backtest-kit 11.8.0 → 11.9.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/LICENSE +21 -21
- package/README.md +1996 -1996
- package/build/index.cjs +247 -81
- package/build/index.mjs +247 -82
- package/package.json +86 -86
- package/types.d.ts +136 -40
package/package.json
CHANGED
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@@ -1,86 +1,86 @@
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{
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"name": "backtest-kit",
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"version": "11.
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"description": "A TypeScript library for trading system backtest",
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"author": {
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"name": "Petr Tripolsky",
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"email": "tripolskypetr@gmail.com",
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"url": "https://github.com/tripolskypetr"
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},
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"funding": {
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"type": "individual",
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"url": "http://paypal.me/tripolskypetr"
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},
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"license": "MIT",
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"homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
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"keywords": [
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"backtesting",
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"backtest",
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"finance",
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"trading",
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"candles",
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"indicators",
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"multi value",
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"multi symbol",
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"framework"
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],
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"files": [
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"build",
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"types.d.ts",
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"README.md"
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],
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"repository": {
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"type": "git",
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"url": "https://github.com/tripolskypetr/backtest-kit",
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"documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
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},
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"bugs": {
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"url": "https://github.com/tripolskypetr/backtest-kit/issues"
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},
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"scripts": {
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"build": "rollup -c",
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"test": "npm run build && node ./test/index.mjs",
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"build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
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"docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
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"docs:uml": "npm run build && node ./scripts/uml.mjs",
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"docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
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"repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
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},
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"main": "build/index.cjs",
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"module": "build/index.mjs",
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"source": "src/index.ts",
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"types": "./types.d.ts",
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"exports": {
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"require": "./build/index.cjs",
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"types": "./types.d.ts",
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"import": "./build/index.mjs",
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"default": "./build/index.cjs"
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},
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"devDependencies": {
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"@rollup/plugin-typescript": "11.1.6",
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"@types/node": "22.9.0",
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"glob": "11.0.1",
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"plantuml": "0.0.2",
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"rimraf": "6.0.1",
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"rollup": "3.29.5",
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"rollup-plugin-dts": "6.1.1",
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"rollup-plugin-peer-deps-external": "2.2.4",
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"ts-morph": "27.0.2",
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"tslib": "2.7.0",
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"typedoc": "0.27.9",
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"worker-testbed": "2.0.0"
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},
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"peerDependencies": {
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"typescript": "^5.0.0"
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},
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"dependencies": {
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"di-kit": "^1.1.1",
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"di-scoped": "^1.0.21",
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"di-singleton": "^1.0.5",
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"functools-kit": "^2.3.0",
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"get-moment-stamp": "^2.0.0"
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},
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"publishConfig": {
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"access": "public"
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}
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}
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{
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"name": "backtest-kit",
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"version": "11.9.0",
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"description": "A TypeScript library for trading system backtest",
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"author": {
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"name": "Petr Tripolsky",
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"email": "tripolskypetr@gmail.com",
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"url": "https://github.com/tripolskypetr"
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},
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"funding": {
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"type": "individual",
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"url": "http://paypal.me/tripolskypetr"
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},
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"license": "MIT",
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"homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
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"keywords": [
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"backtesting",
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"backtest",
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"finance",
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"trading",
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"candles",
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"indicators",
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"multi value",
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"multi symbol",
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"framework"
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],
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"files": [
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"build",
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"types.d.ts",
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"README.md"
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],
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"repository": {
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"type": "git",
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"url": "https://github.com/tripolskypetr/backtest-kit",
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"documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
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},
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"bugs": {
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"url": "https://github.com/tripolskypetr/backtest-kit/issues"
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},
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"scripts": {
