backtest-kit 2.0.12 → 2.1.2

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package/build/index.cjs CHANGED
@@ -586,1119 +586,899 @@ var emitters = /*#__PURE__*/Object.freeze({
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  walkerStopSubject: walkerStopSubject
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  });
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- const INTERVAL_MINUTES$4 = {
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- "1m": 1,
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- "3m": 3,
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- "5m": 5,
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- "15m": 15,
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- "30m": 30,
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- "1h": 60,
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- "2h": 120,
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- "4h": 240,
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- "6h": 360,
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- "8h": 480,
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- };
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+ const IS_WINDOWS = os.platform() === "win32";
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  /**
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- * Validates that all candles have valid OHLCV data without anomalies.
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- * Detects incomplete candles from Binance API by checking for abnormally low prices or volumes.
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- * Incomplete candles often have prices like 0.1 instead of normal 100,000 or zero volume.
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+ * Atomically writes data to a file, ensuring the operation either fully completes or leaves the original file unchanged.
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+ * Uses a temporary file with a rename strategy on POSIX systems for atomicity, or direct writing with sync on Windows (or when POSIX rename is skipped).
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  *
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- * @param candles - Array of candle data to validate
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- * @throws Error if any candles have anomalous OHLCV values
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- */
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- const VALIDATE_NO_INCOMPLETE_CANDLES_FN = (candles) => {
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- if (candles.length === 0) {
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- return;
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+ *
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+ * @param {string} file - The file parameter.
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+ * @param {string | Buffer} data - The data to be processed or validated.
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+ * @param {Options | BufferEncoding} options - The options parameter (optional).
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+ * @throws {Error} Throws an error if the write, sync, or rename operation fails, after attempting cleanup of temporary files.
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+ *
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+ * @example
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+ * // Basic usage with default options
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+ * await writeFileAtomic("output.txt", "Hello, world!");
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+ * // Writes "Hello, world!" to "output.txt" atomically
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+ *
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+ * @example
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+ * // Custom options and Buffer data
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+ * const buffer = Buffer.from("Binary data");
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+ * await writeFileAtomic("data.bin", buffer, { encoding: "binary", mode: 0o644, tmpPrefix: "temp-" });
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+ * // Writes binary data to "data.bin" with custom permissions and temp prefix
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+ *
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+ * @example
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+ * // Using encoding shorthand
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+ * await writeFileAtomic("log.txt", "Log entry", "utf16le");
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+ * // Writes "Log entry" to "log.txt" in UTF-16LE encoding
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+ *
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+ * @remarks
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+ * This function ensures atomicity to prevent partial writes:
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+ * - On POSIX systems (non-Windows, unless `GLOBAL_CONFIG.CC_SKIP_POSIX_RENAME` is true):
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+ * - Writes data to a temporary file (e.g., `.tmp-<random>-filename`) in the same directory.
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+ * - Uses `crypto.randomBytes` to generate a unique temporary name, reducing collision risk.
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+ * - Syncs the data to disk and renames the temporary file to the target file atomically with `fs.rename`.
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+ * - Cleans up the temporary file on failure, swallowing cleanup errors to prioritize throwing the original error.
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+ * - On Windows (or when POSIX rename is skipped):
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+ * - Writes directly to the target file, syncing data to disk to minimize corruption risk (though not fully atomic).
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+ * - Closes the file handle on failure without additional cleanup.
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+ * - Accepts `options` as an object or a string (interpreted as `encoding`), defaulting to `{ encoding: "utf8", mode: 0o666, tmpPrefix: ".tmp-" }`.
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+ * Useful in the agent swarm system for safely writing configuration files, logs, or state data where partial writes could cause corruption.
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+ *
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+ * @see {@link https://nodejs.org/api/fs.html#fspromiseswritefilefile-data-options|fs.promises.writeFile} for file writing details.
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+ * @see {@link https://nodejs.org/api/crypto.html#cryptorandombytessize-callback|crypto.randomBytes} for temporary file naming.
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+ * @see {@link ../config/params|GLOBAL_CONFIG} for configuration impacting POSIX behavior.
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+ */
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+ async function writeFileAtomic(file, data, options = {}) {
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+ if (typeof options === "string") {
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+ options = { encoding: options };
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  }
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- // Calculate reference price (median or average depending on candle count)
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- const allPrices = candles.flatMap((c) => [c.open, c.high, c.low, c.close]);
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- const validPrices = allPrices.filter(p => p > 0);
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- let referencePrice;
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- if (candles.length >= GLOBAL_CONFIG.CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN) {
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- // Use median for reliable statistics with enough data
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- const sortedPrices = [...validPrices].sort((a, b) => a - b);
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- referencePrice = sortedPrices[Math.floor(sortedPrices.length / 2)] || 0;
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+ else if (!options) {
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+ options = {};
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  }
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- else {
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- // Use average for small datasets (more stable than median)
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- const sum = validPrices.reduce((acc, p) => acc + p, 0);
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- referencePrice = validPrices.length > 0 ? sum / validPrices.length : 0;
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+ const { encoding = "utf8", mode = 0o666, tmpPrefix = ".tmp-" } = options;
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+ let fileHandle = null;
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+ if (IS_WINDOWS) {
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+ try {
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+ // Create and write to temporary file
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+ fileHandle = await fs.open(file, "w", mode);
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+ // Write data to the temp file
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+ await fileHandle.writeFile(data, { encoding });
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+ // Ensure data is flushed to disk
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+ await fileHandle.sync();
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+ // Close the file before rename
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+ await fileHandle.close();
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+ }
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+ catch (error) {
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+ // Clean up if something went wrong
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+ if (fileHandle) {
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+ await fileHandle.close().catch(() => { });
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+ }
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+ throw error; // Re-throw the original error
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+ }
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+ return;
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661
  }
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- if (referencePrice === 0) {
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- throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: cannot calculate reference price (all prices are zero)`);
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+ // Create a temporary filename in the same directory
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+ const dir = path.dirname(file);
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+ const filename = path.basename(file);
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+ const tmpFile = path.join(dir, `${tmpPrefix}${crypto.randomBytes(6).toString("hex")}-${filename}`);
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+ try {
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+ // Create and write to temporary file
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+ fileHandle = await fs.open(tmpFile, "w", mode);
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+ // Write data to the temp file
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+ await fileHandle.writeFile(data, { encoding });
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+ // Ensure data is flushed to disk
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+ await fileHandle.sync();
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+ // Close the file before rename
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+ await fileHandle.close();
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+ fileHandle = null;
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+ // Atomically replace the target file with our temp file
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+ await fs.rename(tmpFile, file);
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678
  }
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- const minValidPrice = referencePrice / GLOBAL_CONFIG.CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR;
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- for (let i = 0; i < candles.length; i++) {
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- const candle = candles[i];
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- // Check for invalid numeric values
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- if (!Number.isFinite(candle.open) ||
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- !Number.isFinite(candle.high) ||
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- !Number.isFinite(candle.low) ||
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- !Number.isFinite(candle.close) ||
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- !Number.isFinite(candle.volume) ||
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- !Number.isFinite(candle.timestamp)) {
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- throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: candle[${i}] has invalid numeric values (NaN or Infinity)`);
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+ catch (error) {
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+ // Clean up if something went wrong
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+ if (fileHandle) {
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+ await fileHandle.close().catch(() => { });
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  }
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- // Check for negative values
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- if (candle.open <= 0 ||
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- candle.high <= 0 ||
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- candle.low <= 0 ||
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- candle.close <= 0 ||
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- candle.volume < 0) {
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- throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: candle[${i}] has zero or negative values`);
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+ // Try to remove the temporary file
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+ try {
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+ await fs.unlink(tmpFile).catch(() => { });
649
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  }
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- // Check for anomalously low prices (incomplete candle indicator)
651
- if (candle.open < minValidPrice ||
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- candle.high < minValidPrice ||
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- candle.low < minValidPrice ||
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- candle.close < minValidPrice) {
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- throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: candle[${i}] has anomalously low price. ` +
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- `OHLC: [${candle.open}, ${candle.high}, ${candle.low}, ${candle.close}], ` +
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- `reference: ${referencePrice}, threshold: ${minValidPrice}`);
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+ catch (_) {
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+ // Ignore errors during cleanup
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  }
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+ throw error;
659
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  }
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- };
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- /**
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- * Retries the getCandles function with specified retry count and delay.
