {
 }
 
 /**
- * Candle time interval for fetching historical data.
- */
-type CandleInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h";
-/**
- * Single OHLCV candle data point.
- * Used for VWAP calculation and backtesting.
- */
-interface ICandleData {
-    /** Unix timestamp in milliseconds when candle opened */
-    timestamp: number;
-    /** Opening price at candle start */
-    open: number;
-    /** Highest price during candle period */
-    high: number;
-    /** Lowest price during candle period */
-    low: number;
-    /** Closing price at candle end */
-    close: number;
-    /** Trading volume during candle period */
-    volume: number;
-}
-/**
- * Exchange parameters passed to ClientExchange constructor.
- * Combines schema with runtime dependencies.
+ * Sets custom logger implementation for the framework.
+ *
+ * All log messages from internal services will be forwarded to the provided logger
+ * with automatic context injection (strategyName, exchangeName, symbol, etc.).
+ *
+ * @param logger - Custom logger implementing ILogger interface
+ *
+ * @example
+ * ```typescript
+ * setLogger({
+ *   log: (topic, ...args) => console.log(topic, args),
+ *   debug: (topic, ...args) => console.debug(topic, args),
+ *   info: (topic, ...args) => console.info(topic, args),
+ * });
+ * ```
  */
-interface IExchangeParams extends IExchangeSchema {
-    /** Logger service for debug output */
-    logger: ILogger;
-    /** Execution context service (symbol, when, backtest flag) */
-    execution: TExecutionContextService;
-}
+declare function setLogger(logger: ILogger): void;
 /**
- * Optional callbacks for exchange data events.
+ * 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
+ * setConfig({
+ *   CC_SCHEDULE_AWAIT_MINUTES: 90,
+ * });
+ * ```
  */
-interface IExchangeCallbacks {
-    /** Called when candle data is fetched */
-    onCandleData: (symbol: string, interval: CandleInterval, since: Date, limit: number, data: ICandleData[]) => void;
-}
+declare function setConfig(config: Partial<GlobalConfig>, _unsafe?: boolean): void;
 /**
- * Exchange schema registered via addExchange().
- * Defines candle data source and formatting logic.
+ * Retrieves a copy of the current global configuration.
+ *
+ * Returns a shallow copy of the current GLOBAL_CONFIG to prevent accidental mutations.
+ * Use this to inspect the current configuration state without modifying it.
+ *
+ * @returns {GlobalConfig} A copy of the current global configuration object
+ *
+ * @example
+ * ```typescript
+ * const currentConfig = getConfig();
+ * console.log(currentConfig.CC_SCHEDULE_AWAIT_MINUTES);
+ * ```
  */
-interface IExchangeSchema {
-    /** Unique exchange identifier for registration */
+declare function getConfig(): {
+    CC_SCHEDULE_AWAIT_MINUTES: number;
+    CC_AVG_PRICE_CANDLES_COUNT: number;
+    CC_PERCENT_SLIPPAGE: number;
+    CC_PERCENT_FEE: number;
+    CC_MIN_TAKEPROFIT_DISTANCE_PERCENT: number;
+    CC_MIN_STOPLOSS_DISTANCE_PERCENT: number;
+    CC_MAX_STOPLOSS_DISTANCE_PERCENT: number;
+    CC_MAX_SIGNAL_LIFETIME_MINUTES: number;
+    CC_MAX_SIGNAL_GENERATION_SECONDS: number;
+    CC_GET_CANDLES_RETRY_COUNT: number;
+    CC_GET_CANDLES_RETRY_DELAY_MS: number;
+    CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR: number;
+    CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN: number;
+    CC_REPORT_SHOW_SIGNAL_NOTE: boolean;
+};
+/**
+ * Retrieves the default configuration object for the framework.
+ *
+ * Returns a reference to the default configuration with all preset values.
+ * Use this to see what configuration options are available and their default values.
+ *
+ * @returns {GlobalConfig} The default configuration object
+ *
+ * @example
+ * ```typescript
+ * const defaultConfig = getDefaultConfig();
+ * console.log(defaultConfig.CC_SCHEDULE_AWAIT_MINUTES);
+ * ```
+ */
+declare function getDefaultConfig(): Readonly<{
+    CC_SCHEDULE_AWAIT_MINUTES: number;
+    CC_AVG_PRICE_CANDLES_COUNT: number;
+    CC_PERCENT_SLIPPAGE: number;
+    CC_PERCENT_FEE: number;
+    CC_MIN_TAKEPROFIT_DISTANCE_PERCENT: number;
+    CC_MIN_STOPLOSS_DISTANCE_PERCENT: number;
+    CC_MAX_STOPLOSS_DISTANCE_PERCENT: number;
+    CC_MAX_SIGNAL_LIFETIME_MINUTES: number;
+    CC_MAX_SIGNAL_GENERATION_SECONDS: number;
+    CC_GET_CANDLES_RETRY_COUNT: number;
+    CC_GET_CANDLES_RETRY_DELAY_MS: number;
+    CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR: number;
+    CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN: number;
+    CC_REPORT_SHOW_SIGNAL_NOTE: boolean;
+}>;
+/**
+ * Sets custom column configurations for markdown report generation.
