backtest-kit 1.5.6 → 1.5.8

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Files changed (4) hide show
  1. package/build/index.cjs +56 -0
  2. package/build/index.mjs +56 -0
  3. package/package.json +1 -1
  4. package/types.d.ts +2 -2
package/build/index.cjs CHANGED
@@ -13704,6 +13704,15 @@ class BacktestUtils {
13704
13704
  * @returns Async generator yielding closed signals with PNL
13705
13705
  */
13706
13706
  this.run = (symbol, context) => {
13707
+ {
13708
+ backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_RUN);
13709
+ backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_RUN);
13710
+ backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_RUN);
13711
+ }
13712
+ {
13713
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13714
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_RUN);
13715
+ }
13707
13716
  const instance = this._getInstance(symbol, context.strategyName);
13708
13717
  return instance.run(symbol, context);
13709
13718
  };
@@ -13729,6 +13738,11 @@ class BacktestUtils {
13729
13738
  * ```
13730
13739
  */
13731
13740
  this.background = (symbol, context) => {
13741
+ {
13742
+ backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_BACKGROUND);
13743
+ backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_BACKGROUND);
13744
+ backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_BACKGROUND);
13745
+ }
13732
13746
  const instance = this._getInstance(symbol, context.strategyName);
13733
13747
  return instance.background(symbol, context);
13734
13748
  };
@@ -13750,6 +13764,7 @@ class BacktestUtils {
13750
13764
  * ```
13751
13765
  */
13752
13766
  this.stop = async (symbol, strategyName) => {
13767
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_STOP);
13753
13768
  const instance = this._getInstance(symbol, strategyName);
13754
13769
  return await instance.stop(symbol, strategyName);
13755
13770
  };
@@ -13767,6 +13782,7 @@ class BacktestUtils {
13767
13782
  * ```
13768
13783
  */
13769
13784
  this.getData = async (symbol, strategyName) => {
13785
+ backtest$1.strategyValidationService.validate(strategyName, "BacktestUtils.getData");
13770
13786
  const instance = this._getInstance(symbol, strategyName);
13771
13787
  return await instance.getData(symbol, strategyName);
13772
13788
  };
@@ -13784,6 +13800,7 @@ class BacktestUtils {
13784
13800
  * ```
13785
13801
  */
13786
13802
  this.getReport = async (symbol, strategyName) => {
13803
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_GET_REPORT);
13787
13804
  const instance = this._getInstance(symbol, strategyName);
13788
13805
  return await instance.getReport(symbol, strategyName);
13789
13806
  };
@@ -13804,6 +13821,7 @@ class BacktestUtils {
13804
13821
  * ```
13805
13822
  */
13806
13823
  this.dump = async (symbol, strategyName, path) => {
13824
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_DUMP);
13807
13825
  const instance = this._getInstance(symbol, strategyName);
13808
13826
  return await instance.dump(symbol, strategyName, path);
13809
13827
  };
@@ -14170,6 +14188,14 @@ class LiveUtils {
14170
14188
  * @returns Infinite async generator yielding opened and closed signals
14171
14189
  */
14172
14190
  this.run = (symbol, context) => {
14191
+ {
14192
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_RUN);
14193
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_RUN);
14194
+ }
14195
+ {
14196
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
14197
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_RUN);
14198
+ }
14173
14199
  const instance = this._getInstance(symbol, context.strategyName);
14174
14200
  return instance.run(symbol, context);
14175
14201
  };
@@ -14195,6 +14221,8 @@ class LiveUtils {
14195
14221
  * ```
14196
14222
  */
14197
14223
  this.background = (symbol, context) => {
14224
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_BACKGROUND);
14225
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_BACKGROUND);
14198
14226
  const instance = this._getInstance(symbol, context.strategyName);
14199
14227
  return instance.background(symbol, context);
14200
14228
  };
@@ -14216,6 +14244,7 @@ class LiveUtils {
14216
14244
  * ```
14217
14245
  */
14218
14246
  this.stop = async (symbol, strategyName) => {
14247
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_STOP);
14219
14248
  const instance = this._getInstance(symbol, strategyName);
14220
14249
  return await instance.stop(symbol, strategyName);
14221
14250
  };
@@ -14233,6 +14262,7 @@ class LiveUtils {
14233
14262
  * ```
14234
14263
  */
14235
14264
  this.getData = async (symbol, strategyName) => {
14265
+ backtest$1.strategyValidationService.validate(strategyName, "LiveUtils.getData");
