backtest-kit 11.8.0 → 12.0.0

package/build/index.mjs

@@ -4661,7 +4661,7 @@ 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);
@@ -4704,7 +4704,7 @@ 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);
         };
         /**
@@ -4718,7 +4718,7 @@ 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$B(activity.symbol, activity.context.strategyName, activity.context.exchangeName, activity.context.frameName, activity.backtest);
             this._lookupMap.delete(key);
         };
         /**
@@ -12336,7 +12336,7 @@ const GET_RISK_FN = (dto, backtest, exchangeName, frameName, self) => {
  * @param backtest - Whether running in backtest mode
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$x = (symbol, strategyName, exchangeName, frameName, backtest) => {
+const CREATE_KEY_FN$A = (symbol, strategyName, exchangeName, frameName, backtest) => {
     const parts = [symbol, strategyName, exchangeName];
     if (frameName)
         parts.push(frameName);
@@ -12638,7 +12638,7 @@ class StrategyConnectionService {
          * @param backtest - Whether running in backtest mode
          * @returns Configured ClientStrategy instance
          */
-        this.getStrategy = memoize(([symbol, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$x(symbol, strategyName, exchangeName, frameName, backtest), (symbol, strategyName, exchangeName, frameName, backtest) => {
+        this.getStrategy = memoize(([symbol, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$A(symbol, strategyName, exchangeName, frameName, backtest), (symbol, strategyName, exchangeName, frameName, backtest) => {
             const { riskName = "", riskList = [], getSignal, interval = STRATEGY_DEFAULT_INTERVAL, callbacks, } = this.strategySchemaService.get(strategyName);
             return new ClientStrategy({
                 symbol,
@@ -13600,7 +13600,7 @@ class StrategyConnectionService {
                 }
                 return;
             }
-            const key = CREATE_KEY_FN$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;
             }
@@ -14146,6 +14146,7 @@ class ClientFrame {
     }
 }
 
+const DEFAULT_INTERVAL = "1m";
 /**
  * Connection service routing frame operations to correct ClientFrame instance.
  *
@@ -14189,7 +14190,7 @@ class FrameConnectionService {
                 logger: this.loggerService,
                 startDate,
                 endDate,
-                interval,
+                interval: interval || DEFAULT_INTERVAL,
                 callbacks,
             });
         });
@@ -14848,7 +14849,7 @@ 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);
@@ -14948,7 +14949,7 @@ class RiskConnectionService {
          * @param backtest - True if backtest mode, false if live mode
          * @returns Configured ClientRisk instance
          */
-        this.getRisk = memoize(([riskName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$w(riskName, exchangeName, frameName, backtest), (riskName, exchangeName, frameName, backtest) => {
+        this.getRisk = memoize(([riskName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$z(riskName, exchangeName, frameName, backtest), (riskName, exchangeName, frameName, backtest) => {
             const schema = this.riskSchemaService.get(riskName);
             return new ClientRisk({
                 ...schema,
@@ -15038,7 +15039,7 @@ 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 {
@@ -16157,7 +16158,7 @@ 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);
@@ -16209,7 +16210,7 @@ class ActionConnectionService {
          * @param backtest - True if backtest mode, false if live mode
          * @returns Configured ClientAction instance
          */
-        this.getAction = memoize(([actionName, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$v(actionName, strategyName, exchangeName, frameName, backtest), (actionName, strategyName, exchangeName, frameName, backtest) => {
+        this.getAction = memoize(([actionName, strategyName, exchangeName, frameName, backtest]) => CREATE_KEY_FN$y(actionName, strategyName, exchangeName, frameName, backtest), (actionName, strategyName, exchangeName, frameName, backtest) => {
             const schema = this.actionSchemaService.get(actionName);
             return new ClientAction({
                 ...schema,
@@ -16435,7 +16436,7 @@ 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;
             }
@@ -16446,14 +16447,14 @@ 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$x = (exchangeName) => {
     return exchangeName;
 };
 /**
@@ -16477,11 +16478,11 @@ class ExchangeCoreService {
          * @param exchangeName - Name of the exchange to validate
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = memoize(([exchangeName]) => CREATE_KEY_FN$u(exchangeName), async (exchangeName) => {
-            this.loggerService.log(METHOD_NAME_VALIDATE$3, {
+        this.validate = memoize(([exchangeName]) => CREATE_KEY_FN$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.
@@ -16750,14 +16751,14 @@ 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$w = (context) => {
     const parts = [context.strategyName, context.exchangeName];
     if (context.frameName)
         parts.push(context.frameName);
@@ -16780,6 +16781,7 @@ class StrategyCoreService {
         this.strategyValidationService = inject(TYPES.strategyValidationService);
         this.exchangeValidationService = inject(TYPES.exchangeValidationService);
         this.frameValidationService = inject(TYPES.frameValidationService);
+        this.actionValidationService = inject(TYPES.actionValidationService);
         /**
          * Validates strategy and associated risk configuration.