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"build": "rollup -c",
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"test": "npm run build && node ./test/index.mjs",
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"build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
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"docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
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"docs:uml": "npm run build && node ./scripts/uml.mjs",
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"docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
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"repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
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},
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"main": "build/index.cjs",
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"module": "build/index.mjs",
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"source": "src/index.ts",
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"types": "./types.d.ts",
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"exports": {
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"require": "./build/index.cjs",
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"types": "./types.d.ts",
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"import": "./build/index.mjs",
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"default": "./build/index.cjs"
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},
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"devDependencies": {
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"@rollup/plugin-typescript": "11.1.6",
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"@types/node": "22.9.0",
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"glob": "11.0.1",
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"plantuml": "0.0.2",
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"rimraf": "6.0.1",
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"rollup": "3.29.5",
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"rollup-plugin-dts": "6.1.1",
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"rollup-plugin-peer-deps-external": "2.2.4",
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"ts-morph": "27.0.2",
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"tslib": "2.7.0",
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"typedoc": "0.27.9",
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"worker-testbed": "2.0.0"
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},
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"peerDependencies": {
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"typescript": "^5.0.0"
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},
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"dependencies": {
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"di-kit": "^1.1.1",
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"di-scoped": "^1.0.21",
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"di-singleton": "^1.0.5",
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"functools-kit": "^2.3.0",
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"get-moment-stamp": "^2.0.0"
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},
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"publishConfig": {
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"access": "public"
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}
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}
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package/types.d.ts
CHANGED
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@@ -73,6 +73,8 @@ type FrameInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "
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interface IFrameParams extends IFrameSchema {
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/** Logger service for debug output */
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logger: ILogger;
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/** Frame name for identification */
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interval: FrameInterval;
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}
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/**
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* Callbacks for frame lifecycle events.
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frameName: FrameName;
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/** Optional developer note for documentation */
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note?: string;
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/** Interval for
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interval
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/** Interval for time range generation. Defaults to "1m" if not specified */
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interval?: FrameInterval;
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/** Start of backtest period (inclusive) */
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startDate: Date;
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/** End of backtest period (inclusive) */
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@@ -9718,6 +9720,42 @@ declare function getNextCandles(symbol: string, interval: CandleInterval, limit:
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*/
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declare function getAggregatedTrades(symbol: string, limit?: number): Promise<IAggregatedTradeData[]>;
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/**
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* Interface for runtime information and range used in backtesting and strategy execution.
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* The interface defines the time range for the backtest while executing a strategy in backtest mode
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*/
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interface IRuntimeRange {
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/** Start date of the runtime range */
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from: Date;
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/** End date of the runtime range */
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to: Date;
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}
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/**
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* Interface for runtime information returned by the RuntimeMetaService.
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* This includes the symbol being traded, the time range of the backtest, any additional info defined by the strategy,
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* and contextual information about the exchange, strategy, and frame being used.
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*/
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interface IRuntimeInfo<Data extends RuntimeData = RuntimeData> {
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/** Trading pair symbol (e.g., "BTCUSDT") */
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symbol: string;
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/** Time range for the backtest, null if running in live mode */
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range: IRuntimeRange | null;
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/** Additional runtime information defined by the strategy, can be used for custom monitoring or reporting */
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info: Data | null;
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/** Contextual information about the current execution environment */
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context: {
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exchangeName: ExchangeName;
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strategyName: StrategyName;
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frameName: FrameName;
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};
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/** Timestamp of the current candle or tick */
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when: Date;
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/** Current market price for the symbol at the time of execution */
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currentPrice: number;
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/** Whether the strategy is running in backtest mode */
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backtest: boolean;
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}
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/**
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* Gets the current date from execution context.
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*
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@@ -9792,6 +9830,30 @@ declare function getSymbol(): Promise<string>;
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* ```
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*/
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declare function getContext(): Promise<IMethodContext>;
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/**
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* Gets runtime information about the current execution environment.
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*
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* This includes details such as the current symbol, exchange, timeframe, strategy, and whether it's a backtest or live run.