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- * @param dto - Data transfer object containing symbol, interval, and limit
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- * @param since - Date object representing the start time for fetching candles
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- * @param self - Instance of ClientExchange
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- * @returns Promise resolving to array of candle data
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- */
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- const GET_CANDLES_FN = async (dto, since, self) => {
669
- let lastError;
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- for (let i = 0; i !== GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_COUNT; i++) {
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+ }
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+
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+ var _a$2;
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+ const BASE_WAIT_FOR_INIT_SYMBOL = Symbol("wait-for-init");
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+ const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_PERSIST_SIGNAL_ADAPTER = "PersistSignalUtils.usePersistSignalAdapter";
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+ const PERSIST_SIGNAL_UTILS_METHOD_NAME_READ_DATA = "PersistSignalUtils.readSignalData";
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+ const PERSIST_SIGNAL_UTILS_METHOD_NAME_WRITE_DATA = "PersistSignalUtils.writeSignalData";
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+ const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_JSON = "PersistSignalUtils.useJson";
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+ const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_DUMMY = "PersistSignalUtils.useDummy";
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+ const PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_PERSIST_SCHEDULE_ADAPTER = "PersistScheduleUtils.usePersistScheduleAdapter";
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+ const PERSIST_SCHEDULE_UTILS_METHOD_NAME_READ_DATA = "PersistScheduleUtils.readScheduleData";
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+ const PERSIST_SCHEDULE_UTILS_METHOD_NAME_WRITE_DATA = "PersistScheduleUtils.writeScheduleData";
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+ const PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_JSON = "PersistScheduleUtils.useJson";
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+ const PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_DUMMY = "PersistScheduleUtils.useDummy";
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+ const PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_PERSIST_PARTIAL_ADAPTER = "PersistPartialUtils.usePersistPartialAdapter";
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+ const PERSIST_PARTIAL_UTILS_METHOD_NAME_READ_DATA = "PersistPartialUtils.readPartialData";
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+ const PERSIST_PARTIAL_UTILS_METHOD_NAME_WRITE_DATA = "PersistPartialUtils.writePartialData";
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+ const PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_JSON = "PersistPartialUtils.useJson";
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+ const PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_DUMMY = "PersistPartialUtils.useDummy";
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+ const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_PERSIST_BREAKEVEN_ADAPTER = "PersistBreakevenUtils.usePersistBreakevenAdapter";
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+ const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_READ_DATA = "PersistBreakevenUtils.readBreakevenData";
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+ const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_WRITE_DATA = "PersistBreakevenUtils.writeBreakevenData";
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+ const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_JSON = "PersistBreakevenUtils.useJson";
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+ const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_DUMMY = "PersistBreakevenUtils.useDummy";
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+ const PERSIST_RISK_UTILS_METHOD_NAME_USE_PERSIST_RISK_ADAPTER = "PersistRiskUtils.usePersistRiskAdapter";
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+ const PERSIST_RISK_UTILS_METHOD_NAME_READ_DATA = "PersistRiskUtils.readPositionData";
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+ const PERSIST_RISK_UTILS_METHOD_NAME_WRITE_DATA = "PersistRiskUtils.writePositionData";
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+ const PERSIST_RISK_UTILS_METHOD_NAME_USE_JSON = "PersistRiskUtils.useJson";
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+ const PERSIST_RISK_UTILS_METHOD_NAME_USE_DUMMY = "PersistRiskUtils.useDummy";
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+ const PERSIST_BASE_METHOD_NAME_CTOR = "PersistBase.CTOR";
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+ const PERSIST_BASE_METHOD_NAME_WAIT_FOR_INIT = "PersistBase.waitForInit";
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+ const PERSIST_BASE_METHOD_NAME_READ_VALUE = "PersistBase.readValue";
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+ const PERSIST_BASE_METHOD_NAME_WRITE_VALUE = "PersistBase.writeValue";
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+ const PERSIST_BASE_METHOD_NAME_HAS_VALUE = "PersistBase.hasValue";
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+ const PERSIST_BASE_METHOD_NAME_KEYS = "PersistBase.keys";
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+ const BASE_WAIT_FOR_INIT_FN_METHOD_NAME = "PersistBase.waitForInitFn";
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+ const BASE_UNLINK_RETRY_COUNT = 5;
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+ const BASE_UNLINK_RETRY_DELAY = 1000;
731
+ const BASE_WAIT_FOR_INIT_FN = async (self) => {
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+ bt.loggerService.debug(BASE_WAIT_FOR_INIT_FN_METHOD_NAME, {
733
+ entityName: self.entityName,
734
+ directory: self._directory,
735
+ });
736
+ await fs.mkdir(self._directory, { recursive: true });
737
+ for await (const key of self.keys()) {
671
738
  try {
672
- const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit, self.params.execution.context.backtest);
673
- VALIDATE_NO_INCOMPLETE_CANDLES_FN(result);
674
- return result;
739
+ await self.readValue(key);
675
740
  }
676
- catch (err) {
677
- const message = `ClientExchange GET_CANDLES_FN: attempt ${i + 1} failed for symbol=${dto.symbol}, interval=${dto.interval}, since=${since.toISOString()}, limit=${dto.limit}}`;
678
- const payload = {
679
- error: functoolsKit.errorData(err),
680
- message: functoolsKit.getErrorMessage(err),
681
- };
682
- self.params.logger.warn(message, payload);
683
- console.warn(message, payload);
684
- lastError = err;
685
- await functoolsKit.sleep(GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_DELAY_MS);
741
+ catch {
742
+ const filePath = self._getFilePath(key);
743
+ console.error(`backtest-kit PersistBase found invalid document for filePath=${filePath} entityName=${self.entityName}`);
744
+ if (await functoolsKit.not(BASE_WAIT_FOR_INIT_UNLINK_FN(filePath))) {
745
+ console.error(`backtest-kit PersistBase failed to remove invalid document for filePath=${filePath} entityName=${self.entityName}`);
746
+ }
686
747
  }
687
748
  }
688
- throw lastError;
689
749
  };
750
+ const BASE_WAIT_FOR_INIT_UNLINK_FN = async (filePath) => functoolsKit.trycatch(functoolsKit.retry(async () => {
751
+ try {
752
+ await fs.unlink(filePath);
753
+ return true;
754
+ }
755
+ catch (error) {
756
+ console.error(`backtest-kit PersistBase unlink failed for filePath=${filePath} error=${functoolsKit.getErrorMessage(error)}`);
757
+ throw error;
758
+ }
759
+ }, BASE_UNLINK_RETRY_COUNT, BASE_UNLINK_RETRY_DELAY), {
760
+ defaultValue: false,
761
+ });
690
762
  /**
691
- * Wrapper to call onCandleData callback with error handling.
692
- * Catches and logs any errors thrown by the user-provided callback.
