backtest-kit 1.5.9 → 1.5.10

package/build/index.cjs

@@ -11315,6 +11315,35 @@ class PartialGlobalService {
          * Handles actual ClientPartial instance creation and management.
          */
         this.partialConnectionService = inject(TYPES.partialConnectionService);
+        /**
+         * Strategy validation service for validating strategy existence.
+         */
+        this.strategyValidationService = inject(TYPES.strategyValidationService);
+        /**
+         * Strategy schema service for retrieving strategy configuration.
+         */
+        this.strategySchemaService = inject(TYPES.strategySchemaService);
+        /**
+         * Risk validation service for validating risk existence.
+         */
+        this.riskValidationService = inject(TYPES.riskValidationService);
+        /**
+         * Validates strategy and associated risk configuration.
+         * Memoized to avoid redundant validations for the same strategy.
+         *
+         * @param strategyName - Name of the strategy to validate
+         * @param methodName - Name of the calling method for error tracking
+         */
+        this.validate = functoolsKit.memoize(([strategyName]) => `${strategyName}`, (strategyName, methodName) => {
+            this.loggerService.log("partialGlobalService validate", {
+                strategyName,
+                methodName,
+            });
+            this.strategyValidationService.validate(strategyName, methodName);
+            const strategySchema = this.strategySchemaService.get(strategyName);
+            const riskName = strategySchema.riskName;
+            riskName && this.riskValidationService.validate(riskName, methodName);
+        });
         /**
          * Processes profit state and emits events for newly reached profit levels.
          *
@@ -11337,6 +11366,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService profit");
             return await this.partialConnectionService.profit(symbol, data, currentPrice, revenuePercent, backtest, when);
         };
         /**
@@ -11361,6 +11391,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService loss");
             return await this.partialConnectionService.loss(symbol, data, currentPrice, lossPercent, backtest, when);
         };
         /**
@@ -11374,12 +11405,13 @@ class PartialGlobalService {
          * @returns Promise that resolves when clear is complete
          */
         this.clear = async (symbol, data, priceClose, backtest) => {
-            this.loggerService.log("partialGlobalService profit", {
+            this.loggerService.log("partialGlobalService clear", {
                 symbol,
                 data,
                 priceClose,
                 backtest,
             });
+            this.validate(data.strategyName, "partialGlobalService clear");
             return await this.partialConnectionService.clear(symbol, data, priceClose, backtest);
         };
     }
@@ -14427,6 +14459,11 @@ class ScheduleUtils {
                 symbol,
                 strategyName,
             });
+            backtest$1.strategyValidationService.validate(strategyName, SCHEDULE_METHOD_NAME_GET_DATA);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, SCHEDULE_METHOD_NAME_GET_DATA);
+            }
             return await backtest$1.scheduleMarkdownService.getData(symbol, strategyName);
         };
         /**
@@ -14447,6 +14484,11 @@ class ScheduleUtils {
                 symbol,
                 strategyName,
             });
+            backtest$1.strategyValidationService.validate(strategyName, SCHEDULE_METHOD_NAME_GET_REPORT);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, SCHEDULE_METHOD_NAME_GET_REPORT);
+            }
             return await backtest$1.scheduleMarkdownService.getReport(symbol, strategyName);
         };
         /**
@@ -14471,6 +14513,11 @@ class ScheduleUtils {
                 strategyName,
                 path,
             });
+            backtest$1.strategyValidationService.validate(strategyName, SCHEDULE_METHOD_NAME_DUMP);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, SCHEDULE_METHOD_NAME_DUMP);
+            }
             await backtest$1.scheduleMarkdownService.dump(symbol, strategyName, path);
         };
     }
@@ -14550,6 +14597,11 @@ class Performance {
      * ```
      */
     static async getData(symbol, strategyName) {
+        backtest$1.strategyValidationService.validate(strategyName, "Performance.getData");
+        {
+            const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+            riskName && backtest$1.riskValidationService.validate(riskName, "Performance.getData");
+        }
         return backtest$1.performanceMarkdownService.getData(symbol, strategyName);
     }
     /**
@@ -14575,6 +14627,11 @@ class Performance {
      * ```
      */
     static async getReport(symbol, strategyName) {
+        backtest$1.strategyValidationService.validate(strategyName, "Performance.getReport");