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*
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* @returns Promise resolving to an object containing runtime information
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* @throws Error if method context or execution context is not active
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*
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* @example
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* ```typescript
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* const runtimeInfo = await getRuntimeInfo();
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* console.log(runtimeInfo);
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* // {
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* // symbol: "BTCUSDT",
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* // context: {,
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* // exchangeName: "Binance",
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* // frameName: "1m",
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* // strategyName: "MyStrategy",
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* // },
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* // backtest: false
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* // }
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* ```
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*/
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declare function getRuntimeInfo<Data extends RuntimeData = RuntimeData>(): Promise<IRuntimeInfo<Data>>;
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type Dispatch$1<Value extends object = object> = (value: Value) => Value | Promise<Value>;
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/**
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*/
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declare const Interval: IntervalUtils;
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/**
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* Interface for runtime information and range used in backtesting and strategy execution.
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* The interface defines the time range for the backtest while executing a strategy in backtest mode
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*/
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interface IRuntimeRange {
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/** Start date of the runtime range */
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from: Date;
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/** End date of the runtime range */
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to: Date;
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}
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/**
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* Interface for runtime information returned by the RuntimeMetaService.
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* This includes the symbol being traded, the time range of the backtest, any additional info defined by the strategy,
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* and contextual information about the exchange, strategy, and frame being used.
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*/
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interface IRuntimeInfo<Data extends RuntimeData = RuntimeData> {
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/** Trading pair symbol (e.g., "BTCUSDT") */
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symbol: string;
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/** Time range for the backtest, null if running in live mode */
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range: IRuntimeRange | null;
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/** Additional runtime information defined by the strategy, can be used for custom monitoring or reporting */
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info: Data | null;
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/** Contextual information about the current execution environment */
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26276
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context: {
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exchangeName: ExchangeName;
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26278
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strategyName: StrategyName;
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26279
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frameName: FrameName;
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};
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26281
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/** Timestamp of the current candle or tick */
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26282
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when: Date;
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26283
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/** Current market price for the symbol at the time of execution */
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26284
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currentPrice: number;
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|
-
/** Whether the strategy is running in backtest mode */
|
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|
-
backtest: boolean;
|
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-
}
|
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-
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|
/**
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|
* Callback signature for a cron entry handler.
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*
|
|
@@ -33138,6 +33164,7 @@ declare class StrategyCoreService implements TStrategy {
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|
private readonly strategyValidationService;
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|
33139
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|
private readonly exchangeValidationService;
|
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|
private readonly frameValidationService;
|
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|
+
private readonly actionValidationService;
|
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|
/**
|
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|
* Validates strategy and associated risk configuration.
|
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|
*
|
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@@ -34782,6 +34809,18 @@ declare class WalkerCommandService implements TWalkerLogicPublicService {
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|
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|
private readonly strategySchemaService;
|
|
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|
private readonly riskValidationService;
|
|
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|
private readonly actionValidationService;
|
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|
+
/**
|
|
34813
|
+
* Validates walker and associated strategy configurations.
|
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34814
|
+
* Memoized to avoid redundant validations for the same walker-exchange-frame combination.
|
|
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|
+
*
|
|
34816
|
+
* Strategy/risk/action validation is performed explicitly here in addition to the
|
|
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|
+
* cascade inside WalkerValidationService — this is critical-path code and the
|
|
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|
+
* redundant check is intentional defense-in-depth.
|
|
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|
+
*
|
|
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|
+
* @param context - Context with walkerName, exchangeName and frameName
|
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|
+
* @param methodName - Name of the calling method for error tracking
|
|
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|
+
*/
|
|
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|
+
private validate;
|
|
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|
/**
|
|
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34825
|
* Runs walker comparison for a symbol with context propagation.
|
|
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|
*
|
|
@@ -35177,6 +35216,14 @@ declare class LiveCommandService implements TLiveLogicPublicService {
|
|
|
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|
private readonly strategySchemaService;
|
|
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35217
|
private readonly riskValidationService;
|
|
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|
private readonly actionValidationService;
|
|
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|
+
/**
|
|
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|
+
* Validates strategy and associated risk configuration.
