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/package.json CHANGED
@@ -1,86 +1,86 @@
1
- {
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- "name": "backtest-kit",
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- "version": "11.8.0",
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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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+ {
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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": {
41
+ "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"
75
+ },
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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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+ }
package/types.d.ts CHANGED
@@ -73,6 +73,8 @@ type FrameInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "
73
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  interface IFrameParams extends IFrameSchema {
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  /** Logger service for debug output */
75
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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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  /**
78
80
  * Callbacks for frame lifecycle events.
@@ -113,8 +115,8 @@ interface IFrameSchema {
113
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  frameName: FrameName;
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  /** Optional developer note for documentation */
115
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  note?: string;
116
- /** Interval for timestamp generation */
117
- interval: FrameInterval;
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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) */
@@ -9718,6 +9720,42 @@ declare function getNextCandles(symbol: string, interval: CandleInterval, limit:
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9720
  */
9719
9721
  declare function getAggregatedTrades(symbol: string, limit?: number): Promise<IAggregatedTradeData[]>;
9720
9722
 
9723
+ /**
9724
+ * 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
9726
+ */
9727
+ interface IRuntimeRange {
9728
+ /** 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;
9732
+ }
9733
+ /**
9734
+ * Interface for runtime information returned by the RuntimeMetaService.
9735
+ * This includes the symbol being traded, the time range of the backtest, any additional info defined by the strategy,
9736
+ * and contextual information about the exchange, strategy, and frame being used.
9737
+ */
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+ interface IRuntimeInfo<Data extends RuntimeData = RuntimeData> {
9739
+ /** Trading pair symbol (e.g., "BTCUSDT") */
9740
+ symbol: string;
9741
+ /** Time range for the backtest, null if running in live mode */
9742
+ range: IRuntimeRange | null;
9743
+ /** Additional runtime information defined by the strategy, can be used for custom monitoring or reporting */
9744
+ info: Data | null;
9745
+ /** Contextual information about the current execution environment */
9746
+ context: {
9747
+ exchangeName: ExchangeName;
9748
+ strategyName: StrategyName;
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+ frameName: FrameName;
9750
+ };
9751
+ /** Timestamp of the current candle or tick */
9752
+ when: Date;
9753
+ /** Current market price for the symbol at the time of execution */
9754
+ currentPrice: number;
9755
+ /** Whether the strategy is running in backtest mode */
9756
+ backtest: boolean;
9757
+ }
9758
+
9721
9759
  /**
9722
9760
  * Gets the current date from execution context.
9723
9761
  *
@@ -9792,6 +9830,30 @@ declare function getSymbol(): Promise<string>;
9792
9830
  * ```
9793
9831
  */
9794
9832
  declare function getContext(): Promise<IMethodContext>;
9833
+ /**
9834
+ * Gets runtime information about the current execution environment.
9835
+ *
9836
+ * This includes details such as the current symbol, exchange, timeframe, strategy, and whether it's a backtest or live run.
9837
+ *
9838
+ * @returns Promise resolving to an object containing runtime information
9839
+ * @throws Error if method context or execution context is not active
9840
+ *
9841
+ * @example
9842
+ * ```typescript
9843
+ * const runtimeInfo = await getRuntimeInfo();
9844
+ * console.log(runtimeInfo);
9845
+ * // {
9846
+ * // symbol: "BTCUSDT",
9847
+ * // context: {,
9848
+ * // exchangeName: "Binance",
9849
+ * // frameName: "1m",
9850
+ * // strategyName: "MyStrategy",
9851
+ * // },
9852
+ * // backtest: false
9853
+ * // }
9854
+ * ```
9855
+ */
9856
+ declare function getRuntimeInfo<Data extends RuntimeData = RuntimeData>(): Promise<IRuntimeInfo<Data>>;
9795
9857
 
9796
9858
  type Dispatch$1<Value extends object = object> = (value: Value) => Value | Promise<Value>;
9797
9859
  /**
@@ -26250,42 +26312,6 @@ declare class IntervalUtils {
26250
26312
  */
26251
26313
  declare const Interval: IntervalUtils;
26252
26314
 
26253
- /**
26254
- * Interface for runtime information and range used in backtesting and strategy execution.
26255
- * The interface defines the time range for the backtest while executing a strategy in backtest mode
26256
- */
26257
- interface IRuntimeRange {
26258
- /** Start date of the runtime range */
26259
- from: Date;
26260
- /** End date of the runtime range */
26261
- to: Date;
26262
- }
26263
- /**
26264
- * Interface for runtime information returned by the RuntimeMetaService.
