backtest-kit 1.5.47 → 1.6.2

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.47",
+  "version": "1.6.2",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1138,6 +1138,14 @@ interface IScheduledSignalRow extends ISignalRow {
     /** Entry price for the position */
     priceOpen: number;
 }
+/**
+ * Scheduled signal row with cancellation ID.
+ * Extends IScheduledSignalRow to include optional cancelId for user-initiated cancellations.
+ */
+interface IScheduledSignalCancelRow extends IScheduledSignalRow {
+    /** Cancellation ID (only for user-initiated cancellations) */
+    cancelId?: string;
+}
 /**
  * Optional lifecycle callbacks for signal events.
  * Called when signals are opened, active, idle, closed, scheduled, or cancelled.
@@ -1163,6 +1171,8 @@ interface IStrategyCallbacks {
     onPartialProfit: (symbol: string, data: ISignalRow, currentPrice: number, revenuePercent: number, backtest: boolean) => void;
     /** Called when signal is in partial loss state (price moved against position but not hit SL yet) */
     onPartialLoss: (symbol: string, data: ISignalRow, currentPrice: number, lossPercent: number, backtest: boolean) => void;
+    /** Called every minute regardless of strategy interval (for custom monitoring like checking if signal should be cancelled) */
+    onPing: (symbol: string, data: IScheduledSignalRow, when: Date, backtest: boolean) => void | Promise<void>;
 }
 /**
  * Strategy schema registered via addStrategy().
@@ -1193,6 +1203,11 @@ interface IStrategySchema {
  * Used in discriminated union for type-safe handling.
  */
 type StrategyCloseReason = "time_expired" | "take_profit" | "stop_loss";
+/**
+ * Reason why scheduled signal was cancelled.
+ * Used in discriminated union for type-safe handling.
+ */
+type StrategyCancelReason = "timeout" | "price_reject" | "user";
 /**
  * Profit and loss calculation result.
  * Includes adjusted prices with fees (0.1%) and slippage (0.1%).
@@ -1335,6 +1350,10 @@ interface IStrategyTickResultCancelled {
     symbol: string;
     /** Whether this event is from backtest mode (true) or live mode (false) */
     backtest: boolean;
+    /** Reason for cancellation */
+    reason: StrategyCancelReason;
+    /** Optional cancellation ID (provided when user calls Backtest.cancel() or Live.cancel()) */
+    cancelId?: string;
 }
 /**
  * Discriminated union of all tick results.
@@ -3174,6 +3193,80 @@ interface RiskContract {
     backtest: boolean;
 }
 
+/**
+ * Contract for ping events during scheduled signal monitoring.
+ *
+ * Emitted by pingSubject every minute when a scheduled signal is being monitored.
+ * Used for tracking scheduled signal lifecycle and custom monitoring logic.
+ *
+ * Events are emitted only when scheduled signal is active (not cancelled, not activated).
+ * Allows users to implement custom cancellation logic via onPing callback.
+ *
+ * Consumers:
+ * - User callbacks via listenPing() / listenPingOnce()
+ *
+ * @example
+ * ```typescript
+ * import { listenPing } from "backtest-kit";
+ *
+ * // Listen to all ping events
+ * listenPing((event) => {
+ *   console.log(`[${event.backtest ? "Backtest" : "Live"}] Ping for ${event.symbol}`);
+ *   console.log(`Strategy: ${event.strategyName}, Exchange: ${event.exchangeName}`);
+ *   console.log(`Signal ID: ${event.data.id}, priceOpen: ${event.data.priceOpen}`);
+ *   console.log(`Timestamp: ${new Date(event.timestamp).toISOString()}`);
+ * });
+ *
+ * // Wait for specific ping
+ * listenPingOnce(
+ *   (event) => event.symbol === "BTCUSDT",
+ *   (event) => console.log("BTCUSDT ping received:", event.timestamp)
+ * );
+ * ```
+ */
+interface PingContract {
+    /**
+     * Trading pair symbol (e.g., "BTCUSDT").
+     * Identifies which market this ping event belongs to.
+     */
+    symbol: string;
+    /**
+     * Strategy name that is monitoring this scheduled signal.
+     * Identifies which strategy execution this ping event belongs to.
+     */
+    strategyName: string;
+    /**
+     * Exchange name where this scheduled signal is being monitored.
+     * Identifies which exchange this ping event belongs to.
+     */
+    exchangeName: string;
+    /**
+     * Complete scheduled signal row data.
+     * Contains all signal information: id, position, priceOpen, priceTakeProfit, priceStopLoss, etc.