|
|
35221
|
+
* Memoized to avoid redundant validations for the same strategy-exchange combination.
|
|
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|
+
*
|
|
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|
+
* @param context - Context with strategyName, exchangeName
|
|
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|
+
* @param methodName - Name of the calling method for error tracking
|
|
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|
+
*/
|
|
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|
+
private validate;
|
|
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35227
|
/**
|
|
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35228
|
* Runs live trading for a symbol with context propagation.
|
|
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|
*
|
|
@@ -35225,6 +35272,14 @@ declare class BacktestCommandService implements TBacktestLogicPublicService {
|
|
|
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35272
|
private readonly strategyValidationService;
|
|
35226
35273
|
private readonly exchangeValidationService;
|
|
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35274
|
private readonly frameValidationService;
|
|
35275
|
+
/**
|
|
35276
|
+
* Validates strategy and associated risk configuration.
|
|
35277
|
+
* Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
|
|
35278
|
+
*
|
|
35279
|
+
* @param context - Context with strategyName, exchangeName and frameName
|
|
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|
+
* @param methodName - Name of the calling method for error tracking
|
|
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|
+
*/
|
|
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|
+
private validate;
|
|
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35283
|
/**
|
|
35229
35284
|
* Runs backtest for a symbol with context propagation.
|
|
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35285
|
*
|
|
@@ -35461,6 +35516,36 @@ declare class WalkerValidationService {
|
|
|
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35516
|
* Injected logger service instance
|
|
35462
35517
|
*/
|
|
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35518
|
private readonly loggerService;
|
|
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|
+
/**
|
|
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|
+
* @private
|
|
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|
+
* @readonly
|
|
35522
|
+
* Injected walker schema service instance
|
|
35523
|
+
*/
|
|
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|
+
private readonly walkerSchemaService;
|
|
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|
+
/**
|
|
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|
+
* @private
|
|
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|
+
* @readonly
|
|
35528
|
+
* Injected strategy validation service instance
|
|
35529
|
+
*/
|
|
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|
+
private readonly strategyValidationService;
|
|
35531
|
+
/**
|
|
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|
+
* @private
|
|
35533
|
+
* @readonly
|
|
35534
|
+
* Injected strategy schema service instance
|
|
35535
|
+
*/
|
|
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|
+
private readonly strategySchemaService;
|
|
35537
|
+
/**
|
|
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|
+
* @private
|
|
35539
|
+
* @readonly
|
|
35540
|
+
* Injected risk validation service instance
|
|
35541
|
+
*/
|
|
35542
|
+
private readonly riskValidationService;
|
|
35543
|
+
/**
|
|
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|
+
* @private
|
|
35545
|
+
* @readonly
|
|
35546
|
+
* Injected action validation service instance
|
|
35547
|
+
*/
|
|
35548
|
+
private readonly actionValidationService;
|
|
35464
35549
|
/**
|
|
35465
35550
|
* @private
|
|
35466
35551
|
* Map storing walker schemas by walker name
|
|
@@ -35473,9 +35558,12 @@ declare class WalkerValidationService {
|
|
|
35473
35558
|
*/
|
|
35474
35559
|
addWalker: (walkerName: WalkerName, walkerSchema: IWalkerSchema) => void;
|
|
35475
35560
|
/**
|
|
35476
|
-
* Validates the existence of a walker
|
|
35561
|
+
* Validates the existence of a walker and its associated strategy configurations.
|
|
35562
|
+
* Each strategy referenced by the walker is validated via StrategyValidationService,
|
|
35563
|
+
* which in turn validates the strategy's risk profiles and actions.