14236
14266
  const instance = this._getInstance(symbol, strategyName);
14237
14267
  return await instance.getData(symbol, strategyName);
14238
14268
  };
@@ -14250,6 +14280,7 @@ class LiveUtils {
14250
14280
  * ```
14251
14281
  */
14252
14282
  this.getReport = async (symbol, strategyName) => {
14283
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_GET_REPORT);
14253
14284
  const instance = this._getInstance(symbol, strategyName);
14254
14285
  return await instance.getReport(symbol, strategyName);
14255
14286
  };
@@ -14270,6 +14301,7 @@ class LiveUtils {
14270
14301
  * ```
14271
14302
  */
14272
14303
  this.dump = async (symbol, strategyName, path) => {
14304
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_DUMP);
14273
14305
  const instance = this._getInstance(symbol, strategyName);
14274
14306
  return await instance.dump(symbol, strategyName, path);
14275
14307
  };
@@ -14870,6 +14902,16 @@ class WalkerUtils {
14870
14902
  * @returns Async generator yielding progress updates after each strategy
14871
14903
  */
14872
14904
  this.run = (symbol, context) => {
14905
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_RUN);
14906
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14907
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_RUN);
14908
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_RUN);
14909
+ for (const strategyName of walkerSchema.strategies) {
14910
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_RUN);
14911
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14912
+ const riskName = strategySchema.riskName;
14913
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_RUN);
14914
+ }
14873
14915
  const instance = this._getInstance(symbol, context.walkerName);
14874
14916
  return instance.run(symbol, context);
14875
14917
  };
@@ -14893,6 +14935,16 @@ class WalkerUtils {
14893
14935
  * ```
14894
14936
  */
14895
14937
  this.background = (symbol, context) => {
14938
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_BACKGROUND);
14939
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14940
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_BACKGROUND);
14941
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_BACKGROUND);
14942
+ for (const strategyName of walkerSchema.strategies) {
14943
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_BACKGROUND);
14944
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14945
+ const riskName = strategySchema.riskName;
14946
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_BACKGROUND);
14947
+ }
14896
14948
  const instance = this._getInstance(symbol, context.walkerName);
14897
14949
  return instance.background(symbol, context);
14898
14950
  };
@@ -14920,6 +14972,7 @@ class WalkerUtils {
14920
14972
  * ```
14921
14973
  */
14922
14974
  this.stop = async (symbol, walkerName) => {
14975
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_STOP);
14923
14976
  const instance = this._getInstance(symbol, walkerName);
14924
14977
  return await instance.stop(symbol, walkerName);
14925
14978
  };
@@ -14937,6 +14990,7 @@ class WalkerUtils {
14937
14990
  * ```
14938
14991
  */
14939
14992
  this.getData = async (symbol, walkerName) => {
14993
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_DATA);
14940
14994
  const instance = this._getInstance(symbol, walkerName);
14941
14995
  return await instance.getData(symbol, walkerName);
14942
14996
  };
@@ -14954,6 +15008,7 @@ class WalkerUtils {
14954
15008
  * ```
14955
15009
  */
14956
15010
  this.getReport = async (symbol, walkerName) => {
15011
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_REPORT);
14957
15012
  const instance = this._getInstance(symbol, walkerName);
14958
15013
  return await instance.getReport(symbol, walkerName);
14959
15014
  };
@@ -14974,6 +15029,7 @@ class WalkerUtils {
14974
15029
  * ```
14975
15030
  */
14976
15031
  this.dump = async (symbol, walkerName, path) => {
15032
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_DUMP);
14977
15033
  const instance = this._getInstance(symbol, walkerName);
14978
15034
  return await instance.dump(symbol, walkerName, path);
14979
15035
  };
package/build/index.mjs CHANGED
@@ -13702,6 +13702,15 @@ class BacktestUtils {
13702
13702
  * @returns Async generator yielding closed signals with PNL
13703
13703
  */
13704
13704
  this.run = (symbol, context) => {
13705
+ {
13706
+ backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_RUN);
13707
+ backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_RUN);
13708
+ backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_RUN);
13709
+ }
13710
+ {
13711
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13712
