backtest-kit 1.5.40 → 1.5.41

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (3) hide show
  1. package/build/index.cjs +12 -5
  2. package/build/index.mjs +12 -5
  3. package/package.json +1 -1
package/build/index.cjs CHANGED
@@ -4376,8 +4376,12 @@ class MergeRisk {
4376
4376
  backtest$1.loggerService.info("MergeRisk checkSignal", {
4377
4377
  params,
4378
4378
  });
4379
- const riskCheck = await Promise.all(this._riskList.map(async (risk) => await risk.checkSignal(params)));
4380
- return riskCheck.every((isSafe) => isSafe);
4379
+ for (const risk of this._riskList) {
4380
+ if (await functoolsKit.not(risk.checkSignal(params))) {
4381
+ return false;
4382
+ }
4383
+ }
4384
+ return true;
4381
4385
  }
4382
4386
  /**
4383
4387
  * Registers a signal with all child risk profiles.
@@ -4485,7 +4489,8 @@ class RiskUtils {
4485
4489
  const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
4486
4490
  riskName &&
4487
4491
  backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_DATA);
4488
- riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_DATA));
4492
+ riskList &&
4493
+ riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_DATA));
4489
4494
  }
4490
4495
  return await backtest$1.riskMarkdownService.getData(symbol, strategyName, backtest);
4491
4496
  };
@@ -4540,7 +4545,8 @@ class RiskUtils {
4540
4545
  const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
4541
4546
  riskName &&
4542
4547
  backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_REPORT);
4543
- riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_REPORT));
4548
+ riskList &&
4549
+ riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_REPORT));
4544
4550
  }
4545
4551
  return await backtest$1.riskMarkdownService.getReport(symbol, strategyName, backtest, columns);
4546
4552
  };
@@ -4587,7 +4593,8 @@ class RiskUtils {
4587
4593
  const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
4588
4594
  riskName &&
4589
4595
  backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_DUMP);
4590
- riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_DUMP));
4596
+ riskList &&
4597
+ riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_DUMP));
4591
4598
  }
4592
4599
  await backtest$1.riskMarkdownService.dump(symbol, strategyName, backtest, path, columns);
4593
4600
  };
package/build/index.mjs CHANGED
@@ -4374,8 +4374,12 @@ class MergeRisk {
4374
4374
  backtest$1.loggerService.info("MergeRisk checkSignal", {
4375
4375
  params,
4376
4376
  });
4377
- const riskCheck = await Promise.all(this._riskList.map(async (risk) => await risk.checkSignal(params)));
4378
- return riskCheck.every((isSafe) => isSafe);
4377
+ for (const risk of this._riskList) {
4378
+ if (await not(risk.checkSignal(params))) {
4379
+ return false;
4380
+ }
4381
+ }
4382
+ return true;
4379
4383
  }
4380
4384
  /**
4381
4385
  * Registers a signal with all child risk profiles.
@@ -4483,7 +4487,8 @@ class RiskUtils {
4483
4487
  const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
4484
4488
  riskName &&
4485
4489
  backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_DATA);
4486
- riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_DATA));
4490
+ riskList &&
4491
+ riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_DATA));
4487
4492
  }
4488
4493
  return await backtest$1.riskMarkdownService.getData(symbol, strategyName, backtest);
4489
4494
  };
@@ -4538,7 +4543,8 @@ class RiskUtils {
4538
4543
  const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
4539
4544
  riskName &&
4540
4545
  backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_REPORT);
4541
- riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_REPORT));
4546
+ riskList &&
4547
+ riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_GET_REPORT));
4542
4548
  }
4543
4549
  return await backtest$1.riskMarkdownService.getReport(symbol, strategyName, backtest, columns);
4544
4550
  };
@@ -4585,7 +4591,8 @@ class RiskUtils {
4585
4591
  const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
4586
4592
  riskName &&
4587
4593
  backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_DUMP);
4588
- riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_DUMP));
4594
+ riskList &&
4595
+ riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, RISK_METHOD_NAME_DUMP));
4589
4596
  }
4590
4597
  await backtest$1.riskMarkdownService.dump(symbol, strategyName, backtest, path, columns);
4591
4598
  };
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "backtest-kit",
3
- "version": "1.5.40",
3
+ "version": "1.5.41",
4
4
  "description": "A TypeScript library for trading system backtest",
5
5
  "author": {
6
6
  "name": "Petr Tripolsky",