backtest-kit 11.8.0 → 12.0.0

package/build/index.cjs

@@ -4681,7 +4681,7 @@ const LOGGER_SERVICE$8 = new LoggerService();
  * @param backtest - `true` for backtest, `false` for live.
  * @returns Colon-joined composite key.
  */
-const CREATE_KEY_FN$y = (symbol, strategyName, exchangeName, frameName, backtest) => {
+const CREATE_KEY_FN$B = (symbol, strategyName, exchangeName, frameName, backtest) => {
     const parts = [symbol, strategyName, exchangeName];
     if (frameName)
         parts.push(frameName);
@@ -4724,7 +4724,7 @@ class LookupUtils {
             LOGGER_SERVICE$8.info(METHOD_NAME_ADD_ACTIVITY, {
                 activity,
             });
-            const key = CREATE_KEY_FN$y(activity.symbol, activity.context.strategyName, activity.context.exchangeName, activity.context.frameName, activity.backtest);
+            const key = CREATE_KEY_FN$B(activity.symbol, activity.context.strategyName, activity.context.exchangeName, activity.context.frameName, activity.backtest);
             this._lookupMap.set(key, activity);
         };
         /**
@@ -4738,7 +4738,7 @@ class LookupUtils {
             LOGGER_SERVICE$8.info(METHOD_NAME_REMOVE_ACTIVITY, {
                 activity,
             });
-            const key = CREATE_KEY_FN$y(activity.symbol, activity.context.strategyName, activity.context.exchangeName, activity.context.frameName, activity.backtest);
+            const key = CREATE_KEY_FN$B(activity.symbol, activity.context.strategyName, activity.context.exchangeName, activity.context.frameName, activity.backtest);
             this._lookupMap.delete(key);
         };
         /**
@@ -12356,7 +12356,7 @@ const GET_RISK_FN = (dto, backtest, exchangeName, frameName, self) => {
  * @param backtest - Whether running in backtest mode
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$x = (symbol, strategyName, exchangeName, frameName, backtest) => {
+const CREATE_KEY_FN$A = (symbol, strategyName, exchangeName, frameName, backtest) => {
     const parts = [symbol, strategyName, exchangeName];
     if (frameName)
         parts.push(frameName);
@@ -12658,7 +12658,7 @@ class StrategyConnectionService {
          * @param backtest - Whether running in backtest mode
          * @returns Configured ClientStrategy instance
          */
-        this.getStrategy = functoolsKit.memoize(([symbol, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$x(symbol, strategyName, exchangeName, frameName, backtest), (symbol, strategyName, exchangeName, frameName, backtest) => {
+        this.getStrategy = functoolsKit.memoize(([symbol, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$A(symbol, strategyName, exchangeName, frameName, backtest), (symbol, strategyName, exchangeName, frameName, backtest) => {
             const { riskName = "", riskList = [], getSignal, interval = STRATEGY_DEFAULT_INTERVAL, callbacks, } = this.strategySchemaService.get(strategyName);
             return new ClientStrategy({
                 symbol,
@@ -13620,7 +13620,7 @@ class StrategyConnectionService {
                 }
                 return;
             }
-            const key = CREATE_KEY_FN$x(payload.symbol, payload.strategyName, payload.exchangeName, payload.frameName, payload.backtest);
+            const key = CREATE_KEY_FN$A(payload.symbol, payload.strategyName, payload.exchangeName, payload.frameName, payload.backtest);
             if (!this.getStrategy.has(key)) {
                 return;
             }
@@ -14166,6 +14166,7 @@ class ClientFrame {
     }
 }
 
+const DEFAULT_INTERVAL = "1m";
 /**
  * Connection service routing frame operations to correct ClientFrame instance.
  *
@@ -14209,7 +14210,7 @@ class FrameConnectionService {
                 logger: this.loggerService,
                 startDate,
                 endDate,
-                interval,
+                interval: interval || DEFAULT_INTERVAL,
                 callbacks,
             });
         });
@@ -14868,7 +14869,7 @@ class ClientRisk {
  * @param backtest - Whether running in backtest mode
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$w = (riskName, exchangeName, frameName, backtest) => {
+const CREATE_KEY_FN$z = (riskName, exchangeName, frameName, backtest) => {
     const parts = [riskName, exchangeName];
     if (frameName)
         parts.push(frameName);
@@ -14968,7 +14969,7 @@ class RiskConnectionService {
          * @param backtest - True if backtest mode, false if live mode
          * @returns Configured ClientRisk instance
          */
-        this.getRisk = functoolsKit.memoize(([riskName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$w(riskName, exchangeName, frameName, backtest), (riskName, exchangeName, frameName, backtest) => {
+        this.getRisk = functoolsKit.memoize(([riskName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$z(riskName, exchangeName, frameName, backtest), (riskName, exchangeName, frameName, backtest) => {
             const schema = this.riskSchemaService.get(riskName);
             return new ClientRisk({
                 ...schema,
@@ -15058,7 +15059,7 @@ class RiskConnectionService {
                 payload,
             });
             if (payload) {
-                const key = CREATE_KEY_FN$w(payload.riskName, payload.exchangeName, payload.frameName, payload.backtest);
+                const key = CREATE_KEY_FN$z(payload.riskName, payload.exchangeName, payload.frameName, payload.backtest);
                 this.getRisk.clear(key);
             }
             else {
@@ -16177,7 +16178,7 @@ class ClientAction {
  * @param backtest - Whether running in backtest mode
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$v = (actionName, strategyName, exchangeName, frameName, backtest) => {
+const CREATE_KEY_FN$y = (actionName, strategyName, exchangeName, frameName, backtest) => {
     const parts = [actionName, strategyName, exchangeName];
     if (frameName)
         parts.push(frameName);
@@ -16229,7 +16230,7 @@ class ActionConnectionService {
          * @param backtest - True if backtest mode, false if live mode
          * @returns Configured ClientAction instance
          */
-        this.getAction = functoolsKit.memoize(([actionName, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$v(actionName, strategyName, exchangeName, frameName, backtest), (actionName, strategyName, exchangeName, frameName, backtest) => {
+        this.getAction = functoolsKit.memoize(([actionName, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$y(actionName, strategyName, exchangeName, frameName, backtest), (actionName, strategyName, exchangeName, frameName, backtest) => {
             const schema = this.actionSchemaService.get(actionName);
             return new ClientAction({
                 ...schema,
@@ -16455,7 +16456,7 @@ class ActionConnectionService {
                 await Promise.all(actions.map(async (action) => await action.dispose()));
                 return;
             }
-            const key = CREATE_KEY_FN$v(payload.actionName, payload.strategyName, payload.exchangeName, payload.frameName, payload.backtest);
+            const key = CREATE_KEY_FN$y(payload.actionName, payload.strategyName, payload.exchangeName, payload.frameName, payload.backtest);
             if (!this.getAction.has(key)) {
                 return;
             }
@@ -16466,14 +16467,14 @@ class ActionConnectionService {
     }
 }
 
-const METHOD_NAME_VALIDATE$3 = "exchangeCoreService validate";
+const METHOD_NAME_VALIDATE$6 = "exchangeCoreService validate";
 /**
  * Creates a unique key for memoizing validate calls.
  * Key format: "exchangeName"
  * @param exchangeName - Exchange name
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$u = (exchangeName) => {
+const CREATE_KEY_FN$x = (exchangeName) => {
     return exchangeName;
 };
 /**
@@ -16497,11 +16498,11 @@ class ExchangeCoreService {
          * @param exchangeName - Name of the exchange to validate
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = functoolsKit.memoize(([exchangeName]) => CREATE_KEY_FN$u(exchangeName), async (exchangeName) => {
-            this.loggerService.log(METHOD_NAME_VALIDATE$3, {
+        this.validate = functoolsKit.memoize(([exchangeName]) => CREATE_KEY_FN$x(exchangeName), async (exchangeName) => {
+            this.loggerService.log(METHOD_NAME_VALIDATE$6, {
                 exchangeName,
             });
-            this.exchangeValidationService.validate(exchangeName, METHOD_NAME_VALIDATE$3);
+            this.exchangeValidationService.validate(exchangeName, METHOD_NAME_VALIDATE$6);
         });
         /**
          * Fetches historical candles with execution context.
@@ -16770,14 +16771,14 @@ class ExchangeCoreService {
     }
 }
 
-const METHOD_NAME_VALIDATE$2 = "strategyCoreService validate";
+const METHOD_NAME_VALIDATE$5 = "strategyCoreService validate";
 /**
  * Creates a unique key for memoizing validate calls.
  * Key format: "strategyName:exchangeName:frameName"
  * @param context - Execution context with strategyName, exchangeName, frameName
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$t = (context) => {
+const CREATE_KEY_FN$w = (context) => {
     const parts = [context.strategyName, context.exchangeName];
     if (context.frameName)
         parts.push(context.frameName);
@@ -16800,6 +16801,7 @@ class StrategyCoreService {
         this.strategyValidationService = inject(TYPES.strategyValidationService);
         this.exchangeValidationService = inject(TYPES.exchangeValidationService);
         this.frameValidationService = inject(TYPES.frameValidationService);
+        this.actionValidationService = inject(TYPES.actionValidationService);
         /**
          * Validates strategy and associated risk configuration.
