backtest-kit 1.7.1 → 1.7.2

package/build/index.cjs

@@ -3402,7 +3402,7 @@ class ClientStrategy {
      * // Existing signal will continue until natural close
      * ```
      */
-    async stop(symbol) {
+    async stop(symbol, backtest) {
         this.params.logger.debug("ClientStrategy stop", {
             symbol,
             hasPendingSignal: this._pendingSignal !== null,
@@ -3414,7 +3414,7 @@ class ClientStrategy {
             return;
         }
         this._scheduledSignal = null;
-        if (this.params.execution.context.backtest) {
+        if (backtest) {
             return;
         }
         await PersistScheduleAdapter.writeScheduleData(this._scheduledSignal, symbol, this.params.method.context.strategyName);
@@ -3440,12 +3440,10 @@ class ClientStrategy {
      * // Strategy continues, can generate new signals
      * ```
      */
-    async cancel(symbol, cancelId) {
+    async cancel(symbol, backtest, cancelId) {
         this.params.logger.debug("ClientStrategy cancel", {
             symbol,
-            strategyName: this.params.method.context.strategyName,
             hasScheduledSignal: this._scheduledSignal !== null,
-            backtest: this.params.execution.context.backtest,
             cancelId,
         });
         // Save cancelled signal for next tick to emit cancelled event
@@ -3455,7 +3453,7 @@ class ClientStrategy {
             });
             this._scheduledSignal = null;
         }
-        if (this.params.execution.context.backtest) {
+        if (backtest) {
             return;
         }
         await PersistScheduleAdapter.writeScheduleData(this._scheduledSignal, symbol, this.params.method.context.strategyName);
@@ -4040,7 +4038,7 @@ class StrategyConnectionService {
                 context,
             });
             const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
-            await strategy.stop(symbol);
+            await strategy.stop(symbol, backtest);
         };
         /**
          * Clears the memoized ClientStrategy instance from cache.
@@ -4084,7 +4082,7 @@ class StrategyConnectionService {
                 cancelId,
             });
             const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
-            await strategy.cancel(symbol, cancelId);
+            await strategy.cancel(symbol, backtest, cancelId);
         };
     }
 }
@@ -5018,19 +5016,19 @@ class StrategyCoreService {
         /**
          * Validates strategy and associated risk configuration.
          *
-         * Memoized to avoid redundant validations for the same symbol-strategy pair.
+         * Memoized to avoid redundant validations for the same symbol-strategy-exchange-frame combination.
          * Logs validation activity.
          * @param symbol - Trading pair symbol
-         * @param strategyName - Name of the strategy to validate
+         * @param context - Execution context with strategyName, exchangeName, frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = functoolsKit.memoize(([symbol, strategyName]) => `${symbol}:${strategyName}`, async (symbol, strategyName) => {
+        this.validate = functoolsKit.memoize(([symbol, context]) => `${symbol}:${context.strategyName}:${context.exchangeName}:${context.frameName}`, async (symbol, context) => {
             this.loggerService.log(METHOD_NAME_VALIDATE, {
                 symbol,
-                strategyName,
+                context,
             });
-            const { riskName, riskList } = this.strategySchemaService.get(strategyName);
-            this.strategyValidationService.validate(strategyName, METHOD_NAME_VALIDATE);
+            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
+            this.strategyValidationService.validate(context.strategyName, METHOD_NAME_VALIDATE);
             riskName && this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE);
             riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE));
         });
@@ -5049,7 +5047,7 @@ class StrategyCoreService {
                 symbol,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.getPendingSignal(backtest, symbol, context);
         };
         /**
@@ -5067,7 +5065,7 @@ class StrategyCoreService {
                 symbol,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.getScheduledSignal(backtest, symbol, context);
         };
         /**
@@ -5087,7 +5085,7 @@ class StrategyCoreService {
                 context,
                 backtest,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.getStopped(backtest, symbol, context);
         };
         /**
@@ -5109,7 +5107,7 @@ class StrategyCoreService {
                 backtest,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await ExecutionContextService.runInContext(async () => {
                 return await this.strategyConnectionService.tick(symbol, context);
             }, {
@@ -5139,7 +5137,7 @@ class StrategyCoreService {
                 backtest,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await ExecutionContextService.runInContext(async () => {
                 return await this.strategyConnectionService.backtest(symbol, context, candles);
             }, {
@@ -5165,7 +5163,7 @@ class StrategyCoreService {
                 context,
                 backtest,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.stop(backtest, symbol, context);
         };
         /**
@@ -5188,7 +5186,7 @@ class StrategyCoreService {
                 backtest,
                 cancelId,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.cancel(backtest, symbol, context, cancelId);
         };
         /**
@@ -5204,7 +5202,11 @@ class StrategyCoreService {
                 payload,
             });
             if (payload) {
-                await this.validate(payload.symbol, payload.strategyName);
+                await this.validate(payload.symbol, {
+                    strategyName: payload.strategyName,
+                    exchangeName: payload.exchangeName,
+                    frameName: payload.frameName
+                });
             }
             return await this.strategyConnectionService.clear(payload);
         };
@@ -5287,16 +5289,16 @@ class RiskGlobalService {
         this.riskValidationService = inject(TYPES.riskValidationService);
         /**
          * Validates risk configuration.
