backtest-kit 1.6.5 → 1.6.7

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package/build/index.mjs CHANGED
@@ -3777,7 +3777,7 @@ const GET_RISK_FN = (dto, backtest, self) => {
3777
3777
  * @param backtest - Whether running in backtest mode
3778
3778
  * @returns Unique string key for memoization
3779
3779
  */
3780
- const CREATE_KEY_FN$9 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
3780
+ const CREATE_KEY_FN$b = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
3781
3781
  /**
3782
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  * Callback function for emitting ping events to pingSubject.
3783
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  *
@@ -3838,7 +3838,7 @@ class StrategyConnectionService {
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  * @param strategyName - Name of registered strategy schema
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  * @returns Configured ClientStrategy instance
3840
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  */
3841
- this.getStrategy = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$9(symbol, strategyName, backtest), (symbol, strategyName, backtest) => {
3841
+ this.getStrategy = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$b(symbol, strategyName, backtest), (symbol, strategyName, backtest) => {
3842
3842
  const { riskName = "", riskList = [], getSignal, interval, callbacks, } = this.strategySchemaService.get(strategyName);
3843
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  return new ClientStrategy({
3844
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  symbol,
@@ -4005,7 +4005,7 @@ class StrategyConnectionService {
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  ctx,
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  });
4007
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  if (ctx) {
4008
- const key = CREATE_KEY_FN$9(ctx.symbol, ctx.strategyName, backtest);
4008
+ const key = CREATE_KEY_FN$b(ctx.symbol, ctx.strategyName, backtest);
4009
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  this.getStrategy.clear(key);
4010
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  }
4011
4011
  else {
@@ -4615,7 +4615,7 @@ class ClientRisk {
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  * @param backtest - Whether running in backtest mode
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  * @returns Unique string key for memoization
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  */
4618
- const CREATE_KEY_FN$8 = (riskName, backtest) => `${riskName}:${backtest ? "backtest" : "live"}`;
4618
+ const CREATE_KEY_FN$a = (riskName, backtest) => `${riskName}:${backtest ? "backtest" : "live"}`;
4619
4619
  /**
4620
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  * Callback function for emitting risk rejection events to riskSubject.
4621
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  *
@@ -4687,7 +4687,7 @@ class RiskConnectionService {
4687
4687
  * @param backtest - True if backtest mode, false if live mode
4688
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  * @returns Configured ClientRisk instance
4689
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  */
4690
- this.getRisk = memoize(([riskName, backtest]) => CREATE_KEY_FN$8(riskName, backtest), (riskName, backtest) => {
4690
+ this.getRisk = memoize(([riskName, backtest]) => CREATE_KEY_FN$a(riskName, backtest), (riskName, backtest) => {
4691
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  const schema = this.riskSchemaService.get(riskName);
4692
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  return new ClientRisk({
4693
4693
  ...schema,
@@ -4754,7 +4754,7 @@ class RiskConnectionService {
4754
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  backtest,
4755
4755
  });
4756
4756
  if (ctx) {
4757
- const key = CREATE_KEY_FN$8(ctx.riskName, backtest);
4757
+ const key = CREATE_KEY_FN$a(ctx.riskName, backtest);
4758
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  this.getRisk.clear(key);
4759
4759
  }
4760
4760
  else {
@@ -7793,7 +7793,7 @@ const DEFAULT_COLUMNS = Object.freeze({ ...COLUMN_CONFIG });
7793
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  * @param backtest - Whether running in backtest mode
7794
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  * @returns Unique string key for memoization
7795
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  */
7796
- const CREATE_KEY_FN$7 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
7796
+ const CREATE_KEY_FN$9 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
7797
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  /**
7798
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  * Checks if a value is unsafe for display (not a number, NaN, or Infinity).
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  *
@@ -8002,7 +8002,7 @@ class BacktestMarkdownService {
8002
8002
  * Memoized function to get or create ReportStorage for a symbol-strategy-backtest triple.
8003
8003
  * Each symbol-strategy-backtest combination gets its own isolated storage instance.
8004
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  */
8005
- this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$7(symbol, strategyName, backtest), () => new ReportStorage$5());
8005
+ this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$9(symbol, strategyName, backtest), () => new ReportStorage$5());
8006
8006
  /**
8007
8007
  * Processes tick events and accumulates closed signals.
8008
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  * Should be called from IStrategyCallbacks.onTick.