+     */
+    data: IScheduledSignalRow;
+    /**
+     * Execution mode flag.
+     * - true: Event from backtest execution (historical candle data)
+     * - false: Event from live trading (real-time tick)
+     */
+    backtest: boolean;
+    /**
+     * Event timestamp in milliseconds since Unix epoch.
+     *
+     * Timing semantics:
+     * - Live mode: when.getTime() at the moment of ping
+     * - Backtest mode: candle.timestamp of the candle being processed
+     *
+     * @example
+     * ```typescript
+     * const eventDate = new Date(event.timestamp);
+     * console.log(`Ping at: ${eventDate.toISOString()}`);
+     * ```
+     */
+    timestamp: number;
+}
+
 /**
  * Subscribes to all signal events with queued async processing.
  *
@@ -3957,6 +4050,61 @@ declare function listenRisk(fn: (event: RiskContract) => void): () => void;
  * ```
  */
 declare function listenRiskOnce(filterFn: (event: RiskContract) => boolean, fn: (event: RiskContract) => void): () => void;
+/**
+ * Subscribes to ping events during scheduled signal monitoring with queued async processing.
+ *
+ * Events are emitted every minute when a scheduled signal is being monitored (waiting for activation).
+ * Allows tracking of scheduled signal lifecycle and custom monitoring logic.
+ *
+ * @param fn - Callback function to handle ping events
+ * @returns Unsubscribe function to stop listening
+ *
+ * @example
+ * ```typescript
+ * import { listenPing } from "./function/event";
+ *
+ * const unsubscribe = listenPing((event) => {
+ *   console.log(`Ping for ${event.symbol} at ${new Date(event.timestamp).toISOString()}`);
+ *   console.log(`Strategy: ${event.strategyName}, Exchange: ${event.exchangeName}`);
+ *   console.log(`Mode: ${event.backtest ? "Backtest" : "Live"}`);
+ * });
+ *
+ * // Later: stop listening
+ * unsubscribe();
+ * ```
+ */
+declare function listenPing(fn: (event: PingContract) => void): () => void;
+/**
+ * Subscribes to filtered ping events with one-time execution.
+ *
+ * Listens for events matching the filter predicate, then executes callback once
+ * and automatically unsubscribes. Useful for waiting for specific ping conditions.
+ *
+ * @param filterFn - Predicate to filter which events trigger the callback
+ * @param fn - Callback function to handle the filtered event (called only once)
+ * @returns Unsubscribe function to cancel the listener before it fires
+ *
+ * @example
+ * ```typescript
+ * import { listenPingOnce } from "./function/event";
+ *
+ * // Wait for first ping on BTCUSDT
+ * listenPingOnce(
+ *   (event) => event.symbol === "BTCUSDT",
+ *   (event) => console.log("First BTCUSDT ping received")
+ * );
+ *
+ * // Wait for ping in backtest mode
+ * const cancel = listenPingOnce(
+ *   (event) => event.backtest === true,
+ *   (event) => console.log("Backtest ping received at", new Date(event.timestamp))
+ * );
+ *
+ * // Cancel if needed before event fires
+ * cancel();
+ * ```
+ */
+declare function listenPingOnce(filterFn: (event: PingContract) => boolean, fn: (event: PingContract) => void): () => void;
 
 /**
  * Checks if trade context is active (execution and method contexts).
@@ -4357,6 +4505,10 @@ interface ScheduledEvent {
     closeTimestamp?: number;
     /** Duration in minutes (only for cancelled/opened) */
     duration?: number;
+    /** Cancellation reason (only for cancelled events) */
+    cancelReason?: "timeout" | "price_reject" | "user";
+    /** Cancellation ID (only for user-initiated cancellations) */
+    cancelId?: string;
 }
 /**
  * Statistical data calculated from scheduled signals.
@@ -5290,6 +5442,40 @@ declare class BacktestUtils {
         exchangeName: string;
         frameName: string;
     }) => () => void;
+    /**
+     * Retrieves the currently active pending signal for the strategy.
+     * If no active signal exists, returns null.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Name of strategy to get pending signal for
+     * @returns Promise resolving to pending signal or null
+     *
+     * @example
+     * ```typescript
+     * const pending = await Backtest.getPendingSignal("BTCUSDT", "my-strategy");
+     * if (pending) {
+     *   console.log("Active signal:", pending.id);
+     * }
+     * ```
+     */
+    getPendingSignal: (symbol: string, strategyName: StrategyName) => Promise<ISignalRow>;
+    /**
+     * Retrieves the currently active scheduled signal for the strategy.
