backtest-kit 1.5.7 → 1.5.9

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Files changed (4) hide show
  1. package/build/index.cjs +122 -13
  2. package/build/index.mjs +122 -13
  3. package/package.json +1 -1
  4. package/types.d.ts +2 -2
package/build/index.cjs CHANGED
@@ -13517,13 +13517,6 @@ class BacktestInstance {
13517
13517
  symbol,
13518
13518
  context,
13519
13519
  });
13520
- backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_RUN);
13521
- backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_RUN);
13522
- backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_RUN);
13523
- {
13524
- const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13525
- riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_RUN);
13526
- }
13527
13520
  {
13528
13521
  backtest$1.backtestMarkdownService.clear({ symbol, strategyName: context.strategyName });
13529
13522
  backtest$1.scheduleMarkdownService.clear({ symbol, strategyName: context.strategyName });
@@ -13711,6 +13704,15 @@ class BacktestUtils {
13711
13704
  * @returns Async generator yielding closed signals with PNL
13712
13705
  */
13713
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
+ }
13714
13716
  const instance = this._getInstance(symbol, context.strategyName);
13715
13717
  return instance.run(symbol, context);
13716
13718
  };
@@ -13736,6 +13738,13 @@ class BacktestUtils {
13736
13738
  * ```
13737
13739
  */
13738
13740
  this.background = (symbol, context) => {
13741
+ backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_BACKGROUND);
13742
+ backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_BACKGROUND);
13743
+ backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_BACKGROUND);
13744
+ {
13745
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13746
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_BACKGROUND);
13747
+ }
13739
13748
  const instance = this._getInstance(symbol, context.strategyName);
13740
13749
  return instance.background(symbol, context);
13741
13750
  };
@@ -13757,6 +13766,11 @@ class BacktestUtils {
13757
13766
  * ```
13758
13767
  */
13759
13768
  this.stop = async (symbol, strategyName) => {
13769
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_STOP);
13770
+ {
13771
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13772
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_STOP);
13773
+ }
13760
13774
  const instance = this._getInstance(symbol, strategyName);
13761
13775
  return await instance.stop(symbol, strategyName);
13762
13776
  };
@@ -13774,6 +13788,11 @@ class BacktestUtils {
13774
13788
  * ```
13775
13789
  */
13776
13790
  this.getData = async (symbol, strategyName) => {
13791
+ backtest$1.strategyValidationService.validate(strategyName, "BacktestUtils.getData");
13792
+ {
13793
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13794
+ riskName && backtest$1.riskValidationService.validate(riskName, "BacktestUtils.getData");
13795
+ }
13777
13796
  const instance = this._getInstance(symbol, strategyName);
13778
13797
  return await instance.getData(symbol, strategyName);
13779
13798
  };
@@ -13791,6 +13810,11 @@ class BacktestUtils {
13791
13810
  * ```
13792
13811
  */
13793
13812
  this.getReport = async (symbol, strategyName) => {
13813
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_GET_REPORT);
13814
+ {
13815
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13816
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_REPORT);
13817
+ }
13794
13818
  const instance = this._getInstance(symbol, strategyName);
13795
13819
  return await instance.getReport(symbol, strategyName);
13796
13820
  };
@@ -13811,6 +13835,11 @@ class BacktestUtils {
13811
13835
  * ```
13812
13836
  */
13813
13837
  this.dump = async (symbol, strategyName, path) => {
13838
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_DUMP);
13839
+ {
13840
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13841
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_DUMP);
13842
+ }
13814
13843
  const instance = this._getInstance(symbol, strategyName);
13815
13844
  return await instance.dump(symbol, strategyName, path);
13816
13845
  };
@@ -13977,12 +14006,6 @@ class LiveInstance {
13977
14006
  symbol,
13978
14007
  context,
13979
14008
  });
13980
- backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_RUN);
13981
- backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_RUN);
13982
- {
13983
- const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13984
- riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_RUN);
13985
- }
13986
14009
  {
13987
14010
  backtest$1.liveMarkdownService.clear({ symbol, strategyName: context.strategyName });
13988
14011
  backtest$1.scheduleMarkdownService.clear({ symbol, strategyName: context.strategyName });
@@ -14183,6 +14206,14 @@ class LiveUtils {
14183
14206
  * @returns Infinite async generator yielding opened and closed signals
14184
14207
  */
14185
14208
  this.run = (symbol, context) => {
14209
+ {
14210
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_RUN);
14211
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_RUN);
14212
+ }
14213
+ {
14214
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
14215