|
|
35477
35564
|
* @public
|
|
35478
35565
|
* @throws {Error} If walkerName is not found
|
|
35566
|
+
* @throws {Error} If any referenced strategy (or its risk/actions) is invalid
|
|
35479
35567
|
* Memoized function to cache validation results
|
|
35480
35568
|
*/
|
|
35481
35569
|
validate: (walkerName: WalkerName, source: string) => void;
|
|
@@ -35724,6 +35812,10 @@ declare class PartialGlobalService implements TPartial {
|
|
|
35724
35812
|
* Frame validation service for validating frame existence.
|
|
35725
35813
|
*/
|
|
35726
35814
|
private readonly frameValidationService;
|
|
35815
|
+
/**
|
|
35816
|
+
* Action validation service for validating action existence.
|
|
35817
|
+
*/
|
|
35818
|
+
private readonly actionValidationService;
|
|
35727
35819
|
/**
|
|
35728
35820
|
* Validates strategy and associated risk configuration.
|
|
35729
35821
|
* Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
|
|
@@ -35841,6 +35933,10 @@ declare class BreakevenGlobalService implements TBreakeven {
|
|
|
35841
35933
|
* Frame validation service for validating frame existence.
|
|
35842
35934
|
*/
|
|
35843
35935
|
private readonly frameValidationService;
|
|
35936
|
+
/**
|
|
35937
|
+
* Action validation service for validating frame existence.
|
|
35938
|
+
*/
|
|
35939
|
+
private readonly actionValidationService;
|
|
35844
35940
|
/**
|
|
35845
35941
|
* Validates strategy and associated risk configuration.
|
|
35846
35942
|
* Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
|
|
@@ -37171,4 +37267,4 @@ declare const getTotalClosed: (signal: Signal) => {
|
|
|
37171
37267
|
remainingCostBasis: number;
|
|
37172
37268
|
};
|
|
37173
37269
|
|
|
37174
|
-
export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AfterEndContract, type AverageBuyCommit, type AverageBuyCommitNotification, Backtest, type BacktestStatisticsModel, type BeforeStartContract, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, type BreakevenEvent, type BreakevenStatisticsModel, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, Cache, type CancelScheduledCommit, type CancelScheduledCommitNotification, type CandleData, type CandleInterval, type ClosePendingCommit, type ClosePendingCommitNotification, type ColumnConfig, type ColumnModel, type CommitPayload, Constant, type CriticalErrorNotification, Cron, type CronCallback, type CronEntry, type CronHandle, type DoneContract, Dump, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type IBroker, type ICandleData, type ICommitRow, type IDumpContext, type IDumpInstance, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type IMemoryInstance, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPersistBreakevenInstance, type IPersistCandleInstance, type IPersistIntervalInstance, type IPersistLogInstance, type IPersistMeasureInstance, type IPersistMemoryInstance, type IPersistNotificationInstance, type IPersistPartialInstance, type IPersistRecentInstance, type IPersistRiskInstance, type IPersistScheduleInstance, type IPersistSessionInstance, type IPersistSignalInstance, type IPersistStateInstance, type IPersistStorageInstance, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IRecentUtils, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IRuntimeInfo, type IRuntimeRange, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISessionInstance, type ISignalDto, type ISignalIntervalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStateInstance, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type IdlePingContract, type InfoErrorNotification, Interval, type IntervalData, Live, type LiveStatisticsModel, Log, type LogData, Lookup, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MarkdownWriter, MaxDrawdown, type MaxDrawdownContract, type MaxDrawdownEvent, type MaxDrawdownStatisticsModel, type MeasureData, Memory, MemoryBacktest, MemoryBacktestAdapter, type MemoryData, MemoryLive, MemoryLiveAdapter, type MessageModel, type MessageRole, type MessageToolCall, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistBreakevenInstance, PersistCandleAdapter, PersistCandleInstance, PersistIntervalAdapter, PersistIntervalInstance, PersistLogAdapter, PersistLogInstance, PersistMeasureAdapter, PersistMeasureInstance, PersistMemoryAdapter, PersistMemoryInstance, PersistNotificationAdapter, PersistNotificationInstance, PersistPartialAdapter, PersistPartialInstance, PersistRecentAdapter, PersistRecentInstance, PersistRiskAdapter, PersistRiskInstance, PersistScheduleAdapter, PersistScheduleInstance, PersistSessionAdapter, PersistSessionInstance, PersistSignalAdapter, PersistSignalInstance, PersistStateAdapter, PersistStateInstance, PersistStorageAdapter, PersistStorageInstance, Position, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Recent, RecentBacktest, type