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_RUN);
13713
+ }
13705
13714
  const instance = this._getInstance(symbol, context.strategyName);
13706
13715
  return instance.run(symbol, context);
13707
13716
  };
@@ -13727,6 +13736,11 @@ class BacktestUtils {
13727
13736
  * ```
13728
13737
  */
13729
13738
  this.background = (symbol, context) => {
13739
+ {
13740
+ backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_BACKGROUND);
13741
+ backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_BACKGROUND);
13742
+ backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_BACKGROUND);
13743
+ }
13730
13744
  const instance = this._getInstance(symbol, context.strategyName);
13731
13745
  return instance.background(symbol, context);
13732
13746
  };
@@ -13748,6 +13762,7 @@ class BacktestUtils {
13748
13762
  * ```
13749
13763
  */
13750
13764
  this.stop = async (symbol, strategyName) => {
13765
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_STOP);
13751
13766
  const instance = this._getInstance(symbol, strategyName);
13752
13767
  return await instance.stop(symbol, strategyName);
13753
13768
  };
@@ -13765,6 +13780,7 @@ class BacktestUtils {
13765
13780
  * ```
13766
13781
  */
13767
13782
  this.getData = async (symbol, strategyName) => {
13783
+ backtest$1.strategyValidationService.validate(strategyName, "BacktestUtils.getData");
13768
13784
  const instance = this._getInstance(symbol, strategyName);
13769
13785
  return await instance.getData(symbol, strategyName);
13770
13786
  };
@@ -13782,6 +13798,7 @@ class BacktestUtils {
13782
13798
  * ```
13783
13799
  */
13784
13800
  this.getReport = async (symbol, strategyName) => {
13801
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_GET_REPORT);
13785
13802
  const instance = this._getInstance(symbol, strategyName);
13786
13803
  return await instance.getReport(symbol, strategyName);
13787
13804
  };
@@ -13802,6 +13819,7 @@ class BacktestUtils {
13802
13819
  * ```
13803
13820
  */
13804
13821
  this.dump = async (symbol, strategyName, path) => {
13822
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_DUMP);
13805
13823
  const instance = this._getInstance(symbol, strategyName);
13806
13824
  return await instance.dump(symbol, strategyName, path);
13807
13825
  };
@@ -14168,6 +14186,14 @@ class LiveUtils {
14168
14186
  * @returns Infinite async generator yielding opened and closed signals
14169
14187
  */
14170
14188
  this.run = (symbol, context) => {
14189
+ {
14190
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_RUN);
14191
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_RUN);
14192
+ }
14193
+ {
14194
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
14195
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_RUN);
14196
+ }
14171
14197
  const instance = this._getInstance(symbol, context.strategyName);
14172
14198
  return instance.run(symbol, context);
14173
14199
  };
@@ -14193,6 +14219,8 @@ class LiveUtils {
14193
14219
  * ```
14194
14220
  */
14195
14221
  this.background = (symbol, context) => {
14222
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_BACKGROUND);
14223
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_BACKGROUND);
14196
14224
  const instance = this._getInstance(symbol, context.strategyName);
14197
14225
  return instance.background(symbol, context);
14198
14226
  };
@@ -14214,6 +14242,7 @@ class LiveUtils {
14214
14242
  * ```
14215
14243
  */
14216
14244
  this.stop = async (symbol, strategyName) => {
14245
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_STOP);
14217
14246
  const instance = this._getInstance(symbol, strategyName);
14218
14247
  return await instance.stop(symbol, strategyName);
14219
14248
  };
@@ -14231,6 +14260,7 @@ class LiveUtils {
14231
14260
  * ```
14232
14261
  */
14233
14262
  this.getData = async (symbol, strategyName) => {
14263
+ backtest$1.strategyValidationService.validate(strategyName, "LiveUtils.getData");
14234
14264
  const instance = this._getInstance(symbol, strategyName);
14235
14265
  return await instance.getData(symbol, strategyName);
14236
14266
  };
@@ -14248,6 +14278,7 @@ class LiveUtils {
14248
14278
  * ```
14249
14279
  */
14250
14280
  this.getReport = async (symbol, strategyName) => {
14281
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_GET_REPORT);
14251
14282
  const instance = this._getInstance(symbol, strategyName);
14252
14283
  return await instance.getReport(symbol, strategyName);
14253
14284
  };
@@ -14268,6 +14299,7 @@ class LiveUtils {
14268
14299
  * ```
14269
14300
  */
14270
14301
  this.dump = async (symbol, strategyName, path) => {
14302
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_DUMP);
14271
14303