693
- *
694
- * @param self - ClientExchange instance reference
695
- * @param symbol - Trading pair symbol
696
- * @param interval - Candle interval
697
- * @param since - Start date for candle data
698
- * @param limit - Number of candles
699
- * @param data - Array of candle data
700
- */
701
- const CALL_CANDLE_DATA_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, interval, since, limit, data) => {
702
- if (self.params.callbacks?.onCandleData) {
703
- await self.params.callbacks.onCandleData(symbol, interval, since, limit, data);
704
- }
705
- }, {
706
- fallback: (error) => {
707
- const message = "ClientExchange CALL_CANDLE_DATA_CALLBACKS_FN thrown";
708
- const payload = {
709
- error: functoolsKit.errorData(error),
710
- message: functoolsKit.getErrorMessage(error),
711
- };
712
- bt.loggerService.warn(message, payload);
713
- console.warn(message, payload);
714
- errorEmitter.next(error);
715
- },
716
- });
717
- /**
718
- * Client implementation for exchange data access.
763
+ * Base class for file-based persistence with atomic writes.
719
764
  *
720
765
  * Features:
721
- * - Historical candle fetching (backwards from execution context)
722
- * - Future candle fetching (forwards for backtest)
723
- * - VWAP calculation from last 5 1m candles
724
- * - Price/quantity formatting for exchange
725
- *
726
- * All methods use prototype functions for memory efficiency.
766
+ * - Atomic file writes using writeFileAtomic
767
+ * - Auto-validation and cleanup of corrupted files
768
+ * - Async generator support for iteration
769
+ * - Retry logic for file deletion
727
770
  *
728
771
  * @example
729
772
  * ```typescript
730
- * const exchange = new ClientExchange({
731
- * exchangeName: "binance",
732
- * getCandles: async (symbol, interval, since, limit) => [...],
733
- * formatPrice: async (symbol, price) => price.toFixed(2),
734
- * formatQuantity: async (symbol, quantity) => quantity.toFixed(8),
735
- * execution: executionService,
736
- * logger: loggerService,
737
- * });
738
- *
739
- * const candles = await exchange.getCandles("BTCUSDT", "1m", 100);
740
- * const vwap = await exchange.getAveragePrice("BTCUSDT");
773
+ * const persist = new PersistBase("my-entity", "./data");
774
+ * await persist.waitForInit(true);
775
+ * await persist.writeValue("key1", { data: "value" });
776
+ * const value = await persist.readValue("key1");
741
777
  * ```
742
778
  */
743
- class ClientExchange {
744
- constructor(params) {
745
- this.params = params;
746
- }
779
+ class PersistBase {
747
780
  /**
748
- * Fetches historical candles backwards from execution context time.
781
+ * Creates new persistence instance.
749
782
  *
750
- * @param symbol - Trading pair symbol
751
- * @param interval - Candle interval
752
- * @param limit - Number of candles to fetch
753
- * @returns Promise resolving to array of candles
783
+ * @param entityName - Unique entity type identifier
784
+ * @param baseDir - Base directory for all entities (default: ./dump/data)
754
785
  */
755
- async getCandles(symbol, interval, limit) {
756
- this.params.logger.debug(`ClientExchange getCandles`, {
757
- symbol,
758
- interval,
759
- limit,
786
+ constructor(entityName, baseDir = path.join(process.cwd(), "logs/data")) {
787
+ this.entityName = entityName;
788
+ this.baseDir = baseDir;
789
+ this[_a$2] = functoolsKit.singleshot(async () => await BASE_WAIT_FOR_INIT_FN(this));
790
+ bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_CTOR, {
791
+ entityName: this.entityName,
792
+ baseDir,
760
793
  });
761
- const step = INTERVAL_MINUTES$4[interval];
762
- const adjust = step * limit;
763
- if (!adjust) {
764
- throw new Error(`ClientExchange unknown time adjust for interval=${interval}`);
765
- }
766
- const since = new Date(this.params.execution.context.when.getTime() - adjust * 60 * 1000);
767
- let allData = [];
768
- // If limit exceeds CC_MAX_CANDLES_PER_REQUEST, fetch data in chunks
769
- if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
770
- let remaining = limit;
771
- let currentSince = new Date(since.getTime());
772
- while (remaining > 0) {
773
- const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
774
- const chunkData = await GET_CANDLES_FN({ symbol, interval, limit: chunkLimit }, currentSince, this);
775
- allData.push(...chunkData);
776
- remaining -= chunkLimit;
777
- if (remaining > 0) {
778
- // Move currentSince forward by the number of candles fetched
779
- currentSince = new Date(currentSince.getTime() + chunkLimit * step * 60 * 1000);
780
- }
781
- }
782
- }
783
- else {
784
- allData = await GET_CANDLES_FN({ symbol, interval, limit }, since, this);
785
- }
786
- // Filter candles to strictly match the requested range
787
- const whenTimestamp = this.params.execution.context.when.getTime();
788
- const sinceTimestamp = since.getTime();
789
- const stepMs = step * 60 * 1000;
790
- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
791
- // Apply distinct by timestamp to remove duplicates
792
- const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
793
- if (filteredData.length !== uniqueData.length) {
794
- const msg = `ClientExchange Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
795
- this.params.logger.warn(msg);
796
- console.warn(msg);
797
- }
798
- if (uniqueData.length < limit) {
799
- const msg = `ClientExchange Expected ${limit} candles, got ${uniqueData.length}`;
800
- this.params.logger.warn(msg);
801
- console.warn(msg);
802
- }
803
- await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
804
- return uniqueData;
794
+ this._directory = path.join(this.baseDir, this.entityName);
805
795
  }
806
796
  /**
807
- * Fetches future candles forwards from execution context time.
808
- * Used in backtest mode to get candles for signal duration.
797
+ * Computes file path for entity ID.