RecentData, RecentLive, Reflect, Report, ReportBase, type ReportName, ReportWriter, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, type RuntimeData, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, Session, SessionBacktest, type SessionData, SessionLive, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInfoContract, type SignalInfoNotification, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, State, StateBacktest, StateBacktestAdapter, type StateData, StateLive, StateLiveAdapter, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, System, type TBrokerCtor, type TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TPersistBreakevenInstanceCtor, type TPersistCandleInstanceCtor, type TPersistIntervalInstanceCtor, type TPersistLogInstanceCtor, type TPersistMeasureInstanceCtor, type TPersistMemoryInstanceCtor, type TPersistNotificationInstanceCtor, type TPersistPartialInstanceCtor, type TPersistRecentInstanceCtor, type TPersistRiskInstanceCtor, type TPersistScheduleInstanceCtor, type TPersistSessionInstanceCtor, type TPersistSignalInstanceCtor, type TPersistStateInstanceCtor, type TPersistStorageInstanceCtor, type TRecentUtilsCtor, type TReportBase, type TSessionInstanceCtor, type TStateInstanceCtor, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, beginContext, beginTime, cacheCandles, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitSignalNotify, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, createSignalState, dumpAgentAnswer, dumpError, dumpJson, dumpRecord, dumpTable, dumpText, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getClosePrice, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getLatestSignal, getMaxDrawdownDistancePnlCost, getMaxDrawdownDistancePnlPercentage, getMinutesSinceLatestSignalCreated, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionActiveMinutes, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestMaxDrawdownPnlCost, getPositionHighestMaxDrawdownPnlPercentage, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitDistancePnlCost, getPositionHighestProfitDistancePnlPercentage, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getPositionWaitingMinutes, getRawCandles, getRiskSchema, getScheduledSignal, getSessionData, getSignalState, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasNoPendingSignal, hasNoScheduledSignal, hasTradeContext, intervalStepMs, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listMemory, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenAfterEnd, listenAfterEndOnce, listenBacktestProgress, listenBeforeStart, listenBeforeStartOnce, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenIdlePing, listenIdlePingOnce, listenMaxDrawdown, listenMaxDrawdownOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalNotify, listenSignalNotifyOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, runInMockContext, searchMemory, set, setColumns, setConfig, setLogger, setSessionData, setSignalState, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toPlainString, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, waitForReady, warmCandles, writeMemory };
|
|
37270
|
+
export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AfterEndContract, type AverageBuyCommit, type AverageBuyCommitNotification, Backtest, type BacktestStatisticsModel, type BeforeStartContract, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, type BreakevenEvent, type BreakevenStatisticsModel, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, Cache, type CancelScheduledCommit, type CancelScheduledCommitNotification, type CandleData, type CandleInterval, type ClosePendingCommit, type ClosePendingCommitNotification, type ColumnConfig, type ColumnModel, type CommitPayload, Constant, type CriticalErrorNotification, Cron, type CronCallback, type CronEntry, type CronHandle, type DoneContract, Dump, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type IBroker, type ICandleData, type ICommitRow, type IDumpContext, type IDumpInstance, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type IMemoryInstance, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPersistBreakevenInstance, type IPersistCandleInstance, type IPersistIntervalInstance, type IPersistLogInstance, type IPersistMeasureInstance, type IPersistMemoryInstance, type IPersistNotificationInstance, type IPersistPartialInstance, type IPersistRecentInstance, type IPersistRiskInstance, type IPersistScheduleInstance, type IPersistSessionInstance, type IPersistSignalInstance, type IPersistStateInstance, type IPersistStorageInstance, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IRecentUtils, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IRuntimeInfo, type