          *
@@ -16809,16 +16811,17 @@ class StrategyCoreService {
          * @param context - Execution context with strategyName, exchangeName, frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$t(context), async (context) => {
-            this.loggerService.log(METHOD_NAME_VALIDATE$2, {
+        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$w(context), async (context) => {
+            this.loggerService.log(METHOD_NAME_VALIDATE$5, {
                 context,
             });
-            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
-            this.strategyValidationService.validate(context.strategyName, METHOD_NAME_VALIDATE$2);
-            this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_VALIDATE$2);
-            context.frameName && this.frameValidationService.validate(context.frameName, METHOD_NAME_VALIDATE$2);
-            riskName && this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$2);
-            riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$2));
+            const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
+            this.strategyValidationService.validate(context.strategyName, METHOD_NAME_VALIDATE$5);
+            this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_VALIDATE$5);
+            context.frameName && this.frameValidationService.validate(context.frameName, METHOD_NAME_VALIDATE$5);
+            riskName && this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$5);
+            riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$5));
+            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, METHOD_NAME_VALIDATE$5));
         });
         /**
          * Retrieves the currently active pending signal for the symbol.
@@ -18179,7 +18182,7 @@ class SizingGlobalService {
  * @param context - Context with riskName, exchangeName, frameName
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$s = (context) => {
+const CREATE_KEY_FN$v = (context) => {
     const parts = [context.riskName, context.exchangeName];
     if (context.frameName)
         parts.push(context.frameName);
@@ -18205,7 +18208,7 @@ class RiskGlobalService {
          * @param payload - Payload with riskName, exchangeName and frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$s(context), async (context) => {
+        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$v(context), async (context) => {
             this.loggerService.log("riskGlobalService validate", {
                 context,
             });
@@ -18297,14 +18300,14 @@ class RiskGlobalService {
     }
 }
 
-const METHOD_NAME_VALIDATE$1 = "actionCoreService validate";
+const METHOD_NAME_VALIDATE$4 = "actionCoreService validate";
 /**
  * Creates a unique key for memoizing validate calls.
  * Key format: "strategyName:exchangeName:frameName"
  * @param context - Execution context with strategyName, exchangeName, frameName
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$r = (context) => {
+const CREATE_KEY_FN$u = (context) => {
     const parts = [context.strategyName, context.exchangeName];
     if (context.frameName)
         parts.push(context.frameName);
@@ -18348,17 +18351,17 @@ class ActionCoreService {
          * @param context - Strategy execution context with strategyName, exchangeName and frameName
          * @returns Promise that resolves when all validations complete
          */
-        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$r(context), async (context) => {
-            this.loggerService.log(METHOD_NAME_VALIDATE$1, {
+        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$u(context), async (context) => {
+            this.loggerService.log(METHOD_NAME_VALIDATE$4, {
                 context,
             });
             const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
-            this.strategyValidationService.validate(context.strategyName, METHOD_NAME_VALIDATE$1);
-            this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_VALIDATE$1);
-            context.frameName && this.frameValidationService.validate(context.frameName, METHOD_NAME_VALIDATE$1);
-            riskName && this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$1);
-            riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$1));
-            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, METHOD_NAME_VALIDATE$1));
+            this.strategyValidationService.validate(context.strategyName, METHOD_NAME_VALIDATE$4);
+            this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_VALIDATE$4);
+            context.frameName && this.frameValidationService.validate(context.frameName, METHOD_NAME_VALIDATE$4);
+            riskName && this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$4);
+            riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_VALIDATE$4));
+            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, METHOD_NAME_VALIDATE$4));
         });
         /**
          * Initializes all ClientAction instances for the strategy.
@@ -18854,8 +18857,8 @@ class FrameSchemaService {
             if (typeof frameSchema.frameName !== "string") {
                 throw new Error(`frame schema validation failed: missing frameName`);
             }
-            if (typeof frameSchema.interval !== "string") {
-                throw new Error(`frame schema validation failed: missing interval for frameName=${frameSchema.frameName}`);
+            if (frameSchema.interval && typeof frameSchema.interval !== "string") {
+                throw new Error(`frame schema validation failed: invalid interval for frameName=${frameSchema.frameName}`);
             }
             if (!(frameSchema.startDate instanceof Date)) {
                 throw new Error(`frame schema validation failed: missing startDate for frameName=${frameSchema.frameName}`);
@@ -20848,6 +20851,17 @@ class WalkerLogicPublicService {
 }
 
 const METHOD_NAME_RUN$2 = "liveCommandService run";
+const METHOD_NAME_VALIDATE$3 = "liveCommandService validate";
+/**
+ * Creates a unique key for memoizing validate calls.
+ * Key format: "strategyName:exchangeName:frameName"
+ * @param context - Context with strategyName, exchangeName, frameName
+ * @returns Unique string key for memoization
+ */
+const CREATE_KEY_FN$t = (context) => {
+    const parts = [context.strategyName, context.exchangeName];
+    return parts.join(":");
+};
 /**
  * Global service providing access to live trading functionality.
  *
@@ -20863,6 +20877,25 @@ class LiveCommandService {
         this.strategySchemaService = inject(TYPES.strategySchemaService);
         this.riskValidationService = inject(TYPES.riskValidationService);
         this.actionValidationService = inject(TYPES.actionValidationService);
+        /**
+         * Validates strategy and associated risk configuration.
+         * Memoized to avoid redundant validations for the same strategy-exchange combination.
+         *
+         * @param context - Context with strategyName, exchangeName
+         * @param methodName - Name of the calling method for error tracking
+         */
+        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$t(context), (context, methodName) => {
+            this.loggerService.log(METHOD_NAME_VALIDATE$3, {
+                context,
+                methodName,
+            });
+            this.strategyValidationService.validate(context.strategyName, methodName);
+            this.exchangeValidationService.validate(context.exchangeName, methodName);
+            const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
+            riskName && this.riskValidationService.validate(riskName, methodName);
+            riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
+            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, methodName));
+        });
         /**
          * Runs live trading for a symbol with context propagation.
          *
@@ -20877,22 +20910,26 @@ class LiveCommandService {
                 symbol,
                 context,
             });
-            {
-                this.strategyValidationService.validate(context.strategyName, METHOD_NAME_RUN$2);
-                this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_RUN$2);
-            }
-            {
-                const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
-                riskName && this.riskValidationService.validate(riskName, METHOD_NAME_RUN$2);
-                riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_RUN$2));
-                actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, METHOD_NAME_RUN$2));
-            }
+            this.validate(context, METHOD_NAME_RUN$2);
             return this.liveLogicPublicService.run(symbol, context);
         };
     }
 }
 
 const METHOD_NAME_RUN$1 = "backtestCommandService run";
+const METHOD_NAME_VALIDATE$2 = "backtestCommandService validate";
+/**
+ * Creates a unique key for memoizing validate calls.
+ * Key format: "strategyName:exchangeName:frameName"
+ * @param context - Context with strategyName, exchangeName, frameName
+ * @returns Unique string key for memoization
+ */
+const CREATE_KEY_FN$s = (context) => {
+    const parts = [context.strategyName, context.exchangeName];
+    if (context.frameName)
+        parts.push(context.frameName);
+    return parts.join(":");
+};
 /**
  * Global service providing access to backtest functionality.
  *
@@ -20909,6 +20946,26 @@ class BacktestCommandService {
         this.strategyValidationService = inject(TYPES.strategyValidationService);
         this.exchangeValidationService = inject(TYPES.exchangeValidationService);
         this.frameValidationService = inject(TYPES.frameValidationService);
+        /**
+         * Validates strategy and associated risk configuration.
+         * Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
+         *
+         * @param context - Context with strategyName, exchangeName and frameName
+         * @param methodName - Name of the calling method for error tracking
+         */
+        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$s(context), (context, methodName) => {
+            this.loggerService.log(METHOD_NAME_VALIDATE$2, {
+                context,
+                methodName,
+            });
+            this.strategyValidationService.validate(context.strategyName, methodName);
+            this.exchangeValidationService.validate(context.exchangeName, methodName);
+            this.frameValidationService.validate(context.frameName, methodName);
+            const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
+            riskName && this.riskValidationService.validate(riskName, methodName);
+            riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
+            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, methodName));
+        });
         /**
          * Runs backtest for a symbol with context propagation.
          *
@@ -20921,23 +20978,26 @@ class BacktestCommandService {
                 symbol,
                 context,
             });
-            {
-                this.strategyValidationService.validate(context.strategyName, METHOD_NAME_RUN$1);
-                this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_RUN$1);
-                this.frameValidationService.validate(context.frameName, METHOD_NAME_RUN$1);
-            }
-            {
-                const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
-                riskName && this.riskValidationService.validate(riskName, METHOD_NAME_RUN$1);
-                riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_RUN$1));
-                actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, METHOD_NAME_RUN$1));
-            }
+            this.validate(context, METHOD_NAME_RUN$1);
             return this.backtestLogicPublicService.run(symbol, context);
         };
     }
 }
 
 const METHOD_NAME_RUN = "walkerCommandService run";
+const METHOD_NAME_VALIDATE$1 = "walkerCommandService validate";
+/**
+ * Creates a unique key for memoizing validate calls.
