backtest-kit 10.2.0 → 11.0.0

package/build/index.cjs

@@ -818,6 +818,13 @@ const beforeStartSubject = new functoolsKit.Subject();
  * Emits when the engine has completed processing a signal.
  */
 const afterEndSubject = new functoolsKit.Subject();
+/**
+ * Emitter for `@backtest-kit/cli`, which notifies the application
+ * that all modules have been initialized.
+ *
+ * Send entry absolute path to the consumer
+ */
+const entrySubject = new functoolsKit.BehaviorSubject();
 
 var emitters = /*#__PURE__*/Object.freeze({
     __proto__: null,
@@ -829,6 +836,7 @@ var emitters = /*#__PURE__*/Object.freeze({
     doneBacktestSubject: doneBacktestSubject,
     doneLiveSubject: doneLiveSubject,
     doneWalkerSubject: doneWalkerSubject,
+    entrySubject: entrySubject,
     errorEmitter: errorEmitter,
     exitEmitter: exitEmitter,
     highestProfitSubject: highestProfitSubject,
@@ -6584,7 +6592,7 @@ const INTERVAL_MINUTES$8 = {
  * Used to indicate that the actual pendingAt will be set upon activation.
  */
 const SCHEDULED_SIGNAL_PENDING_MOCK = 0;
-const TIMEOUT_SYMBOL = Symbol('timeout');
+const TIMEOUT_SYMBOL$1 = Symbol('timeout');
 /**
  * Calls onSignalSync callback for signal-open event.
  *
@@ -7006,7 +7014,7 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
     const timeoutMs = GLOBAL_CONFIG.CC_MAX_SIGNAL_GENERATION_SECONDS * 1000;
     const signal = await Promise.race([
         self.params.getSignal(self.params.execution.context.symbol, self.params.execution.context.when, currentPrice),
-        functoolsKit.sleep(timeoutMs).then(() => TIMEOUT_SYMBOL),
+        functoolsKit.sleep(timeoutMs).then(() => TIMEOUT_SYMBOL$1),
     ]);
     if (typeof signal === "symbol") {
         throw new Error(`Timeout for ${self.params.method.context.strategyName} symbol=${self.params.execution.context.symbol}`);
@@ -37581,8 +37589,9 @@ function getActionSchema(actionName) {
 }
 
 const WAIT_FOR_READY_METHOD_NAME = "init.waitForReady";
-const MAX_WAIT_SECONDS = 10;
+const MAX_WAIT_SECONDS = 45;
 const SECOND_DELAY = 1000;
+const TIMEOUT_SYMBOL = Symbol('timeout');
 /**
  * Blocks until the schema registries needed to start trading are populated.
  *
@@ -37620,6 +37629,18 @@ const SECOND_DELAY = 1000;
  */
 async function waitForReady(isBacktest = true) {
     backtest.loggerService.info(WAIT_FOR_READY_METHOD_NAME, { isBacktest });
+    if (entrySubject.data) {
+        return;
+    }
+    if (entrySubject.hasListeners) {
+        backtest.loggerService.debug(`${WAIT_FOR_READY_METHOD_NAME} waiting for entrySubject`);
+        const result = await Promise.race([
+            entrySubject.toPromise(),
+            functoolsKit.sleep(MAX_WAIT_SECONDS * SECOND_DELAY).then(() => TIMEOUT_SYMBOL)
+        ]);
+        typeof result === "symbol" && console.log("waitForReady timeout");
+        return;
+    }
     for (let i = 0; i !== MAX_WAIT_SECONDS; i++) {
         const [exchangeList, frameList, strategyList] = await Promise.all([
             backtest.exchangeValidationService.list(),
@@ -37650,6 +37671,9 @@ async function waitForReady(isBacktest = true) {
             await functoolsKit.sleep(SECOND_DELAY);
             continue;
         }
+        if (i === MAX_WAIT_SECONDS - 1) {
+            console.log("waitForReady timeout");
+        }
         break;
     }
 }