+        {
+            const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+            riskName && backtest$1.riskValidationService.validate(riskName, "Performance.getReport");
+        }
         return backtest$1.performanceMarkdownService.getReport(symbol, strategyName);
     }
     /**
@@ -14597,6 +14654,11 @@ class Performance {
      * ```
      */
     static async dump(symbol, strategyName, path = "./dump/performance") {
+        backtest$1.strategyValidationService.validate(strategyName, "Performance.dump");
+        {
+            const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+            riskName && backtest$1.riskValidationService.validate(riskName, "Performance.dump");
+        }
         return backtest$1.performanceMarkdownService.dump(symbol, strategyName, path);
     }
 }
@@ -15188,6 +15250,11 @@ class HeatUtils {
          */
         this.getData = async (strategyName) => {
             backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_DATA);
+            }
             return await backtest$1.heatMarkdownService.getData(strategyName);
         };
         /**
@@ -15217,6 +15284,11 @@ class HeatUtils {
          */
         this.getReport = async (strategyName) => {
             backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_REPORT);
+            }
             return await backtest$1.heatMarkdownService.getReport(strategyName);
         };
         /**
@@ -15239,6 +15311,11 @@ class HeatUtils {
          */
         this.dump = async (strategyName, path) => {
             backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
+            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_DUMP);
+            }
             await backtest$1.heatMarkdownService.dump(strategyName, path);
         };
     }
@@ -15436,6 +15513,7 @@ class OptimizerUtils {
                 symbol,
                 context,
             });
+            backtest$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_DATA);
             return await backtest$1.optimizerGlobalService.getData(symbol, context.optimizerName);
         };
         /**
@@ -15452,6 +15530,7 @@ class OptimizerUtils {
                 symbol,
                 context,
             });
+            backtest$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_CODE);
             return await backtest$1.optimizerGlobalService.getCode(symbol, context.optimizerName);
         };
         /**
@@ -15471,6 +15550,7 @@ class OptimizerUtils {
                 context,
                 path,
             });
+            backtest$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_DUMP);
             await backtest$1.optimizerGlobalService.dump(symbol, context.optimizerName, path);
         };
     }
@@ -15554,6 +15634,11 @@ class PartialUtils {
          */
         this.getData = async (symbol, strategyName) => {
             backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_DATA, { symbol, strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_DATA);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, PARTIAL_METHOD_NAME_GET_DATA);
+            }
             return await backtest$1.partialMarkdownService.getData(symbol, strategyName);
         };
         /**
@@ -15596,6 +15681,11 @@ class PartialUtils {
          */
         this.getReport = async (symbol, strategyName) => {
             backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_REPORT, { symbol, strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_REPORT);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, PARTIAL_METHOD_NAME_GET_REPORT);
+            }
             return await backtest$1.partialMarkdownService.getReport(symbol, strategyName);
         };
         /**
@@ -15631,6 +15721,11 @@ class PartialUtils {
          */
         this.dump = async (symbol, strategyName, path) => {
             backtest$1.loggerService.info(PARTIAL_METHOD_NAME_DUMP, { symbol, strategyName, path });
+            backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_DUMP);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, PARTIAL_METHOD_NAME_DUMP);
+            }
             await backtest$1.partialMarkdownService.dump(symbol, strategyName, path);
         };
     }

package/build/index.mjs

@@ -11313,6 +11313,35 @@ class PartialGlobalService {
          * Handles actual ClientPartial instance creation and management.
          */
         this.partialConnectionService = inject(TYPES.partialConnectionService);
+        /**
+         * Strategy validation service for validating strategy existence.
+         */
+        this.strategyValidationService = inject(TYPES.strategyValidationService);
+        /**
+         * Strategy schema service for retrieving strategy configuration.
+         */
+        this.strategySchemaService = inject(TYPES.strategySchemaService);
+        /**
+         * Risk validation service for validating risk existence.