+ *
+ * Allows overriding default column definitions for any report type.
+ * All columns are validated before assignment to ensure structural correctness.
+ *
+ * @param columns - Partial column configuration object to override default column settings
+ * @param _unsafe - Skip column validations - required for testbed
+ *
+ * @example
+ * ```typescript
+ * setColumns({
+ *   backtest_columns: [
+ *     {
+ *       key: "customId",
+ *       label: "Custom ID",
+ *       format: (data) => data.signal.id,
+ *       isVisible: () => true
+ *     }
+ *   ],
+ * });
+ * ```
+ *
+ * @throws {Error} If column configuration is invalid
+ */
+declare function setColumns(columns: Partial<ColumnConfig>, _unsafe?: boolean): void;
+/**
+ * Retrieves a copy of the current column configuration for markdown report generation.
+ *
+ * Returns a shallow copy of the current COLUMN_CONFIG to prevent accidental mutations.
+ * Use this to inspect the current column definitions without modifying them.
+ *
+ * @returns {ColumnConfig} A copy of the current column configuration object
+ *
+ * @example
+ * ```typescript
+ * const currentColumns = getColumns();
+ * console.log(currentColumns.backtest_columns.length);
+ * ```
+ */
+declare function getColumns(): {
+    backtest_columns: ColumnModel<IStrategyTickResultClosed>[];
+    heat_columns: ColumnModel<IHeatmapRow>[];
+    live_columns: ColumnModel<TickEvent>[];
+    partial_columns: ColumnModel<PartialEvent>[];
+    performance_columns: ColumnModel<MetricStats>[];
+    risk_columns: ColumnModel<RiskEvent>[];
+    schedule_columns: ColumnModel<ScheduledEvent>[];
+    walker_pnl_columns: ColumnModel<SignalData$1>[];
+    walker_strategy_columns: ColumnModel<IStrategyResult>[];
+};
+/**
+ * Retrieves the default column configuration object for markdown report generation.
+ *
+ * Returns a reference to the default column definitions with all preset values.
+ * Use this to see what column options are available and their default definitions.
+ *
+ * @returns {ColumnConfig} The default column configuration object
+ *
+ * @example
+ * ```typescript
+ * const defaultColumns = getDefaultColumns();
+ * console.log(defaultColumns.backtest_columns);
+ * ```
+ */
+declare function getDefaultColumns(): Readonly<{
+    backtest_columns: ColumnModel<IStrategyTickResultClosed>[];
+    heat_columns: ColumnModel<IHeatmapRow>[];
+    live_columns: ColumnModel<TickEvent>[];
+    partial_columns: ColumnModel<PartialEvent>[];
+    performance_columns: ColumnModel<MetricStats>[];
+    risk_columns: ColumnModel<RiskEvent>[];
+    schedule_columns: ColumnModel<ScheduledEvent>[];
+    walker_pnl_columns: ColumnModel<SignalData$1>[];
+    walker_strategy_columns: ColumnModel<IStrategyResult>[];
+}>;
+
+/**
+ * Execution context containing runtime parameters for strategy/exchange operations.
+ *
+ * Propagated through ExecutionContextService to provide implicit context
+ * for getCandles(), tick(), backtest() and other operations.
+ */
+interface IExecutionContext {
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** Current timestamp for operation */
+    when: Date;
+    /** Whether running in backtest mode (true) or live mode (false) */
+    backtest: boolean;
+}
+/**
+ * Scoped service for execution context propagation.
+ *
+ * Uses di-scoped for implicit context passing without explicit parameters.
+ * Context includes symbol, when (timestamp), and backtest flag.
+ *
+ * Used by GlobalServices to inject context into operations.
+ *
+ * @example
+ * ```typescript
+ * ExecutionContextService.runInContext(
+ *   async () => {
+ *     // Inside this callback, context is automatically available
+ *     return await someOperation();
+ *   },
+ *   { symbol: "BTCUSDT", when: new Date(), backtest: true }
+ * );
+ * ```
+ */
+declare const ExecutionContextService: (new () => {
+    readonly context: IExecutionContext;
+}) & Omit<{
+    new (context: IExecutionContext): {
+        readonly context: IExecutionContext;
+    };
+}, "prototype"> & di_scoped.IScopedClassRun<[context: IExecutionContext]>;
+/**
+ * Type helper for ExecutionContextService instance.
+ * Used for dependency injection type annotations.
+ */
+type TExecutionContextService = InstanceType<typeof ExecutionContextService>;
+
+/**
+ * Candle time interval for fetching historical data.
+ */
+type CandleInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h";
+/**
+ * Single OHLCV candle data point.
+ * Used for VWAP calculation and backtesting.
+ */
+interface ICandleData {
+    /** Unix timestamp in milliseconds when candle opened */
+    timestamp: number;
+    /** Opening price at candle start */
+    open: number;
+    /** Highest price during candle period */
+    high: number;
+    /** Lowest price during candle period */
+    low: number;
+    /** Closing price at candle end */
+    close: number;
+    /** Trading volume during candle period */
+    volume: number;
+}
+/**
+ * Exchange parameters passed to ClientExchange constructor.