809
798
  *
810
- * @param symbol - Trading pair symbol
811
- * @param interval - Candle interval
812
- * @param limit - Number of candles to fetch
813
- * @returns Promise resolving to array of candles
814
- * @throws Error if trying to fetch future candles in live mode
799
+ * @param entityId - Entity identifier
800
+ * @returns Full file path to entity JSON file
815
801
  */
816
- async getNextCandles(symbol, interval, limit) {
817
- this.params.logger.debug(`ClientExchange getNextCandles`, {
818
- symbol,
819
- interval,
820
- limit,
802
+ _getFilePath(entityId) {
803
+ return path.join(this.baseDir, this.entityName, `${entityId}.json`);
804
+ }
805
+ async waitForInit(initial) {
806
+ bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_WAIT_FOR_INIT, {
807
+ entityName: this.entityName,
808
+ initial,
821
809
  });
822
- const since = new Date(this.params.execution.context.when.getTime());
823
- const now = Date.now();
824
- // Вычисляем конечное время запроса
825
- const step = INTERVAL_MINUTES$4[interval];
826
- const endTime = since.getTime() + limit * step * 60 * 1000;
827
- // Проверяем что запрошенный период не заходит за Date.now()
828
- if (endTime > now) {
829
- return [];
810
+ await this[BASE_WAIT_FOR_INIT_SYMBOL]();
811
+ }
812
+ async readValue(entityId) {
813
+ bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_READ_VALUE, {
814
+ entityName: this.entityName,
815
+ entityId,
816
+ });
817
+ try {
818
+ const filePath = this._getFilePath(entityId);
819
+ const fileContent = await fs.readFile(filePath, "utf-8");
820
+ return JSON.parse(fileContent);
830
821
  }
831
- let allData = [];
832
- // If limit exceeds CC_MAX_CANDLES_PER_REQUEST, fetch data in chunks
833
- if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
834
- let remaining = limit;
835
- let currentSince = new Date(since.getTime());
836
- while (remaining > 0) {
837
- const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
838
- const chunkData = await GET_CANDLES_FN({ symbol, interval, limit: chunkLimit }, currentSince, this);
839
- allData.push(...chunkData);
840
- remaining -= chunkLimit;
841
- if (remaining > 0) {
842
- // Move currentSince forward by the number of candles fetched
843
- currentSince = new Date(currentSince.getTime() + chunkLimit * step * 60 * 1000);
844
- }
822
+ catch (error) {
823
+ if (error?.code === "ENOENT") {
824
+ throw new Error(`Entity ${this.entityName}:${entityId} not found`);
845
825
  }
826
+ throw new Error(`Failed to read entity ${this.entityName}:${entityId}: ${functoolsKit.getErrorMessage(error)}`);
846
827
  }
847
- else {
848
- allData = await GET_CANDLES_FN({ symbol, interval, limit }, since, this);
849
- }
850
- // Filter candles to strictly match the requested range
851
- const sinceTimestamp = since.getTime();
852
- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < endTime);
853
- // Apply distinct by timestamp to remove duplicates
854
- const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
855
- if (filteredData.length !== uniqueData.length) {
856
- const msg = `ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
857
- this.params.logger.warn(msg);
858
- console.warn(msg);
828
+ }
829
+ async hasValue(entityId) {
830
+ bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_HAS_VALUE, {
831
+ entityName: this.entityName,
832
+ entityId,
833
+ });
834
+ try {
835
+ const filePath = this._getFilePath(entityId);
836
+ await fs.access(filePath);
837
+ return true;
859
838
  }
860
- if (uniqueData.length < limit) {
861
- const msg = `ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`;
862
- this.params.logger.warn(msg);
863
- console.warn(msg);
839
+ catch (error) {
840
+ if (error?.code === "ENOENT") {
841
+ return false;
842
+ }
843
+ throw new Error(`Failed to check existence of entity ${this.entityName}:${entityId}: ${functoolsKit.getErrorMessage(error)}`);
864
844
  }
865
- await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
866
- return uniqueData;
867
845
  }
868
- /**
869
- * Calculates VWAP (Volume Weighted Average Price) from last N 1m candles.
870
- * The number of candles is configurable via GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT.
871
- *
872
- * Formula:
873
- * - Typical Price = (high + low + close) / 3
874
- * - VWAP = sum(typical_price * volume) / sum(volume)
875
- *
876
- * If volume is zero, returns simple average of close prices.
877
- *
878
- * @param symbol - Trading pair symbol
879
- * @returns Promise resolving to VWAP price
880
- * @throws Error if no candles available
881
- */
882
- async getAveragePrice(symbol) {
883
- this.params.logger.debug(`ClientExchange getAveragePrice`, {
884
- symbol,
846
+ async writeValue(entityId, entity) {
847
+ bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_WRITE_VALUE, {
848
+ entityName: this.entityName,
849
+ entityId,
885
850
  });
886
- const candles = await this.getCandles(symbol, "1m", GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT);
887
- if (candles.length === 0) {
888
- throw new Error(`ClientExchange getAveragePrice: no candles data for symbol=${symbol}`);
851
+ try {
852
+ const filePath = this._getFilePath(entityId);
853
+ const serializedData = JSON.stringify(entity);
854
+ await writeFileAtomic(filePath, serializedData, "utf-8");
889
855
  }
890
- // VWAP (Volume Weighted Average Price)
891
- // Используем типичную цену (typical price) = (high + low + close) / 3
892
- const sumPriceVolume = candles.reduce((acc, candle) => {
893
- const typicalPrice = (candle.high + candle.low + candle.close) / 3;
894
- return acc + typicalPrice * candle.volume;
895
- }, 0);
896
- const totalVolume = candles.reduce((acc, candle) => acc + candle.volume, 0);
897
- if (totalVolume === 0) {
898
- // Если объем нулевой, возвращаем простое среднее close цен
899
- const sum = candles.reduce((acc, candle) => acc + candle.close, 0);
900
- return sum / candles.length;
856
+ catch (error) {
857
+ throw new Error(`Failed to write entity ${this.entityName}:${entityId}: ${functoolsKit.getErrorMessage(error)}`);
901
858
  }
902
- const vwap = sumPriceVolume / totalVolume;
903
- return vwap;
904
859
  }
905
860
  /**
906
- * Formats quantity according to exchange-specific rules for the given symbol.
907
- * Applies proper decimal precision and rounding based on symbol's lot size filters.
861
+ * Async generator yielding all entity IDs.
862
+ * Sorted alphanumerically.
863
+ * Used internally by waitForInit for validation.
908
864
  *
909
- * @param symbol - Trading pair symbol
910
- * @param quantity - Raw quantity to format
911
- * @returns Promise resolving to formatted quantity as string
865
+ * @returns AsyncGenerator yielding entity IDs
866
+ * @throws Error if reading fails
912
867
  */
913
- async formatQuantity(symbol, quantity) {
914
- this.params.logger.debug("binanceService formatQuantity", {
915
- symbol,
916
- quantity,
868
+ async *keys() {
869
+ bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_KEYS, {
870
+ entityName: this.entityName,
917
871
  });
918
- return await this.params.formatQuantity(symbol, quantity, this.params.execution.context.backtest);
872
+ try {
873
+ const files = await fs.readdir(this._directory);
874
+ const entityIds = files
875
+ .filter((file) => file.endsWith(".json"))
876
+ .map((file) => file.slice(0, -5))
877
+ .sort((a, b) => a.localeCompare(b, undefined, {
878
+ numeric: true,
879
+ sensitivity: "base",
880
+ }));
881
+ for (const entityId of entityIds) {
882
+ yield entityId;
883
+ }
884
+ }
885
+ catch (error) {
886
+ throw new Error(`Failed to read keys for ${this.entityName}: ${functoolsKit.getErrorMessage(error)}`);
887
+ }
919
888
  }
889
+ }
890
+ _a$2 = BASE_WAIT_FOR_INIT_SYMBOL;
891
+ // @ts-ignore
892
+ PersistBase = functoolsKit.makeExtendable(PersistBase);
893
+ /**
894
+ * Dummy persist adapter that discards all writes.
895
+ * Used for disabling persistence.
896
+ */
897
+ class PersistDummy {
920
898
  /**
921
- * Formats price according to exchange-specific rules for the given symbol.
922
- * Applies proper decimal precision and rounding based on symbol's price filters.
923
- *
924
- * @param symbol - Trading pair symbol
925
- * @param price - Raw price to format
926
- * @returns Promise resolving to formatted price as string
899
+ * No-op initialization function.
900
+ * @returns Promise that resolves immediately
927
901
  */
928
- async formatPrice(symbol, price) {
929
- this.params.logger.debug("binanceService formatPrice", {
930
- symbol,
931
- price,
932
- });
933
- return await this.params.formatPrice(symbol, price, this.params.execution.context.backtest);
902
+ async waitForInit() {
934
903
  }
935
904
  /**
936
- * Fetches order book for a trading pair.
937
- *
938
- * Calculates time range based on execution context time (when) and
939
- * CC_ORDER_BOOK_TIME_OFFSET_MINUTES, then delegates to the exchange
940
- * schema implementation which may use or ignore the time range.
941
- *
942
- * @param symbol - Trading pair symbol
943
- * @param depth - Maximum depth levels (default: CC_ORDER_BOOK_MAX_DEPTH_LEVELS)
944
- * @returns Promise resolving to order book data
945
- * @throws Error if getOrderBook is not implemented
905
+ * No-op read function.