  const instance = this._getInstance(symbol, strategyName);
14272
14304
  return await instance.dump(symbol, strategyName, path);
14273
14305
  };
@@ -14868,6 +14900,16 @@ class WalkerUtils {
14868
14900
  * @returns Async generator yielding progress updates after each strategy
14869
14901
  */
14870
14902
  this.run = (symbol, context) => {
14903
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_RUN);
14904
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14905
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_RUN);
14906
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_RUN);
14907
+ for (const strategyName of walkerSchema.strategies) {
14908
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_RUN);
14909
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14910
+ const riskName = strategySchema.riskName;
14911
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_RUN);
14912
+ }
14871
14913
  const instance = this._getInstance(symbol, context.walkerName);
14872
14914
  return instance.run(symbol, context);
14873
14915
  };
@@ -14891,6 +14933,16 @@ class WalkerUtils {
14891
14933
  * ```
14892
14934
  */
14893
14935
  this.background = (symbol, context) => {
14936
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_BACKGROUND);
14937
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14938
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_BACKGROUND);
14939
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_BACKGROUND);
14940
+ for (const strategyName of walkerSchema.strategies) {
14941
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_BACKGROUND);
14942
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14943
+ const riskName = strategySchema.riskName;
14944
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_BACKGROUND);
14945
+ }
14894
14946
  const instance = this._getInstance(symbol, context.walkerName);
14895
14947
  return instance.background(symbol, context);
14896
14948
  };
@@ -14918,6 +14970,7 @@ class WalkerUtils {
14918
14970
  * ```
14919
14971
  */
14920
14972
  this.stop = async (symbol, walkerName) => {
14973
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_STOP);
14921
14974
  const instance = this._getInstance(symbol, walkerName);
14922
14975
  return await instance.stop(symbol, walkerName);
14923
14976
  };
@@ -14935,6 +14988,7 @@ class WalkerUtils {
14935
14988
  * ```
14936
14989
  */
14937
14990
  this.getData = async (symbol, walkerName) => {
14991
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_DATA);
14938
14992
  const instance = this._getInstance(symbol, walkerName);
14939
14993
  return await instance.getData(symbol, walkerName);
14940
14994
  };
@@ -14952,6 +15006,7 @@ class WalkerUtils {
14952
15006
  * ```
14953
15007
  */
14954
15008
  this.getReport = async (symbol, walkerName) => {
15009
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_REPORT);
14955
15010
  const instance = this._getInstance(symbol, walkerName);
14956
15011
  return await instance.getReport(symbol, walkerName);
14957
15012
  };
@@ -14972,6 +15027,7 @@ class WalkerUtils {
14972
15027
  * ```
14973
15028
  */
14974
15029
  this.dump = async (symbol, walkerName, path) => {
15030
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_DUMP);
14975
15031
  const instance = this._getInstance(symbol, walkerName);
14976
15032
  return await instance.dump(symbol, walkerName, path);
14977
15033
  };
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "backtest-kit",
3
- "version": "1.5.6",
3
+ "version": "1.5.8",
4
4
  "description": "A TypeScript library for trading system backtest",
5
5
  "author": {
6
6
  "name": "Petr Tripolsky",
package/types.d.ts CHANGED
@@ -4711,7 +4711,7 @@ type TPersistBase = InstanceType<typeof PersistBase>;
4711
4711
  * Constructor type for PersistBase.
4712
4712
  * Used for custom persistence adapters.
4713
4713
  */
4714
- type TPersistBaseCtor<EntityName extends string = string, Entity extends IEntity = IEntity> = new (entityName: EntityName, baseDir: string) => IPersistBase<Entity>;
4714
+ type TPersistBaseCtor<EntityName extends string = string, Entity extends IEntity | null = IEntity> = new (entityName: EntityName, baseDir: string) => IPersistBase<Entity>;
4715
4715
  /**
4716
4716
  * Entity identifier - string or number.
4717
4717
  */
@@ -4725,7 +4725,7 @@ interface IEntity {
4725
4725
  * Persistence interface for CRUD operations.
4726
4726
  * Implemented by PersistBase.
4727
4727
  */
4728
- interface IPersistBase<Entity extends IEntity = IEntity> {
4728
+ interface IPersistBase<Entity extends IEntity | null = IEntity> {
4729
4729
  /**
4730
4730
  * Initialize persistence directory and validate existing files.
4731
4731
  * Uses singleshot to ensure one-time execution.