@@ -8140,7 +8140,7 @@ class BacktestMarkdownService {
8140
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  ctx,
8141
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  });
8142
8142
  if (ctx) {
8143
- const key = CREATE_KEY_FN$7(ctx.symbol, ctx.strategyName, backtest);
8143
+ const key = CREATE_KEY_FN$9(ctx.symbol, ctx.strategyName, backtest);
8144
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  this.getStorage.clear(key);
8145
8145
  }
8146
8146
  else {
@@ -8173,7 +8173,7 @@ class BacktestMarkdownService {
8173
8173
  * @param backtest - Whether running in backtest mode
8174
8174
  * @returns Unique string key for memoization
8175
8175
  */
8176
- const CREATE_KEY_FN$6 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
8176
+ const CREATE_KEY_FN$8 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
8177
8177
  /**
8178
8178
  * Checks if a value is unsafe for display (not a number, NaN, or Infinity).
8179
8179
  *
@@ -8503,7 +8503,7 @@ class LiveMarkdownService {
8503
8503
  * Memoized function to get or create ReportStorage for a symbol-strategy-backtest triple.
8504
8504
  * Each symbol-strategy-backtest combination gets its own isolated storage instance.
8505
8505
  */
8506
- this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$6(symbol, strategyName, backtest), () => new ReportStorage$4());
8506
+ this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$8(symbol, strategyName, backtest), () => new ReportStorage$4());
8507
8507
  /**
8508
8508
  * Processes tick events and accumulates all event types.
8509
8509
  * Should be called from IStrategyCallbacks.onTick.
@@ -8651,7 +8651,7 @@ class LiveMarkdownService {
8651
8651
  ctx,
8652
8652
  });
8653
8653
  if (ctx) {
8654
- const key = CREATE_KEY_FN$6(ctx.symbol, ctx.strategyName, backtest);
8654
+ const key = CREATE_KEY_FN$8(ctx.symbol, ctx.strategyName, backtest);
8655
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  this.getStorage.clear(key);
8656
8656
  }
8657
8657
  else {
@@ -8684,7 +8684,7 @@ class LiveMarkdownService {
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  * @param backtest - Whether running in backtest mode
8685
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  * @returns Unique string key for memoization
8686
8686
  */
8687
- const CREATE_KEY_FN$5 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
8687
+ const CREATE_KEY_FN$7 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
8688
8688
  /** Maximum number of events to store in schedule reports */
8689
8689
  const MAX_EVENTS$4 = 250;
8690
8690
  /**
@@ -8920,7 +8920,7 @@ class ScheduleMarkdownService {
8920
8920
  * Memoized function to get or create ReportStorage for a symbol-strategy-backtest triple.
8921
8921
  * Each symbol-strategy-backtest combination gets its own isolated storage instance.
8922
8922
  */
8923
- this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$5(symbol, strategyName, backtest), () => new ReportStorage$3());
8923
+ this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$7(symbol, strategyName, backtest), () => new ReportStorage$3());
8924
8924
  /**
8925
8925
  * Processes tick events and accumulates scheduled/opened/cancelled events.
8926
8926
  * Should be called from signalEmitter subscription.
@@ -9062,7 +9062,7 @@ class ScheduleMarkdownService {
9062
9062
  ctx,
9063
9063
  });
9064
9064
  if (ctx) {
9065
- const key = CREATE_KEY_FN$5(ctx.symbol, ctx.strategyName, backtest);
9065
+ const key = CREATE_KEY_FN$7(ctx.symbol, ctx.strategyName, backtest);
9066
9066
  this.getStorage.clear(key);
9067
9067
  }
9068
9068
  else {
@@ -9095,7 +9095,7 @@ class ScheduleMarkdownService {
9095
9095
  * @param backtest - Whether running in backtest mode
9096
9096
  * @returns Unique string key for memoization
9097
9097
  */
9098
- const CREATE_KEY_FN$4 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
9098
+ const CREATE_KEY_FN$6 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
9099
9099
  /**
9100
9100
  * Calculates percentile value from sorted array.
9101
9101
  */
@@ -9313,7 +9313,7 @@ class PerformanceMarkdownService {
9313
9313
  * Memoized function to get or create PerformanceStorage for a symbol-strategy-backtest triple.
9314
9314
  * Each symbol-strategy-backtest combination gets its own isolated storage instance.
9315
9315
  */
9316
- this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$4(symbol, strategyName, backtest), () => new PerformanceStorage());
9316
+ this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$6(symbol, strategyName, backtest), () => new PerformanceStorage());
9317
9317
  /**
9318
9318
  * Processes performance events and accumulates metrics.
9319
9319
  * Should be called from performance tracking code.