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_RUN);
14216
+ }
14186
14217
  const instance = this._getInstance(symbol, context.strategyName);
14187
14218
  return instance.run(symbol, context);
14188
14219
  };
@@ -14208,6 +14239,12 @@ class LiveUtils {
14208
14239
  * ```
14209
14240
  */
14210
14241
  this.background = (symbol, context) => {
14242
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_BACKGROUND);
14243
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_BACKGROUND);
14244
+ {
14245
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
14246
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_BACKGROUND);
14247
+ }
14211
14248
  const instance = this._getInstance(symbol, context.strategyName);
14212
14249
  return instance.background(symbol, context);
14213
14250
  };
@@ -14229,6 +14266,11 @@ class LiveUtils {
14229
14266
  * ```
14230
14267
  */
14231
14268
  this.stop = async (symbol, strategyName) => {
14269
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_STOP);
14270
+ {
14271
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14272
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_STOP);
14273
+ }
14232
14274
  const instance = this._getInstance(symbol, strategyName);
14233
14275
  return await instance.stop(symbol, strategyName);
14234
14276
  };
@@ -14246,6 +14288,11 @@ class LiveUtils {
14246
14288
  * ```
14247
14289
  */
14248
14290
  this.getData = async (symbol, strategyName) => {
14291
+ backtest$1.strategyValidationService.validate(strategyName, "LiveUtils.getData");
14292
+ {
14293
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14294
+ riskName && backtest$1.riskValidationService.validate(riskName, "LiveUtils.getData");
14295
+ }
14249
14296
  const instance = this._getInstance(symbol, strategyName);
14250
14297
  return await instance.getData(symbol, strategyName);
14251
14298
  };
@@ -14263,6 +14310,11 @@ class LiveUtils {
14263
14310
  * ```
14264
14311
  */
14265
14312
  this.getReport = async (symbol, strategyName) => {
14313
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_GET_REPORT);
14314
+ {
14315
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14316
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_REPORT);
14317
+ }
14266
14318
  const instance = this._getInstance(symbol, strategyName);
14267
14319
  return await instance.getReport(symbol, strategyName);
14268
14320
  };
@@ -14283,6 +14335,11 @@ class LiveUtils {
14283
14335
  * ```
14284
14336
  */
14285
14337
  this.dump = async (symbol, strategyName, path) => {
14338
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_DUMP);
14339
+ {
14340
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14341
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_DUMP);
14342
+ }
14286
14343
  const instance = this._getInstance(symbol, strategyName);
14287
14344
  return await instance.dump(symbol, strategyName, path);
14288
14345
  };
@@ -14883,6 +14940,16 @@ class WalkerUtils {
14883
14940
  * @returns Async generator yielding progress updates after each strategy
14884
14941
  */
14885
14942
  this.run = (symbol, context) => {
14943
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_RUN);
14944
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14945
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_RUN);
14946
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_RUN);
14947
+ for (const strategyName of walkerSchema.strategies) {
14948
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_RUN);
14949
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14950
+ const riskName = strategySchema.riskName;
14951
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_RUN);
14952
+ }
14886
14953
  const instance = this._getInstance(symbol, context.walkerName);
14887
14954
  return instance.run(symbol, context);
14888
14955
  };
@@ -14906,6 +14973,16 @@ class WalkerUtils {
14906
14973
  * ```
14907
14974
  */
14908
14975
  this.background = (symbol, context) => {
14976
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_BACKGROUND);
14977
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14978
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_BACKGROUND);
14979
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_BACKGROUND);
14980
+ for (const strategyName of walkerSchema.strategies) {
14981
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_BACKGROUND);
14982
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14983
+ const riskName = strategySchema.riskName;
14984
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_BACKGROUND);
14985
+ }
14909
14986
  const instance = this._getInstance(symbol, context.walkerName);
14910
14987
  return instance.background(symbol, context);
14911
14988
  };
@@ -14933,6 +15010,14 @@ class WalkerUtils {
14933
15010
  * ```
14934
15011
  */
14935
15012
  this.stop = async (symbol, walkerName) => {
15013
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_STOP);
15014
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15015
+ for (const strategyName of walkerSchema.strategies) {
15016
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_STOP);
15017
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15018
+ const riskName = strategySchema.riskName;
15019