-         * Memoized to avoid redundant validations for the same risk instance.
+         * Memoized to avoid redundant validations for the same risk-exchange-frame combination.
          * Logs validation activity.
-         * @param riskName - Name of the risk instance to validate
+         * @param payload - Payload with riskName, exchangeName and frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = functoolsKit.memoize(([riskName]) => `${riskName}`, async (riskName) => {
+        this.validate = functoolsKit.memoize(([payload]) => `${payload.riskName}:${payload.exchangeName}:${payload.frameName}`, async (payload) => {
             this.loggerService.log("riskGlobalService validate", {
-                riskName,
+                payload,
             });
-            this.riskValidationService.validate(riskName, "riskGlobalService validate");
+            this.riskValidationService.validate(payload.riskName, "riskGlobalService validate");
         });
         /**
          * Checks if a signal should be allowed based on risk limits.
@@ -5310,7 +5312,7 @@ class RiskGlobalService {
                 symbol: params.symbol,
                 payload,
             });
-            await this.validate(payload.riskName);
+            await this.validate(payload);
             return await this.riskConnectionService.checkSignal(params, payload);
         };
         /**
@@ -5324,7 +5326,7 @@ class RiskGlobalService {
                 symbol,
                 payload,
             });
-            await this.validate(payload.riskName);
+            await this.validate(payload);
             await this.riskConnectionService.addSignal(symbol, payload);
         };
         /**
@@ -5338,7 +5340,7 @@ class RiskGlobalService {
                 symbol,
                 payload,
             });
-            await this.validate(payload.riskName);
+            await this.validate(payload);
             await this.riskConnectionService.removeSignal(symbol, payload);
         };
         /**
@@ -5352,7 +5354,7 @@ class RiskGlobalService {
                 payload,
             });
             if (payload) {
-                await this.validate(payload.riskName);
+                await this.validate(payload);
             }
             return await this.riskConnectionService.clear(payload);
         };
@@ -13370,18 +13372,18 @@ class PartialGlobalService {
         this.riskValidationService = inject(TYPES.riskValidationService);
         /**
          * Validates strategy and associated risk configuration.
-         * Memoized to avoid redundant validations for the same strategy.
+         * Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
          *
-         * @param strategyName - Name of the strategy to validate
+         * @param context - Context with strategyName, exchangeName and frameName
          * @param methodName - Name of the calling method for error tracking
          */
-        this.validate = functoolsKit.memoize(([strategyName]) => `${strategyName}`, (strategyName, methodName) => {
+        this.validate = functoolsKit.memoize(([context]) => `${context.strategyName}:${context.exchangeName}:${context.frameName}`, (context, methodName) => {
             this.loggerService.log("partialGlobalService validate", {
-                strategyName,
+                context,
                 methodName,
             });
-            this.strategyValidationService.validate(strategyName, methodName);
-            const { riskName, riskList } = this.strategySchemaService.get(strategyName);
+            this.strategyValidationService.validate(context.strategyName, methodName);
+            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
             riskName && this.riskValidationService.validate(riskName, methodName);
             riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
         });
@@ -13407,7 +13409,11 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
-            this.validate(data.strategyName, "partialGlobalService profit");
+            this.validate({
+                strategyName: data.strategyName,
+                exchangeName: data.exchangeName,
+                frameName: data.frameName
+            }, "partialGlobalService profit");
             return await this.partialConnectionService.profit(symbol, data, currentPrice, revenuePercent, backtest, when);
         };
         /**
@@ -13432,7 +13438,11 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
-            this.validate(data.strategyName, "partialGlobalService loss");
+            this.validate({
+                strategyName: data.strategyName,
+                exchangeName: data.exchangeName,
+                frameName: data.frameName
+            }, "partialGlobalService loss");
             return await this.partialConnectionService.loss(symbol, data, currentPrice, lossPercent, backtest, when);
         };
         /**
@@ -13452,7 +13462,11 @@ class PartialGlobalService {
                 priceClose,
                 backtest,
             });
-            this.validate(data.strategyName, "partialGlobalService clear");
+            this.validate({
+                strategyName: data.strategyName,
+                exchangeName: data.exchangeName,
+                frameName: data.frameName
+            }, "partialGlobalService clear");
             return await this.partialConnectionService.clear(symbol, data, priceClose, backtest);
         };
     }
@@ -18557,15 +18571,27 @@ const HEAT_METHOD_NAME_DUMP = "HeatUtils.dump";
  * import { Heat } from "backtest-kit";
  *
  * // Get raw heatmap data for a strategy
- * const stats = await Heat.getData("my-strategy");
+ * const stats = await Heat.getData({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  *
  * // Generate markdown report
- * const markdown = await Heat.getReport("my-strategy");
+ * const markdown = await Heat.getReport({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(markdown);
  *
  * // Save to disk
- * await Heat.dump("my-strategy", "./reports");
+ * await Heat.dump({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * }, false, "./reports");
  * ```
  */
 class HeatUtils {
@@ -18576,14 +18602,14 @@ class HeatUtils {
          * Returns per-symbol breakdown and portfolio-wide metrics.