@@ -9418,7 +9418,7 @@ class PerformanceMarkdownService {
9418
9418
  ctx,
9419
9419
  });
9420
9420
  if (ctx) {
9421
- const key = CREATE_KEY_FN$4(ctx.symbol, ctx.strategyName, backtest);
9421
+ const key = CREATE_KEY_FN$6(ctx.symbol, ctx.strategyName, backtest);
9422
9422
  this.getStorage.clear(key);
9423
9423
  }
9424
9424
  else {
@@ -9852,7 +9852,7 @@ class WalkerMarkdownService {
9852
9852
  * @param backtest - Whether running in backtest mode
9853
9853
  * @returns Unique string key for memoization
9854
9854
  */
9855
- const CREATE_KEY_FN$3 = (strategyName, backtest) => `${strategyName}:${backtest ? "backtest" : "live"}`;
9855
+ const CREATE_KEY_FN$5 = (strategyName, backtest) => `${strategyName}:${backtest ? "backtest" : "live"}`;
9856
9856
  const HEATMAP_METHOD_NAME_GET_DATA = "HeatMarkdownService.getData";
9857
9857
  const HEATMAP_METHOD_NAME_GET_REPORT = "HeatMarkdownService.getReport";
9858
9858
  const HEATMAP_METHOD_NAME_DUMP = "HeatMarkdownService.dump";
@@ -10196,7 +10196,7 @@ class HeatMarkdownService {
10196
10196
  * Memoized function to get or create HeatmapStorage for a strategy and backtest mode.
10197
10197
  * Each strategy + backtest mode combination gets its own isolated heatmap storage instance.
10198
10198
  */
10199
- this.getStorage = memoize(([strategyName, backtest]) => CREATE_KEY_FN$3(strategyName, backtest), () => new HeatmapStorage());
10199
+ this.getStorage = memoize(([strategyName, backtest]) => CREATE_KEY_FN$5(strategyName, backtest), () => new HeatmapStorage());
10200
10200
  /**
10201
10201
  * Processes tick events and accumulates closed signals.
10202
10202
  * Should be called from signal emitter subscription.
@@ -10332,7 +10332,7 @@ class HeatMarkdownService {
10332
10332
  ctx,
10333
10333
  });
10334
10334
  if (ctx) {
10335
- const key = CREATE_KEY_FN$3(ctx.strategyName, backtest);
10335
+ const key = CREATE_KEY_FN$5(ctx.strategyName, backtest);
10336
10336
  this.getStorage.clear(key);
10337
10337
  }
10338
10338
  else {
@@ -12550,7 +12550,7 @@ class ClientPartial {
12550
12550
  * @param backtest - Whether running in backtest mode
12551
12551
  * @returns Unique string key for memoization
12552
12552
  */
12553
- const CREATE_KEY_FN$2 = (signalId, backtest) => `${signalId}:${backtest ? "backtest" : "live"}`;
12553
+ const CREATE_KEY_FN$4 = (signalId, backtest) => `${signalId}:${backtest ? "backtest" : "live"}`;
12554
12554
  /**
12555
12555
  * Callback function for emitting profit events to partialProfitSubject.
12556
12556
  *
@@ -12648,7 +12648,7 @@ class PartialConnectionService {
12648
12648
  * Key format: "signalId:backtest" or "signalId:live"
12649
12649
  * Value: ClientPartial instance with logger and event emitters
12650
12650
  */
12651
- this.getPartial = memoize(([signalId, backtest]) => CREATE_KEY_FN$2(signalId, backtest), (signalId, backtest) => {
12651
+ this.getPartial = memoize(([signalId, backtest]) => CREATE_KEY_FN$4(signalId, backtest), (signalId, backtest) => {
12652
12652
  return new ClientPartial({
12653
12653
  signalId,
12654
12654
  logger: this.loggerService,
@@ -12738,7 +12738,7 @@ class PartialConnectionService {
12738
12738
  const partial = this.getPartial(data.id, backtest);
12739
12739
  await partial.waitForInit(symbol, data.strategyName);
12740
12740
  await partial.clear(symbol, data, priceClose, backtest);
12741
- const key = CREATE_KEY_FN$2(data.id, backtest);
12741
+ const key = CREATE_KEY_FN$4(data.id, backtest);
12742
12742
  this.getPartial.clear(key);
12743
12743
  };
12744
12744
  }
@@ -12750,7 +12750,7 @@ class PartialConnectionService {
12750
12750
  * @param param0 - Tuple of symbol, strategyName and backtest boolean
12751
12751
  * @returns Unique string key for memoization
12752
12752
  */
12753
- const CREATE_KEY_FN$1 = ([symbol, strategyName, backtest]) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
12753
+ const CREATE_KEY_FN$3 = ([symbol, strategyName, backtest]) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
12754
12754
  /** Maximum number of events to store in partial reports */
12755
12755
  const MAX_EVENTS$1 = 250;
12756
12756
  /**
@@ -12925,7 +12925,7 @@ class PartialMarkdownService {
12925
12925
  * Memoized function to get or create ReportStorage for a symbol-strategy-backtest triple.