+         */
+        this.riskValidationService = inject(TYPES.riskValidationService);
+        /**
+         * Validates strategy and associated risk configuration.
+         * Memoized to avoid redundant validations for the same strategy.
+         *
+         * @param strategyName - Name of the strategy to validate
+         * @param methodName - Name of the calling method for error tracking
+         */
+        this.validate = memoize(([strategyName]) => `${strategyName}`, (strategyName, methodName) => {
+            this.loggerService.log("partialGlobalService validate", {
+                strategyName,
+                methodName,
+            });
+            this.strategyValidationService.validate(strategyName, methodName);
+            const strategySchema = this.strategySchemaService.get(strategyName);
+            const riskName = strategySchema.riskName;
+            riskName && this.riskValidationService.validate(riskName, methodName);
+        });
         /**
          * Processes profit state and emits events for newly reached profit levels.
          *
@@ -11335,6 +11364,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService profit");
             return await this.partialConnectionService.profit(symbol, data, currentPrice, revenuePercent, backtest, when);
         };
         /**
@@ -11359,6 +11389,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService loss");
             return await this.partialConnectionService.loss(symbol, data, currentPrice, lossPercent, backtest, when);
         };
         /**
@@ -11372,12 +11403,13 @@ class PartialGlobalService {
          * @returns Promise that resolves when clear is complete
          */
         this.clear = async (symbol, data, priceClose, backtest) => {
-            this.loggerService.log("partialGlobalService profit", {
+            this.loggerService.log("partialGlobalService clear", {
                 symbol,
                 data,
                 priceClose,
                 backtest,
             });
+            this.validate(data.strategyName, "partialGlobalService clear");
             return await this.partialConnectionService.clear(symbol, data, priceClose, backtest);
         };
     }
@@ -14425,6 +14457,11 @@ class ScheduleUtils {
                 symbol,
                 strategyName,
             });
+            backtest$1.strategyValidationService.validate(strategyName, SCHEDULE_METHOD_NAME_GET_DATA);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, SCHEDULE_METHOD_NAME_GET_DATA);
+            }
             return await backtest$1.scheduleMarkdownService.getData(symbol, strategyName);
         };
         /**
@@ -14445,6 +14482,11 @@ class ScheduleUtils {
                 symbol,
                 strategyName,
             });
+            backtest$1.strategyValidationService.validate(strategyName, SCHEDULE_METHOD_NAME_GET_REPORT);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, SCHEDULE_METHOD_NAME_GET_REPORT);
+            }
             return await backtest$1.scheduleMarkdownService.getReport(symbol, strategyName);
         };
         /**
@@ -14469,6 +14511,11 @@ class ScheduleUtils {
                 strategyName,
                 path,
             });
+            backtest$1.strategyValidationService.validate(strategyName, SCHEDULE_METHOD_NAME_DUMP);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, SCHEDULE_METHOD_NAME_DUMP);
+            }
             await backtest$1.scheduleMarkdownService.dump(symbol, strategyName, path);
         };
     }
@@ -14548,6 +14595,11 @@ class Performance {
      * ```
      */
     static async getData(symbol, strategyName) {
+        backtest$1.strategyValidationService.validate(strategyName, "Performance.getData");
+        {
+            const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+            riskName && backtest$1.riskValidationService.validate(riskName, "Performance.getData");
+        }
         return backtest$1.performanceMarkdownService.getData(symbol, strategyName);
     }
     /**
@@ -14573,6 +14625,11 @@ class Performance {
      * ```
      */
     static async getReport(symbol, strategyName) {
+        backtest$1.strategyValidationService.validate(strategyName, "Performance.getReport");
+        {
+            const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+            riskName && backtest$1.riskValidationService.validate(riskName, "Performance.getReport");
+        }
         return backtest$1.performanceMarkdownService.getReport(symbol, strategyName);
     }
     /**
@@ -14595,6 +14652,11 @@ class Performance {
      * ```
      */
     static async dump(symbol, strategyName, path = "./dump/performance") {
+        backtest$1.strategyValidationService.validate(strategyName, "Performance.dump");
+        {
+            const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+            riskName && backtest$1.riskValidationService.validate(riskName, "Performance.dump");