          * Data is automatically collected from all closed signals for the strategy.
          *
-         * @param strategyName - Strategy name to get heatmap data for
-         * @param context - Execution context with exchangeName and frameName
+         * @param context - Execution context with strategyName, exchangeName and frameName
          * @param backtest - True if backtest mode, false if live mode (default: false)
          * @returns Promise resolving to heatmap statistics object
          *
          * @example
          * ```typescript
-         * const stats = await Heat.getData("my-strategy", {
+         * const stats = await Heat.getData({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * });
@@ -18598,11 +18624,11 @@ class HeatUtils {
          * });
          * ```
          */
-        this.getData = async (strategyName, context, backtest = false) => {
-            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
-            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
+        this.getData = async (context, backtest = false) => {
+            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName: context.strategyName });
+            backtest$1.strategyValidationService.validate(context.strategyName, HEAT_METHOD_NAME_GET_DATA);
             {
-                const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
+                const { riskName, riskList } = backtest$1.strategySchemaService.get(context.strategyName);
                 riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_DATA);
                 riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_DATA));
             }
@@ -18614,15 +18640,15 @@ class HeatUtils {
          * Table includes: Symbol, Total PNL, Sharpe Ratio, Max Drawdown, Trades.
          * Symbols are sorted by Total PNL descending.
          *
-         * @param strategyName - Strategy name to generate heatmap report for
-         * @param context - Execution context with exchangeName and frameName
+         * @param context - Execution context with strategyName, exchangeName and frameName
          * @param backtest - True if backtest mode, false if live mode (default: false)
          * @param columns - Optional columns configuration for the report
          * @returns Promise resolving to markdown formatted report string
          *
          * @example
          * ```typescript
-         * const markdown = await Heat.getReport("my-strategy", {
+         * const markdown = await Heat.getReport({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * });
@@ -18639,15 +18665,15 @@ class HeatUtils {
          * // ...
          * ```
          */
-        this.getReport = async (strategyName, context, backtest = false, columns) => {
-            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
-            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
+        this.getReport = async (context, backtest = false, columns) => {
+            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName: context.strategyName });
+            backtest$1.strategyValidationService.validate(context.strategyName, HEAT_METHOD_NAME_GET_REPORT);
             {
-                const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
+                const { riskName, riskList } = backtest$1.strategySchemaService.get(context.strategyName);
                 riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_REPORT);
                 riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_REPORT));
             }
-            return await backtest$1.heatMarkdownService.getReport(strategyName, context.exchangeName, context.frameName, backtest, columns);
+            return await backtest$1.heatMarkdownService.getReport(context.strategyName, context.exchangeName, context.frameName, backtest, columns);
         };
         /**
          * Saves heatmap report to disk for a strategy.
@@ -18655,8 +18681,7 @@ class HeatUtils {
          * Creates directory if it doesn't exist.