+ * Key format: "walkerName:exchangeName:frameName"
+ * @param context - Context with walkerName, exchangeName, frameName
+ * @returns Unique string key for memoization
+ */
+const CREATE_KEY_FN$r = (context) => {
+    const parts = [context.walkerName, context.exchangeName];
+    if (context.frameName)
+        parts.push(context.frameName);
+    return parts.join(":");
+};
 /**
  * Global service providing access to walker functionality.
  *
@@ -20956,6 +21016,34 @@ class WalkerCommandService {
         this.strategySchemaService = inject(TYPES.strategySchemaService);
         this.riskValidationService = inject(TYPES.riskValidationService);
         this.actionValidationService = inject(TYPES.actionValidationService);
+        /**
+         * Validates walker and associated strategy configurations.
+         * Memoized to avoid redundant validations for the same walker-exchange-frame combination.
+         *
+         * Strategy/risk/action validation is performed explicitly here in addition to the
+         * cascade inside WalkerValidationService — this is critical-path code and the
+         * redundant check is intentional defense-in-depth.
+         *
+         * @param context - Context with walkerName, exchangeName and frameName
+         * @param methodName - Name of the calling method for error tracking
+         */
+        this.validate = functoolsKit.memoize(([context]) => CREATE_KEY_FN$r(context), (context, methodName) => {
+            this.loggerService.log(METHOD_NAME_VALIDATE$1, {
+                context,
+                methodName,
+            });
+            this.exchangeValidationService.validate(context.exchangeName, methodName);
+            this.frameValidationService.validate(context.frameName, methodName);
+            this.walkerValidationService.validate(context.walkerName, methodName);
+            const walkerSchema = this.walkerSchemaService.get(context.walkerName);
+            for (const strategyName of walkerSchema.strategies) {
+                const { riskName, riskList, actions } = this.strategySchemaService.get(strategyName);
+                this.strategyValidationService.validate(strategyName, methodName);
+                riskName && this.riskValidationService.validate(riskName, methodName);
+                riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
+                actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, methodName));
+            }
+        });
         /**
          * Runs walker comparison for a symbol with context propagation.
          *
@@ -20967,26 +21055,30 @@ class WalkerCommandService {
                 symbol,
                 context,
             });
-            {
-                this.exchangeValidationService.validate(context.exchangeName, METHOD_NAME_RUN);
-                this.frameValidationService.validate(context.frameName, METHOD_NAME_RUN);
-                this.walkerValidationService.validate(context.walkerName, METHOD_NAME_RUN);
-            }
-            {
-                const walkerSchema = this.walkerSchemaService.get(context.walkerName);
-                for (const strategyName of walkerSchema.strategies) {
-                    const { riskName, riskList, actions } = this.strategySchemaService.get(strategyName);
-                    this.strategyValidationService.validate(strategyName, METHOD_NAME_RUN);
-                    riskName && this.riskValidationService.validate(riskName, METHOD_NAME_RUN);
-                    riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, METHOD_NAME_RUN));
-                    actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, METHOD_NAME_RUN));
-                }
-            }
+            this.validate(context, METHOD_NAME_RUN);
             return this.walkerLogicPublicService.run(symbol, context);
         };
     }
 }
 
+/**
+ * Derives the number of decimal places to show for a price based on the
+ * magnitude of its integer part. Larger prices need fewer decimals; sub-dollar
+ * prices keep full precision.
+ * @param value - The price to derive the decimal scale for
+ * @returns The number of digits after the decimal point
+ */
+const getPriceScale = (value) => {
+    const abs = Math.abs(value);
+    if (abs >= 1) {
+        // 1..9 -> 4, 10..99 -> 3, 100..999 -> 2, 1000+ -> 2 (floor), capped at 2
+        const digits = Math.floor(Math.log10(abs)) + 1;
+        return Math.max(2, 6 - digits);
+    }
+    // Sub-dollar prices need more precision.
+    return 8;
+};
+
 /**
  * Converts markdown content to plain text with minimal formatting
  * @param content - Markdown string to convert
@@ -21095,43 +21187,43 @@ const backtest_columns = [
     {
         key: "openPrice",
         label: "Open Price",
-        format: (data) => `${data.signal.priceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.signal.priceOpen.toFixed(getPriceScale(data.signal.priceOpen))} USD`,
         isVisible: () => true,
     },
     {
         key: "closePrice",
         label: "Close Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "takeProfit",
         label: "Take Profit",
-        format: (data) => `${data.signal.priceTakeProfit.toFixed(8)} USD`,
+        format: (data) => `${data.signal.priceTakeProfit.toFixed(getPriceScale(data.signal.priceTakeProfit))} USD`,
         isVisible: () => true,
     },
     {
         key: "stopLoss",
         label: "Stop Loss",
-        format: (data) => `${data.signal.priceStopLoss.toFixed(8)} USD`,
+        format: (data) => `${data.signal.priceStopLoss.toFixed(getPriceScale(data.signal.priceStopLoss))} USD`,
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
-        format: (data) => `${data.signal.originalPriceTakeProfit.toFixed(8)} USD`,
+        format: (data) => `${data.signal.originalPriceTakeProfit.toFixed(getPriceScale(data.signal.originalPriceTakeProfit))} USD`,
         isVisible: () => true,
     },
     {
         key: "originalPriceStopLoss",
         label: "Original SL",
-        format: (data) => `${data.signal.originalPriceStopLoss.toFixed(8)} USD`,
+        format: (data) => `${data.signal.originalPriceStopLoss.toFixed(getPriceScale(data.signal.originalPriceStopLoss))} USD`,
         isVisible: () => true,
     },
     {
         key: "originalPriceOpen",
         label: "Original Entry",
-        format: (data) => `${data.signal.originalPriceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.signal.originalPriceOpen.toFixed(getPriceScale(data.signal.originalPriceOpen))} USD`,
         isVisible: () => true,
     },
     {
@@ -21434,6 +21526,71 @@ const heat_columns = [
             : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "trend",
+        label: "Trend",
+        format: (data) => data.trend ?? "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "trendStrength",
+        label: "Trend %/d",
+        format: (data) => data.trendStrength !== null ? functoolsKit.str(data.trendStrength, "%") : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "trendConfidence",
+        label: "Trend R²",
+        format: (data) => data.trendConfidence !== null ? data.trendConfidence.toFixed(3) : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "buyerPressure",
+        label: "Buyer Pres",
+        format: (data) => data.buyerPressure !== null
+            ? (data.buyerPressure * 100).toFixed(1) + "%"
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "sellerPressure",
+        label: "Seller Pres",
+        format: (data) => data.sellerPressure !== null
+            ? (data.sellerPressure * 100).toFixed(1) + "%"
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "buyerStrength",
+        label: "Buyer Str",
+        format: (data) => data.buyerStrength !== null
+            ? (data.buyerStrength * 100).toFixed(1) + "%"
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "sellerStrength",
+        label: "Seller Str",
+        format: (data) => data.sellerStrength !== null
+            ? (data.sellerStrength * 100).toFixed(1) + "%"
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "pressureImbalance",
+        label: "Pres Imb",
+        format: (data) => data.pressureImbalance !== null
+            ? (data.pressureImbalance > 0 ? "+" : "") +
+                data.pressureImbalance.toFixed(3)
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "medianStepSize",
+        label: "Median Step",
+        format: (data) => data.medianStepSize !== null ? functoolsKit.str(data.medianStepSize, "%") : "N/A",
+        isVisible: () => true,
+    },
     {
         key: "sortinoRatio",
         label: "Sortino",
@@ -21530,34 +21687,34 @@ const live_columns = [
     {
         key: "currentPrice",
         label: "Current Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "openPrice",
         label: "Open Price",
-        format: (data) => data.priceOpen !== undefined ? `${data.priceOpen.toFixed(8)} USD` : "N/A",
+        format: (data) => data.priceOpen !== undefined ? `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD` : "N/A",
         isVisible: () => true,
     },
     {
         key: "takeProfit",
         label: "Take Profit",
         format: (data) => data.priceTakeProfit !== undefined
-            ? `${data.priceTakeProfit.toFixed(8)} USD`
+            ? `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "stopLoss",
         label: "Stop Loss",
-        format: (data) => data.priceStopLoss !== undefined ? `${data.priceStopLoss.toFixed(8)} USD` : "N/A",
+        format: (data) => data.priceStopLoss !== undefined ? `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD` : "N/A",
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
         format: (data) => data.originalPriceTakeProfit !== undefined
-            ? `${data.originalPriceTakeProfit.toFixed(8)} USD`
+            ? `${data.originalPriceTakeProfit.toFixed(getPriceScale(data.originalPriceTakeProfit))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -21565,7 +21722,7 @@ const live_columns = [
         key: "originalPriceStopLoss",
         label: "Original SL",
         format: (data) => data.originalPriceStopLoss !== undefined
-            ? `${data.originalPriceStopLoss.toFixed(8)} USD`
+            ? `${data.originalPriceStopLoss.toFixed(getPriceScale(data.originalPriceStopLoss))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -21573,7 +21730,7 @@ const live_columns = [
         key: "originalPriceOpen",
         label: "Original Entry",
         format: (data) => data.originalPriceOpen !== undefined
-            ? `${data.originalPriceOpen.toFixed(8)} USD`
+            ? `${data.originalPriceOpen.toFixed(getPriceScale(data.originalPriceOpen))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -21744,43 +21901,43 @@ const partial_columns = [
     {
         key: "currentPrice",
         label: "Current Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceOpen",
         label: "Entry Price",
-        format: (data) => (data.priceOpen ? `${data.priceOpen.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.priceOpen ? `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "priceTakeProfit",
         label: "Take Profit",
-        format: (data) => (data.priceTakeProfit ? `${data.priceTakeProfit.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.priceTakeProfit ? `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "priceStopLoss",
         label: "Stop Loss",