12926
12926
  * Each symbol-strategy-backtest combination gets its own isolated storage instance.
12927
12927
  */
12928
- this.getStorage = memoize(CREATE_KEY_FN$1, () => new ReportStorage$1());
12928
+ this.getStorage = memoize(CREATE_KEY_FN$3, () => new ReportStorage$1());
12929
12929
  /**
12930
12930
  * Processes profit events and accumulates them.
12931
12931
  * Should be called from partialProfitSubject subscription.
@@ -13072,7 +13072,7 @@ class PartialMarkdownService {
13072
13072
  ctx,
13073
13073
  });
13074
13074
  if (ctx) {
13075
- const key = CREATE_KEY_FN$1([ctx.symbol, ctx.strategyName, backtest]);
13075
+ const key = CREATE_KEY_FN$3([ctx.symbol, ctx.strategyName, backtest]);
13076
13076
  this.getStorage.clear(key);
13077
13077
  }
13078
13078
  else {
@@ -13515,7 +13515,7 @@ class ConfigValidationService {
13515
13515
  * @param backtest - Whether running in backtest mode
13516
13516
  * @returns Unique string key for memoization
13517
13517
  */
13518
- const CREATE_KEY_FN = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
13518
+ const CREATE_KEY_FN$2 = (symbol, strategyName, backtest) => `${symbol}:${strategyName}:${backtest ? "backtest" : "live"}`;
13519
13519
  /** Maximum number of events to store in risk reports */
13520
13520
  const MAX_EVENTS = 250;
13521
13521
  /**
@@ -13660,7 +13660,7 @@ class RiskMarkdownService {
13660
13660
  * Memoized function to get or create ReportStorage for a symbol-strategy-backtest triple.
13661
13661
  * Each symbol-strategy-backtest combination gets its own isolated storage instance.
13662
13662
  */
13663
- this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN(symbol, strategyName, backtest), () => new ReportStorage());
13663
+ this.getStorage = memoize(([symbol, strategyName, backtest]) => CREATE_KEY_FN$2(symbol, strategyName, backtest), () => new ReportStorage());
13664
13664
  /**
13665
13665
  * Processes risk rejection events and accumulates them.
13666
13666
  * Should be called from riskSubject subscription.
@@ -13788,7 +13788,7 @@ class RiskMarkdownService {
13788
13788
  ctx,
13789
13789
  });
13790
13790
  if (ctx) {
13791
- const key = CREATE_KEY_FN(ctx.symbol, ctx.strategyName, backtest);
13791
+ const key = CREATE_KEY_FN$2(ctx.symbol, ctx.strategyName, backtest);
13792
13792
  this.getStorage.clear(key);
13793
13793
  }
13794
13794
  else {
@@ -19500,7 +19500,15 @@ const INTERVAL_MINUTES = {
19500
19500
  "6h": 360,
19501
19501
  "8h": 480,
19502
19502
  };
19503
- const createKey = (strategyName, exchangeName, backtest) => `${strategyName}:${exchangeName}:${backtest ? "backtest" : "live"}`;
19503
+ /**
19504
+ * Create a cache key string from strategy name, exchange name, and backtest mode.
19505
+ *
19506
+ * @param strategyName - Name of the strategy
19507
+ * @param exchangeName - Name of the exchange
19508
+ * @param backtest - Whether running in backtest mode
19509
+ * @returns Cache key string
19510
+ */
19511
+ const CREATE_KEY_FN$1 = (strategyName, exchangeName, backtest) => `${strategyName}:${exchangeName}:${backtest ? "backtest" : "live"}`;
19504
19512
  /**
19505
19513
  * Instance class for caching function results with timeframe-based invalidation.