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_STOP);
15020
+ }
14936
15021
  const instance = this._getInstance(symbol, walkerName);
14937
15022
  return await instance.stop(symbol, walkerName);
14938
15023
  };
@@ -14950,6 +15035,14 @@ class WalkerUtils {
14950
15035
  * ```
14951
15036
  */
14952
15037
  this.getData = async (symbol, walkerName) => {
15038
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_DATA);
15039
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15040
+ for (const strategyName of walkerSchema.strategies) {
15041
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_GET_DATA);
15042
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15043
+ const riskName = strategySchema.riskName;
15044
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_GET_DATA);
15045
+ }
14953
15046
  const instance = this._getInstance(symbol, walkerName);
14954
15047
  return await instance.getData(symbol, walkerName);
14955
15048
  };
@@ -14967,6 +15060,14 @@ class WalkerUtils {
14967
15060
  * ```
14968
15061
  */
14969
15062
  this.getReport = async (symbol, walkerName) => {
15063
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_REPORT);
15064
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15065
+ for (const strategyName of walkerSchema.strategies) {
15066
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_GET_REPORT);
15067
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15068
+ const riskName = strategySchema.riskName;
15069
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_GET_REPORT);
15070
+ }
14970
15071
  const instance = this._getInstance(symbol, walkerName);
14971
15072
  return await instance.getReport(symbol, walkerName);
14972
15073
  };
@@ -14987,6 +15088,14 @@ class WalkerUtils {
14987
15088
  * ```
14988
15089
  */
14989
15090
  this.dump = async (symbol, walkerName, path) => {
15091
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_DUMP);
15092
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15093
+ for (const strategyName of walkerSchema.strategies) {
15094
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_DUMP);
15095
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15096
+ const riskName = strategySchema.riskName;
15097
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_DUMP);
15098
+ }
14990
15099
  const instance = this._getInstance(symbol, walkerName);
14991
15100
  return await instance.dump(symbol, walkerName, path);
14992
15101
  };
package/build/index.mjs CHANGED
@@ -13515,13 +13515,6 @@ class BacktestInstance {
13515
13515
  symbol,
13516
13516
  context,
13517
13517
  });
13518
- backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_RUN);
13519
- backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_RUN);
13520
- backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_RUN);
13521
- {
13522
- const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13523
- riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_RUN);
13524
- }
13525
13518
  {
13526
13519
  backtest$1.backtestMarkdownService.clear({ symbol, strategyName: context.strategyName });
13527
13520
  backtest$1.scheduleMarkdownService.clear({ symbol, strategyName: context.strategyName });
@@ -13709,6 +13702,15 @@ class BacktestUtils {
13709
13702
  * @returns Async generator yielding closed signals with PNL
13710
13703
  */
13711
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
+ }
13712
13714
  const instance = this._getInstance(symbol, context.strategyName);
13713
13715
  return instance.run(symbol, context);
13714
13716
  };
@@ -13734,6 +13736,13 @@ class BacktestUtils {
13734
13736
  * ```
13735
13737
  */
13736
13738
  this.background = (symbol, context) => {
13739
+ backtest$1.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_BACKGROUND);
13740
+ backtest$1.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_BACKGROUND);
13741
+ backtest$1.frameValidationService.validate(context.frameName, BACKTEST_METHOD_NAME_BACKGROUND);
13742
+ {
13743
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13744
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_BACKGROUND);
13745
+ }
13737
13746
  const instance = this._getInstance(symbol, context.strategyName);
13738
13747
  return instance.background(symbol, context);
13739
13748
  };
@@ -13755,6 +13764,11 @@ class BacktestUtils {
13755
13764
  * ```
13756
13765
  */
13757
13766
  this.stop = async (symbol, strategyName) => {
13767
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_STOP);
13768
+ {
13769
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13770
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_STOP);
13771
+ }
13758
13772
  const instance = this._getInstance(symbol, strategyName);
13759
13773
  return await instance.stop(symbol, strategyName);
13760
13774
  };
@@ -13772,6 +13786,11 @@ class BacktestUtils {
13772
13786
  * ```
13773
13787
  */
13774
13788
  this.getData = async (symbol, strategyName) => {
13789
+ backtest$1.strategyValidationService.validate(strategyName, "BacktestUtils.getData");
13790
+ {
13791
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13792
+ riskName && backtest$1.riskValidationService.validate(riskName, "BacktestUtils.getData");
13793
+ }
13775
13794
  const instance = this._getInstance(symbol, strategyName);