-        format: (data) => (data.priceStopLoss ? `${data.priceStopLoss.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.priceStopLoss ? `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
-        format: (data) => (data.originalPriceTakeProfit ? `${data.originalPriceTakeProfit.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.originalPriceTakeProfit ? `${data.originalPriceTakeProfit.toFixed(getPriceScale(data.originalPriceTakeProfit))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "originalPriceStopLoss",
         label: "Original SL",
-        format: (data) => (data.originalPriceStopLoss ? `${data.originalPriceStopLoss.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.originalPriceStopLoss ? `${data.originalPriceStopLoss.toFixed(getPriceScale(data.originalPriceStopLoss))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "originalPriceOpen",
         label: "Original Entry",
-        format: (data) => (data.originalPriceOpen ? `${data.originalPriceOpen.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.originalPriceOpen ? `${data.originalPriceOpen.toFixed(getPriceScale(data.originalPriceOpen))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
@@ -21904,43 +22061,43 @@ const breakeven_columns = [
     {
         key: "priceOpen",
         label: "Entry Price",
-        format: (data) => `${data.priceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD`,
         isVisible: () => true,
     },
     {
         key: "currentPrice",
         label: "Breakeven Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceTakeProfit",
         label: "Take Profit",
-        format: (data) => (data.priceTakeProfit ? `${data.priceTakeProfit.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.priceTakeProfit ? `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "priceStopLoss",
         label: "Stop Loss",
-        format: (data) => (data.priceStopLoss ? `${data.priceStopLoss.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.priceStopLoss ? `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
-        format: (data) => (data.originalPriceTakeProfit ? `${data.originalPriceTakeProfit.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.originalPriceTakeProfit ? `${data.originalPriceTakeProfit.toFixed(getPriceScale(data.originalPriceTakeProfit))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "originalPriceStopLoss",
         label: "Original SL",
-        format: (data) => (data.originalPriceStopLoss ? `${data.originalPriceStopLoss.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.originalPriceStopLoss ? `${data.originalPriceStopLoss.toFixed(getPriceScale(data.originalPriceStopLoss))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
         key: "originalPriceOpen",
         label: "Original Entry",
-        format: (data) => (data.originalPriceOpen ? `${data.originalPriceOpen.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.originalPriceOpen ? `${data.originalPriceOpen.toFixed(getPriceScale(data.originalPriceOpen))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
@@ -22197,7 +22354,7 @@ const risk_columns = [
         key: "openPrice",
         label: "Open Price",
         format: (data) => data.currentSignal.priceOpen !== undefined
-            ? `${data.currentSignal.priceOpen.toFixed(8)} USD`
+            ? `${data.currentSignal.priceOpen.toFixed(getPriceScale(data.currentSignal.priceOpen))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22205,7 +22362,7 @@ const risk_columns = [
         key: "takeProfit",
         label: "Take Profit",
         format: (data) => data.currentSignal.priceTakeProfit !== undefined
-            ? `${data.currentSignal.priceTakeProfit.toFixed(8)} USD`
+            ? `${data.currentSignal.priceTakeProfit.toFixed(getPriceScale(data.currentSignal.priceTakeProfit))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22213,7 +22370,7 @@ const risk_columns = [
         key: "stopLoss",
         label: "Stop Loss",
         format: (data) => data.currentSignal.priceStopLoss !== undefined
-            ? `${data.currentSignal.priceStopLoss.toFixed(8)} USD`
+            ? `${data.currentSignal.priceStopLoss.toFixed(getPriceScale(data.currentSignal.priceStopLoss))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22221,7 +22378,7 @@ const risk_columns = [
         key: "originalPriceTakeProfit",
         label: "Original TP",
         format: (data) => data.currentSignal.originalPriceTakeProfit !== undefined
-            ? `${data.currentSignal.originalPriceTakeProfit.toFixed(8)} USD`
+            ? `${data.currentSignal.originalPriceTakeProfit.toFixed(getPriceScale(data.currentSignal.originalPriceTakeProfit))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22229,7 +22386,7 @@ const risk_columns = [
         key: "originalPriceStopLoss",
         label: "Original SL",
         format: (data) => data.currentSignal.originalPriceStopLoss !== undefined
-            ? `${data.currentSignal.originalPriceStopLoss.toFixed(8)} USD`
+            ? `${data.currentSignal.originalPriceStopLoss.toFixed(getPriceScale(data.currentSignal.originalPriceStopLoss))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22237,7 +22394,7 @@ const risk_columns = [
         key: "originalPriceOpen",
         label: "Original Entry",
         format: (data) => data.currentSignal.originalPriceOpen !== undefined
-            ? `${data.currentSignal.originalPriceOpen.toFixed(8)} USD`
+            ? `${data.currentSignal.originalPriceOpen.toFixed(getPriceScale(data.currentSignal.originalPriceOpen))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22268,7 +22425,7 @@ const risk_columns = [
     {
         key: "currentPrice",
         label: "Current Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
@@ -22394,32 +22551,32 @@ const schedule_columns = [
     {
         key: "currentPrice",
         label: "Current Price",
-        format: (data) => data.currentPrice ? `${data.currentPrice.toFixed(8)} USD` : "N/A",
+        format: (data) => data.currentPrice ? `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD` : "N/A",
         isVisible: () => true,
     },
     {
         key: "priceOpen",
         label: "Entry Price",
-        format: (data) => `${data.priceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD`,
         isVisible: () => true,
     },
     {
         key: "takeProfit",
         label: "Take Profit",
-        format: (data) => `${data.priceTakeProfit.toFixed(8)} USD`,
+        format: (data) => `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD`,
         isVisible: () => true,
     },
     {
         key: "stopLoss",
         label: "Stop Loss",
-        format: (data) => `${data.priceStopLoss.toFixed(8)} USD`,
+        format: (data) => `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD`,
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
         format: (data) => data.originalPriceTakeProfit !== undefined
-            ? `${data.originalPriceTakeProfit.toFixed(8)} USD`
+            ? `${data.originalPriceTakeProfit.toFixed(getPriceScale(data.originalPriceTakeProfit))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22427,7 +22584,7 @@ const schedule_columns = [
         key: "originalPriceStopLoss",
         label: "Original SL",
         format: (data) => data.originalPriceStopLoss !== undefined
-            ? `${data.originalPriceStopLoss.toFixed(8)} USD`
+            ? `${data.originalPriceStopLoss.toFixed(getPriceScale(data.originalPriceStopLoss))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22435,7 +22592,7 @@ const schedule_columns = [
         key: "originalPriceOpen",
         label: "Original Entry",
         format: (data) => data.originalPriceOpen !== undefined
-            ? `${data.originalPriceOpen.toFixed(8)} USD`
+            ? `${data.originalPriceOpen.toFixed(getPriceScale(data.originalPriceOpen))} USD`
             : "N/A",
         isVisible: () => true,
     },
@@ -22560,7 +22717,7 @@ const strategy_columns = [
     {
         key: "currentPrice",
         label: "Price",
-        format: (data) => (data.currentPrice !== undefined ? `${data.currentPrice.toFixed(8)} USD` : "N/A"),
+        format: (data) => (data.currentPrice !== undefined ? `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD` : "N/A"),
         isVisible: () => true,
     },
     {
@@ -22680,25 +22837,25 @@ const sync_columns = [
     {
         key: "currentPrice",
         label: "Current Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceOpen",
         label: "Entry Price",
-        format: (data) => `${data.priceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceTakeProfit",
         label: "Take Profit",
-        format: (data) => `${data.priceTakeProfit.toFixed(8)} USD`,
+        format: (data) => `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceStopLoss",
         label: "Stop Loss",
-        format: (data) => `${data.priceStopLoss.toFixed(8)} USD`,
+        format: (data) => `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD`,
         isVisible: () => true,
     },
     {
@@ -22791,25 +22948,25 @@ const highest_profit_columns = [
     {
         key: "currentPrice",
         label: "Peak Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceOpen",
         label: "Entry Price",
-        format: (data) => `${data.priceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceTakeProfit",
         label: "Take Profit",
-        format: (data) => `${data.priceTakeProfit.toFixed(8)} USD`,
+        format: (data) => `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceStopLoss",
         label: "Stop Loss",
-        format: (data) => `${data.priceStopLoss.toFixed(8)} USD`,
+        format: (data) => `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD`,
         isVisible: () => true,
     },
     {
@@ -22878,25 +23035,25 @@ const max_drawdown_columns = [
     {
         key: "currentPrice",
         label: "DD Price",
-        format: (data) => `${data.currentPrice.toFixed(8)} USD`,
+        format: (data) => `${data.currentPrice.toFixed(getPriceScale(data.currentPrice))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceOpen",
         label: "Entry Price",
-        format: (data) => `${data.priceOpen.toFixed(8)} USD`,
+        format: (data) => `${data.priceOpen.toFixed(getPriceScale(data.priceOpen))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceTakeProfit",
         label: "Take Profit",
-        format: (data) => `${data.priceTakeProfit.toFixed(8)} USD`,
+        format: (data) => `${data.priceTakeProfit.toFixed(getPriceScale(data.priceTakeProfit))} USD`,
         isVisible: () => true,
     },
     {
         key: "priceStopLoss",
         label: "Stop Loss",
-        format: (data) => `${data.priceStopLoss.toFixed(8)} USD`,
+        format: (data) => `${data.priceStopLoss.toFixed(getPriceScale(data.priceStopLoss))} USD`,
         isVisible: () => true,
     },
     {
@@ -23778,6 +23935,184 @@ MarkdownFileBase = functoolsKit.makeExtendable(MarkdownFileBase);
 ReportBase = functoolsKit.makeExtendable(ReportBase);
 const ReportWriter = new ReportWriterAdapter();
 
+/**
+ * Price-profile metrics derived purely from a series of trade closes — no
+ * candles, no exchange queries. Designed for `BacktestMarkdownService`,
+ * `LiveMarkdownService` and per-symbol Heat: all three already have a
+ * chronological series of `(closeAt, close)` points and nothing else.