906
+ * @returns Promise that resolves with empty object
946
907
  */
947
- async getOrderBook(symbol, depth = GLOBAL_CONFIG.CC_ORDER_BOOK_MAX_DEPTH_LEVELS) {
948
- this.params.logger.debug("ClientExchange getOrderBook", {
949
- symbol,
950
- depth,
951
- });
952
- const to = new Date(this.params.execution.context.when.getTime());
953
- const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
954
- return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
908
+ async readValue() {
909
+ return {};
910
+ }
911
+ /**
912
+ * No-op has value check.
913
+ * @returns Promise that resolves to false
914
+ */
915
+ async hasValue() {
916
+ return false;
917
+ }
918
+ /**
919
+ * No-op write function.
920
+ * @returns Promise that resolves immediately
921
+ */
922
+ async writeValue() {
923
+ }
924
+ /**
925
+ * No-op keys generator.
926
+ * @returns Empty async generator
927
+ */
928
+ async *keys() {
929
+ // Empty generator - no keys
955
930
  }
956
931
  }
957
-
958
- /**
959
- * Default implementation for getCandles.
960
- * Throws an error indicating the method is not implemented.
961
- */
962
- const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit, _backtest) => {
963
- throw new Error(`getCandles is not implemented for this exchange`);
964
- };
965
- /**
966
- * Default implementation for formatQuantity.
967
- * Returns Bitcoin precision on Binance (8 decimal places).
968
- */
969
- const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity, _backtest) => {
970
- return quantity.toFixed(8);
971
- };
972
- /**
973
- * Default implementation for formatPrice.
974
- * Returns Bitcoin precision on Binance (2 decimal places).
975
- */
976
- const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price, _backtest) => {
977
- return price.toFixed(2);
978
- };
979
- /**
980
- * Default implementation for getOrderBook.
981
- * Throws an error indicating the method is not implemented.
982
- *
983
- * @param _symbol - Trading pair symbol (unused)
984
- * @param _depth - Maximum depth levels (unused)
985
- * @param _from - Start of time range (unused - can be ignored in live implementations)
986
- * @param _to - End of time range (unused - can be ignored in live implementations)
987
- * @param _backtest - Whether running in backtest mode (unused)
988
- */
989
- const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to, _backtest) => {
990
- throw new Error(`getOrderBook is not implemented for this exchange`);
991
- };
992
932
  /**
993
- * Connection service routing exchange operations to correct ClientExchange instance.
994
- *
995
- * Routes all IExchange method calls to the appropriate exchange implementation
996
- * based on methodContextService.context.exchangeName. Uses memoization to cache
997
- * ClientExchange instances for performance.
933
+ * Utility class for managing signal persistence.
998
934
  *
999
- * Key features:
1000
- * - Automatic exchange routing via method context
1001
- * - Memoized ClientExchange instances by exchangeName
1002
- * - Implements full IExchange interface
1003
- * - Logging for all operations
935
+ * Features:
936
+ * - Memoized storage instances per strategy
937
+ * - Custom adapter support
938
+ * - Atomic read/write operations
939
+ * - Crash-safe signal state management
1004
940
  *
1005
- * @example
1006
- * ```typescript
1007
- * // Used internally by framework
1008
- * const candles = await exchangeConnectionService.getCandles(
1009
- * "BTCUSDT", "1h", 100
1010
- * );
1011
- * // Automatically routes to correct exchange based on methodContext
1012
- * ```
941
+ * Used by ClientStrategy for live mode persistence.
1013
942
  */
1014
- class ExchangeConnectionService {
943
+ class PersistSignalUtils {
1015
944
  constructor() {
1016
- this.loggerService = inject(TYPES.loggerService);
1017
- this.executionContextService = inject(TYPES.executionContextService);
1018
- this.exchangeSchemaService = inject(TYPES.exchangeSchemaService);
1019
- this.methodContextService = inject(TYPES.methodContextService);
1020
- /**
1021
- * Retrieves memoized ClientExchange instance for given exchange name.
1022
- *
1023
- * Creates ClientExchange on first call, returns cached instance on subsequent calls.
1024
- * Cache key is exchangeName string.
1025
- *
1026
- * @param exchangeName - Name of registered exchange schema
1027
- * @returns Configured ClientExchange instance
1028
- */
1029
- this.getExchange = functoolsKit.memoize(([exchangeName]) => `${exchangeName}`, (exchangeName) => {
1030
- const { getCandles = DEFAULT_GET_CANDLES_FN$1, formatPrice = DEFAULT_FORMAT_PRICE_FN$1, formatQuantity = DEFAULT_FORMAT_QUANTITY_FN$1, getOrderBook = DEFAULT_GET_ORDER_BOOK_FN$1, callbacks } = this.exchangeSchemaService.get(exchangeName);
1031
- return new ClientExchange({
1032
- execution: this.executionContextService,
1033
- logger: this.loggerService,
1034
- exchangeName,
1035
- getCandles,
1036
- formatPrice,
1037
- formatQuantity,
1038
- getOrderBook,
1039
- callbacks,
1040
- });
1041
- });
1042
- /**
1043
- * Fetches historical candles for symbol using configured exchange.
1044
- *
1045
- * Routes to exchange determined by methodContextService.context.exchangeName.
1046
- *
1047
- * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
1048
- * @param interval - Candle interval (e.g., "1h", "1d")
1049
- * @param limit - Maximum number of candles to fetch
1050
- * @returns Promise resolving to array of candle data
1051
- */
1052
- this.getCandles = async (symbol, interval, limit) => {
1053
- this.loggerService.log("exchangeConnectionService getCandles", {
1054
- symbol,
1055
- interval,
1056
- limit,
1057
- });
1058
- return await this.getExchange(this.methodContextService.context.exchangeName).getCandles(symbol, interval, limit);
1059
- };
945
+ this.PersistSignalFactory = PersistBase;
946
+ this.getSignalStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistSignalFactory, [
947
+ `${symbol}_${strategyName}_${exchangeName}`,
948
+ `./dump/data/signal/`,
949
+ ]));
1060
950
  /**
1061
- * Fetches next batch of candles relative to executionContext.when.
951
+ * Reads persisted signal data for a symbol and strategy.
1062
952
  *
1063
- * Returns candles that come after the current execution timestamp.
1064
- * Used for backtest progression and live trading updates.
953
+ * Called by ClientStrategy.waitForInit() to restore state.
954
+ * Returns null if no signal exists.
1065
955
  *
1066
- * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
1067
- * @param interval - Candle interval (e.g., "1h", "1d")
1068
- * @param limit - Maximum number of candles to fetch
1069
- * @returns Promise resolving to array of candle data
956
+ * @param symbol - Trading pair symbol
957
+ * @param strategyName - Strategy identifier
958
+ * @param exchangeName - Exchange identifier
959
+ * @returns Promise resolving to signal or null
1070
960
  */
1071
- this.getNextCandles = async (symbol, interval, limit) => {
1072
- this.loggerService.log("exchangeConnectionService getNextCandles", {
1073
- symbol,
1074
- interval,
1075
- limit,
1076
- });
1077
- return await this.getExchange(this.methodContextService.context.exchangeName).getNextCandles(symbol, interval, limit);
961
+ this.readSignalData = async (symbol, strategyName, exchangeName) => {
962
+ bt.loggerService.info(PERSIST_SIGNAL_UTILS_METHOD_NAME_READ_DATA);
963
+ const key = `${symbol}:${strategyName}:${exchangeName}`;
964
+ const isInitial = !this.getSignalStorage.has(key);
965
+ const stateStorage = this.getSignalStorage(symbol, strategyName, exchangeName);
966
+ await stateStorage.waitForInit(isInitial);
967
+ if (await stateStorage.hasValue(symbol)) {
968
+ return await stateStorage.readValue(symbol);
969
+ }
970
+ return null;
1078
971
  };
1079
972
  /**
1080
- * Retrieves current average price for symbol.
