backtest-kit 1.5.8 → 1.5.9

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Files changed (3) hide show
  1. package/build/index.cjs +69 -3
  2. package/build/index.mjs +69 -3
  3. package/package.json +1 -1
package/build/index.cjs CHANGED
@@ -13738,10 +13738,12 @@ class BacktestUtils {
13738
13738
  * ```
13739
13739
  */
13740
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);
13741
13744
  {
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
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13746
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_BACKGROUND);
13745
13747
  }
13746
13748
  const instance = this._getInstance(symbol, context.strategyName);
13747
13749
  return instance.background(symbol, context);
@@ -13765,6 +13767,10 @@ class BacktestUtils {
13765
13767
  */
13766
13768
  this.stop = async (symbol, strategyName) => {
13767
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
+ }
13768
13774
  const instance = this._getInstance(symbol, strategyName);
13769
13775
  return await instance.stop(symbol, strategyName);
13770
13776
  };
@@ -13783,6 +13789,10 @@ class BacktestUtils {
13783
13789
  */
13784
13790
  this.getData = async (symbol, strategyName) => {
13785
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
+ }
13786
13796
  const instance = this._getInstance(symbol, strategyName);
13787
13797
  return await instance.getData(symbol, strategyName);
13788
13798
  };
@@ -13801,6 +13811,10 @@ class BacktestUtils {
13801
13811
  */
13802
13812
  this.getReport = async (symbol, strategyName) => {
13803
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
+ }
13804
13818
  const instance = this._getInstance(symbol, strategyName);
13805
13819
  return await instance.getReport(symbol, strategyName);
13806
13820
  };
@@ -13822,6 +13836,10 @@ class BacktestUtils {
13822
13836
  */
13823
13837
  this.dump = async (symbol, strategyName, path) => {
13824
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
+ }
13825
13843
  const instance = this._getInstance(symbol, strategyName);
13826
13844
  return await instance.dump(symbol, strategyName, path);
13827
13845
  };
@@ -14223,6 +14241,10 @@ class LiveUtils {
14223
14241
  this.background = (symbol, context) => {
14224
14242
  backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_BACKGROUND);
14225
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
+ }
14226
14248
  const instance = this._getInstance(symbol, context.strategyName);
14227
14249
  return instance.background(symbol, context);
14228
14250
  };
@@ -14245,6 +14267,10 @@ class LiveUtils {
14245
14267
  */
14246
14268
  this.stop = async (symbol, strategyName) => {
14247
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
+ }
14248
14274
  const instance = this._getInstance(symbol, strategyName);
14249
14275
  return await instance.stop(symbol, strategyName);
14250
14276
  };
@@ -14263,6 +14289,10 @@ class LiveUtils {
14263
14289
  */
14264
14290
  this.getData = async (symbol, strategyName) => {
14265
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
+ }
14266
14296
  const instance = this._getInstance(symbol, strategyName);
14267
14297
  return await instance.getData(symbol, strategyName);
14268
14298
  };
@@ -14281,6 +14311,10 @@ class LiveUtils {
14281
14311
  */
14282
14312
  this.getReport = async (symbol, strategyName) => {
14283
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
+ }
14284
14318
  const instance = this._getInstance(symbol, strategyName);
14285
14319
  return await instance.getReport(symbol, strategyName);
14286
14320
  };
@@ -14302,6 +14336,10 @@ class LiveUtils {
14302
14336
  */
14303
14337
  this.dump = async (symbol, strategyName, path) => {
14304
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
+ }
14305
14343
  const instance = this._getInstance(symbol, strategyName);
14306
14344
  return await instance.dump(symbol, strategyName, path);
14307
14345
  };
@@ -14973,6 +15011,13 @@ class WalkerUtils {
14973
15011
  */
14974
15012
  this.stop = async (symbol, walkerName) => {
14975
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
+ }
14976
15021
  const instance = this._getInstance(symbol, walkerName);
14977
15022
  return await instance.stop(symbol, walkerName);
14978
15023
  };
@@ -14991,6 +15036,13 @@ class WalkerUtils {
14991
15036
  */
14992
15037
  this.getData = async (symbol, walkerName) => {
14993
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
+ }
14994
15046
  const instance = this._getInstance(symbol, walkerName);
14995
15047
  return await instance.getData(symbol, walkerName);
14996
15048
  };
@@ -15009,6 +15061,13 @@ class WalkerUtils {
15009
15061
  */
15010
15062
  this.getReport = async (symbol, walkerName) => {
15011
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
+ }
15012
15071
  const instance = this._getInstance(symbol, walkerName);
15013
15072
  return await instance.getReport(symbol, walkerName);
15014
15073
  };
@@ -15030,6 +15089,13 @@ class WalkerUtils {
15030
15089
  */
15031
15090
  this.dump = async (symbol, walkerName, path) => {
15032
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
+ }
15033
15099
  const instance = this._getInstance(symbol, walkerName);
15034
15100
  return await instance.dump(symbol, walkerName, path);
15035
15101
  };
package/build/index.mjs CHANGED