+ * Combines schema with runtime dependencies.
+ */
+interface IExchangeParams extends IExchangeSchema {
+    /** Logger service for debug output */
+    logger: ILogger;
+    /** Execution context service (symbol, when, backtest flag) */
+    execution: TExecutionContextService;
+}
+/**
+ * Optional callbacks for exchange data events.
+ */
+interface IExchangeCallbacks {
+    /** Called when candle data is fetched */
+    onCandleData: (symbol: string, interval: CandleInterval, since: Date, limit: number, data: ICandleData[]) => void;
+}
+/**
+ * Exchange schema registered via addExchange().
+ * Defines candle data source and formatting logic.
+ */
+interface IExchangeSchema {
+    /** Unique exchange identifier for registration */
     exchangeName: ExchangeName;
     /** Optional developer note for documentation */
     note?: string;
@@ -897,536 +1213,175 @@ interface IStrategyTickResultCancelled {
     backtest: boolean;
 }
 /**
- * Discriminated union of all tick results.
- * Use type guards: `result.action === "closed"` for type safety.
- */
-type IStrategyTickResult = IStrategyTickResultIdle | IStrategyTickResultScheduled | IStrategyTickResultOpened | IStrategyTickResultActive | IStrategyTickResultClosed | IStrategyTickResultCancelled;
-/**
- * Backtest returns closed result (TP/SL or time_expired) or cancelled result (scheduled signal never activated).
- */
-type IStrategyBacktestResult = IStrategyTickResultClosed | IStrategyTickResultCancelled;
-/**
- * Unique strategy identifier.
- */
-type StrategyName = string;
-
-/**
- * Statistical data calculated from backtest results.
- *
- * All numeric values are null if calculation is unsafe (NaN, Infinity, etc).
- * Provides comprehensive metrics for strategy performance analysis.
- *
- * @example
- * ```typescript
- * const stats = await Backtest.getData("my-strategy");
- *
- * console.log(`Total signals: ${stats.totalSignals}`);
- * console.log(`Win rate: ${stats.winRate}%`);
- * console.log(`Sharpe Ratio: ${stats.sharpeRatio}`);
- *
- * // Access raw signal data
- * stats.signalList.forEach(signal => {
- *   console.log(`Signal ${signal.signal.id}: ${signal.pnl.pnlPercentage}%`);
- * });
- * ```
- */
-interface BacktestStatisticsModel {
-    /** Array of all closed signals with full details (price, PNL, timestamps, etc.) */
-    signalList: IStrategyTickResultClosed[];
-    /** Total number of closed signals */
-    totalSignals: number;
-    /** Number of winning signals (PNL > 0) */
-    winCount: number;
-    /** Number of losing signals (PNL < 0) */
-    lossCount: number;
-    /** Win rate as percentage (0-100), null if unsafe. Higher is better. */
-    winRate: number | null;
-    /** Average PNL per signal as percentage, null if unsafe. Higher is better. */
-    avgPnl: number | null;
-    /** Cumulative PNL across all signals as percentage, null if unsafe. Higher is better. */
-    totalPnl: number | null;
-    /** Standard deviation of returns (volatility metric), null if unsafe. Lower is better. */
-    stdDev: number | null;
-    /** Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better. */
-    sharpeRatio: number | null;
-    /** Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better. */
-    annualizedSharpeRatio: number | null;
-    /** Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better. */
-    certaintyRatio: number | null;
-    /** Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better. */
-    expectedYearlyReturns: number | null;
-}
-
-/**
- * Optimization metric for comparing strategies.
- * Higher values are always better (metric is maximized).
- */
-type WalkerMetric = "sharpeRatio" | "annualizedSharpeRatio" | "winRate" | "totalPnl" | "certaintyRatio" | "avgPnl" | "expectedYearlyReturns";
-/**
- * Walker schema registered via addWalker().
- * Defines A/B testing configuration for multiple strategies.
- */
-interface IWalkerSchema {
-    /** Unique walker identifier for registration */
-    walkerName: WalkerName;
-    /** Optional developer note for documentation */
-    note?: string;
-    /** Exchange to use for backtesting all strategies */
-    exchangeName: ExchangeName;
-    /** Timeframe generator to use for backtesting all strategies */
-    frameName: FrameName;
-    /** List of strategy names to compare (must be registered via addStrategy) */
-    strategies: StrategyName[];
-    /** Metric to optimize (default: "sharpeRatio") */
-    metric?: WalkerMetric;
-    /** Optional lifecycle event callbacks */
-    callbacks?: Partial<IWalkerCallbacks>;
-}
-/**
- * Optional lifecycle callbacks for walker events.
- * Called during strategy comparison process.
- */
-interface IWalkerCallbacks {
-    /** Called when starting to test a specific strategy */
-    onStrategyStart: (strategyName: StrategyName, symbol: string) => void;
-    /** Called when a strategy backtest completes */
-    onStrategyComplete: (strategyName: StrategyName, symbol: string, stats: BacktestStatisticsModel, metric: number | null) => void;
-    /** Called when a strategy backtest fails with an error */
-    onStrategyError: (strategyName: StrategyName, symbol: string, error: Error | unknown) => void;
-    /** Called when all strategies have been tested */
-    onComplete: (results: IWalkerResults) => void;
-}
-/**
- * Result for a single strategy in the comparison.