973
+ * Writes signal data to disk with atomic file writes.
1081
974
  *
1082
- * In live mode: fetches real-time average price from exchange API.
1083
- * In backtest mode: calculates VWAP from candles in current timeframe.
975
+ * Called by ClientStrategy.setPendingSignal() to persist state.
976
+ * Uses atomic writes to prevent corruption on crashes.
1084
977
  *
1085
- * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
1086
- * @returns Promise resolving to average price
978
+ * @param signalRow - Signal data (null to clear)
979
+ * @param symbol - Trading pair symbol
980
+ * @param strategyName - Strategy identifier
981
+ * @param exchangeName - Exchange identifier
982
+ * @returns Promise that resolves when write is complete
1087
983
  */
1088
- this.getAveragePrice = async (symbol) => {
1089
- this.loggerService.log("exchangeConnectionService getAveragePrice", {
1090
- symbol,
1091
- });
1092
- return await this.getExchange(this.methodContextService.context.exchangeName).getAveragePrice(symbol);
1093
- };
1094
- /**
1095
- * Formats price according to exchange-specific precision rules.
1096
- *
1097
- * Ensures price meets exchange requirements for decimal places and tick size.
1098
- *
1099
- * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
1100
- * @param price - Raw price value to format
1101
- * @returns Promise resolving to formatted price string
1102
- */
1103
- this.formatPrice = async (symbol, price) => {
1104
- this.loggerService.log("exchangeConnectionService getAveragePrice", {
1105
- symbol,
1106
- price,
1107
- });
1108
- return await this.getExchange(this.methodContextService.context.exchangeName).formatPrice(symbol, price);
984
+ this.writeSignalData = async (signalRow, symbol, strategyName, exchangeName) => {
985
+ bt.loggerService.info(PERSIST_SIGNAL_UTILS_METHOD_NAME_WRITE_DATA);
986
+ const key = `${symbol}:${strategyName}:${exchangeName}`;
987
+ const isInitial = !this.getSignalStorage.has(key);
988
+ const stateStorage = this.getSignalStorage(symbol, strategyName, exchangeName);
989
+ await stateStorage.waitForInit(isInitial);
990
+ await stateStorage.writeValue(symbol, signalRow);
1109
991
  };
992
+ }
993
+ /**
994
+ * Registers a custom persistence adapter.
995
+ *
996
+ * @param Ctor - Custom PersistBase constructor
997
+ *
998
+ * @example
999
+ * ```typescript
1000
+ * class RedisPersist extends PersistBase {
1001
+ * async readValue(id) { return JSON.parse(await redis.get(id)); }
1002
+ * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1003
+ * }
1004
+ * PersistSignalAdapter.usePersistSignalAdapter(RedisPersist);
1005
+ * ```
1006
+ */
1007
+ usePersistSignalAdapter(Ctor) {
1008
+ bt.loggerService.info(PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_PERSIST_SIGNAL_ADAPTER);
1009
+ this.PersistSignalFactory = Ctor;
1010
+ }
1011
+ /**
1012
+ * Switches to the default JSON persist adapter.
1013
+ * All future persistence writes will use JSON storage.
1014
+ */
1015
+ useJson() {
1016
+ bt.loggerService.log(PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_JSON);
1017
+ this.usePersistSignalAdapter(PersistBase);
1018
+ }
1019
+ /**
1020
+ * Switches to a dummy persist adapter that discards all writes.
1021
+ * All future persistence writes will be no-ops.
1022
+ */
1023
+ useDummy() {
1024
+ bt.loggerService.log(PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_DUMMY);
1025
+ this.usePersistSignalAdapter(PersistDummy);
1026
+ }
1027
+ }
1028
+ /**
1029
+ * Global singleton instance of PersistSignalUtils.
1030
+ * Used by ClientStrategy for signal persistence.
1031
+ *
1032
+ * @example
1033
+ * ```typescript
1034
+ * // Custom adapter
1035
+ * PersistSignalAdapter.usePersistSignalAdapter(RedisPersist);
1036
+ *
1037
+ * // Read signal
1038
+ * const signal = await PersistSignalAdapter.readSignalData("my-strategy", "BTCUSDT");
1039
+ *
1040
+ * // Write signal
1041
+ * await PersistSignalAdapter.writeSignalData(signal, "my-strategy", "BTCUSDT");
1042
+ * ```
1043
+ */
1044
+ const PersistSignalAdapter = new PersistSignalUtils();
1045
+ /**
1046
+ * Utility class for managing risk active positions persistence.
1047
+ *
1048
+ * Features:
1049
+ * - Memoized storage instances per risk profile
1050
+ * - Custom adapter support
1051
+ * - Atomic read/write operations for RiskData
1052
+ * - Crash-safe position state management
1053
+ *
1054
+ * Used by ClientRisk for live mode persistence of active positions.
1055
+ */
1056
+ class PersistRiskUtils {
1057
+ constructor() {
1058
+ this.PersistRiskFactory = PersistBase;
1059
+ this.getRiskStorage = functoolsKit.memoize(([riskName, exchangeName]) => `${riskName}:${exchangeName}`, (riskName, exchangeName) => Reflect.construct(this.PersistRiskFactory, [
1060
+ `${riskName}_${exchangeName}`,
1061
+ `./dump/data/risk/`,
1062
+ ]));
1110
1063
  /**
1111
- * Formats quantity according to exchange-specific precision rules.
1064
+ * Reads persisted active positions for a risk profile.
1112
1065
  *
1113
- * Ensures quantity meets exchange requirements for decimal places and lot size.
1066
+ * Called by ClientRisk.waitForInit() to restore state.
1067
+ * Returns empty Map if no positions exist.
1114
1068
  *
1115
- * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
1116
- * @param quantity - Raw quantity value to format
1117
- * @returns Promise resolving to formatted quantity string
1069
+ * @param riskName - Risk profile identifier
1070
+ * @param exchangeName - Exchange identifier
1071
+ * @returns Promise resolving to Map of active positions
1118
1072
  */
1119
- this.formatQuantity = async (symbol, quantity) => {
1120
- this.loggerService.log("exchangeConnectionService getAveragePrice", {
1121
- symbol,
1122
- quantity,
1123
- });
1124
- return await this.getExchange(this.methodContextService.context.exchangeName).formatQuantity(symbol, quantity);
1073
+ this.readPositionData = async (riskName, exchangeName) => {
1074
+ bt.loggerService.info(PERSIST_RISK_UTILS_METHOD_NAME_READ_DATA);
1075
+ const key = `${riskName}:${exchangeName}`;
1076
+ const isInitial = !this.getRiskStorage.has(key);
1077
+ const stateStorage = this.getRiskStorage(riskName, exchangeName);
1078
+ await stateStorage.waitForInit(isInitial);
1079
+ const RISK_STORAGE_KEY = "positions";
1080
+ if (await stateStorage.hasValue(RISK_STORAGE_KEY)) {
1081
+ return await stateStorage.readValue(RISK_STORAGE_KEY);
1082
+ }
1083
+ return [];
1125
1084
  };
1126
1085
  /**
1127
- * Fetches order book for a trading pair using configured exchange.