19506
19514
  *
@@ -19576,7 +19584,7 @@ class CacheInstance {
19576
19584
  throw new Error(`CacheInstance unknown cache ttl interval=${this.interval}`);
19577
19585
  }
19578
19586
  }
19579
- const key = createKey(backtest$1.methodContextService.context.strategyName, backtest$1.methodContextService.context.exchangeName, backtest$1.executionContextService.context.backtest);
19587
+ const key = CREATE_KEY_FN$1(backtest$1.methodContextService.context.strategyName, backtest$1.methodContextService.context.exchangeName, backtest$1.executionContextService.context.backtest);
19580
19588
  const currentWhen = backtest$1.executionContextService.context.when;
19581
19589
  const cached = this._cacheMap.get(key);
19582
19590
  if (cached) {
@@ -19614,7 +19622,7 @@ class CacheInstance {
19614
19622
  * ```
19615
19623
  */
19616
19624
  this.clear = () => {
19617
- const key = createKey(backtest$1.methodContextService.context.strategyName, backtest$1.methodContextService.context.exchangeName, backtest$1.executionContextService.context.backtest);
19625
+ const key = CREATE_KEY_FN$1(backtest$1.methodContextService.context.strategyName, backtest$1.methodContextService.context.exchangeName, backtest$1.executionContextService.context.backtest);
19618
19626
  this._cacheMap.delete(key);
19619
19627
  };
19620
19628
  }
@@ -19762,4 +19770,444 @@ class CacheUtils {
19762
19770
  */
19763
19771
  const Cache = new CacheUtils();
19764
19772
 
19765
- export { Backtest, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, MethodContextService, Optimizer, Partial, Performance, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Risk, Schedule, Walker, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, cancel, dumpSignal, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setColumns, setConfig, setLogger, stop, validate };
19773
+ /** Maximum number of notifications to store in history */
19774
+ const MAX_NOTIFICATIONS = 250;
19775
+ /** Function to create unique notification IDs */
19776
+ const CREATE_KEY_FN = () => randomString();
19777
+ /**
19778
+ * Instance class for notification history management.
19779
+ *
19780
+ * Contains all business logic for notification collection from emitters/subjects.
19781
+ * Stores notifications in chronological order with automatic limit management.
19782
+ *
19783
+ * @example
19784
+ * ```typescript
19785
+ * const instance = new NotificationInstance();
19786
+ * await instance.waitForInit();
19787
+ *
19788
+ * // Get all notifications
19789
+ * const all = instance.getData();
19790
+ *
19791
+ * // Process notifications with type discrimination
19792
+ * all.forEach(notification => {
19793
+ * switch (notification.type) {
19794
+ * case "signal.closed":
19795
+ * console.log(`Closed: ${notification.pnlPercentage}%`);
19796
+ * break;
19797
+ * case "partial.loss":
19798
+ * if (notification.level >= 30) {
19799
+ * alert("High loss!");
19800
+ * }
19801
+ * break;
19802
+ * case "risk.rejection":
19803
+ * console.warn(notification.rejectionNote);
19804
+ * break;
19805
+ * }
19806
+ * });
19807
+ *
19808
+ * // Clear history
19809
+ * instance.clear();
19810
+ * ```
19811
+ */
19812
+ class NotificationInstance {
19813
+ constructor() {
19814
+ /** Internal notification history storage (newest first) */
19815
+ this._notifications = [];
19816
+ /**
19817
+ * Processes signal events and creates appropriate notifications.
19818
+ */
19819
+ this._handleSignal = async (data) => {
19820
+ if (data.action === "opened") {
19821
+ this._addNotification({
19822
+ type: "signal.opened",
19823
+ id: CREATE_KEY_FN(),
19824
+ timestamp: data.signal.pendingAt,
19825
+ backtest: data.backtest,
19826
+ symbol: data.symbol,
19827
+ strategyName: data.strategyName,
19828
+ exchangeName: data.exchangeName,
19829
+ signalId: data.signal.id,
19830
+ position: data.signal.position,
19831
+ priceOpen: data.signal.priceOpen,
19832
+ priceTakeProfit: data.signal.priceTakeProfit,
19833
+ priceStopLoss: data.signal.priceStopLoss,
19834
+ note: data.signal.note,
19835
+ });
19836
+ }
19837
+ else if (data.action === "closed") {
19838
+ const durationMs = data.closeTimestamp - data.signal.pendingAt;
19839
+ const durationMin = Math.round(durationMs / 60000);
19840
+ this._addNotification({
19841
+ type: "signal.closed",
19842
+ id: CREATE_KEY_FN(),
19843
+ timestamp: data.closeTimestamp,