          *
@@ -16789,16 +16791,17 @@ class StrategyCoreService {
          * @param context - Execution context with strategyName, exchangeName, frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = memoize(([context]) => CREATE_KEY_FN$t(context), async (context) => {
-            this.loggerService.log(METHOD_NAME_VALIDATE$2, {
+        this.validate = memoize(([context]) => CREATE_KEY_FN$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$5));
         });
         /**
          * Retrieves the currently active pending signal for the symbol.
@@ -18159,7 +18162,7 @@ class SizingGlobalService {
  * @param context - Context with riskName, exchangeName, frameName
  * @returns Unique string key for memoization
  */
-const CREATE_KEY_FN$s = (context) => {
+const CREATE_KEY_FN$v = (context) => {
     const parts = [context.riskName, context.exchangeName];
     if (context.frameName)
         parts.push(context.frameName);
@@ -18185,7 +18188,7 @@ class RiskGlobalService {
          * @param payload - Payload with riskName, exchangeName and frameName
          * @returns Promise that resolves when validation is complete
          */
-        this.validate = memoize(([context]) => CREATE_KEY_FN$s(context), async (context) => {
+        this.validate = memoize(([context]) => CREATE_KEY_FN$v(context), async (context) => {
             this.loggerService.log("riskGlobalService validate", {
                 context,
             });
@@ -18277,14 +18280,14 @@ 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$u = (context) => {
     const parts = [context.strategyName, context.exchangeName];
     if (context.frameName)
         parts.push(context.frameName);
@@ -18328,17 +18331,17 @@ class ActionCoreService {
          * @param context - Strategy execution context with strategyName, exchangeName and frameName
          * @returns Promise that resolves when all validations complete
          */
-        this.validate = memoize(([context]) => CREATE_KEY_FN$r(context), async (context) => {
-            this.loggerService.log(METHOD_NAME_VALIDATE$1, {
+        this.validate = memoize(([context]) => CREATE_KEY_FN$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$4));
         });
         /**
          * Initializes all ClientAction instances for the strategy.
@@ -18834,8 +18837,8 @@ class FrameSchemaService {
             if (typeof frameSchema.frameName !== "string") {
                 throw new Error(`frame schema validation failed: missing frameName`);
             }
-            if (typeof frameSchema.interval !== "string") {
-                throw new Error(`frame schema validation failed: missing interval for frameName=${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}`);
@@ -20828,6 +20831,17 @@ 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.
  *
@@ -20843,6 +20857,25 @@ 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 = 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.
          *
@@ -20857,22 +20890,26 @@ 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.
  *
@@ -20889,6 +20926,26 @@ 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 = 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.
          *
@@ -20901,23 +20958,26 @@ 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.
  *
@@ -20936,6 +20996,34 @@ 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 = 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.
          *
@@ -20947,26 +21035,30 @@ 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
@@ -21075,43 +21167,43 @@ 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,
     },
     {
@@ -21414,6 +21506,71 @@ 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 ? 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 ? str(data.medianStepSize, "%") : "N/A",
+        isVisible: () => true,
+    },
     {
         key: "sortinoRatio",
         label: "Sortino",
@@ -21510,34 +21667,34 @@ 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,
     },
@@ -21545,7 +21702,7 @@ 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,
     },
@@ -21553,7 +21710,7 @@ 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,
     },
@@ -21724,43 +21881,43 @@ 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,
     },
     {
@@ -21884,43 +22041,43 @@ 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,
     },
     {
@@ -22177,7 +22334,7 @@ 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,
     },
@@ -22185,7 +22342,7 @@ 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,
     },
@@ -22193,7 +22350,7 @@ 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,
     },
@@ -22201,7 +22358,7 @@ 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,
     },
@@ -22209,7 +22366,7 @@ 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,
     },
@@ -22217,7 +22374,7 @@ 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,
     },
@@ -22248,7 +22405,7 @@ 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,
     },
     {
@@ -22374,32 +22531,32 @@ 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,
     },
@@ -22407,7 +22564,7 @@ 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,
     },
@@ -22415,7 +22572,7 @@ 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,
     },
@@ -22540,7 +22697,7 @@ 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,
     },
     {
@@ -22660,25 +22817,25 @@ 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,
     },
     {
@@ -22771,25 +22928,25 @@ 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,
     },
     {
@@ -22858,25 +23015,25 @@ 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,
     },
     {
@@ -23758,6 +23915,184 @@ MarkdownFileBase = makeExtendable(MarkdownFileBase);
 ReportBase = 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"
@@ -23890,6 +24225,15 @@ 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
@@ -24186,6 +24530,13 @@ let ReportStorage$a = class ReportStorage {
         const recoveryFactor = !canComputeRatios || blown || equityMaxDrawdown <= 0
             ? null
             : Math.max(-MAX_CALMAR_RATIO$2, Math.min(MAX_CALMAR_RATIO$2, ((equityFinal - 1) * 100) / equityMaxDrawdown));
+        // Price profile — buyer/seller pressure, trend classification. Walks the
+        // chronological close series (`orderedSignals` is already sorted by
+        // closeTimestamp). N-gated internally by the helper (MIN_SIGNALS = 10).