          * Default filename: {strategyName}.md
          *
-         * @param strategyName - Strategy name to save heatmap report for
-         * @param context - Execution context with exchangeName and frameName
+         * @param context - Execution context with strategyName, exchangeName and frameName
          * @param backtest - True if backtest mode, false if live mode (default: false)
          * @param path - Optional directory path to save report (default: "./dump/heatmap")
          * @param columns - Optional columns configuration for the report
@@ -18664,27 +18689,29 @@ class HeatUtils {
          * @example
          * ```typescript
          * // Save to default path: ./dump/heatmap/my-strategy.md
-         * await Heat.dump("my-strategy", {
+         * await Heat.dump({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * });
          *
          * // Save to custom path: ./reports/my-strategy.md
-         * await Heat.dump("my-strategy", {
+         * await Heat.dump({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * }, false, "./reports");
          * ```
          */
-        this.dump = async (strategyName, context, backtest = false, path, columns) => {
-            backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
-            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
+        this.dump = async (context, backtest = false, path, columns) => {
+            backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName: context.strategyName, path });
+            backtest$1.strategyValidationService.validate(context.strategyName, HEAT_METHOD_NAME_DUMP);
             {
-                const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
+                const { riskName, riskList } = backtest$1.strategySchemaService.get(context.strategyName);
                 riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_DUMP);
                 riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_DUMP));
             }
-            await backtest$1.heatMarkdownService.dump(strategyName, context.exchangeName, context.frameName, backtest, path, columns);
+            await backtest$1.heatMarkdownService.dump(context.strategyName, context.exchangeName, context.frameName, backtest, path, columns);
         };
     }
 }
@@ -18696,7 +18723,11 @@ class HeatUtils {
  * import { Heat } from "backtest-kit";
  *
  * // Strategy-specific heatmap
- * const stats = await Heat.getData("my-strategy");
+ * const stats = await Heat.getData({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  * console.log(`Total Symbols: ${stats.totalSymbols}`);
  *
@@ -18710,7 +18741,11 @@ class HeatUtils {
  * });
  *
  * // Generate and save report
- * await Heat.dump("my-strategy", "./reports");
+ * await Heat.dump({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * }, false, "./reports");
  * ```
  */
 const Heat = new HeatUtils();

package/build/index.mjs

@@ -3400,7 +3400,7 @@ class ClientStrategy {
      * // Existing signal will continue until natural close
      * ```
      */
-    async stop(symbol) {
+    async stop(symbol, backtest) {
         this.params.logger.debug("ClientStrategy stop", {
             symbol,
             hasPendingSignal: this._pendingSignal !== null,
@@ -3412,7 +3412,7 @@ class ClientStrategy {
             return;
         }
         this._scheduledSignal = null;
-        if (this.params.execution.context.backtest) {
+        if (backtest) {
             return;
         }
         await PersistScheduleAdapter.writeScheduleData(this._scheduledSignal, symbol, this.params.method.context.strategyName);
@@ -3438,12 +3438,10 @@ class ClientStrategy {
      * // Strategy continues, can generate new signals
      * ```
      */
-    async cancel(symbol, cancelId) {
+    async cancel(symbol, backtest, cancelId) {
         this.params.logger.debug("ClientStrategy cancel", {
             symbol,
-            strategyName: this.params.method.context.strategyName,
             hasScheduledSignal: this._scheduledSignal !== null,
-            backtest: this.params.execution.context.backtest,
             cancelId,
         });
         // Save cancelled signal for next tick to emit cancelled event
@@ -3453,7 +3451,7 @@ class ClientStrategy {
             });
             this._scheduledSignal = null;
         }
-        if (this.params.execution.context.backtest) {
+        if (backtest) {
             return;
         }
         await PersistScheduleAdapter.writeScheduleData(this._scheduledSignal, symbol, this.params.method.context.strategyName);
@@ -4038,7 +4036,7 @@ class StrategyConnectionService {
                 context,
             });
             const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
-            await strategy.stop(symbol);
+            await strategy.stop(symbol, backtest);
         };
         /**
          * Clears the memoized ClientStrategy instance from cache.
@@ -4082,7 +4080,7 @@ class StrategyConnectionService {
                 cancelId,
             });
             const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
-            await strategy.cancel(symbol, cancelId);
+            await strategy.cancel(symbol, backtest, cancelId);
         };
     }
 }
@@ -5016,19 +5014,19 @@ class StrategyCoreService {
         /**
          * Validates strategy and associated risk configuration.
          *
-         * Memoized to avoid redundant validations for the same symbol-strategy pair.
+         * Memoized to avoid redundant validations for the same symbol-strategy-exchange-frame combination.
          * Logs validation activity.