- */
-interface IWalkerStrategyResult {
-    /** Strategy name */
-    strategyName: StrategyName;
-    /** Backtest statistics for this strategy */
-    stats: BacktestStatisticsModel;
-    /** Metric value used for comparison (null if invalid) */
-    metric: number | null;
-    /** Rank position (1 = best, 2 = second best, etc.) */
-    rank: number;
-}
-/**
- * Complete walker results after comparing all strategies.
- */
-interface IWalkerResults extends WalkerCompleteContract {
-    /** Symbol tested */
-    symbol: string;
-    /** Exchange used */
-    exchangeName: ExchangeName;
-    /** Walker name */
-    walkerName: WalkerName;
-    /** Frame used */
-    frameName: FrameName;
-}
-/**
- * Unique walker identifier.
- */
-type WalkerName = string;
-
-/**
- * Contract for walker completion events.
- *
- * Emitted when all strategies have been tested and final results are available.
- * Contains complete results of the walker comparison including the best strategy.
- *
- * @example
- * ```typescript
- * import { walkerCompleteSubject } from "backtest-kit";
- *
- * walkerCompleteSubject
- *   .filter((event) => event.symbol === "BTCUSDT")
- *   .connect((event) => {
- *     console.log("Walker completed:", event.walkerName);
- *     console.log("Best strategy:", event.bestStrategy);
- *     console.log("Best metric:", event.bestMetric);
- *   });
- * ```
- */
-interface WalkerCompleteContract {
-    /** walkerName - Walker name */
-    walkerName: WalkerName;
-    /** symbol - Symbol tested */
-    symbol: string;
-    /** exchangeName - Exchange used */
-    exchangeName: ExchangeName;
-    /** frameName - Frame used */
-    frameName: FrameName;
-    /** metric - Metric used for optimization */
-    metric: WalkerMetric;
-    /** totalStrategies - Total number of strategies tested */
-    totalStrategies: number;
-    /** bestStrategy - Best performing strategy name */
-    bestStrategy: StrategyName | null;
-    /** bestMetric - Best metric value achieved */
-    bestMetric: number | null;
-    /** bestStats - Best strategy statistics */
-    bestStats: BacktestStatisticsModel | null;
-}
-
-/**
- * Signal data for PNL table.
- * Represents a single closed signal with essential trading information.
- */
-interface SignalData$1 {
-    /** Strategy that generated this signal */
-    strategyName: StrategyName;
-    /** Unique signal identifier */
-    signalId: string;
-    /** Trading pair symbol */
-    symbol: string;
-    /** Position type (long/short) */
-    position: string;
-    /** PNL as percentage */
-    pnl: number;
-    /** Reason why signal was closed */
-    closeReason: string;
-    /** Timestamp when signal opened */
-    openTime: number;
-    /** Timestamp when signal closed */
-    closeTime: number;
-}
-/**
- * Strategy result entry for comparison table.
- * Contains strategy name, full statistics, and metric value for ranking.
- */
-interface IStrategyResult {
-    /** Strategy name */
-    strategyName: StrategyName;
-    /** Complete backtest statistics for this strategy */
-    stats: BacktestStatisticsModel;
-    /** Value of the optimization metric (null if invalid) */
-    metricValue: number | null;
-}
-/**
- * Alias for walker statistics result interface.
- * Used for clarity in markdown service context.
- *
- * Extends IWalkerResults with additional strategy comparison data.
- */
-interface WalkerStatisticsModel extends WalkerCompleteContract {
-    /** Array of all strategy results for comparison and analysis */
-    strategyResults: IStrategyResult[];
-}
-
-declare const GLOBAL_CONFIG: {
-    /**
-     * Time to wait for scheduled signal to activate (in minutes)
-     * If signal does not activate within this time, it will be cancelled.
-     */
-    CC_SCHEDULE_AWAIT_MINUTES: number;
-    /**
-     * Number of candles to use for average price calculation (VWAP)
-     * Default: 5 candles (last 5 minutes when using 1m interval)
-     */
-    CC_AVG_PRICE_CANDLES_COUNT: number;
-    /**
-     * Slippage percentage applied to entry and exit prices.
-     * Simulates market impact and order book depth.
-     * Applied twice (entry and exit) for realistic execution simulation.
-     * Default: 0.1% per transaction
-     */
-    CC_PERCENT_SLIPPAGE: number;
-    /**
-     * Fee percentage charged per transaction.
-     * Applied twice (entry and exit) for total fee calculation.