+ *
+ * Conventions
+ * -----------
+ * - Pressure: fraction of up-moves vs down-moves (frequency).
+ * - Strength: fraction of upward magnitude vs total movement.
+ * - A divergence between pressure and strength surfaces asymmetry — e.g.
+ *   frequent shallow up-moves vs rare deep down-moves is "rising on weak
+ *   buys, falling on strong sells".
+ * - Trend: linear regression of log(close) vs days. Slope in %/day,
+ *   confidence in R². Classification is bivariate (slope × R²): neither
+ *   axis alone fires, both must agree. Slope threshold is normalised by
+ *   medianStepSize so the metric self-tunes to the instrument's typical
+ *   move size.
+ */
+/** Minimum samples to surface any price-profile metric. Below this the
+ *  per-trade step-distribution and the regression are statistically noisy. */
+const MIN_SIGNALS = 10;
+/** R² gate for declaring any trend at all. Below this the regression is
+ *  too weak to claim a direction — treat the series as sideways even if
+ *  the slope is large. 0.30 is the conventional weak-to-moderate-fit
+ *  boundary in econometrics (Cohen's f² ≈ 0.43). */
+const R2_TREND_GATE = 0.30;
+/** Slope-magnitude threshold relative to medianStepSize for declaring the
+ *  trend strong enough to call bullish/bearish. Below this the regression
+ *  fits but the actual drift is weaker than the typical daily step, so we
+ *  downgrade to "neutral" (a real but uninteresting tilt). */
+const SLOPE_VS_STEP_GATE = 0.25;
+const isFiniteNumber = (v) => typeof v === "number" && Number.isFinite(v);
+const median = (values) => {
+    const sorted = values.slice().sort((a, b) => a - b);
+    const mid = sorted.length >> 1;
+    return sorted.length % 2 === 0
+        ? (sorted[mid - 1] + sorted[mid]) / 2
+        : sorted[mid];
+};
+const emptyProfile = () => ({
+    medianStepSize: null,
+    buyerPressure: null,
+    sellerPressure: null,
+    buyerStrength: null,
+    sellerStrength: null,
+    pressureImbalance: null,
+    trend: null,
+    trendStrength: null,
+    trendConfidence: null,
+});
+/**
+ * Computes the price-profile bundle for a chronological series of trade
+ * closes. The input is expected to be sorted by `closeAt` ascending; the
+ * function does not sort defensively (the markdown services already sort).
+ *
+ * @param series - One point per closed trade: timestamp (ms) and close price.
+ * @returns A bundle of nine metrics, each `null` when the input is too small
+ *   or numerically unsafe.
+ */
+const getPriceProfile = (series) => {
+    const valid = series.filter((p) => isFiniteNumber(p.closeAt) &&
+        p.closeAt > 0 &&
+        isFiniteNumber(p.close) &&
+        p.close > 0);
+    if (valid.length < MIN_SIGNALS)
+        return emptyProfile();
+    const n = valid.length;
+    const closes = valid.map((p) => p.close);
+    const times = valid.map((p) => p.closeAt);
+    const absSteps = [];
+    let upMoves = 0;
+    let downMoves = 0;
+    let upMagnitude = 0;
+    let downMagnitude = 0;
+    for (let i = 1; i < n; i++) {
+        const prev = closes[i - 1];
+        const cur = closes[i];
+        const ret = (cur - prev) / prev;
+        const abs = Math.abs(ret);
+        absSteps.push(abs);
+        if (ret > 0) {
+            upMoves++;
+            upMagnitude += abs;
+        }
+        else if (ret < 0) {
+            downMoves++;
+            downMagnitude += abs;
+        }
+    }
+    if (absSteps.length === 0)
+        return emptyProfile();
+    const medianStepSize = median(absSteps) * 100; // percent
+    // --- Pressure / strength ---
+    const decisiveMoves = upMoves + downMoves;
+    const totalMagnitude = upMagnitude + downMagnitude;
+    const buyerPressure = decisiveMoves > 0 ? upMoves / decisiveMoves : null;
+    const sellerPressure = decisiveMoves > 0 ? downMoves / decisiveMoves : null;
+    const buyerStrength = totalMagnitude > 0 ? upMagnitude / totalMagnitude : null;
+    const sellerStrength = totalMagnitude > 0 ? downMagnitude / totalMagnitude : null;
+    const pressureImbalance = buyerStrength !== null && sellerStrength !== null
+        ? buyerStrength - sellerStrength
+        : null;
+    // --- Trend: linear regression of log(close) vs days ---
+    // log-price slope is scale-invariant: 1%/day means the same whether the
+    // asset trades at $0.01 or $10000. Use `closeAt[0]` as time origin so x_i
+    // starts at zero — keeps numerical conditioning sane on long horizons.
+    const t0 = times[0];
+    const xs = new Array(n);
+    const ys = new Array(n);
+    for (let i = 0; i < n; i++) {
+        xs[i] = (times[i] - t0) / (1000 * 60 * 60 * 24); // days
+        ys[i] = Math.log(closes[i]);
+    }
+    // Calendar span must be non-degenerate for the slope to mean anything.
+    const xRange = xs[n - 1] - xs[0];
+    let trend = null;
+    let trendStrength = null;
+    let trendConfidence = null;
+    if (xRange > 0) {
+        let sumX = 0;
+        let sumY = 0;
+        for (let i = 0; i < n; i++) {
+            sumX += xs[i];
+            sumY += ys[i];
+        }
+        const meanX = sumX / n;
+        const meanY = sumY / n;
+        let ssXX = 0;
+        let ssXY = 0;
+        let ssYY = 0;
+        for (let i = 0; i < n; i++) {
+            const dx = xs[i] - meanX;
+            const dy = ys[i] - meanY;
+            ssXX += dx * dx;
+            ssXY += dx * dy;
+            ssYY += dy * dy;
+        }
+        if (ssXX > 0) {
+            const slopeLog = ssXY / ssXX; // log-return per day
+            const slopePct = slopeLog * 100; // %/day (small-slope approx)
+            // R² = 1 - SS_res / SS_tot. With a single explanatory variable this
+            // equals (ssXY)² / (ssXX * ssYY) when ssYY > 0.