19844
+ backtest: data.backtest,
19845
+ symbol: data.symbol,
19846
+ strategyName: data.strategyName,
19847
+ exchangeName: data.exchangeName,
19848
+ signalId: data.signal.id,
19849
+ position: data.signal.position,
19850
+ priceOpen: data.signal.priceOpen,
19851
+ priceClose: data.currentPrice,
19852
+ pnlPercentage: data.pnl.pnlPercentage,
19853
+ closeReason: data.closeReason,
19854
+ duration: durationMin,
19855
+ note: data.signal.note,
19856
+ });
19857
+ }
19858
+ else if (data.action === "scheduled") {
19859
+ this._addNotification({
19860
+ type: "signal.scheduled",
19861
+ id: CREATE_KEY_FN(),
19862
+ timestamp: data.signal.scheduledAt,
19863
+ backtest: data.backtest,
19864
+ symbol: data.symbol,
19865
+ strategyName: data.strategyName,
19866
+ exchangeName: data.exchangeName,
19867
+ signalId: data.signal.id,
19868
+ position: data.signal.position,
19869
+ priceOpen: data.signal.priceOpen,
19870
+ scheduledAt: data.signal.scheduledAt,
19871
+ currentPrice: data.currentPrice,
19872
+ });
19873
+ }
19874
+ else if (data.action === "cancelled") {
19875
+ const durationMs = data.closeTimestamp - data.signal.scheduledAt;
19876
+ const durationMin = Math.round(durationMs / 60000);
19877
+ this._addNotification({
19878
+ type: "signal.cancelled",
19879
+ id: CREATE_KEY_FN(),
19880
+ timestamp: data.closeTimestamp,
19881
+ backtest: data.backtest,
19882
+ symbol: data.symbol,
19883
+ strategyName: data.strategyName,
19884
+ exchangeName: data.exchangeName,
19885
+ signalId: data.signal.id,
19886
+ position: data.signal.position,
19887
+ cancelReason: data.reason,
19888
+ cancelId: data.cancelId,
19889
+ duration: durationMin,
19890
+ });
19891
+ }
19892
+ };
19893
+ /**
19894
+ * Processes partial profit events.
19895
+ */
19896
+ this._handlePartialProfit = async (data) => {
19897
+ this._addNotification({
19898
+ type: "partial.profit",
19899
+ id: CREATE_KEY_FN(),
19900
+ timestamp: data.timestamp,
19901
+ backtest: data.backtest,
19902
+ symbol: data.symbol,
19903
+ strategyName: data.strategyName,
19904
+ exchangeName: data.exchangeName,
19905
+ signalId: data.data.id,
19906
+ level: data.level,
19907
+ currentPrice: data.currentPrice,
19908
+ priceOpen: data.data.priceOpen,
19909
+ position: data.data.position,
19910
+ });
19911
+ };
19912
+ /**
19913
+ * Processes partial loss events.
19914
+ */
19915
+ this._handlePartialLoss = async (data) => {
19916
+ this._addNotification({
19917
+ type: "partial.loss",
19918
+ id: CREATE_KEY_FN(),
19919
+ timestamp: data.timestamp,
19920
+ backtest: data.backtest,
19921
+ symbol: data.symbol,
19922
+ strategyName: data.strategyName,
19923
+ exchangeName: data.exchangeName,
19924
+ signalId: data.data.id,
19925
+ level: data.level,
19926
+ currentPrice: data.currentPrice,
19927
+ priceOpen: data.data.priceOpen,
19928
+ position: data.data.position,
19929
+ });
19930
+ };
19931
+ /**
19932
+ * Processes risk rejection events.
19933
+ */
19934
+ this._handleRisk = async (data) => {
19935
+ this._addNotification({
19936
+ type: "risk.rejection",
19937
+ id: CREATE_KEY_FN(),
19938
+ timestamp: data.timestamp,
19939
+ backtest: data.backtest,
19940
+ symbol: data.symbol,
19941
+ strategyName: data.strategyName,
19942
+ exchangeName: data.exchangeName,
19943
+ rejectionNote: data.rejectionNote,
19944
+ rejectionId: data.rejectionId,
19945
+ activePositionCount: data.activePositionCount,
19946
+ currentPrice: data.currentPrice,
19947
+ pendingSignal: data.pendingSignal,
19948
+ });
19949
+ };
19950
+ /**
19951
+ * Processes done events (live/backtest).
19952
+ */
19953
+ this._handleDoneLive = async (data) => {
19954
+ this._addNotification({
19955
+ type: "live.done",
19956
+ id: CREATE_KEY_FN(),
19957
+ timestamp: Date.now(),
19958
+ backtest: false,
19959
+ symbol: data.symbol,
19960
+ strategyName: data.strategyName,
19961
+ exchangeName: data.exchangeName,
19962
+ });
19963
+ };
19964
+ /**
19965
+ * Processes done events (backtest).
19966
+ */
19967
+ this._handleDoneBacktest = async (data) => {
19968
+ this._addNotification({
19969
+ type: "backtest.done",
19970
+ id: CREATE_KEY_FN(),
19971
+ timestamp: Date.now(),
19972
+ backtest: true,
19973
+ symbol: data.symbol,
19974
+ strategyName: data.strategyName,
19975
+ exchangeName: data.exchangeName,
19976
+ });
19977
+ };
19978
+ /**
19979
+ * Processes error events.