@@ -13736,10 +13736,12 @@ class BacktestUtils {
13736
13736
  * ```
13737
13737
  */
13738
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);
13739
13742
  {
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
+ const { riskName } = backtest$1.strategySchemaService.get(context.strategyName);
13744
+ riskName && backtest$1.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_BACKGROUND);
13743
13745
  }
13744
13746
  const instance = this._getInstance(symbol, context.strategyName);
13745
13747
  return instance.background(symbol, context);
@@ -13763,6 +13765,10 @@ class BacktestUtils {
13763
13765
  */
13764
13766
  this.stop = async (symbol, strategyName) => {
13765
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
+ }
13766
13772
  const instance = this._getInstance(symbol, strategyName);
13767
13773
  return await instance.stop(symbol, strategyName);
13768
13774
  };
@@ -13781,6 +13787,10 @@ class BacktestUtils {
13781
13787
  */
13782
13788
  this.getData = async (symbol, strategyName) => {
13783
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
+ }
13784
13794
  const instance = this._getInstance(symbol, strategyName);
13785
13795
  return await instance.getData(symbol, strategyName);
13786
13796
  };
@@ -13799,6 +13809,10 @@ class BacktestUtils {
13799
13809
  */
13800
13810
  this.getReport = async (symbol, strategyName) => {
13801
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
+ }
13802
13816
  const instance = this._getInstance(symbol, strategyName);
13803
13817
  return await instance.getReport(symbol, strategyName);
13804
13818
  };
@@ -13820,6 +13834,10 @@ class BacktestUtils {
13820
13834
  */
13821
13835
  this.dump = async (symbol, strategyName, path) => {
13822
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
+ }
13823
13841
  const instance = this._getInstance(symbol, strategyName);
13824
13842
  return await instance.dump(symbol, strategyName, path);
13825
13843
  };
@@ -14221,6 +14239,10 @@ class LiveUtils {
14221
14239
  this.background = (symbol, context) => {
14222
14240
  backtest$1.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_BACKGROUND);
14223
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
+ }
14224
14246
  const instance = this._getInstance(symbol, context.strategyName);
14225
14247
  return instance.background(symbol, context);
14226
14248
  };
@@ -14243,6 +14265,10 @@ class LiveUtils {
14243
14265
  */
14244
14266
  this.stop = async (symbol, strategyName) => {
14245
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
+ }
14246
14272
  const instance = this._getInstance(symbol, strategyName);
14247
14273
  return await instance.stop(symbol, strategyName);
14248
14274
  };
@@ -14261,6 +14287,10 @@ class LiveUtils {
14261
14287
  */
14262
14288
  this.getData = async (symbol, strategyName) => {
14263
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
+ }
14264
14294
  const instance = this._getInstance(symbol, strategyName);
14265
14295
  return await instance.getData(symbol, strategyName);
14266
14296
  };
@@ -14279,6 +14309,10 @@ class LiveUtils {
14279
14309
  */
14280
14310
  this.getReport = async (symbol, strategyName) => {
14281
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
+ }
14282
14316
  const instance = this._getInstance(symbol, strategyName);
14283
14317
  return await instance.getReport(symbol, strategyName);
14284
14318
  };
@@ -14300,6 +14334,10 @@ class LiveUtils {
14300
14334
  */
14301
14335
  this.dump = async (symbol, strategyName, path) => {
14302
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
+ }
14303
14341
  const instance = this._getInstance(symbol, strategyName);
14304
14342
  return await instance.dump(symbol, strategyName, path);
14305
14343
  };
@@ -14971,6 +15009,13 @@ class WalkerUtils {
14971
15009
  */
14972
15010
  this.stop = async (symbol, walkerName) => {
14973
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
+ }
14974
15019
  const instance = this._getInstance(symbol, walkerName);
14975
15020
  return await instance.stop(symbol, walkerName);
14976
15021
  };
@@ -14989,6 +15034,13 @@ class WalkerUtils {
14989
15034
  */
14990
15035
  this.getData = async (symbol, walkerName) => {
14991
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
+ }
14992
15044
  const instance = this._getInstance(symbol, walkerName);
14993
15045
  return await instance.getData(symbol, walkerName);
14994
15046
  };
@@ -15007,6 +15059,13 @@ class WalkerUtils {
15007
15059
  */
15008
15060
  this.getReport = async (symbol, walkerName) => {
15009
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
+ }
15010
15069
  const instance = this._getInstance(symbol, walkerName);
15011
15070
  return await instance.getReport(symbol, walkerName);
15012
15071
  };
@@ -15028,6 +15087,13 @@ class WalkerUtils {
15028
15087
  */
15029
15088
  this.dump = async (symbol, walkerName, path) => {
15030
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
+ }
15031
15097
  const instance = this._getInstance(symbol, walkerName);
15032
15098
  return await instance.dump(symbol, walkerName, path);
15033
15099
  };
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "backtest-kit",
3
- "version": "1.5.8",
3
+ "version": "1.5.9",
4
4
  "description": "A TypeScript library for trading system backtest",
5
5
  "author": {
6
6
  "name": "Petr Tripolsky",