+            const r2 = ssYY > 0 ? (ssXY * ssXY) / (ssXX * ssYY) : 0;
+            trendStrength = slopePct;
+            trendConfidence = Math.max(0, Math.min(1, r2));
+            if (trendConfidence < R2_TREND_GATE) {
+                trend = "sideways";
+            }
+            else {
+                const slopeMagnitude = Math.abs(slopePct);
+                const stepScale = medianStepSize * SLOPE_VS_STEP_GATE;
+                if (slopeMagnitude < stepScale) {
+                    trend = "neutral";
+                }
+                else if (slopePct > 0) {
+                    trend = "bullish";
+                }
+                else {
+                    trend = "bearish";
+                }
+            }
+        }
+    }
+    const safe = (v) => v === null || !Number.isFinite(v) ? null : v;
+    return {
+        medianStepSize: safe(medianStepSize),
+        buyerPressure: safe(buyerPressure),
+        sellerPressure: safe(sellerPressure),
+        buyerStrength: safe(buyerStrength),
+        sellerStrength: safe(sellerStrength),
+        pressureImbalance: safe(pressureImbalance),
+        trend,
+        trendStrength: safe(trendStrength),
+        trendConfidence: safe(trendConfidence),
+    };
+};
+
 /**
  * Creates a unique key for memoizing ReportStorage instances.
  * Key format: "symbol:strategyName:exchangeName:frameName:backtest" or "symbol:strategyName:exchangeName:live"
@@ -23910,6 +24245,15 @@ let ReportStorage$a = class ReportStorage {
                 avgConsecutiveLossPnl: null,
                 avgWinDuration: null,
                 avgLossDuration: null,
+                medianStepSize: null,
+                buyerPressure: null,
+                sellerPressure: null,
+                buyerStrength: null,
+                sellerStrength: null,
+                pressureImbalance: null,
+                trend: null,
+                trendStrength: null,
+                trendConfidence: null,
             };
         }
         // Valid signal set — those with usable pendingAt AND closeTimestamp. Single source
@@ -24206,6 +24550,13 @@ let ReportStorage$a = class ReportStorage {
         const recoveryFactor = !canComputeRatios || blown || equityMaxDrawdown <= 0
             ? null
             : Math.max(-MAX_CALMAR_RATIO$2, Math.min(MAX_CALMAR_RATIO$2, ((equityFinal - 1) * 100) / equityMaxDrawdown));
+        // Price profile — buyer/seller pressure, trend classification. Walks the
+        // chronological close series (`orderedSignals` is already sorted by
+        // closeTimestamp). N-gated internally by the helper (MIN_SIGNALS = 10).
+        const priceProfile = getPriceProfile(orderedSignals.map((s) => ({
+            closeAt: s.closeTimestamp,
+            close: s.currentPrice,
+        })));
         return {
             signalList: this._signalList,
             totalSignals,
@@ -24231,6 +24582,15 @@ let ReportStorage$a = class ReportStorage {
             avgConsecutiveLossPnl: isUnsafe$4(avgConsecutiveLossPnl) ? null : avgConsecutiveLossPnl,
             avgWinDuration: isUnsafe$4(avgWinDuration) ? null : avgWinDuration,
             avgLossDuration: isUnsafe$4(avgLossDuration) ? null : avgLossDuration,
+            medianStepSize: priceProfile.medianStepSize,
+            buyerPressure: priceProfile.buyerPressure,
+            sellerPressure: priceProfile.sellerPressure,
+            buyerStrength: priceProfile.buyerStrength,
+            sellerStrength: priceProfile.sellerStrength,
+            pressureImbalance: priceProfile.pressureImbalance,
+            trend: priceProfile.trend,
+            trendStrength: priceProfile.trendStrength,
+            trendConfidence: priceProfile.trendConfidence,
         };
     }
     /**
@@ -24287,6 +24647,15 @@ let ReportStorage$a = class ReportStorage {
             `**Avg Loss Duration:** ${stats.avgLossDuration === null ? "N/A" : `${stats.avgLossDuration.toFixed(1)} min`}`,
             `**Avg Consecutive Win PNL:** ${stats.avgConsecutiveWinPnl === null ? "N/A" : `${stats.avgConsecutiveWinPnl > 0 ? "+" : ""}${stats.avgConsecutiveWinPnl.toFixed(3)}% (higher is better)`}`,
             `**Avg Consecutive Loss PNL:** ${stats.avgConsecutiveLossPnl === null ? "N/A" : `${stats.avgConsecutiveLossPnl.toFixed(3)}% (closer to 0 is better)`}`,
+            `**Trend:** ${stats.trend === null ? "N/A" : stats.trend}`,
+            `**Trend Strength:** ${stats.trendStrength === null ? "N/A" : `${stats.trendStrength > 0 ? "+" : ""}${stats.trendStrength.toFixed(3)}%/day`}`,
+            `**Trend Confidence (R²):** ${stats.trendConfidence === null ? "N/A" : stats.trendConfidence.toFixed(3)}`,
+            `**Buyer Pressure:** ${stats.buyerPressure === null ? "N/A" : `${(stats.buyerPressure * 100).toFixed(1)}%`}`,
+            `**Seller Pressure:** ${stats.sellerPressure === null ? "N/A" : `${(stats.sellerPressure * 100).toFixed(1)}%`}`,
+            `**Buyer Strength:** ${stats.buyerStrength === null ? "N/A" : `${(stats.buyerStrength * 100).toFixed(1)}%`}`,
+            `**Seller Strength:** ${stats.sellerStrength === null ? "N/A" : `${(stats.sellerStrength * 100).toFixed(1)}%`}`,
+            `**Pressure Imbalance:** ${stats.pressureImbalance === null ? "N/A" : `${stats.pressureImbalance > 0 ? "+" : ""}${stats.pressureImbalance.toFixed(3)}`}`,
+            `**Median Step Size:** ${stats.medianStepSize === null ? "N/A" : `${stats.medianStepSize.toFixed(3)}%`}`,
             "",
             `*Win Rate: reliable above 200+ signals; below 30 signals a single streak can shift it by 10-20%.*`,
             `*Sharpe Ratio: below 1.0 is poor, 1.0-2.0 is acceptable, above 2.0 is strong. Requires 30+ signals.*`,
@@ -24300,6 +24669,11 @@ let ReportStorage$a = class ReportStorage {
             `*Expectancy: per-trade expected value (winProb × avgWin + lossProb × avgLoss). Positive = profitable on average per trade. Break-even trades contribute 0.*`,
             `*All metrics require 100+ signals to be statistically reliable. Annualized metrics assume the observed trading frequency and market conditions persist year-round.*`,
             `*IMPORTANT: Equity curve, Expected Yearly Returns, Calmar, Recovery and Max Drawdown all assume **100% capital allocation per position** (no portfolio fraction). These metrics ignore the position-sizing subsystem (PositionSize / Kelly / ATR): pnlPercentage is a return on the position's own invested capital, never scaled by account balance. With DCA (commitAverageBuy) the cost basis is the sum of all entries and the entry price is dollar-cost-weighted, so per-trade % is measured against the averaged position, not a fixed stake. If your strategy risks X% of capital per trade, the realized portfolio return / drawdown will be roughly X/100 of the reported figures — these metrics represent a theoretical upper bound under full allocation.*`,
+            `*Trend / Trend Strength / Trend Confidence: linear regression of log(close) vs days across closed-trade prices. "Trend Strength" is the slope in %/day; "Trend Confidence" is R². Classification gates on R² ≥ 0.30 (else "sideways") AND |slope| ≥ 0.25 × medianStepSize (else "neutral" — a real but weak tilt). Self-tunes to the instrument's typical move size — no magic constants on price magnitude.*`,
+            `*Buyer / Seller Pressure: fraction of up-moves (resp. down-moves) among decisive close-to-close changes. Frequency-based; flats excluded.*`,
+            `*Buyer / Seller Strength: share of upward (resp. downward) absolute movement in total movement. Magnitude-based. A divergence between pressure and strength surfaces asymmetry: "frequent shallow buys, rare deep sells" is a different regime than "rare deep buys, frequent shallow sells".*`,
+            `*Pressure Imbalance: buyerStrength − sellerStrength ∈ [−1, +1]. Single signed summary of magnitude bias.*`,
+            `*Median Step Size: median |close[i] − close[i−1]| / close[i−1] across closed trades, in %. Robust to outliers — describes the typical close-to-close jump. Used as the scale that normalises the slope-vs-step trend gate. NOTE: this is NOT classical (candle-based) volatility — there are no candles between trade closes in the report data; it measures step-distribution at the rate trades close.*`,
             `*Negative values for Sharpe / Sortino / Calmar / Recovery / Expected Yearly Returns indicate a losing strategy (avgPnl < 0 or totalPnl < 0). "Higher is better" still applies — closer to zero is less bad, positive is profitable.*`,
         ].join("\n");
     }
@@ -24930,6 +25304,15 @@ let ReportStorage$9 = class ReportStorage {
                 avgConsecutiveLossPnl: null,
                 avgWinDuration: null,
                 avgLossDuration: null,
+                medianStepSize: null,
+                buyerPressure: null,
+                sellerPressure: null,
+                buyerStrength: null,
+                sellerStrength: null,
+                pressureImbalance: null,
+                trend: null,
+                trendStrength: null,
+                trendConfidence: null,
             };
         }
         const closedEvents = this._eventList.filter((e) => e.action === "closed");
@@ -25228,6 +25611,14 @@ let ReportStorage$9 = class ReportStorage {
         const recoveryFactor = !canComputeRatios || blown || equityMaxDrawdown <= 0
             ? null
             : Math.max(-MAX_CALMAR_RATIO$1, Math.min(MAX_CALMAR_RATIO$1, ((equityFinal - 1) * 100) / equityMaxDrawdown));
+        // Price profile — buyer/seller pressure, trend classification. Built only
+        // from closed events' (timestamp, currentPrice) pairs in chronological
+        // close order — the same data the equity curve uses. N-gated internally
+        // by the helper (MIN_SIGNALS = 10).