          * @param symbol - Trading pair symbol
-         * @param strategyName - Name of the strategy to validate
+         * @param context - Execution context with strategyName, exchangeName, frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = memoize(([symbol, strategyName]) => `${symbol}:${strategyName}`, async (symbol, strategyName) => {
+        this.validate = memoize(([symbol, context]) => `${symbol}:${context.strategyName}:${context.exchangeName}:${context.frameName}`, async (symbol, context) => {
             this.loggerService.log(METHOD_NAME_VALIDATE, {
                 symbol,
-                strategyName,
+                context,
             });
-            const { riskName, riskList } = this.strategySchemaService.get(strategyName);
-            this.strategyValidationService.validate(strategyName, METHOD_NAME_VALIDATE);
+            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
+            this.strategyValidationService.validate(context.strategyName, METHOD_NAME_VALIDATE);
             riskName && this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE);
             riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE));
         });
@@ -5047,7 +5045,7 @@ class StrategyCoreService {
                 symbol,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.getPendingSignal(backtest, symbol, context);
         };
         /**
@@ -5065,7 +5063,7 @@ class StrategyCoreService {
                 symbol,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.getScheduledSignal(backtest, symbol, context);
         };
         /**
@@ -5085,7 +5083,7 @@ class StrategyCoreService {
                 context,
                 backtest,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.getStopped(backtest, symbol, context);
         };
         /**
@@ -5107,7 +5105,7 @@ class StrategyCoreService {
                 backtest,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await ExecutionContextService.runInContext(async () => {
                 return await this.strategyConnectionService.tick(symbol, context);
             }, {
@@ -5137,7 +5135,7 @@ class StrategyCoreService {
                 backtest,
                 context,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await ExecutionContextService.runInContext(async () => {
                 return await this.strategyConnectionService.backtest(symbol, context, candles);
             }, {
@@ -5163,7 +5161,7 @@ class StrategyCoreService {
                 context,
                 backtest,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.stop(backtest, symbol, context);
         };
         /**
@@ -5186,7 +5184,7 @@ class StrategyCoreService {
                 backtest,
                 cancelId,
             });
-            await this.validate(symbol, context.strategyName);
+            await this.validate(symbol, context);
             return await this.strategyConnectionService.cancel(backtest, symbol, context, cancelId);
         };
         /**
@@ -5202,7 +5200,11 @@ class StrategyCoreService {
                 payload,
             });
             if (payload) {
-                await this.validate(payload.symbol, payload.strategyName);
+                await this.validate(payload.symbol, {
+                    strategyName: payload.strategyName,
+                    exchangeName: payload.exchangeName,
+                    frameName: payload.frameName
+                });
             }
             return await this.strategyConnectionService.clear(payload);
         };
@@ -5285,16 +5287,16 @@ class RiskGlobalService {
         this.riskValidationService = inject(TYPES.riskValidationService);
         /**
          * Validates risk configuration.
-         * Memoized to avoid redundant validations for the same risk instance.
+         * Memoized to avoid redundant validations for the same risk-exchange-frame combination.
          * Logs validation activity.
-         * @param riskName - Name of the risk instance to validate
+         * @param payload - Payload with riskName, exchangeName and frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = memoize(([riskName]) => `${riskName}`, async (riskName) => {
+        this.validate = memoize(([payload]) => `${payload.riskName}:${payload.exchangeName}:${payload.frameName}`, async (payload) => {
             this.loggerService.log("riskGlobalService validate", {
-                riskName,
+                payload,
             });
-            this.riskValidationService.validate(riskName, "riskGlobalService validate");
+            this.riskValidationService.validate(payload.riskName, "riskGlobalService validate");
         });
         /**
          * Checks if a signal should be allowed based on risk limits.
@@ -5308,7 +5310,7 @@ class RiskGlobalService {
                 symbol: params.symbol,
                 payload,
             });
-            await this.validate(payload.riskName);
+            await this.validate(payload);
             return await this.riskConnectionService.checkSignal(params, payload);
         };
         /**
@@ -5322,7 +5324,7 @@ class RiskGlobalService {
                 symbol,
                 payload,
             });
-            await this.validate(payload.riskName);
+            await this.validate(payload);
             await this.riskConnectionService.addSignal(symbol, payload);
         };
         /**
@@ -5336,7 +5338,7 @@ class RiskGlobalService {
                 symbol,
                 payload,
             });
-            await this.validate(payload.riskName);
+            await this.validate(payload);
             await this.riskConnectionService.removeSignal(symbol, payload);
         };
         /**
@@ -5350,7 +5352,7 @@ class RiskGlobalService {
                 payload,
             });
             if (payload) {
-                await this.validate(payload.riskName);
+                await this.validate(payload);
             }
             return await this.riskConnectionService.clear(payload);
         };
@@ -13368,18 +13370,18 @@ class PartialGlobalService {
         this.riskValidationService = inject(TYPES.riskValidationService);
         /**
          * Validates strategy and associated risk configuration.
-         * Memoized to avoid redundant validations for the same strategy.