19980
+ */
19981
+ this._handleError = async (error) => {
19982
+ this._addNotification({
19983
+ type: "error.info",
19984
+ id: CREATE_KEY_FN(),
19985
+ timestamp: Date.now(),
19986
+ error: errorData(error),
19987
+ message: getErrorMessage(error),
19988
+ backtest: false,
19989
+ });
19990
+ };
19991
+ /**
19992
+ * Processes critical error events.
19993
+ */
19994
+ this._handleCriticalError = async (error) => {
19995
+ this._addNotification({
19996
+ type: "error.critical",
19997
+ id: CREATE_KEY_FN(),
19998
+ timestamp: Date.now(),
19999
+ error: errorData(error),
20000
+ message: getErrorMessage(error),
20001
+ backtest: false,
20002
+ });
20003
+ };
20004
+ /**
20005
+ * Processes validation error events.
20006
+ */
20007
+ this._handleValidationError = async (error) => {
20008
+ this._addNotification({
20009
+ type: "error.validation",
20010
+ id: CREATE_KEY_FN(),
20011
+ timestamp: Date.now(),
20012
+ error: errorData(error),
20013
+ message: getErrorMessage(error),
20014
+ backtest: false,
20015
+ });
20016
+ };
20017
+ /**
20018
+ * Processes progress events.
20019
+ */
20020
+ this._handleProgressBacktest = async (data) => {
20021
+ this._addNotification({
20022
+ type: "progress.backtest",
20023
+ id: CREATE_KEY_FN(),
20024
+ timestamp: Date.now(),
20025
+ backtest: true,
20026
+ exchangeName: data.exchangeName,
20027
+ strategyName: data.strategyName,
20028
+ symbol: data.symbol,
20029
+ totalFrames: data.totalFrames,
20030
+ processedFrames: data.processedFrames,
20031
+ progress: data.progress,
20032
+ });
20033
+ };
20034
+ /**
20035
+ * Initializes notification system by subscribing to all emitters.
20036
+ * Uses singleshot to ensure initialization happens only once.
20037
+ * Automatically called on first use.
20038
+ */
20039
+ this.waitForInit = singleshot(async () => {
20040
+ // Add bootstrap notification to mark initialization
20041
+ this._addNotification({
20042
+ type: "bootstrap",
20043
+ id: CREATE_KEY_FN(),
20044
+ timestamp: Date.now(),
20045
+ });
20046
+ // Signal events
20047
+ signalEmitter.subscribe(this._handleSignal);
20048
+ // Partial profit/loss events
20049
+ partialProfitSubject.subscribe(this._handlePartialProfit);
20050
+ partialLossSubject.subscribe(this._handlePartialLoss);
20051
+ // Risk events
20052
+ riskSubject.subscribe(this._handleRisk);
20053
+ // Done events
20054
+ doneLiveSubject.subscribe(this._handleDoneLive);
20055
+ doneBacktestSubject.subscribe(this._handleDoneBacktest);
20056
+ // Error events
20057
+ errorEmitter.subscribe(this._handleError);
20058
+ exitEmitter.subscribe(this._handleCriticalError);
20059
+ validationSubject.subscribe(this._handleValidationError);
20060
+ // Progress events
20061
+ progressBacktestEmitter.subscribe(this._handleProgressBacktest);
20062
+ });
20063
+ }
20064
+ /**
20065
+ * Adds notification to history with automatic limit management.
20066
+ */
20067
+ _addNotification(notification) {
20068
+ this._notifications.unshift(notification);
20069
+ // Trim history if exceeded MAX_NOTIFICATIONS
20070
+ if (this._notifications.length > MAX_NOTIFICATIONS) {
20071
+ this._notifications.pop();
20072
+ }
20073
+ }
20074
+ /**
20075
+ * Returns all notifications in chronological order (newest first).
20076
+ *
20077
+ * @returns Array of strongly-typed notification objects
20078
+ *
20079
+ * @example
20080
+ * ```typescript
20081
+ * const notifications = instance.getData();
20082
+ *
20083
+ * notifications.forEach(notification => {
20084
+ * switch (notification.type) {
20085
+ * case "signal.closed":
20086
+ * console.log(`${notification.symbol}: ${notification.pnlPercentage}%`);
20087
+ * break;
20088
+ * case "partial.loss":
20089
+ * if (notification.level >= 30) {
20090
+ * console.warn(`High loss: ${notification.symbol}`);
20091
+ * }
20092
+ * break;
20093
+ * }
20094
+ * });
20095
+ * ```
20096
+ */
20097
+ getData() {
20098
+ return [...this._notifications];
20099
+ }
20100
+ /**
20101
+ * Clears all notification history.