+        const priceProfile = getPriceProfile(validClosed
+            .slice()
+            .sort((a, b) => a.timestamp - b.timestamp)
+            .map((e) => ({ closeAt: e.timestamp, close: e.currentPrice })));
         return {
             eventList: this._eventList,
             totalEvents: this._eventList.length,
@@ -25254,6 +25645,15 @@ let ReportStorage$9 = class ReportStorage {
             avgConsecutiveLossPnl: isUnsafe$3(avgConsecutiveLossPnl) ? null : avgConsecutiveLossPnl,
             avgWinDuration: isUnsafe$3(avgWinDuration) ? null : avgWinDuration,
             avgLossDuration: isUnsafe$3(avgLossDuration) ? null : avgLossDuration,
+            medianStepSize: priceProfile.medianStepSize,
+            buyerPressure: priceProfile.buyerPressure,
+            sellerPressure: priceProfile.sellerPressure,
+            buyerStrength: priceProfile.buyerStrength,
+            sellerStrength: priceProfile.sellerStrength,
+            pressureImbalance: priceProfile.pressureImbalance,
+            trend: priceProfile.trend,
+            trendStrength: priceProfile.trendStrength,
+            trendConfidence: priceProfile.trendConfidence,
         };
     }
     /**
@@ -25310,6 +25710,15 @@ let ReportStorage$9 = class ReportStorage {
             `**Avg Loss Duration:** ${stats.avgLossDuration === null ? "N/A" : `${stats.avgLossDuration.toFixed(1)} min`}`,
             `**Avg Consecutive Win PNL:** ${stats.avgConsecutiveWinPnl === null ? "N/A" : `${stats.avgConsecutiveWinPnl > 0 ? "+" : ""}${stats.avgConsecutiveWinPnl.toFixed(3)}% (higher is better)`}`,
             `**Avg Consecutive Loss PNL:** ${stats.avgConsecutiveLossPnl === null ? "N/A" : `${stats.avgConsecutiveLossPnl.toFixed(3)}% (closer to 0 is better)`}`,
+            `**Trend:** ${stats.trend === null ? "N/A" : stats.trend}`,
+            `**Trend Strength:** ${stats.trendStrength === null ? "N/A" : `${stats.trendStrength > 0 ? "+" : ""}${stats.trendStrength.toFixed(3)}%/day`}`,
+            `**Trend Confidence (R²):** ${stats.trendConfidence === null ? "N/A" : stats.trendConfidence.toFixed(3)}`,
+            `**Buyer Pressure:** ${stats.buyerPressure === null ? "N/A" : `${(stats.buyerPressure * 100).toFixed(1)}%`}`,
+            `**Seller Pressure:** ${stats.sellerPressure === null ? "N/A" : `${(stats.sellerPressure * 100).toFixed(1)}%`}`,
+            `**Buyer Strength:** ${stats.buyerStrength === null ? "N/A" : `${(stats.buyerStrength * 100).toFixed(1)}%`}`,
+            `**Seller Strength:** ${stats.sellerStrength === null ? "N/A" : `${(stats.sellerStrength * 100).toFixed(1)}%`}`,
+            `**Pressure Imbalance:** ${stats.pressureImbalance === null ? "N/A" : `${stats.pressureImbalance > 0 ? "+" : ""}${stats.pressureImbalance.toFixed(3)}`}`,
+            `**Median Step Size:** ${stats.medianStepSize === null ? "N/A" : `${stats.medianStepSize.toFixed(3)}%`}`,
             "",
             `*Win Rate: reliable above 200+ signals; below 30 signals a single streak can shift it by 10-20%.*`,
             `*Sharpe Ratio: below 1.0 is poor, 1.0-2.0 is acceptable, above 2.0 is strong. Requires 30+ signals.*`,
@@ -25323,6 +25732,11 @@ let ReportStorage$9 = class ReportStorage {
             `*Expectancy: per-trade expected value (winProb × avgWin + lossProb × avgLoss). Positive = profitable on average per trade. Break-even trades contribute 0.*`,
             `*All metrics require 100+ signals to be statistically reliable. Annualized metrics assume the observed trading frequency and market conditions persist year-round.*`,
             `*IMPORTANT: Equity curve, Expected Yearly Returns, Calmar, Recovery and Max Drawdown all assume **100% capital allocation per position** (no portfolio fraction). These metrics ignore the position-sizing subsystem (PositionSize / Kelly / ATR): pnlPercentage is a return on the position's own invested capital, never scaled by account balance. With DCA (commitAverageBuy) the cost basis is the sum of all entries and the entry price is dollar-cost-weighted, so per-trade % is measured against the averaged position, not a fixed stake. If your strategy risks X% of capital per trade, the realized portfolio return / drawdown will be roughly X/100 of the reported figures — these metrics represent a theoretical upper bound under full allocation.*`,
+            `*Trend / Trend Strength / Trend Confidence: linear regression of log(close) vs days across closed-trade prices. "Trend Strength" is the slope in %/day; "Trend Confidence" is R². Classification gates on R² ≥ 0.30 (else "sideways") AND |slope| ≥ 0.25 × medianStepSize (else "neutral" — a real but weak tilt). Self-tunes to the instrument's typical move size — no magic constants on price magnitude.*`,
+            `*Buyer / Seller Pressure: fraction of up-moves (resp. down-moves) among decisive close-to-close changes. Frequency-based; flats excluded.*`,
+            `*Buyer / Seller Strength: share of upward (resp. downward) absolute movement in total movement. Magnitude-based. A divergence between pressure and strength surfaces asymmetry: "frequent shallow buys, rare deep sells" is a different regime than "rare deep buys, frequent shallow sells".*`,
+            `*Pressure Imbalance: buyerStrength − sellerStrength ∈ [−1, +1]. Single signed summary of magnitude bias.*`,
+            `*Median Step Size: median |close[i] − close[i−1]| / close[i−1] across closed trades, in %. Robust to outliers — describes the typical close-to-close jump. Used as the scale that normalises the slope-vs-step trend gate. NOTE: this is NOT classical (candle-based) volatility — there are no candles between trade closes in the report data; it measures step-distribution at the rate trades close.*`,
             `*Negative values for Sharpe / Sortino / Calmar / Recovery / Expected Yearly Returns indicate a losing strategy (avgPnl < 0 or totalPnl < 0). "Higher is better" still applies — closer to zero is less bad, positive is profitable.*`,
         ].join("\n");
     }
@@ -27605,6 +28019,12 @@ class HeatmapStorage {
             calmarRatio = null;
         if (isUnsafe(recoveryFactor))
             recoveryFactor = null;
+        // Price profile — buyer/seller pressure, trend classification. Built from
+        // the chronological close-price series of this symbol's closed signals.
+        // N-gated internally by the helper (MIN_SIGNALS = 10).