-     * Default: 0.1% per transaction (total 0.2%)
-     */
-    CC_PERCENT_FEE: number;
-    /**
-     * Minimum TakeProfit distance from priceOpen (percentage)
-     * Must be greater than (slippage + fees) to ensure profitable trades
-     *
-     * Calculation:
-     * - Slippage effect: ~0.2% (0.1% × 2 transactions)
-     * - Fees: 0.2% (0.1% × 2 transactions)
-     * - Minimum profit buffer: 0.1%
-     * - Total: 0.5%
-     *
-     * Default: 0.5% (covers all costs + 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
-     * Default: 20% (one signal cannot lose more than 20% of position)
-     */
-    CC_MAX_STOPLOSS_DISTANCE_PERCENT: number;
-    /**
-     * Maximum signal lifetime in minutes
-     * Prevents eternal signals that block risk limits for weeks/months
-     * 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
-     */
-    CC_GET_CANDLES_RETRY_COUNT: number;
-    /**
-     * Delay between retries for getCandles function (in milliseconds)
-     * Default: 5000 ms (5 seconds)
-     */
-    CC_GET_CANDLES_RETRY_DELAY_MS: number;
-    /**
-     * Maximum allowed deviation factor for price anomaly detection.
-     * Price should not be more than this factor lower than reference price.
-     *
-     * Reasoning:
-     * - Incomplete candles from Binance API typically have prices near 0 (e.g., $0.01-1)
-     * - Normal BTC price ranges: $20,000-100,000
-     * - Factor 1000 catches prices below $20-100 when median is $20,000-100,000
-     * - Factor 100 would be too permissive (allows $200 when median is $20,000)
-     * - Factor 10000 might be too strict for low-cap altcoins
-     *
-     * Example: BTC at $50,000 median → threshold $50 (catches $0.01-1 anomalies)
-     */
-    CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR: number;
-    /**
-     * Minimum number of candles required for reliable median calculation.
-     * Below this threshold, use simple average instead of median.
-     *
-     * Reasoning:
-     * - Each candle provides 4 price points (OHLC)
-     * - 5 candles = 20 price points, sufficient for robust median calculation
-     * - Below 5 candles, single anomaly can heavily skew median
-     * - Statistical rule of thumb: minimum 7-10 data points for median stability
-     * - Average is more stable than median for small datasets (n < 20)
-     *
-     * Example: 3 candles = 12 points (use average), 5 candles = 20 points (use median)
-     */
-    CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN: number;
-    /**
-     * Controls visibility of signal notes in markdown report tables.
-     * When enabled, the "Note" column will be displayed in all markdown reports
-     * (backtest, live, schedule, risk, etc.)
-     *
-     * Default: false (notes are hidden to reduce table width and improve readability)
-     */
-    CC_REPORT_SHOW_SIGNAL_NOTE: boolean;
-};
-/**
- * Type for global configuration object.
- */
-type GlobalConfig = typeof GLOBAL_CONFIG;
-
-/**
- * Mapping of available table/markdown reports to their column definitions.
- *
- * Each property references a column definition object imported from
- * `src/assets/*.columns`. These are used by markdown/report generators
- * (backtest, live, schedule, risk, heat, performance, partial, walker).
- */
-declare const COLUMN_CONFIG: {
-    /** Columns used in backtest markdown tables and reports */
-    backtest_columns: ColumnModel<IStrategyTickResultClosed>[];
-    /** Columns used by heatmap / heat reports */
-    heat_columns: ColumnModel<IHeatmapRow>[];
-    /** Columns for live trading reports and logs */
-    live_columns: ColumnModel<TickEvent>[];
-    /** Columns for partial-results / incremental reports */
-    partial_columns: ColumnModel<PartialEvent>[];
-    /** Columns for performance summary reports */
-    performance_columns: ColumnModel<MetricStats>[];
-    /** Columns for risk-related reports */
-    risk_columns: ColumnModel<RiskEvent>[];
-    /** Columns for scheduled report output */
-    schedule_columns: ColumnModel<ScheduledEvent>[];
-    /** Walker: PnL summary columns */
-    walker_pnl_columns: ColumnModel<SignalData$1>[];
-    /** Walker: strategy-level summary columns */
-    walker_strategy_columns: ColumnModel<IStrategyResult>[];
-};
-/**
- * Type for the column configuration object.
- */
-type ColumnConfig = typeof COLUMN_CONFIG;
-
-/**
- * Sets custom logger implementation for the framework.
- *
- * All log messages from internal services will be forwarded to the provided logger
- * with automatic context injection (strategyName, exchangeName, symbol, etc.).
- *
- * @param logger - Custom logger implementing ILogger interface
- *
- * @example
- * ```typescript
- * setLogger({
- *   log: (topic, ...args) => console.log(topic, args),
- *   debug: (topic, ...args) => console.debug(topic, args),
- *   info: (topic, ...args) => console.info(topic, args),
- * });
- * ```
- */
-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
- * setConfig({
- *   CC_SCHEDULE_AWAIT_MINUTES: 90,
- * });
- * ```
- */
-declare function setConfig(config: Partial<GlobalConfig>, _unsafe?: boolean): void;
-/**
- * Retrieves a copy of the current global configuration.
- *
- * Returns a shallow copy of the current GLOBAL_CONFIG to prevent accidental mutations.
- * Use this to inspect the current configuration state without modifying it.