package/build/index.mjs

@@ -1,7 +1,7 @@
 import { createActivator } from 'di-kit';
 import { scoped } from 'di-scoped';
 import { singleton } from 'di-singleton';
-import { Subject, makeExtendable, singleshot, getErrorMessage, memoize, not, errorData, trycatch, retry, queued, sleep, randomString, str, isObject, ToolRegistry, typo, and, Source, resolveDocuments, timeout, TIMEOUT_SYMBOL as TIMEOUT_SYMBOL$1, compose, BehaviorSubject, waitForNext, singlerun } from 'functools-kit';
+import { Subject, BehaviorSubject, makeExtendable, singleshot, getErrorMessage, memoize, not, errorData, trycatch, retry, queued, sleep, randomString, str, isObject, ToolRegistry, typo, and, Source, resolveDocuments, timeout, TIMEOUT_SYMBOL as TIMEOUT_SYMBOL$2, compose, waitForNext, singlerun } from 'functools-kit';
 import * as fs from 'fs/promises';
 import fs__default from 'fs/promises';
 import path, { join, dirname } from 'path';
@@ -798,6 +798,13 @@ const beforeStartSubject = new Subject();
  * Emits when the engine has completed processing a signal.
  */
 const afterEndSubject = new Subject();
+/**
+ * Emitter for `@backtest-kit/cli`, which notifies the application
+ * that all modules have been initialized.
+ *
+ * Send entry absolute path to the consumer
+ */
+const entrySubject = new BehaviorSubject();
 
 var emitters = /*#__PURE__*/Object.freeze({
     __proto__: null,
@@ -809,6 +816,7 @@ var emitters = /*#__PURE__*/Object.freeze({
     doneBacktestSubject: doneBacktestSubject,
     doneLiveSubject: doneLiveSubject,
     doneWalkerSubject: doneWalkerSubject,
+    entrySubject: entrySubject,
     errorEmitter: errorEmitter,
     exitEmitter: exitEmitter,
     highestProfitSubject: highestProfitSubject,
@@ -6564,7 +6572,7 @@ const INTERVAL_MINUTES$8 = {
  * Used to indicate that the actual pendingAt will be set upon activation.
  */
 const SCHEDULED_SIGNAL_PENDING_MOCK = 0;
-const TIMEOUT_SYMBOL = Symbol('timeout');
+const TIMEOUT_SYMBOL$1 = Symbol('timeout');
 /**
  * Calls onSignalSync callback for signal-open event.
  *
@@ -6986,7 +6994,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
     const timeoutMs = GLOBAL_CONFIG.CC_MAX_SIGNAL_GENERATION_SECONDS * 1000;
     const signal = await Promise.race([
         self.params.getSignal(self.params.execution.context.symbol, self.params.execution.context.when, currentPrice),
-        sleep(timeoutMs).then(() => TIMEOUT_SYMBOL),
+        sleep(timeoutMs).then(() => TIMEOUT_SYMBOL$1),
     ]);
     if (typeof signal === "symbol") {
         throw new Error(`Timeout for ${self.params.method.context.strategyName} symbol=${self.params.execution.context.symbol}`);
@@ -23252,7 +23260,7 @@ class MarkdownFileBase {
             timestamp: getContextTimestamp(),
         }) + "\n";
         const status = await this[WRITE_SAFE_SYMBOL$1](line);
-        if (status === TIMEOUT_SYMBOL$1) {
+        if (status === TIMEOUT_SYMBOL$2) {
             throw new Error(`Timeout writing to markdown ${this.markdownName}`);
         }
     }
@@ -23545,7 +23553,7 @@ class ReportBase {
             timestamp: getContextTimestamp(),
         }) + "\n";
         const status = await this[WRITE_SAFE_SYMBOL$1](line);
-        if (status === TIMEOUT_SYMBOL$1) {
+        if (status === TIMEOUT_SYMBOL$2) {
             throw new Error(`Timeout writing to report ${this.reportName}`);
         }
     }
@@ -37561,8 +37569,9 @@ function getActionSchema(actionName) {
 }
 