+         * Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
          *
-         * @param strategyName - Name of the strategy to validate
+         * @param context - Context with strategyName, exchangeName and frameName
          * @param methodName - Name of the calling method for error tracking
          */
-        this.validate = memoize(([strategyName]) => `${strategyName}`, (strategyName, methodName) => {
+        this.validate = memoize(([context]) => `${context.strategyName}:${context.exchangeName}:${context.frameName}`, (context, methodName) => {
             this.loggerService.log("partialGlobalService validate", {
-                strategyName,
+                context,
                 methodName,
             });
-            this.strategyValidationService.validate(strategyName, methodName);
-            const { riskName, riskList } = this.strategySchemaService.get(strategyName);
+            this.strategyValidationService.validate(context.strategyName, methodName);
+            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
             riskName && this.riskValidationService.validate(riskName, methodName);
             riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
         });
@@ -13405,7 +13407,11 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
-            this.validate(data.strategyName, "partialGlobalService profit");
+            this.validate({
+                strategyName: data.strategyName,
+                exchangeName: data.exchangeName,
+                frameName: data.frameName
+            }, "partialGlobalService profit");
             return await this.partialConnectionService.profit(symbol, data, currentPrice, revenuePercent, backtest, when);
         };
         /**
@@ -13430,7 +13436,11 @@ class PartialGlobalService {
                 backtest,
                 when,
             });
-            this.validate(data.strategyName, "partialGlobalService loss");
+            this.validate({
+                strategyName: data.strategyName,
+                exchangeName: data.exchangeName,
+                frameName: data.frameName
+            }, "partialGlobalService loss");
             return await this.partialConnectionService.loss(symbol, data, currentPrice, lossPercent, backtest, when);
         };
         /**
@@ -13450,7 +13460,11 @@ class PartialGlobalService {
                 priceClose,
                 backtest,
             });
-            this.validate(data.strategyName, "partialGlobalService clear");
+            this.validate({
+                strategyName: data.strategyName,
+                exchangeName: data.exchangeName,
+                frameName: data.frameName
+            }, "partialGlobalService clear");
             return await this.partialConnectionService.clear(symbol, data, priceClose, backtest);
         };
     }
@@ -18555,15 +18569,27 @@ const HEAT_METHOD_NAME_DUMP = "HeatUtils.dump";
  * import { Heat } from "backtest-kit";
  *
  * // Get raw heatmap data for a strategy
- * const stats = await Heat.getData("my-strategy");
+ * const stats = await Heat.getData({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  *
  * // Generate markdown report
- * const markdown = await Heat.getReport("my-strategy");
+ * const markdown = await Heat.getReport({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(markdown);
  *
  * // Save to disk
- * await Heat.dump("my-strategy", "./reports");
+ * await Heat.dump({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * }, false, "./reports");
  * ```
  */
 class HeatUtils {
@@ -18574,14 +18600,14 @@ class HeatUtils {
          * Returns per-symbol breakdown and portfolio-wide metrics.
          * Data is automatically collected from all closed signals for the strategy.
          *
-         * @param strategyName - Strategy name to get heatmap data for
-         * @param context - Execution context with exchangeName and frameName
+         * @param context - Execution context with strategyName, exchangeName and frameName
          * @param backtest - True if backtest mode, false if live mode (default: false)
          * @returns Promise resolving to heatmap statistics object
          *
          * @example
          * ```typescript
-         * const stats = await Heat.getData("my-strategy", {
+         * const stats = await Heat.getData({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * });
@@ -18596,11 +18622,11 @@ class HeatUtils {
          * });
          * ```
          */
-        this.getData = async (strategyName, context, backtest = false) => {
-            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
-            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
+        this.getData = async (context, backtest = false) => {
+            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName: context.strategyName });
+            backtest$1.strategyValidationService.validate(context.strategyName, HEAT_METHOD_NAME_GET_DATA);
             {
-                const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
+                const { riskName, riskList } = backtest$1.strategySchemaService.get(context.strategyName);
                 riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_DATA);
                 riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_DATA));
             }
@@ -18612,15 +18638,15 @@ class HeatUtils {
          * Table includes: Symbol, Total PNL, Sharpe Ratio, Max Drawdown, Trades.
          * Symbols are sorted by Total PNL descending.
          *
-         * @param strategyName - Strategy name to generate heatmap report for
-         * @param context - Execution context with exchangeName and frameName
+         * @param context - Execution context with strategyName, exchangeName and frameName
          * @param backtest - True if backtest mode, false if live mode (default: false)
          * @param columns - Optional columns configuration for the report
          * @returns Promise resolving to markdown formatted report string
          *
          * @example
          * ```typescript
-         * const markdown = await Heat.getReport("my-strategy", {
+         * const markdown = await Heat.getReport({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * });
@@ -18637,15 +18663,15 @@ class HeatUtils {
          * // ...
          * ```
          */
-        this.getReport = async (strategyName, context, backtest = false, columns) => {
-            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
-            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
+        this.getReport = async (context, backtest = false, columns) => {
+            backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName: context.strategyName });
+            backtest$1.strategyValidationService.validate(context.strategyName, HEAT_METHOD_NAME_GET_REPORT);
             {
-                const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
+                const { riskName, riskList } = backtest$1.strategySchemaService.get(context.strategyName);
                 riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_REPORT);
                 riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_GET_REPORT));
             }
-            return await backtest$1.heatMarkdownService.getReport(strategyName, context.exchangeName, context.frameName, backtest, columns);
+            return await backtest$1.heatMarkdownService.getReport(context.strategyName, context.exchangeName, context.frameName, backtest, columns);
         };
         /**
          * Saves heatmap report to disk for a strategy.