1086
+ * Writes active positions to disk with atomic file writes.
1128
1087
  *
1129
- * Routes to exchange determined by methodContextService.context.exchangeName.
1130
- * The ClientExchange will calculate time range and pass it to the schema
1131
- * implementation, which may use (backtest) or ignore (live) the parameters.
1088
+ * Called by ClientRisk after addSignal/removeSignal to persist state.
1089
+ * Uses atomic writes to prevent corruption on crashes.
1132
1090
  *
1133
- * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
1134
- * @param depth - Maximum depth levels (default: CC_ORDER_BOOK_MAX_DEPTH_LEVELS)
1135
- * @returns Promise resolving to order book data
1091
+ * @param positions - Map of active positions
1092
+ * @param riskName - Risk profile identifier
1093
+ * @param exchangeName - Exchange identifier
1094
+ * @returns Promise that resolves when write is complete
1136
1095
  */
1137
- this.getOrderBook = async (symbol, depth) => {
1138
- this.loggerService.log("exchangeConnectionService getOrderBook", {
1139
- symbol,
1140
- depth,
1141
- });
1142
- return await this.getExchange(this.methodContextService.context.exchangeName).getOrderBook(symbol, depth);
1096
+ this.writePositionData = async (riskRow, riskName, exchangeName) => {
1097
+ bt.loggerService.info(PERSIST_RISK_UTILS_METHOD_NAME_WRITE_DATA);
1098
+ const key = `${riskName}:${exchangeName}`;
1099
+ const isInitial = !this.getRiskStorage.has(key);
1100
+ const stateStorage = this.getRiskStorage(riskName, exchangeName);
1101
+ await stateStorage.waitForInit(isInitial);
1102
+ const RISK_STORAGE_KEY = "positions";
1103
+ await stateStorage.writeValue(RISK_STORAGE_KEY, riskRow);
1143
1104
  };
1144
1105
  }
1106
+ /**
1107
+ * Registers a custom persistence adapter.
1108
+ *
1109
+ * @param Ctor - Custom PersistBase constructor
1110
+ *
1111
+ * @example
1112
+ * ```typescript
1113
+ * class RedisPersist extends PersistBase {
1114
+ * async readValue(id) { return JSON.parse(await redis.get(id)); }
1115
+ * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1116
+ * }
1117
+ * PersistRiskAdapter.usePersistRiskAdapter(RedisPersist);
1118
+ * ```
1119
+ */
1120
+ usePersistRiskAdapter(Ctor) {
1121
+ bt.loggerService.info(PERSIST_RISK_UTILS_METHOD_NAME_USE_PERSIST_RISK_ADAPTER);
1122
+ this.PersistRiskFactory = Ctor;
1123
+ }
1124
+ /**
1125
+ * Switches to the default JSON persist adapter.
1126
+ * All future persistence writes will use JSON storage.
1127
+ */
1128
+ useJson() {
1129
+ bt.loggerService.log(PERSIST_RISK_UTILS_METHOD_NAME_USE_JSON);
1130
+ this.usePersistRiskAdapter(PersistBase);
1131
+ }
1132
+ /**
1133
+ * Switches to a dummy persist adapter that discards all writes.
1134
+ * All future persistence writes will be no-ops.
1135
+ */
1136
+ useDummy() {
1137
+ bt.loggerService.log(PERSIST_RISK_UTILS_METHOD_NAME_USE_DUMMY);
1138
+ this.usePersistRiskAdapter(PersistDummy);
1139
+ }
1145
1140
  }
1146
-
1147
1141
  /**
1148
- * Calculates profit/loss for a closed signal with slippage and fees.
1149
- *
1150
- * For signals with partial closes:
1151
- * - Calculates weighted PNL: Σ(percent_i × pnl_i) for each partial + (remaining% × final_pnl)
1152
- * - Each partial close has its own fees and slippage
1153
- * - Total fees = 2 × (number of partial closes + 1 final close) × CC_PERCENT_FEE
1154
- *
1155
- * Formula breakdown:
1156
- * 1. Apply slippage to open/close prices (worse execution)
1157
- * - LONG: buy higher (+slippage), sell lower (-slippage)
1158
- * - SHORT: sell lower (-slippage), buy higher (+slippage)
1159
- * 2. Calculate raw PNL percentage
1160
- * - LONG: ((closePrice - openPrice) / openPrice) * 100
1161
- * - SHORT: ((openPrice - closePrice) / openPrice) * 100
1162
- * 3. Subtract total fees (0.1% * 2 = 0.2% per transaction)
1163
- *
1164
- * @param signal - Closed signal with position details and optional partial history
1165
- * @param priceClose - Actual close price at final exit
1166
- * @returns PNL data with percentage and prices
1142
+ * Global singleton instance of PersistRiskUtils.
1143
+ * Used by ClientRisk for active positions persistence.
1167
1144
  *
1168
1145
  * @example
1169
1146
  * ```typescript
1170
- * // Signal without partial closes
1171
- * const pnl = toProfitLossDto(
1172
- * {
1173
- * position: "long",
1174
- * priceOpen: 100,
1175
- * },
1176
- * 110 // close at +10%
1177
- * );
1178
- * console.log(pnl.pnlPercentage); // ~9.6% (after slippage and fees)
1147
+ * // Custom adapter
1148
+ * PersistRiskAdapter.usePersistRiskAdapter(RedisPersist);
1179
1149
  *
1180
- * // Signal with partial closes
1181
- * const pnlPartial = toProfitLossDto(
1182
- * {
1183
- * position: "long",
1184
- * priceOpen: 100,
1185
- * _partial: [
1186
- * { type: "profit", percent: 30, price: 120 }, // +20% on 30%
1187
- * { type: "profit", percent: 40, price: 115 }, // +15% on 40%
1188
- * ],
1189
- * },
1190
- * 105 // final close at +5% for remaining 30%
1191
- * );
1192
- * // Weighted PNL = 30% × 20% + 40% × 15% + 30% × 5% = 6% + 6% + 1.5% = 13.5% (before fees)
1150
+ * // Read positions
1151
+ * const positions = await PersistRiskAdapter.readPositionData("my-risk");
1152
+ *
1153
+ * // Write positions
1154
+ * await PersistRiskAdapter.writePositionData(positionsMap, "my-risk");
1193
1155
  * ```
1194
1156
  */
1195
- const toProfitLossDto = (signal, priceClose) => {
1196
- const priceOpen = signal.priceOpen;
1197
- // Calculate weighted PNL with partial closes
1198
- if (signal._partial && signal._partial.length > 0) {
1199
- let totalWeightedPnl = 0;
1200
- let totalFees = 0;
1201
- // Calculate PNL for each partial close
1202
- for (const partial of signal._partial) {
1203
- const partialPercent = partial.percent;
1204
- const partialPrice = partial.price;
1205
- // Apply slippage to prices
1206
- let priceOpenWithSlippage;
1207
- let priceCloseWithSlippage;
1208
- if (signal.position === "long") {
1209
- priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1210
- priceCloseWithSlippage = partialPrice * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1211
- }
1212
- else {
1213
- priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1214
- priceCloseWithSlippage = partialPrice * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1215
- }
1216
- // Calculate PNL for this partial
1217
- let partialPnl;
1218
- if (signal.position === "long") {
1219
- partialPnl = ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100;
1220
- }
1221
- else {
1222
- partialPnl = ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
1223
- }
1224
- // Weight by percentage of position closed
1225
- const weightedPnl = (partialPercent / 100) * partialPnl;
1226
- totalWeightedPnl += weightedPnl;
1227
- // Each partial has fees for open + close (2 transactions)
1228
- totalFees += GLOBAL_CONFIG.CC_PERCENT_FEE * 2;
1229
- }
1230
- // Calculate PNL for remaining position (if any)
1231
- // Compute totalClosed from _partial array
1232
- const totalClosed = signal._partial.reduce((sum, p) => sum + p.percent, 0);
1233
- const remainingPercent = 100 - totalClosed;
1234
- if (remainingPercent > 0) {
1235
- // Apply slippage
1236
- let priceOpenWithSlippage;
1237
- let priceCloseWithSlippage;
1238
- if (signal.position === "long") {
1239
- priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1240
- priceCloseWithSlippage = priceClose * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1241
- }
1242
- else {
1243
- priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1244
- priceCloseWithSlippage = priceClose * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1245
- }
1246
- // Calculate PNL for remaining
1247
- let remainingPnl;
1248
- if (signal.position === "long") {
1249
- remainingPnl = ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100;
1250
- }
1251
- else {
1252
- remainingPnl = ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
1157
+ const PersistRiskAdapter = new PersistRiskUtils();
1158
+ /**
1159
+ * Utility class for managing scheduled signal persistence.