20102
+ *
20103
+ * @example
20104
+ * ```typescript
20105
+ * instance.clear();
20106
+ * ```
20107
+ */
20108
+ clear() {
20109
+ this._notifications = [];
20110
+ }
20111
+ }
20112
+ /**
20113
+ * Public facade for notification operations.
20114
+ *
20115
+ * Automatically calls waitForInit on each userspace method call.
20116
+ * Provides simplified access to notification instance methods.
20117
+ *
20118
+ * @example
20119
+ * ```typescript
20120
+ * import { Notification } from "./classes/Notification";
20121
+ *
20122
+ * // Get all notifications
20123
+ * const all = await Notification.getData();
20124
+ *
20125
+ * // Process notifications with type discrimination
20126
+ * all.forEach(notification => {
20127
+ * switch (notification.type) {
20128
+ * case "signal.closed":
20129
+ * console.log(`Closed: ${notification.pnlPercentage}%`);
20130
+ * break;
20131
+ * case "partial.loss":
20132
+ * if (notification.level >= 30) {
20133
+ * alert("High loss!");
20134
+ * }
20135
+ * break;
20136
+ * case "risk.rejection":
20137
+ * console.warn(notification.rejectionNote);
20138
+ * break;
20139
+ * }
20140
+ * });
20141
+ *
20142
+ * // Clear history
20143
+ * await Notification.clear();
20144
+ * ```
20145
+ */
20146
+ class NotificationUtils {
20147
+ constructor() {
20148
+ /** Internal instance containing business logic */
20149
+ this._instance = new NotificationInstance();
20150
+ }
20151
+ /**
20152
+ * Returns all notifications in chronological order (newest first).
20153
+ *
20154
+ * @returns Array of strongly-typed notification objects
20155
+ *
20156
+ * @example
20157
+ * ```typescript
20158
+ * const notifications = await Notification.getData();
20159
+ *
20160
+ * notifications.forEach(notification => {
20161
+ * switch (notification.type) {
20162
+ * case "signal.closed":
20163
+ * console.log(`${notification.symbol}: ${notification.pnlPercentage}%`);
20164
+ * break;
20165
+ * case "partial.loss":
20166
+ * if (notification.level >= 30) {
20167
+ * console.warn(`High loss: ${notification.symbol}`);
20168
+ * }
20169
+ * break;
20170
+ * }
20171
+ * });
20172
+ * ```
20173
+ */
20174
+ async getData() {
20175
+ await this._instance.waitForInit();
20176
+ return this._instance.getData();
20177
+ }
20178
+ /**
20179
+ * Clears all notification history.
20180
+ *
20181
+ * @example
20182
+ * ```typescript
20183
+ * await Notification.clear();
20184
+ * ```
20185
+ */
20186
+ async clear() {
20187
+ await this._instance.waitForInit();
20188
+ this._instance.clear();
20189
+ }
20190
+ }
20191
+ /**
20192
+ * Singleton instance of NotificationUtils for convenient notification access.
20193
+ *
20194
+ * @example
20195
+ * ```typescript
20196
+ * import { Notification } from "./classes/Notification";
20197
+ *
20198
+ * // Get all notifications
20199
+ * const all = await Notification.getData();
20200
+ *
20201
+ * // Filter by type using type discrimination
20202
+ * const closedSignals = all.filter(n => n.type === "signal.closed");
20203
+ * const highLosses = all.filter(n =>
20204
+ * n.type === "partial.loss" && n.level >= 30
20205
+ * );
20206
+ *
20207
+ * // Clear history
20208
+ * await Notification.clear();
20209
+ * ```
20210
+ */
20211
+ const Notification = new NotificationUtils();
20212
+
20213
+ export { Backtest, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, MethodContextService, Notification, Optimizer, Partial, Performance, PersistBase, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Risk, Schedule, Walker, addExchange, addFrame, addOptimizer, addRisk, addSizing, addStrategy, addWalker, cancel, dumpSignal, emitters, formatPrice, formatQuantity, getAveragePrice, getCandles, getColumns, getConfig, getDate, getDefaultColumns, getDefaultConfig, getMode, hasTradeContext, backtest as lib, listExchanges, listFrames, listOptimizers, listRisks, listSizings, listStrategies, listWalkers, listenBacktestProgress, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLoss, listenPartialLossOnce, listenPartialProfit, listenPartialProfitOnce, listenPerformance, listenPing, listenPingOnce, listenRisk, listenRiskOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, setColumns, setConfig, setLogger, stop, validate };