13776
13795
  return await instance.getData(symbol, strategyName);
13777
13796
  };
@@ -13789,6 +13808,11 @@ class BacktestUtils {
13789
13808
  * ```
13790
13809
  */
13791
13810
  this.getReport = async (symbol, strategyName) => {
13811
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_GET_REPORT);
13812
+ {
13813
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13814
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_REPORT);
13815
+ }
13792
13816
  const instance = this._getInstance(symbol, strategyName);
13793
13817
  return await instance.getReport(symbol, strategyName);
13794
13818
  };
@@ -13809,6 +13833,11 @@ class BacktestUtils {
13809
13833
  * ```
13810
13834
  */
13811
13835
  this.dump = async (symbol, strategyName, path) => {
13836
+ backtest$1.strategyValidationService.validate(strategyName, BACKTEST_METHOD_NAME_DUMP);
13837
+ {
13838
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
13839
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_DUMP);
13840
+ }
13812
13841
  const instance = this._getInstance(symbol, strategyName);
13813
13842
  return await instance.dump(symbol, strategyName, path);
13814
13843
  };
@@ -13975,12 +14004,6 @@ class LiveInstance {
13975
14004
  symbol,
13976
14005
  context,
13977
14006
  });
13978
- backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_RUN);
13979
- backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_RUN);
13980
- {
13981
- const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13982
- riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_RUN);
13983
- }
13984
14007
  {
13985
14008
  backtest$1.liveMarkdownService.clear({ symbol, strategyName: context.strategyName });
13986
14009
  backtest$1.scheduleMarkdownService.clear({ symbol, strategyName: context.strategyName });
@@ -14181,6 +14204,14 @@ class LiveUtils {
14181
14204
  * @returns Infinite async generator yielding opened and closed signals
14182
14205
  */
14183
14206
  this.run = (symbol, context) => {
14207
+ {
14208
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_RUN);
14209
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_RUN);
14210
+ }
14211
+ {
14212
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
14213
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_RUN);
14214
+ }
14184
14215
  const instance = this._getInstance(symbol, context.strategyName);
14185
14216
  return instance.run(symbol, context);
14186
14217
  };
@@ -14206,6 +14237,12 @@ class LiveUtils {
14206
14237
  * ```
14207
14238
  */
14208
14239
  this.background = (symbol, context) => {
14240
+ backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_BACKGROUND);
14241
+ backtest$1.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_BACKGROUND);
14242
+ {
14243
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
14244
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_BACKGROUND);
14245
+ }
14209
14246
  const instance = this._getInstance(symbol, context.strategyName);
14210
14247
  return instance.background(symbol, context);
14211
14248
  };
@@ -14227,6 +14264,11 @@ class LiveUtils {
14227
14264
  * ```
14228
14265
  */
14229
14266
  this.stop = async (symbol, strategyName) => {
14267
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_STOP);
14268
+ {
14269
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14270
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_STOP);
14271
+ }
14230
14272
  const instance = this._getInstance(symbol, strategyName);
14231
14273
  return await instance.stop(symbol, strategyName);
14232
14274
  };
@@ -14244,6 +14286,11 @@ class LiveUtils {
14244
14286
  * ```
14245
14287
  */
14246
14288
  this.getData = async (symbol, strategyName) => {
14289
+ backtest$1.strategyValidationService.validate(strategyName, "LiveUtils.getData");
14290
+ {
14291
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14292
+ riskName && backtest$1.riskValidationService.validate(riskName, "LiveUtils.getData");
14293
+ }
14247
14294
  const instance = this._getInstance(symbol, strategyName);
14248
14295
  return await instance.getData(symbol, strategyName);
14249
14296
  };
@@ -14261,6 +14308,11 @@ class LiveUtils {
14261
14308
  * ```
14262
14309
  */
14263
14310
  this.getReport = async (symbol, strategyName) => {
14311
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_GET_REPORT);
14312
+ {
14313
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14314
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_REPORT);
14315
+ }
14264
14316
  const instance = this._getInstance(symbol, strategyName);
14265
14317
  return await instance.getReport(symbol, strategyName);
14266
14318
  };
@@ -14281,6 +14333,11 @@ class LiveUtils {
14281
14333
  * ```
14282
14334
  */
14283
14335
  this.dump = async (symbol, strategyName, path) => {
14336
+ backtest$1.strategyValidationService.validate(strategyName, LIVE_METHOD_NAME_DUMP);
14337
+ {
14338
+ const { riskName } = backtest$1.strategySchemaService.get(strategyName);
14339
+ riskName && backtest$1.riskValidationService.validate(riskName, LIVE_METHOD_NAME_DUMP);
14340
+ }
14284
14341
  const instance = this._getInstance(symbol, strategyName);
14285
14342
  return await instance.dump(symbol, strategyName, path);