- *
- * @returns {GlobalConfig} A copy of the current global configuration object
- *
- * @example
- * ```typescript
- * const currentConfig = getConfig();
- * console.log(currentConfig.CC_SCHEDULE_AWAIT_MINUTES);
- * ```
- */
-declare function getConfig(): {
-    CC_SCHEDULE_AWAIT_MINUTES: number;
-    CC_AVG_PRICE_CANDLES_COUNT: number;
-    CC_PERCENT_SLIPPAGE: number;
-    CC_PERCENT_FEE: number;
-    CC_MIN_TAKEPROFIT_DISTANCE_PERCENT: number;
-    CC_MIN_STOPLOSS_DISTANCE_PERCENT: number;
-    CC_MAX_STOPLOSS_DISTANCE_PERCENT: number;
-    CC_MAX_SIGNAL_LIFETIME_MINUTES: number;
-    CC_MAX_SIGNAL_GENERATION_SECONDS: number;
-    CC_GET_CANDLES_RETRY_COUNT: number;
-    CC_GET_CANDLES_RETRY_DELAY_MS: number;
-    CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR: number;
-    CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN: number;
-    CC_REPORT_SHOW_SIGNAL_NOTE: boolean;
-};
-/**
- * Retrieves the default configuration object for the framework.
- *
- * Returns a reference to the default configuration with all preset values.
- * Use this to see what configuration options are available and their default values.
- *
- * @returns {GlobalConfig} The default configuration object
- *
- * @example
- * ```typescript
- * const defaultConfig = getDefaultConfig();
- * console.log(defaultConfig.CC_SCHEDULE_AWAIT_MINUTES);
- * ```
- */
-declare function getDefaultConfig(): Readonly<{
-    CC_SCHEDULE_AWAIT_MINUTES: number;
-    CC_AVG_PRICE_CANDLES_COUNT: number;
-    CC_PERCENT_SLIPPAGE: number;
-    CC_PERCENT_FEE: number;
-    CC_MIN_TAKEPROFIT_DISTANCE_PERCENT: number;
-    CC_MIN_STOPLOSS_DISTANCE_PERCENT: number;
-    CC_MAX_STOPLOSS_DISTANCE_PERCENT: number;
-    CC_MAX_SIGNAL_LIFETIME_MINUTES: number;
-    CC_MAX_SIGNAL_GENERATION_SECONDS: number;
-    CC_GET_CANDLES_RETRY_COUNT: number;
-    CC_GET_CANDLES_RETRY_DELAY_MS: number;
-    CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR: number;
-    CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN: number;
-    CC_REPORT_SHOW_SIGNAL_NOTE: boolean;
-}>;
+ * Discriminated union of all tick results.
+ * Use type guards: `result.action === "closed"` for type safety.
+ */
+type IStrategyTickResult = IStrategyTickResultIdle | IStrategyTickResultScheduled | IStrategyTickResultOpened | IStrategyTickResultActive | IStrategyTickResultClosed | IStrategyTickResultCancelled;
 /**
- * Sets custom column configurations for markdown report generation.
- *
- * Allows overriding default column definitions for any report type.
- * All columns are validated before assignment to ensure structural correctness.
+ * Backtest returns closed result (TP/SL or time_expired) or cancelled result (scheduled signal never activated).
+ */
+type IStrategyBacktestResult = IStrategyTickResultClosed | IStrategyTickResultCancelled;
+/**
+ * Unique strategy identifier.
+ */
+type StrategyName = string;
+
+/**
+ * Statistical data calculated from backtest results.
  *
- * @param columns - Partial column configuration object to override default column settings
- * @param _unsafe - Skip column validations - required for testbed
+ * All numeric values are null if calculation is unsafe (NaN, Infinity, etc).
+ * Provides comprehensive metrics for strategy performance analysis.
  *
  * @example
  * ```typescript
- * setColumns({
- *   backtest_columns: [
- *     {
- *       key: "customId",
- *       label: "Custom ID",
- *       format: (data) => data.signal.id,
- *       isVisible: () => true
- *     }
- *   ],
+ * const stats = await Backtest.getData("my-strategy");
+ *
+ * console.log(`Total signals: ${stats.totalSignals}`);
+ * console.log(`Win rate: ${stats.winRate}%`);
+ * console.log(`Sharpe Ratio: ${stats.sharpeRatio}`);
+ *
+ * // Access raw signal data
+ * stats.signalList.forEach(signal => {
+ *   console.log(`Signal ${signal.signal.id}: ${signal.pnl.pnlPercentage}%`);
  * });
  * ```
- *
- * @throws {Error} If column configuration is invalid
  */
-declare function setColumns(columns: Partial<ColumnConfig>, _unsafe?: boolean): void;
+interface BacktestStatisticsModel {
+    /** Array of all closed signals with full details (price, PNL, timestamps, etc.) */
+    signalList: IStrategyTickResultClosed[];
+    /** Total number of closed signals */
+    totalSignals: number;
+    /** Number of winning signals (PNL > 0) */
+    winCount: number;
+    /** Number of losing signals (PNL < 0) */
+    lossCount: number;
+    /** Win rate as percentage (0-100), null if unsafe. Higher is better. */
+    winRate: number | null;
+    /** Average PNL per signal as percentage, null if unsafe. Higher is better. */
+    avgPnl: number | null;
+    /** Cumulative PNL across all signals as percentage, null if unsafe. Higher is better. */
+    totalPnl: number | null;
+    /** Standard deviation of returns (volatility metric), null if unsafe. Lower is better. */
+    stdDev: number | null;
+    /** Sharpe Ratio (risk-adjusted return = avgPnl / stdDev), null if unsafe. Higher is better. */
+    sharpeRatio: number | null;
+    /** Annualized Sharpe Ratio (sharpeRatio × √365), null if unsafe. Higher is better. */
+    annualizedSharpeRatio: number | null;
+    /** Certainty Ratio (avgWin / |avgLoss|), null if unsafe. Higher is better. */
+    certaintyRatio: number | null;
+    /** Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better. */
+    expectedYearlyReturns: number | null;
+}
+
 /**
- * Retrieves a copy of the current column configuration for markdown report generation.