+        const priceProfile = getPriceProfile(orderedSignals.map((s) => ({
+            closeAt: s.closeTimestamp,
+            close: s.currentPrice,
+        })));
         return {
             signalList: this._signalList,
             totalSignals,
@@ -24211,6 +24562,15 @@ let ReportStorage$a = class ReportStorage {
             avgConsecutiveLossPnl: isUnsafe$4(avgConsecutiveLossPnl) ? null : avgConsecutiveLossPnl,
             avgWinDuration: isUnsafe$4(avgWinDuration) ? null : avgWinDuration,
             avgLossDuration: isUnsafe$4(avgLossDuration) ? null : avgLossDuration,
+            medianStepSize: priceProfile.medianStepSize,
+            buyerPressure: priceProfile.buyerPressure,
+            sellerPressure: priceProfile.sellerPressure,
+            buyerStrength: priceProfile.buyerStrength,
+            sellerStrength: priceProfile.sellerStrength,
+            pressureImbalance: priceProfile.pressureImbalance,
+            trend: priceProfile.trend,
+            trendStrength: priceProfile.trendStrength,
+            trendConfidence: priceProfile.trendConfidence,
         };
     }
     /**
@@ -24267,6 +24627,15 @@ let ReportStorage$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.*`,
@@ -24280,6 +24649,11 @@ 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");
     }
@@ -24910,6 +25284,15 @@ 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");
@@ -25208,6 +25591,14 @@ 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,
@@ -25234,6 +25625,15 @@ 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,
         };
     }
     /**
@@ -25290,6 +25690,15 @@ 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.*`,
@@ -25303,6 +25712,11 @@ 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");
     }
@@ -27585,6 +27999,12 @@ 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,
@@ -27619,6 +28039,15 @@ 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,
         };
     }
     /**
@@ -28082,6 +28511,9 @@ 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");
     }
@@ -28684,6 +29116,36 @@ 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
@@ -28705,9 +29167,12 @@ 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 = memoize(([walkerName]) => walkerName, (walkerName, source) => {
@@ -28719,6 +29184,14 @@ 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;
         });
         /**
@@ -30155,6 +30628,10 @@ 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.
@@ -30170,9 +30647,10 @@ 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.
@@ -31239,6 +31717,10 @@ 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.
@@ -31254,9 +31736,10 @@ 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.
@@ -50598,6 +51081,7 @@ 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.
  *
@@ -50714,6 +51198,45 @@ 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";
@@ -66610,4 +67133,4 @@ const validateSignal = (signal, currentPrice) => {
     return !errors.length;
 };
 
-export { ActionBase, Backtest, Breakeven, Broker, BrokerBase, Cache, Constant, Cron, Dump, Exchange, ExecutionContextService, Heat, HighestProfit, Interval, Live, Log, Lookup, Markdown, MarkdownFileBase, MarkdownFolderBase, MarkdownWriter, MaxDrawdown, Memory, MemoryBacktest, MemoryBacktestAdapter, MemoryLive, MemoryLiveAdapter, MethodContextService, Notification, NotificationBacktest, NotificationLive, Partial, Performance, 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, Recent, RecentBacktest, RecentLive, Reflect$1 as Reflect, Report, ReportBase, ReportWriter, Risk, Schedule, Session, SessionBacktest, SessionLive, State, StateBacktest, StateBacktestAdapter, StateLive, StateLiveAdapter, Storage, StorageBacktest, StorageLive, Strategy, Sync, System, Walker, 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 };
+export { ActionBase, Backtest, Breakeven, Broker, BrokerBase, Cache, Constant, Cron, Dump, Exchange, ExecutionContextService, Heat, HighestProfit, Interval, Live, Log, Lookup, Markdown, MarkdownFileBase, MarkdownFolderBase, MarkdownWriter, MaxDrawdown, Memory, MemoryBacktest, MemoryBacktestAdapter, MemoryLive, MemoryLiveAdapter, MethodContextService, Notification, NotificationBacktest, NotificationLive, Partial, Performance, 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, Recent, RecentBacktest, RecentLive, Reflect$1 as Reflect, Report, ReportBase, ReportWriter, Risk, Schedule, Session, SessionBacktest, SessionLive, State, StateBacktest, StateBacktestAdapter, StateLive, StateLiveAdapter, Storage, StorageBacktest, StorageLive, Strategy, Sync, System, Walker, 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, getPriceScale, 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 };