+        const priceProfile = getPriceProfile([...signals]
+            .sort((a, b) => a.closeTimestamp - b.closeTimestamp)
+            .map((s) => ({ closeAt: s.closeTimestamp, close: s.currentPrice })));
         return {
             symbol,
             totalPnl,
@@ -27639,6 +28059,15 @@ class HeatmapStorage {
             certaintyRatio,
             expectedYearlyReturns,
             tradesPerYear,
+            medianStepSize: priceProfile.medianStepSize,
+            buyerPressure: priceProfile.buyerPressure,
+            sellerPressure: priceProfile.sellerPressure,
+            buyerStrength: priceProfile.buyerStrength,
+            sellerStrength: priceProfile.sellerStrength,
+            pressureImbalance: priceProfile.pressureImbalance,
+            trend: priceProfile.trend,
+            trendStrength: priceProfile.trendStrength,
+            trendConfidence: priceProfile.trendConfidence,
         };
     }
     /**
@@ -28102,6 +28531,9 @@ class HeatmapStorage {
             `*Max Drawdown: mark-to-market — both the per-symbol and pooled equity curves apply each trade's worst intra-trade excursion (the lowest unrealized point while the position was open) before booking its realized close, so deep round-trip dips count. It is NOT realized-only (close-to-close); a realized-only curve would understate drawdown and inflate Calmar/Recovery. The pooled curve walks trades chronologically by closeTimestamp; simultaneous cross-symbol drawdowns within the same minute are still serialised (one trade applied at a time), so genuine same-instant tail correlation is not modelled.*`,
             `*All metrics require 100+ signals per symbol to be statistically reliable. Annualized metrics assume the observed trading frequency persists year-round.*`,
             `*IMPORTANT: Per-symbol equity curve, Expected Yearly Returns, Calmar, Recovery and Max Drawdown all assume **100% capital allocation per position** (no portfolio fraction). These metrics ignore the position-sizing subsystem (PositionSize / Kelly / ATR): pnlPercentage is a return on the position's own invested capital, never scaled by account balance. With DCA (commitAverageBuy) the cost basis is the sum of all entries and the entry price is dollar-cost-weighted, so per-trade % is measured against the averaged position, not a fixed stake. If your strategy risks X% of capital per trade, the realized return / drawdown will be roughly X/100 of the reported figures — these metrics represent a theoretical upper bound under full allocation.*`,
+            `*Trend / Trend %/d / Trend R² (per-symbol only): linear regression of log(close) vs days across that symbol's closed-trade prices. Classification gates on R² ≥ 0.30 AND |slope| ≥ 0.25 × medianStepSize — self-tunes to the instrument. Not aggregated portfolio-wide (price series across symbols are not comparable).*`,
+            `*Buyer / Seller Pres (per-symbol only): fraction of up-moves (resp. down-moves) among decisive close-to-close changes for that symbol. Buyer / Seller Str: magnitude share. Pres Imb: buyerStrength − sellerStrength ∈ [−1, +1].*`,
+            `*Median Step (per-symbol only): typical |close[i] − close[i−1]| / close[i−1] across closed trades, in %. Robust to outliers. NOT classical volatility — there are no candles between closes in the report data.*`,
             `*Negative values for Sharpe / Annualized Sharpe / Sortino / Calmar / Recovery / Expectancy / Expected Yearly Returns indicate a losing symbol (avgPnl < 0 or totalPnl < 0). "Higher is better" still applies — closer to zero is less bad, positive is profitable.*`,
         ].join("\n");
     }
@@ -28704,6 +29136,36 @@ class WalkerValidationService {
          * Injected logger service instance
          */
         this.loggerService = inject(TYPES.loggerService);
+        /**
+         * @private
+         * @readonly
+         * Injected walker schema service instance
+         */
+        this.walkerSchemaService = inject(TYPES.walkerSchemaService);
+        /**
+         * @private
+         * @readonly
+         * Injected strategy validation service instance
+         */
+        this.strategyValidationService = inject(TYPES.strategyValidationService);
+        /**
+         * @private
+         * @readonly
+         * Injected strategy schema service instance
+         */
+        this.strategySchemaService = inject(TYPES.strategySchemaService);
+        /**
+         * @private
+         * @readonly
+         * Injected risk validation service instance
+         */
+        this.riskValidationService = inject(TYPES.riskValidationService);
+        /**
+         * @private
+         * @readonly
+         * Injected action validation service instance
+         */
+        this.actionValidationService = inject(TYPES.actionValidationService);
         /**
          * @private
          * Map storing walker schemas by walker name
@@ -28725,9 +29187,12 @@ class WalkerValidationService {
             this._walkerMap.set(walkerName, walkerSchema);
         };
         /**
-         * Validates the existence of a walker
+         * Validates the existence of a walker and its associated strategy configurations.
+         * Each strategy referenced by the walker is validated via StrategyValidationService,
+         * which in turn validates the strategy's risk profiles and actions.
          * @public
          * @throws {Error} If walkerName is not found
+         * @throws {Error} If any referenced strategy (or its risk/actions) is invalid
          * Memoized function to cache validation results
          */
         this.validate = functoolsKit.memoize(([walkerName]) => walkerName, (walkerName, source) => {
@@ -28739,6 +29204,14 @@ class WalkerValidationService {
             if (!walker) {
                 throw new Error(`walker ${walkerName} not found source=${source}`);
             }
+            const walkerSchema = this.walkerSchemaService.get(walkerName);
+            for (const strategyName of walkerSchema.strategies) {
+                const { riskName, riskList, actions } = this.strategySchemaService.get(strategyName);
+                this.strategyValidationService.validate(strategyName, source);
+                riskName && this.riskValidationService.validate(riskName, source);
+                riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, source));
+                actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, source));
+            }
             return true;
         });
         /**
@@ -30175,6 +30648,10 @@ class PartialGlobalService {
          * Frame validation service for validating frame existence.
          */
         this.frameValidationService = inject(TYPES.frameValidationService);
+        /**
+         * Action validation service for validating action existence.
+         */
+        this.actionValidationService = inject(TYPES.actionValidationService);
         /**
          * Validates strategy and associated risk configuration.
          * Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
@@ -30190,9 +30667,10 @@ class PartialGlobalService {
             this.strategyValidationService.validate(context.strategyName, methodName);
             this.exchangeValidationService.validate(context.exchangeName, methodName);
             context.frameName && this.frameValidationService.validate(context.frameName, methodName);
-            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
+            const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
             riskName && this.riskValidationService.validate(riskName, methodName);
             riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
+            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, methodName));
         });
         /**
          * Processes profit state and emits events for newly reached profit levels.
@@ -31259,6 +31737,10 @@ class BreakevenGlobalService {
          * Frame validation service for validating frame existence.
          */
         this.frameValidationService = inject(TYPES.frameValidationService);
+        /**
+         * Action validation service for validating frame existence.
+         */
+        this.actionValidationService = inject(TYPES.actionValidationService);
         /**
          * Validates strategy and associated risk configuration.
          * Memoized to avoid redundant validations for the same strategy-exchange-frame combination.
@@ -31274,9 +31756,10 @@ class BreakevenGlobalService {
             this.strategyValidationService.validate(context.strategyName, methodName);
             this.exchangeValidationService.validate(context.exchangeName, methodName);
             context.frameName && this.frameValidationService.validate(context.frameName, methodName);
-            const { riskName, riskList } = this.strategySchemaService.get(context.strategyName);
+            const { riskName, riskList, actions } = this.strategySchemaService.get(context.strategyName);
             riskName && this.riskValidationService.validate(riskName, methodName);
             riskList && riskList.forEach((riskName) => this.riskValidationService.validate(riskName, methodName));
+            actions && actions.forEach((actionName) => this.actionValidationService.validate(actionName, methodName));
         });
         /**
          * Checks if breakeven should be triggered and emits event if conditions met.
@@ -50618,6 +51101,7 @@ const GET_TIMESTAMP_METHOD_NAME = "meta.getTimestamp";
 const GET_MODE_METHOD_NAME = "meta.getMode";
 const GET_SYMBOL_METHOD_NAME = "meta.getSymbol";
 const GET_CONTEXT_METHOD_NAME = "meta.getContext";
+const GET_RUNTIME_INFO_METHOD_NAME = "meta.getRuntimeInfo";
 /**
  * Gets the current date from execution context.
  *
@@ -50734,6 +51218,45 @@ async function getContext() {
     }
     return backtest.methodContextService.context;
 }
+/**
+ * Gets runtime information about the current execution environment.
+ *
+ * This includes details such as the current symbol, exchange, timeframe, strategy, and whether it's a backtest or live run.
+ *
+ * @returns Promise resolving to an object containing runtime information
+ * @throws Error if method context or execution context is not active
+ *
+ * @example
+ * ```typescript
+ * const runtimeInfo = await getRuntimeInfo();
+ * console.log(runtimeInfo);
+ * // {
+ * //   symbol: "BTCUSDT",
+ * //   context: {,
+ * //     exchangeName: "Binance",
+ * //     frameName: "1m",
+ * //     strategyName: "MyStrategy",
+ * //   },
+ * //   backtest: false
+ * // }
+ * ```
+ */
+async function getRuntimeInfo() {
+    backtest.loggerService.info(GET_RUNTIME_INFO_METHOD_NAME);
+    if (!MethodContextService.hasContext()) {
+        throw new Error("getRuntimeInfo requires a method context");
+    }
+    if (!ExecutionContextService.hasContext()) {
+        throw new Error("getRuntimeInfo requires an execution context");
+    }
+    const { exchangeName, frameName, strategyName } = backtest.methodContextService.context;
+    const { symbol, backtest: isBacktest } = backtest.executionContextService.context;
+    return await backtest.runtimeMetaService.getRuntimeInfo(symbol, {
+        exchangeName,
+        frameName,
+        strategyName,
+    }, isBacktest);
+}
 
 const RECENT_PERSIST_BACKTEST_METHOD_NAME_HANDLE_ACTIVE_PING = "RecentPersistBacktestUtils.handleActivePing";
 const RECENT_PERSIST_BACKTEST_METHOD_NAME_GET_LATEST_SIGNAL = "RecentPersistBacktestUtils.getLatestSignal";
@@ -66811,8 +67334,10 @@ exports.getPositionPartials = getPositionPartials;
 exports.getPositionPnlCost = getPositionPnlCost;
 exports.getPositionPnlPercent = getPositionPnlPercent;
 exports.getPositionWaitingMinutes = getPositionWaitingMinutes;
+exports.getPriceScale = getPriceScale;
 exports.getRawCandles = getRawCandles;
 exports.getRiskSchema = getRiskSchema;
+exports.getRuntimeInfo = getRuntimeInfo;
 exports.getScheduledSignal = getScheduledSignal;
 exports.getSessionData = getSessionData;
 exports.getSignalState = getSignalState;