@@ -18653,8 +18679,7 @@ class HeatUtils {
          * Creates directory if it doesn't exist.
          * Default filename: {strategyName}.md
          *
-         * @param strategyName - Strategy name to save heatmap report for
-         * @param context - Execution context with exchangeName and frameName
+         * @param context - Execution context with strategyName, exchangeName and frameName
          * @param backtest - True if backtest mode, false if live mode (default: false)
          * @param path - Optional directory path to save report (default: "./dump/heatmap")
          * @param columns - Optional columns configuration for the report
@@ -18662,27 +18687,29 @@ class HeatUtils {
          * @example
          * ```typescript
          * // Save to default path: ./dump/heatmap/my-strategy.md
-         * await Heat.dump("my-strategy", {
+         * await Heat.dump({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * });
          *
          * // Save to custom path: ./reports/my-strategy.md
-         * await Heat.dump("my-strategy", {
+         * await Heat.dump({
+         *   strategyName: "my-strategy",
          *   exchangeName: "binance",
          *   frameName: "frame1"
          * }, false, "./reports");
          * ```
          */
-        this.dump = async (strategyName, context, backtest = false, path, columns) => {
-            backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
-            backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
+        this.dump = async (context, backtest = false, path, columns) => {
+            backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName: context.strategyName, path });
+            backtest$1.strategyValidationService.validate(context.strategyName, HEAT_METHOD_NAME_DUMP);
             {
-                const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
+                const { riskName, riskList } = backtest$1.strategySchemaService.get(context.strategyName);
                 riskName && backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_DUMP);
                 riskList && riskList.forEach((riskName) => backtest$1.riskValidationService.validate(riskName, HEAT_METHOD_NAME_DUMP));
             }
-            await backtest$1.heatMarkdownService.dump(strategyName, context.exchangeName, context.frameName, backtest, path, columns);
+            await backtest$1.heatMarkdownService.dump(context.strategyName, context.exchangeName, context.frameName, backtest, path, columns);
         };
     }
 }
@@ -18694,7 +18721,11 @@ class HeatUtils {
  * import { Heat } from "backtest-kit";
  *
  * // Strategy-specific heatmap
- * const stats = await Heat.getData("my-strategy");
+ * const stats = await Heat.getData({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  * console.log(`Total Symbols: ${stats.totalSymbols}`);
  *
@@ -18708,7 +18739,11 @@ class HeatUtils {
  * });
  *
  * // Generate and save report
- * await Heat.dump("my-strategy", "./reports");
+ * await Heat.dump({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * }, false, "./reports");
  * ```
  */
 const Heat = new HeatUtils();

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "1.7.1",
+  "version": "1.7.2",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -7588,15 +7588,27 @@ declare class HeatMarkdownService {
  * import { Heat } from "backtest-kit";
  *
  * // Get raw heatmap data for a strategy
- * const stats = await Heat.getData("my-strategy");
+ * const stats = await Heat.getData({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  *
  * // Generate markdown report
- * const markdown = await Heat.getReport("my-strategy");
+ * const markdown = await Heat.getReport({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(markdown);
  *
  * // Save to disk
- * await Heat.dump("my-strategy", "./reports");
+ * await Heat.dump({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * }, false, "./reports");
  * ```
  */
 declare class HeatUtils {
@@ -7606,14 +7618,14 @@ declare class HeatUtils {
      * Returns per-symbol breakdown and portfolio-wide metrics.
      * Data is automatically collected from all closed signals for the strategy.
      *
-     * @param strategyName - Strategy name to get heatmap data for
-     * @param context - Execution context with exchangeName and frameName
+     * @param context - Execution context with strategyName, exchangeName and frameName
      * @param backtest - True if backtest mode, false if live mode (default: false)
      * @returns Promise resolving to heatmap statistics object
      *
      * @example
      * ```typescript
-     * const stats = await Heat.getData("my-strategy", {
+     * const stats = await Heat.getData({
+     *   strategyName: "my-strategy",
      *   exchangeName: "binance",
      *   frameName: "frame1"
      * });
@@ -7628,7 +7640,8 @@ declare class HeatUtils {
      * });
      * ```
      */
-    getData: (strategyName: StrategyName, context: {
+    getData: (context: {
+        strategyName: string;
         exchangeName: string;
         frameName: string;
     }, backtest?: boolean) => Promise<HeatmapStatisticsModel>;
@@ -7638,15 +7651,15 @@ declare class HeatUtils {
      * Table includes: Symbol, Total PNL, Sharpe Ratio, Max Drawdown, Trades.
      * Symbols are sorted by Total PNL descending.
