npm - backtest-kit - Versions diffs - 1.5.9 → 1.5.11 - Mend

backtest-kit 1.5.9 → 1.5.11

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (4) hide show

package/build/index.cjs CHANGED Viewed

@@ -9321,6 +9321,8 @@ class OptimizerTemplateService {
                 ``,
                 `        await dumpJson(resultId, messages, result);`,
                 ``,
+                `        result.id = resultId;`,
+                ``,
                 `        return result;`,
                 `    },`,
                 `});`
@@ -11315,6 +11317,35 @@ 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 +11368,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService profit");
             return await this.partialConnectionService.profit(symbol, data, currentPrice, revenuePercent, backtest, when);
         };
         /**
@@ -11361,6 +11393,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService loss");
             return await this.partialConnectionService.loss(symbol, data, currentPrice, lossPercent, backtest, when);
         };
         /**
@@ -11374,12 +11407,13 @@ 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 +14461,11 @@ 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 +14486,11 @@ 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 +14515,11 @@ 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 +14599,11 @@ 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 +14629,11 @@ 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 +14656,11 @@ 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 +15252,11 @@ 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 +15286,11 @@ 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 +15313,11 @@ 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 +15515,7 @@ 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 +15532,7 @@ 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 +15552,7 @@ 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 +15636,11 @@ 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 +15683,11 @@ 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 +15723,11 @@ 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 CHANGED Viewed

@@ -9319,6 +9319,8 @@ class OptimizerTemplateService {
                 ``,
                 `        await dumpJson(resultId, messages, result);`,
                 ``,
+                `        result.id = resultId;`,
+                ``,
                 `        return result;`,
                 `    },`,
                 `});`
@@ -11313,6 +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 = 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 +11366,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService profit");
             return await this.partialConnectionService.profit(symbol, data, currentPrice, revenuePercent, backtest, when);
         };
         /**
@@ -11359,6 +11391,7 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
+            this.validate(data.strategyName, "partialGlobalService loss");
             return await this.partialConnectionService.loss(symbol, data, currentPrice, lossPercent, backtest, when);
         };
         /**
@@ -11372,12 +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);
         };
     }
@@ -14425,6 +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);
         };
         /**
@@ -14445,6 +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);
         };
         /**
@@ -14469,6 +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);
         };
     }
@@ -14548,6 +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);
     }
     /**
@@ -14573,6 +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);
     }
     /**
@@ -14595,6 +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);
     }
 }
@@ -15186,6 +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);
         };
         /**
@@ -15215,6 +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);
         };
         /**
@@ -15237,6 +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);
         };
     }
@@ -15434,6 +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);
         };
         /**
@@ -15450,6 +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);
         };
         /**
@@ -15469,6 +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);
         };
     }
@@ -15552,6 +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);
         };
         /**
@@ -15594,6 +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);
         };
         /**
@@ -15629,6 +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/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.5.9",
+  "version": "1.5.11",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts CHANGED Viewed

@@ -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.
      *