- *
- * Returns a shallow copy of the current COLUMN_CONFIG to prevent accidental mutations.
- * Use this to inspect the current column definitions without modifying them.
+ * Contract for walker completion events.
  *
- * @returns {ColumnConfig} A copy of the current column configuration object
+ * Emitted when all strategies have been tested and final results are available.
+ * Contains complete results of the walker comparison including the best strategy.
  *
  * @example
  * ```typescript
- * const currentColumns = getColumns();
- * console.log(currentColumns.backtest_columns.length);
+ * import { walkerCompleteSubject } from "backtest-kit";
+ *
+ * walkerCompleteSubject
+ *   .filter((event) => event.symbol === "BTCUSDT")
+ *   .connect((event) => {
+ *     console.log("Walker completed:", event.walkerName);
+ *     console.log("Best strategy:", event.bestStrategy);
+ *     console.log("Best metric:", event.bestMetric);
+ *   });
  * ```
  */
-declare function getColumns(): {
-    backtest_columns: ColumnModel<IStrategyTickResultClosed>[];
-    heat_columns: ColumnModel<IHeatmapRow>[];
-    live_columns: ColumnModel<TickEvent>[];
-    partial_columns: ColumnModel<PartialEvent>[];
-    performance_columns: ColumnModel<MetricStats>[];
-    risk_columns: ColumnModel<RiskEvent>[];
-    schedule_columns: ColumnModel<ScheduledEvent>[];
-    walker_pnl_columns: ColumnModel<SignalData$1>[];
-    walker_strategy_columns: ColumnModel<IStrategyResult>[];
-};
+interface WalkerCompleteContract {
+    /** walkerName - Walker name */
+    walkerName: WalkerName;
+    /** symbol - Symbol tested */
+    symbol: string;
+    /** exchangeName - Exchange used */
+    exchangeName: ExchangeName;
+    /** frameName - Frame used */
+    frameName: FrameName;
+    /** metric - Metric used for optimization */
+    metric: WalkerMetric;
+    /** totalStrategies - Total number of strategies tested */
+    totalStrategies: number;
+    /** bestStrategy - Best performing strategy name */
+    bestStrategy: StrategyName | null;
+    /** bestMetric - Best metric value achieved */
+    bestMetric: number | null;
+    /** bestStats - Best strategy statistics */
+    bestStats: BacktestStatisticsModel | null;
+}
+
 /**
- * Retrieves the default column configuration object for markdown report generation.
- *
- * Returns a reference to the default column definitions with all preset values.
- * Use this to see what column options are available and their default definitions.
- *
- * @returns {ColumnConfig} The default column configuration object
- *
- * @example
- * ```typescript
- * const defaultColumns = getDefaultColumns();
- * console.log(defaultColumns.backtest_columns);
- * ```
+ * Optimization metric for comparing strategies.
+ * Higher values are always better (metric is maximized).
  */
-declare function getDefaultColumns(): Readonly<{
-    backtest_columns: ColumnModel<IStrategyTickResultClosed>[];
-    heat_columns: ColumnModel<IHeatmapRow>[];
-    live_columns: ColumnModel<TickEvent>[];
-    partial_columns: ColumnModel<PartialEvent>[];
-    performance_columns: ColumnModel<MetricStats>[];
-    risk_columns: ColumnModel<RiskEvent>[];
-    schedule_columns: ColumnModel<ScheduledEvent>[];
-    walker_pnl_columns: ColumnModel<SignalData$1>[];
-    walker_strategy_columns: ColumnModel<IStrategyResult>[];
-}>;
+type WalkerMetric = "sharpeRatio" | "annualizedSharpeRatio" | "winRate" | "totalPnl" | "certaintyRatio" | "avgPnl" | "expectedYearlyReturns";
+/**
+ * Walker schema registered via addWalker().
+ * Defines A/B testing configuration for multiple strategies.