14286
14343
  };
@@ -14881,6 +14938,16 @@ class WalkerUtils {
14881
14938
  * @returns Async generator yielding progress updates after each strategy
14882
14939
  */
14883
14940
  this.run = (symbol, context) => {
14941
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_RUN);
14942
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14943
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_RUN);
14944
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_RUN);
14945
+ for (const strategyName of walkerSchema.strategies) {
14946
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_RUN);
14947
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14948
+ const riskName = strategySchema.riskName;
14949
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_RUN);
14950
+ }
14884
14951
  const instance = this._getInstance(symbol, context.walkerName);
14885
14952
  return instance.run(symbol, context);
14886
14953
  };
@@ -14904,6 +14971,16 @@ class WalkerUtils {
14904
14971
  * ```
14905
14972
  */
14906
14973
  this.background = (symbol, context) => {
14974
+ backtest$1.walkerValidationService.validate(context.walkerName, WALKER_METHOD_NAME_BACKGROUND);
14975
+ const walkerSchema = backtest$1.walkerSchemaService.get(context.walkerName);
14976
+ backtest$1.exchangeValidationService.validate(walkerSchema.exchangeName, WALKER_METHOD_NAME_BACKGROUND);
14977
+ backtest$1.frameValidationService.validate(walkerSchema.frameName, WALKER_METHOD_NAME_BACKGROUND);
14978
+ for (const strategyName of walkerSchema.strategies) {
14979
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_BACKGROUND);
14980
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
14981
+ const riskName = strategySchema.riskName;
14982
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_BACKGROUND);
14983
+ }
14907
14984
  const instance = this._getInstance(symbol, context.walkerName);
14908
14985
  return instance.background(symbol, context);
14909
14986
  };
@@ -14931,6 +15008,14 @@ class WalkerUtils {
14931
15008
  * ```
14932
15009
  */
14933
15010
  this.stop = async (symbol, walkerName) => {
15011
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_STOP);
15012
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15013
+ for (const strategyName of walkerSchema.strategies) {
15014
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_STOP);
15015
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15016
+ const riskName = strategySchema.riskName;
15017
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_STOP);
15018
+ }
14934
15019
  const instance = this._getInstance(symbol, walkerName);
14935
15020
  return await instance.stop(symbol, walkerName);
14936
15021
  };
@@ -14948,6 +15033,14 @@ class WalkerUtils {
14948
15033
  * ```
14949
15034
  */
14950
15035
  this.getData = async (symbol, walkerName) => {
15036
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_DATA);
15037
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15038
+ for (const strategyName of walkerSchema.strategies) {
15039
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_GET_DATA);
15040
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15041
+ const riskName = strategySchema.riskName;
15042
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_GET_DATA);
15043
+ }
14951
15044
  const instance = this._getInstance(symbol, walkerName);
14952
15045
  return await instance.getData(symbol, walkerName);
14953
15046
  };
@@ -14965,6 +15058,14 @@ class WalkerUtils {
14965
15058
  * ```
14966
15059
  */
14967
15060
  this.getReport = async (symbol, walkerName) => {
15061
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_GET_REPORT);
15062
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15063
+ for (const strategyName of walkerSchema.strategies) {
15064
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_GET_REPORT);
15065
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15066
+ const riskName = strategySchema.riskName;
15067
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_GET_REPORT);
15068
+ }
14968
15069
  const instance = this._getInstance(symbol, walkerName);
14969
15070
  return await instance.getReport(symbol, walkerName);
14970
15071
  };
@@ -14985,6 +15086,14 @@ class WalkerUtils {
14985
15086
  * ```
14986
15087
  */
14987
15088
  this.dump = async (symbol, walkerName, path) => {
15089
+ backtest$1.walkerValidationService.validate(walkerName, WALKER_METHOD_NAME_DUMP);
15090
+ const walkerSchema = backtest$1.walkerSchemaService.get(walkerName);
15091
+ for (const strategyName of walkerSchema.strategies) {
15092
+ backtest$1.strategyValidationService.validate(strategyName, WALKER_METHOD_NAME_DUMP);
15093
+ const strategySchema = backtest$1.strategySchemaService.get(strategyName);
15094
+ const riskName = strategySchema.riskName;
15095
+ riskName && backtest$1.riskValidationService.validate(riskName, WALKER_METHOD_NAME_DUMP);
15096
+ }
14988
15097
  const instance = this._getInstance(symbol, walkerName);
14989
15098
  return await instance.dump(symbol, walkerName, path);
14990
15099
  };
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "backtest-kit",
3
- "version": "1.5.7",
3
+ "version": "1.5.9",
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.