+     * If no scheduled signal exists, returns null.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Name of strategy to get scheduled signal for
+     * @returns Promise resolving to scheduled signal or null
+     *
+     * @example
+     * ```typescript
+     * const scheduled = await Backtest.getScheduledSignal("BTCUSDT", "my-strategy");
+     * if (scheduled) {
+     *   console.log("Scheduled signal:", scheduled.id);
+     * }
+     * ```
+     */
+    getScheduledSignal: (symbol: string, strategyName: StrategyName) => Promise<IScheduledSignalRow>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -5308,6 +5494,25 @@ declare class BacktestUtils {
      * ```
      */
     stop: (symbol: string, strategyName: StrategyName) => Promise<void>;
+    /**
+     * Cancels the scheduled signal without stopping the strategy.
+     *
+     * Clears the scheduled signal (waiting for priceOpen activation).
+     * Does NOT affect active pending signals or strategy operation.
+     * Does NOT set stop flag - strategy can continue generating new signals.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Strategy name
+     * @param cancelId - Optional cancellation ID for tracking user-initiated cancellations
+     * @returns Promise that resolves when scheduled signal is cancelled
+     *
+     * @example
+     * ```typescript
+     * // Cancel scheduled signal with custom ID
+     * await Backtest.cancel("BTCUSDT", "my-strategy", "manual-cancel-001");
+     * ```
+     */
+    cancel: (symbol: string, strategyName: StrategyName, cancelId?: string) => Promise<void>;
     /**
      * Gets statistical data from all closed signals for a symbol-strategy pair.
      *
@@ -5656,6 +5861,40 @@ declare class LiveUtils {
         strategyName: string;
         exchangeName: string;
     }) => () => void;
+    /**
+     * Retrieves the currently active pending signal for the strategy.
+     * If no active signal exists, returns null.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Name of strategy to get pending signal for
+     * @returns Promise resolving to pending signal or null
+     *
+     * @example
+     * ```typescript
+     * const pending = await Live.getPendingSignal("BTCUSDT", "my-strategy");
+     * if (pending) {
+     *   console.log("Active signal:", pending.id);
+     * }
+     * ```
+     */
+    getPendingSignal: (symbol: string, strategyName: StrategyName) => Promise<ISignalRow>;
+    /**
+     * Retrieves the currently active scheduled signal for the strategy.
+     * If no scheduled signal exists, returns null.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Name of strategy to get scheduled signal for
+     * @returns Promise resolving to scheduled signal or null
+     *
+     * @example
+     * ```typescript
+     * const scheduled = await Live.getScheduledSignal("BTCUSDT", "my-strategy");
+     * if (scheduled) {
+     *   console.log("Scheduled signal:", scheduled.id);
+     * }
+     * ```
+     */
+    getScheduledSignal: (symbol: string, strategyName: StrategyName) => Promise<IScheduledSignalRow>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -5674,6 +5913,25 @@ declare class LiveUtils {
      * ```
      */
     stop: (symbol: string, strategyName: StrategyName) => Promise<void>;
+    /**
+     * Cancels the scheduled signal without stopping the strategy.
+     *
+     * Clears the scheduled signal (waiting for priceOpen activation).
+     * Does NOT affect active pending signals or strategy operation.
+     * Does NOT set stop flag - strategy can continue generating new signals.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Strategy name
+     * @param cancelId - Optional cancellation ID for tracking user-initiated cancellations
+     * @returns Promise that resolves when scheduled signal is cancelled
+     *
+     * @example
+     * ```typescript
+     * // Cancel scheduled signal in live trading with custom ID
+     * await Live.cancel("BTCUSDT", "my-strategy", "manual-cancel-001");
+     * ```
+     */
+    cancel: (symbol: string, strategyName: StrategyName, cancelId?: string) => Promise<void>;
     /**
      * Gets statistical data from all live trading events for a symbol-strategy pair.
      *
@@ -8204,6 +8462,12 @@ declare const partialLossSubject: Subject<PartialLossContract>;
  * Does not emit for allowed signals (prevents spam).
  */
 declare const riskSubject: Subject<RiskContract>;
+/**
+ * Ping emitter for scheduled signal monitoring events.
+ * Emits every minute when a scheduled signal is being monitored (waiting for activation).
+ * Allows users to track scheduled signal lifecycle and implement custom cancellation logic.