+ */
+interface IWalkerSchema {
+    /** Unique walker identifier for registration */
+    walkerName: WalkerName;
+    /** Optional developer note for documentation */
+    note?: string;
+    /** Exchange to use for backtesting all strategies */
+    exchangeName: ExchangeName;
+    /** Timeframe generator to use for backtesting all strategies */
+    frameName: FrameName;
+    /** List of strategy names to compare (must be registered via addStrategy) */
+    strategies: StrategyName[];
+    /** Metric to optimize (default: "sharpeRatio") */
+    metric?: WalkerMetric;
+    /** Optional lifecycle event callbacks */
+    callbacks?: Partial<IWalkerCallbacks>;
+}
+/**
+ * Optional lifecycle callbacks for walker events.
+ * Called during strategy comparison process.
+ */
+interface IWalkerCallbacks {
+    /** Called when starting to test a specific strategy */
+    onStrategyStart: (strategyName: StrategyName, symbol: string) => void;
+    /** Called when a strategy backtest completes */
+    onStrategyComplete: (strategyName: StrategyName, symbol: string, stats: BacktestStatisticsModel, metric: number | null) => void;
+    /** Called when a strategy backtest fails with an error */
+    onStrategyError: (strategyName: StrategyName, symbol: string, error: Error | unknown) => void;
+    /** Called when all strategies have been tested */
+    onComplete: (results: IWalkerResults) => void;
+}
+/**
+ * Result for a single strategy in the comparison.
+ */
+interface IWalkerStrategyResult {
+    /** Strategy name */
+    strategyName: StrategyName;
+    /** Backtest statistics for this strategy */
+    stats: BacktestStatisticsModel;
+    /** Metric value used for comparison (null if invalid) */
+    metric: number | null;
+    /** Rank position (1 = best, 2 = second best, etc.) */
+    rank: number;
+}
+/**
+ * Complete walker results after comparing all strategies.
+ */
+interface IWalkerResults extends WalkerCompleteContract {
+    /** Symbol tested */
+    symbol: string;
+    /** Exchange used */
+    exchangeName: ExchangeName;
+    /** Walker name */
+    walkerName: WalkerName;
+    /** Frame used */
+    frameName: FrameName;
+}
+/**
+ * Unique walker identifier.
+ */
+type WalkerName = string;
 
 /**
  * Base parameters common to all sizing calculations.
@@ -4364,6 +4319,51 @@ interface PerformanceStatisticsModel {
     events: PerformanceContract[];
 }
 
+/**
+ * Signal data for PNL table.
+ * Represents a single closed signal with essential trading information.
+ */
+interface SignalData$1 {
+    /** Strategy that generated this signal */
+    strategyName: StrategyName;
+    /** Unique signal identifier */
+    signalId: string;
+    /** Trading pair symbol */
+    symbol: string;
+    /** Position type (long/short) */
+    position: string;
+    /** PNL as percentage */
+    pnl: number;
+    /** Reason why signal was closed */
+    closeReason: string;
+    /** Timestamp when signal opened */
+    openTime: number;
+    /** Timestamp when signal closed */
+    closeTime: number;
+}
+/**
+ * Strategy result entry for comparison table.
+ * Contains strategy name, full statistics, and metric value for ranking.
+ */
+interface IStrategyResult {
+    /** Strategy name */
+    strategyName: StrategyName;
+    /** Complete backtest statistics for this strategy */
+    stats: BacktestStatisticsModel;
+    /** Value of the optimization metric (null if invalid) */
+    metricValue: number | null;
+}
+/**
+ * Alias for walker statistics result interface.
+ * Used for clarity in markdown service context.
+ *
+ * Extends IWalkerResults with additional strategy comparison data.
+ */
+interface WalkerStatisticsModel extends WalkerCompleteContract {
+    /** Array of all strategy results for comparison and analysis */
+    strategyResults: IStrategyResult[];
+}
+
 /**
  * Unified partial profit/loss event data for report generation.
  * Contains all information about profit and loss level milestones.
@@ -10778,4 +10778,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { Backtest, type BacktestStatisticsModel, Cache, type CandleInterval, type ColumnConfig, type ColumnModel, Constant, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, Live, type LiveStatisticsModel, type MessageModel, type MessageRole, MethodContextService, type MetricStats, Optimizer, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossContract, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, type ProgressBacktestContract, type ProgressOptimizerContract, type ProgressWalkerContract, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskStatisticsModel, Schedule, type ScheduleData, type ScheduleStatisticsModel, type ScheduledEvent, type SignalData, type SignalInterval, type TPersistBase, type TPersistBaseCtor, type TickEvent, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type WalkerStatisticsModel, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, dumpSignal, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setColumns, setConfig, setLogger };
+export { Backtest, type BacktestStatisticsModel, Cache, type CandleInterval, type ColumnConfig, type ColumnModel, Constant, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, Live, type LiveStatisticsModel, type MessageModel, type MessageRole, MethodContextService, type MetricStats, Optimizer, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossContract, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, type ProgressBacktestContract, type ProgressOptimizerContract, type ProgressWalkerContract, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskStatisticsModel, Schedule, type ScheduleData, type ScheduleStatisticsModel, type ScheduledEvent, type SignalData, type SignalInterval, type TPersistBase, type TPersistBaseCtor, type TickEvent, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, dumpSignal, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setColumns, setConfig, setLogger };