IRuntimeRange, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISessionInstance, type ISignalDto, type ISignalIntervalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStateInstance, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type IdlePingContract, type InfoErrorNotification, Interval, type IntervalData, Live, type LiveStatisticsModel, Log, type LogData, Lookup, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MarkdownWriter, MaxDrawdown, type MaxDrawdownContract, type MaxDrawdownEvent, type MaxDrawdownStatisticsModel, type MeasureData, Memory, MemoryBacktest, MemoryBacktestAdapter, type MemoryData, MemoryLive, MemoryLiveAdapter, type MessageModel, type MessageRole, type MessageToolCall, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistBreakevenInstance, PersistCandleAdapter, PersistCandleInstance, PersistIntervalAdapter, PersistIntervalInstance, PersistLogAdapter, PersistLogInstance, PersistMeasureAdapter, PersistMeasureInstance, PersistMemoryAdapter, PersistMemoryInstance, PersistNotificationAdapter, PersistNotificationInstance, PersistPartialAdapter, PersistPartialInstance, PersistRecentAdapter, PersistRecentInstance, PersistRiskAdapter, PersistRiskInstance, PersistScheduleAdapter, PersistScheduleInstance, PersistSessionAdapter, PersistSessionInstance, PersistSignalAdapter, PersistSignalInstance, PersistStateAdapter, PersistStateInstance, PersistStorageAdapter, PersistStorageInstance, Position, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Recent, RecentBacktest, type RecentData, RecentLive, Reflect, Report, ReportBase, type ReportName, ReportWriter, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, type RuntimeData, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, Session, SessionBacktest, type SessionData, SessionLive, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInfoContract, type SignalInfoNotification, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, State, StateBacktest, StateBacktestAdapter, type StateData, StateLive, StateLiveAdapter, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, System, type TBrokerCtor, type TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TPersistBreakevenInstanceCtor, type TPersistCandleInstanceCtor, type TPersistIntervalInstanceCtor, type TPersistLogInstanceCtor, type TPersistMeasureInstanceCtor, type TPersistMemoryInstanceCtor, type TPersistNotificationInstanceCtor, type TPersistPartialInstanceCtor, type TPersistRecentInstanceCtor, type TPersistRiskInstanceCtor, type TPersistScheduleInstanceCtor, type TPersistSessionInstanceCtor, type TPersistSignalInstanceCtor, type TPersistStateInstanceCtor, type TPersistStorageInstanceCtor, type TRecentUtilsCtor, type TReportBase, type TSessionInstanceCtor, type TStateInstanceCtor, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, beginContext, beginTime, cacheCandles, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitSignalNotify, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, createSignalState, dumpAgentAnswer, dumpError, dumpJson, dumpRecord, dumpTable, dumpText, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getClosePrice, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getLatestSignal, getMaxDrawdownDistancePnlCost, getMaxDrawdownDistancePnlPercentage, getMinutesSinceLatestSignalCreated, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionActiveMinutes, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestMaxDrawdownPnlCost, getPositionHighestMaxDrawdownPnlPercentage, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitDistancePnlCost, getPositionHighestProfitDistancePnlPercentage, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getPositionWaitingMinutes, getRawCandles, getRiskSchema, getRuntimeInfo, getScheduledSignal, getSessionData, getSignalState, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasNoPendingSignal, hasNoScheduledSignal, hasTradeContext, intervalStepMs, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listMemory, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenAfterEnd, listenAfterEndOnce, listenBacktestProgress, listenBeforeStart, listenBeforeStartOnce, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenIdlePing, listenIdlePingOnce, listenMaxDrawdown, listenMaxDrawdownOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalNotify, listenSignalNotifyOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, runInMockContext, searchMemory, set, setColumns, setConfig, setLogger, setSessionData, setSignalState, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toPlainString, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, waitForReady, warmCandles, writeMemory };
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