      *
-     * @param strategyName - Strategy name to generate heatmap report for
-     * @param context - Execution context with exchangeName and frameName
+     * @param context - Execution context with strategyName, exchangeName and frameName
      * @param backtest - True if backtest mode, false if live mode (default: false)
      * @param columns - Optional columns configuration for the report
      * @returns Promise resolving to markdown formatted report string
      *
      * @example
      * ```typescript
-     * const markdown = await Heat.getReport("my-strategy", {
+     * const markdown = await Heat.getReport({
+     *   strategyName: "my-strategy",
      *   exchangeName: "binance",
      *   frameName: "frame1"
      * });
@@ -7663,7 +7676,8 @@ declare class HeatUtils {
      * // ...
      * ```
      */
-    getReport: (strategyName: StrategyName, context: {
+    getReport: (context: {
+        strategyName: string;
         exchangeName: string;
         frameName: string;
     }, backtest?: boolean, columns?: Columns$2[]) => Promise<string>;
@@ -7673,8 +7687,7 @@ declare class HeatUtils {
      * Creates directory if it doesn't exist.
      * Default filename: {strategyName}.md
      *
-     * @param strategyName - Strategy name to save heatmap report for
-     * @param context - Execution context with exchangeName and frameName
+     * @param context - Execution context with strategyName, exchangeName and frameName
      * @param backtest - True if backtest mode, false if live mode (default: false)
      * @param path - Optional directory path to save report (default: "./dump/heatmap")
      * @param columns - Optional columns configuration for the report
@@ -7682,19 +7695,22 @@ declare class HeatUtils {
      * @example
      * ```typescript
      * // Save to default path: ./dump/heatmap/my-strategy.md
-     * await Heat.dump("my-strategy", {
+     * await Heat.dump({
+     *   strategyName: "my-strategy",
      *   exchangeName: "binance",
      *   frameName: "frame1"
      * });
      *
      * // Save to custom path: ./reports/my-strategy.md
-     * await Heat.dump("my-strategy", {
+     * await Heat.dump({
+     *   strategyName: "my-strategy",
      *   exchangeName: "binance",
      *   frameName: "frame1"
      * }, false, "./reports");
      * ```
      */
-    dump: (strategyName: StrategyName, context: {
+    dump: (context: {
+        strategyName: string;
         exchangeName: string;
         frameName: string;
     }, backtest?: boolean, path?: string, columns?: Columns$2[]) => Promise<void>;
@@ -7707,7 +7723,11 @@ declare class HeatUtils {
  * import { Heat } from "backtest-kit";
  *
  * // Strategy-specific heatmap
- * const stats = await Heat.getData("my-strategy");
+ * const stats = await Heat.getData({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * });
  * console.log(`Portfolio PNL: ${stats.portfolioTotalPnl}%`);
  * console.log(`Total Symbols: ${stats.totalSymbols}`);
  *
@@ -7721,7 +7741,11 @@ declare class HeatUtils {
  * });
  *
  * // Generate and save report
- * await Heat.dump("my-strategy", "./reports");
+ * await Heat.dump({
+ *   strategyName: "my-strategy",
+ *   exchangeName: "binance",
+ *   frameName: "frame1"
+ * }, false, "./reports");
  * ```
  */
 declare const Heat: HeatUtils;
@@ -10127,10 +10151,10 @@ declare class StrategyCoreService {
     /**
      * Validates strategy and associated risk configuration.
      *
-     * Memoized to avoid redundant validations for the same symbol-strategy pair.
+     * Memoized to avoid redundant validations for the same symbol-strategy-exchange-frame combination.
      * Logs validation activity.
      * @param symbol - Trading pair symbol
-     * @param strategyName - Name of the strategy to validate
+     * @param context - Execution context with strategyName, exchangeName, frameName
      * @returns Promise that resolves when validation is complete
      */
     private validate;
@@ -10319,9 +10343,9 @@ declare class RiskGlobalService {
     private readonly riskValidationService;
     /**
      * Validates risk configuration.
-     * Memoized to avoid redundant validations for the same risk instance.
+     * Memoized to avoid redundant validations for the same risk-exchange-frame combination.
      * Logs validation activity.
-     * @param riskName - Name of the risk instance to validate
+     * @param payload - Payload with riskName, exchangeName and frameName
      * @returns Promise that resolves when validation is complete
      */
     private validate;
@@ -11721,9 +11745,9 @@ declare class PartialGlobalService {
     private readonly riskValidationService;
     /**
      * Validates strategy and associated risk configuration.
-     * Memoized to avoid redundant validations for the same strategy.
+     * Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
      *
-     * @param strategyName - Name of the strategy to validate
+     * @param context - Context with strategyName, exchangeName and frameName
      * @param methodName - Name of the calling method for error tracking
      */
     private validate;