26265
- * This includes the symbol being traded, the time range of the backtest, any additional info defined by the strategy,
26266
- * and contextual information about the exchange, strategy, and frame being used.
26267
- */
26268
- interface IRuntimeInfo<Data extends RuntimeData = RuntimeData> {
26269
- /** Trading pair symbol (e.g., "BTCUSDT") */
26270
- symbol: string;
26271
- /** Time range for the backtest, null if running in live mode */
26272
- range: IRuntimeRange | null;
26273
- /** Additional runtime information defined by the strategy, can be used for custom monitoring or reporting */
26274
- info: Data | null;
26275
- /** Contextual information about the current execution environment */
26276
- context: {
26277
- exchangeName: ExchangeName;
26278
- strategyName: StrategyName;
26279
- frameName: FrameName;
26280
- };
26281
- /** Timestamp of the current candle or tick */
26282
- when: Date;
26283
- /** Current market price for the symbol at the time of execution */
26284
- currentPrice: number;
26285
- /** Whether the strategy is running in backtest mode */
26286
- backtest: boolean;
26287
- }
26288
-
26289
26315
  /**
26290
26316
  * Callback signature for a cron entry handler.
26291
26317
  *
@@ -33138,6 +33164,7 @@ declare class StrategyCoreService implements TStrategy {
33138
33164
  private readonly strategyValidationService;
33139
33165
  private readonly exchangeValidationService;
33140
33166
  private readonly frameValidationService;
33167
+ private readonly actionValidationService;
33141
33168
  /**
33142
33169
  * Validates strategy and associated risk configuration.
33143
33170
  *
@@ -34782,6 +34809,18 @@ declare class WalkerCommandService implements TWalkerLogicPublicService {
34782
34809
  private readonly strategySchemaService;
34783
34810
  private readonly riskValidationService;
34784
34811
  private readonly actionValidationService;
34812
+ /**
34813
+ * Validates walker and associated strategy configurations.
34814
+ * Memoized to avoid redundant validations for the same walker-exchange-frame combination.
34815
+ *
34816
+ * Strategy/risk/action validation is performed explicitly here in addition to the
34817
+ * cascade inside WalkerValidationService — this is critical-path code and the
34818
+ * redundant check is intentional defense-in-depth.
34819
+ *
34820
+ * @param context - Context with walkerName, exchangeName and frameName
34821
+ * @param methodName - Name of the calling method for error tracking
34822
+ */
34823
+ private validate;
34785
34824
  /**
34786
34825
  * Runs walker comparison for a symbol with context propagation.
34787
34826
  *
@@ -35177,6 +35216,14 @@ declare class LiveCommandService implements TLiveLogicPublicService {
35177
35216
  private readonly strategySchemaService;
35178
35217
  private readonly riskValidationService;
35179
35218
  private readonly actionValidationService;
35219
+ /**
35220
+ * Validates strategy and associated risk configuration.
35221
+ * Memoized to avoid redundant validations for the same strategy-exchange combination.
35222
+ *
35223
+ * @param context - Context with strategyName, exchangeName
35224
+ * @param methodName - Name of the calling method for error tracking
35225
+ */
35226
+ private validate;
35180
35227
  /**
35181
35228
  * Runs live trading for a symbol with context propagation.
35182
35229
  *
@@ -35225,6 +35272,14 @@ declare class BacktestCommandService implements TBacktestLogicPublicService {
35225
35272
  private readonly strategyValidationService;
35226
35273
  private readonly exchangeValidationService;
35227
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
35280
+ * @param methodName - Name of the calling method for error tracking
35281
+ */
35282
+ private validate;
35228
35283
  /**
35229
35284
  * Runs backtest for a symbol with context propagation.
35230
35285
  *
@@ -35461,6 +35516,36 @@ declare class WalkerValidationService {
35461
35516
  * Injected logger service instance
35462
35517
  */
35463
35518
  private readonly loggerService;
35519
+ /**
35520
+ * @private
35521
+ * @readonly
35522
+ * Injected walker schema service instance
35523
+ */
35524
+ private readonly walkerSchemaService;
35525
+ /**
35526
+ * @private
35527
+ * @readonly
35528
+ * Injected strategy validation service instance
35529
+ */
35530
+ private readonly strategyValidationService;
35531
+ /**
35532
+ * @private
35533
+ * @readonly
35534
+ * Injected strategy schema service instance
35535
+ */
35536
+ private readonly strategySchemaService;
35537
+ /**
35538
+ * @private
35539
+ * @readonly
35540
+ * Injected risk validation service instance
35541
+ */
35542
+ private readonly riskValidationService;
35543
+ /**
35544
+ * @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 };
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+ 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 };