+ */
+declare const pingSubject: Subject<PingContract>;
 
 declare const emitters_doneBacktestSubject: typeof doneBacktestSubject;
 declare const emitters_doneLiveSubject: typeof doneLiveSubject;
@@ -8213,6 +8477,7 @@ declare const emitters_exitEmitter: typeof exitEmitter;
 declare const emitters_partialLossSubject: typeof partialLossSubject;
 declare const emitters_partialProfitSubject: typeof partialProfitSubject;
 declare const emitters_performanceEmitter: typeof performanceEmitter;
+declare const emitters_pingSubject: typeof pingSubject;
 declare const emitters_progressBacktestEmitter: typeof progressBacktestEmitter;
 declare const emitters_progressOptimizerEmitter: typeof progressOptimizerEmitter;
 declare const emitters_progressWalkerEmitter: typeof progressWalkerEmitter;
@@ -8225,7 +8490,7 @@ declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
 declare const emitters_walkerEmitter: typeof walkerEmitter;
 declare const emitters_walkerStopSubject: typeof walkerStopSubject;
 declare namespace emitters {
-  export { emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressOptimizerEmitter as progressOptimizerEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
+  export { emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_pingSubject as pingSubject, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressOptimizerEmitter as progressOptimizerEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
 }
 
 /**
@@ -8825,6 +9090,17 @@ declare class StrategyConnectionService {
      * @returns Promise resolving to pending signal or null
      */
     getPendingSignal: (backtest: boolean, symbol: string, strategyName: StrategyName) => Promise<ISignalRow | null>;
+    /**
+     * Retrieves the currently active scheduled signal for the strategy.
+     * If no scheduled signal exists, returns null.
+     * Used internally for monitoring scheduled signal activation.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Name of strategy to get scheduled signal for
+     *
+     * @returns Promise resolving to scheduled signal or null
+     */
+    getScheduledSignal: (backtest: boolean, symbol: string, strategyName: StrategyName) => Promise<IScheduledSignalRow | null>;
     /**
      * Retrieves the stopped state of the strategy.
      *
@@ -8885,6 +9161,24 @@ declare class StrategyConnectionService {
         symbol: string;
         strategyName: StrategyName;
     }) => Promise<void>;
+    /**
+     * Cancels the scheduled signal for the specified strategy.
+     *
+     * Delegates to ClientStrategy.cancel() which clears the scheduled signal
+     * without stopping the strategy or affecting pending signals.
+     *
+     * Note: Cancelled event will be emitted on next tick() call when strategy
+     * detects the scheduled signal was cancelled.
+     *
+     * @param backtest - Whether running in backtest mode
+     * @param ctx - Context with symbol and strategyName
+     * @param cancelId - Optional cancellation ID for user-initiated cancellations
+     * @returns Promise that resolves when scheduled signal is cancelled
+     */
+    cancel: (backtest: boolean, ctx: {
+        symbol: string;
+        strategyName: StrategyName;
+    }, cancelId?: string) => Promise<void>;
 }
 
 /**
@@ -9150,6 +9444,16 @@ declare class StrategyCoreService {
      * @returns Promise resolving to pending signal or null
      */
     getPendingSignal: (backtest: boolean, symbol: string, strategyName: StrategyName) => Promise<ISignalRow | null>;
+    /**
+     * Retrieves the currently active scheduled signal for the symbol.
+     * If no scheduled signal exists, returns null.
+     * Used internally for monitoring scheduled signal activation.
+     *
+     * @param symbol - Trading pair symbol
+     * @param strategyName - Name of the strategy
+     * @returns Promise resolving to scheduled signal or null
+     */
+    getScheduledSignal: (backtest: boolean, symbol: string, strategyName: StrategyName) => Promise<IScheduledSignalRow | null>;
     /**
      * Checks if the strategy has been stopped.
      *
@@ -9200,6 +9504,22 @@ declare class StrategyCoreService {
         symbol: string;
         strategyName: StrategyName;
     }) => Promise<void>;
+    /**
+     * Cancels the scheduled signal without stopping the strategy.
+     *
+     * Delegates to StrategyConnectionService.cancel() to clear scheduled signal
+     * and emit cancelled event through emitters.
+     * Does not require execution context.
+     *
+     * @param backtest - Whether running in backtest mode
+     * @param ctx - Context with symbol and strategyName
+     * @param cancelId - Optional cancellation ID for user-initiated cancellations
+     * @returns Promise that resolves when scheduled signal is cancelled
+     */
+    cancel: (backtest: boolean, ctx: {
+        symbol: string;
+        strategyName: StrategyName;
+    }, cancelId?: string) => Promise<void>;
     /**
      * Clears the memoized ClientStrategy instance from cache.
      *
@@ -10910,4 +11230,4 @@ 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 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, validate };
+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 IScheduledSignalCancelRow, 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, type PingContract, 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, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setColumns, setConfig, setLogger, validate };