+        }
         return backtest$1.performanceMarkdownService.dump(symbol, strategyName, path);
     }
 }
@@ -15186,6 +15248,11 @@ class HeatUtils {
          */
         this.getData = async (strategyName) => {
             backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_DATA);
+            }
             return await backtest$1.heatMarkdownService.getData(strategyName);
         };
         /**
@@ -15215,6 +15282,11 @@ class HeatUtils {
          */
         this.getReport = async (strategyName) => {
             backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_REPORT);
+            }
             return await backtest$1.heatMarkdownService.getReport(strategyName);
         };
         /**
@@ -15237,6 +15309,11 @@ class HeatUtils {
          */
         this.dump = async (strategyName, path) => {
             backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
+            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_DUMP);
+            }
             await backtest$1.heatMarkdownService.dump(strategyName, path);
         };
     }
@@ -15434,6 +15511,7 @@ class OptimizerUtils {
                 symbol,
                 context,
             });
+            backtest$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_DATA);
             return await backtest$1.optimizerGlobalService.getData(symbol, context.optimizerName);
         };
         /**
@@ -15450,6 +15528,7 @@ class OptimizerUtils {
                 symbol,
                 context,
             });
+            backtest$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_GET_CODE);
             return await backtest$1.optimizerGlobalService.getCode(symbol, context.optimizerName);
         };
         /**
@@ -15469,6 +15548,7 @@ class OptimizerUtils {
                 context,
                 path,
             });
+            backtest$1.optimizerValidationService.validate(context.optimizerName, OPTIMIZER_METHOD_NAME_DUMP);
             await backtest$1.optimizerGlobalService.dump(symbol, context.optimizerName, path);
         };
     }
@@ -15552,6 +15632,11 @@ class PartialUtils {
          */
         this.getData = async (symbol, strategyName) => {
             backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_DATA, { symbol, strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_DATA);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, PARTIAL_METHOD_NAME_GET_DATA);
+            }
             return await backtest$1.partialMarkdownService.getData(symbol, strategyName);
         };
         /**
@@ -15594,6 +15679,11 @@ class PartialUtils {
          */
         this.getReport = async (symbol, strategyName) => {
             backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_REPORT, { symbol, strategyName });
+            backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_REPORT);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, PARTIAL_METHOD_NAME_GET_REPORT);
+            }
             return await backtest$1.partialMarkdownService.getReport(symbol, strategyName);
         };
         /**
@@ -15629,6 +15719,11 @@ class PartialUtils {
          */
         this.dump = async (symbol, strategyName, path) => {
             backtest$1.loggerService.info(PARTIAL_METHOD_NAME_DUMP, { symbol, strategyName, path });
+            backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_DUMP);
+            {
+                const { riskName } = backtest$1.strategySchemaService.get(strategyName);
+                riskName && backtest$1.riskValidationService.validate(riskName, PARTIAL_METHOD_NAME_DUMP);
+            }
             await backtest$1.partialMarkdownService.dump(symbol, strategyName, path);
         };
     }

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.9",
+  "version": "1.5.10",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -8907,6 +8907,26 @@ declare class PartialGlobalService {
      * Handles actual ClientPartial instance creation and management.
      */
     private readonly partialConnectionService;
+    /**
+     * Strategy validation service for validating strategy existence.
+     */
+    private readonly strategyValidationService;
+    /**
+     * Strategy schema service for retrieving strategy configuration.
+     */
+    private readonly strategySchemaService;
+    /**
+     * Risk validation service for validating risk existence.
+     */
+    private readonly riskValidationService;
+    /**
+     * Validates strategy and associated risk configuration.
+     * Memoized to avoid redundant validations for the same strategy.
+     *
+     * @param strategyName - Name of the strategy to validate
+     * @param methodName - Name of the calling method for error tracking
+     */
+    private validate;
     /**
      * Processes profit state and emits events for newly reached profit levels.
      *