 const WAIT_FOR_READY_METHOD_NAME = "init.waitForReady";
-const MAX_WAIT_SECONDS = 10;
+const MAX_WAIT_SECONDS = 45;
 const SECOND_DELAY = 1000;
+const TIMEOUT_SYMBOL = Symbol('timeout');
 /**
  * Blocks until the schema registries needed to start trading are populated.
  *
@@ -37600,6 +37609,18 @@ const SECOND_DELAY = 1000;
  */
 async function waitForReady(isBacktest = true) {
     backtest.loggerService.info(WAIT_FOR_READY_METHOD_NAME, { isBacktest });
+    if (entrySubject.data) {
+        return;
+    }
+    if (entrySubject.hasListeners) {
+        backtest.loggerService.debug(`${WAIT_FOR_READY_METHOD_NAME} waiting for entrySubject`);
+        const result = await Promise.race([
+            entrySubject.toPromise(),
+            sleep(MAX_WAIT_SECONDS * SECOND_DELAY).then(() => TIMEOUT_SYMBOL)
+        ]);
+        typeof result === "symbol" && console.log("waitForReady timeout");
+        return;
+    }
     for (let i = 0; i !== MAX_WAIT_SECONDS; i++) {
         const [exchangeList, frameList, strategyList] = await Promise.all([
             backtest.exchangeValidationService.list(),
@@ -37630,6 +37651,9 @@ async function waitForReady(isBacktest = true) {
             await sleep(SECOND_DELAY);
             continue;
         }
+        if (i === MAX_WAIT_SECONDS - 1) {
+            console.log("waitForReady timeout");
+        }
         break;
     }
 }
@@ -55421,7 +55445,7 @@ class LogJsonlUtils {
             await this[WAIT_FOR_INIT_SYMBOL]();
             const line = JSON.stringify(entry) + "\n";
             const status = await this[WRITE_SAFE_SYMBOL](line);
-            if (status === TIMEOUT_SYMBOL$1) {
+            if (status === TIMEOUT_SYMBOL$2) {
                 throw new Error(`LogJsonlUtils timeout writing to file=${this._filePath}`);
             }
         };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "10.2.0",
+  "version": "11.0.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1,6 +1,6 @@
 import * as di_scoped from 'di-scoped';
 import * as functools_kit from 'functools-kit';
-import { Subject } from 'functools-kit';
+import { Subject, BehaviorSubject } from 'functools-kit';
 import { WriteStream } from 'fs';
 
 /**
@@ -29091,6 +29091,13 @@ declare const beforeStartSubject: Subject<BeforeStartContract>;
  * Emits when the engine has completed processing a signal.
  */
 declare const afterEndSubject: Subject<AfterEndContract>;
+/**
+ * Emitter for `@backtest-kit/cli`, which notifies the application
+ * that all modules have been initialized.
+ *
+ * Send entry absolute path to the consumer
+ */
+declare const entrySubject: BehaviorSubject<string>;
 
 declare const emitters_activePingSubject: typeof activePingSubject;
 declare const emitters_afterEndSubject: typeof afterEndSubject;
@@ -29100,6 +29107,7 @@ declare const emitters_breakevenSubject: typeof breakevenSubject;
 declare const emitters_doneBacktestSubject: typeof doneBacktestSubject;
 declare const emitters_doneLiveSubject: typeof doneLiveSubject;
 declare const emitters_doneWalkerSubject: typeof doneWalkerSubject;
+declare const emitters_entrySubject: typeof entrySubject;
 declare const emitters_errorEmitter: typeof errorEmitter;
 declare const emitters_exitEmitter: typeof exitEmitter;
 declare const emitters_highestProfitSubject: typeof highestProfitSubject;
@@ -29124,7 +29132,7 @@ declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
 declare const emitters_walkerEmitter: typeof walkerEmitter;
 declare const emitters_walkerStopSubject: typeof walkerStopSubject;
 declare namespace emitters {
-  export { emitters_activePingSubject as activePingSubject, emitters_afterEndSubject as afterEndSubject, emitters_backtestScheduleOpenSubject as backtestScheduleOpenSubject, emitters_beforeStartSubject as beforeStartSubject, emitters_breakevenSubject as breakevenSubject, emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_highestProfitSubject as highestProfitSubject, emitters_idlePingSubject as idlePingSubject, emitters_maxDrawdownSubject as maxDrawdownSubject, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_schedulePingSubject as schedulePingSubject, emitters_shutdownEmitter as shutdownEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_signalNotifySubject as signalNotifySubject, emitters_strategyCommitSubject as strategyCommitSubject, emitters_syncSubject as syncSubject, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
+  export { emitters_activePingSubject as activePingSubject, emitters_afterEndSubject as afterEndSubject, emitters_backtestScheduleOpenSubject as backtestScheduleOpenSubject, emitters_beforeStartSubject as beforeStartSubject, emitters_breakevenSubject as breakevenSubject, emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_entrySubject as entrySubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_highestProfitSubject as highestProfitSubject, emitters_idlePingSubject as idlePingSubject, emitters_maxDrawdownSubject as maxDrawdownSubject, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_schedulePingSubject as schedulePingSubject, emitters_shutdownEmitter as shutdownEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_signalNotifySubject as signalNotifySubject, emitters_strategyCommitSubject as strategyCommitSubject, emitters_syncSubject as syncSubject, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
 }
 
 /**