1160
+ *
1161
+ * Features:
1162
+ * - Memoized storage instances per strategy
1163
+ * - Custom adapter support
1164
+ * - Atomic read/write operations for scheduled signals
1165
+ * - Crash-safe scheduled signal state management
1166
+ *
1167
+ * Used by ClientStrategy for live mode persistence of scheduled signals (_scheduledSignal).
1168
+ */
1169
+ class PersistScheduleUtils {
1170
+ constructor() {
1171
+ this.PersistScheduleFactory = PersistBase;
1172
+ this.getScheduleStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistScheduleFactory, [
1173
+ `${symbol}_${strategyName}_${exchangeName}`,
1174
+ `./dump/data/schedule/`,
1175
+ ]));
1176
+ /**
1177
+ * Reads persisted scheduled signal data for a symbol and strategy.
1178
+ *
1179
+ * Called by ClientStrategy.waitForInit() to restore scheduled signal state.
1180
+ * Returns null if no scheduled signal exists.
1181
+ *
1182
+ * @param symbol - Trading pair symbol
1183
+ * @param strategyName - Strategy identifier
1184
+ * @param exchangeName - Exchange identifier
1185
+ * @returns Promise resolving to scheduled signal or null
1186
+ */
1187
+ this.readScheduleData = async (symbol, strategyName, exchangeName) => {
1188
+ bt.loggerService.info(PERSIST_SCHEDULE_UTILS_METHOD_NAME_READ_DATA);
1189
+ const key = `${symbol}:${strategyName}:${exchangeName}`;
1190
+ const isInitial = !this.getScheduleStorage.has(key);
1191
+ const stateStorage = this.getScheduleStorage(symbol, strategyName, exchangeName);
1192
+ await stateStorage.waitForInit(isInitial);
1193
+ if (await stateStorage.hasValue(symbol)) {
1194
+ return await stateStorage.readValue(symbol);
1253
1195
  }
1254
- // Weight by remaining percentage
1255
- const weightedRemainingPnl = (remainingPercent / 100) * remainingPnl;
1256
- totalWeightedPnl += weightedRemainingPnl;
1257
- // Final close also has fees
1258
- totalFees += GLOBAL_CONFIG.CC_PERCENT_FEE * 2;
1259
- }
1260
- // Subtract total fees from weighted PNL
1261
- const pnlPercentage = totalWeightedPnl - totalFees;
1262
- return {
1263
- pnlPercentage,
1264
- priceOpen,
1265
- priceClose,
1196
+ return null;
1197
+ };
1198
+ /**
1199
+ * Writes scheduled signal data to disk with atomic file writes.
1200
+ *
1201
+ * Called by ClientStrategy.setScheduledSignal() to persist state.
1202
+ * Uses atomic writes to prevent corruption on crashes.
1203
+ *
1204
+ * @param scheduledSignalRow - Scheduled signal data (null to clear)
1205
+ * @param symbol - Trading pair symbol
1206
+ * @param strategyName - Strategy identifier
1207
+ * @param exchangeName - Exchange identifier
1208
+ * @returns Promise that resolves when write is complete
1209
+ */
1210
+ this.writeScheduleData = async (scheduledSignalRow, symbol, strategyName, exchangeName) => {
1211
+ bt.loggerService.info(PERSIST_SCHEDULE_UTILS_METHOD_NAME_WRITE_DATA);
1212
+ const key = `${symbol}:${strategyName}:${exchangeName}`;
1213
+ const isInitial = !this.getScheduleStorage.has(key);
1214
+ const stateStorage = this.getScheduleStorage(symbol, strategyName, exchangeName);
1215
+ await stateStorage.waitForInit(isInitial);
1216
+ await stateStorage.writeValue(symbol, scheduledSignalRow);
1266
1217
  };
1267
1218
  }
1268
- // Original logic for signals without partial closes
1269
- let priceOpenWithSlippage;
1270
- let priceCloseWithSlippage;
1271
- if (signal.position === "long") {
1272
- // LONG: покупаем дороже, продаем дешевле
1273
- priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1274
- priceCloseWithSlippage = priceClose * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1275
- }
1276
- else {
1277
- // SHORT: продаем дешевле, покупаем дороже
1278
- priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1279
- priceCloseWithSlippage = priceClose * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
1219
+ /**
1220
+ * Registers a custom persistence adapter.
1221
+ *
1222
+ * @param Ctor - Custom PersistBase constructor
1223
+ *
1224
+ * @example
1225
+ * ```typescript
1226
+ * class RedisPersist extends PersistBase {
1227
+ * async readValue(id) { return JSON.parse(await redis.get(id)); }
1228
+ * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1229
+ * }
1230
+ * PersistScheduleAdapter.usePersistScheduleAdapter(RedisPersist);
1231
+ * ```
1232
+ */
1233
+ usePersistScheduleAdapter(Ctor) {
1234
+ bt.loggerService.info(PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_PERSIST_SCHEDULE_ADAPTER);
1235
+ this.PersistScheduleFactory = Ctor;
1280
1236
  }
1281
- // Применяем комиссию дважды (при открытии и закрытии)
1282
- const totalFee = GLOBAL_CONFIG.CC_PERCENT_FEE * 2;
1283
- let pnlPercentage;
1284
- if (signal.position === "long") {
1285
- // LONG: прибыль при росте цены
1286
- pnlPercentage =
1287
- ((priceCloseWithSlippage - priceOpenWithSlippage) /
1288
- priceOpenWithSlippage) *
1289
- 100;
1237
+ /**
1238
+ * Switches to the default JSON persist adapter.
1239
+ * All future persistence writes will use JSON storage.
1240
+ */
1241
+ useJson() {
1242
+ bt.loggerService.log(PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_JSON);
1243
+ this.usePersistScheduleAdapter(PersistBase);
1290
1244
  }
1291
- else {
1292
- // SHORT: прибыль при падении цены
1293
- pnlPercentage =
1294
- ((priceOpenWithSlippage - priceCloseWithSlippage) /
1295
- priceOpenWithSlippage) *
1296
- 100;
1245
+ /**
1246
+ * Switches to a dummy persist adapter that discards all writes.
1247
+ * All future persistence writes will be no-ops.
1248
+ */
1249
+ useDummy() {
1250
+ bt.loggerService.log(PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_DUMMY);
1251
+ this.usePersistScheduleAdapter(PersistDummy);
1297
1252
  }
1298
- // Вычитаем комиссии
1299
- pnlPercentage -= totalFee;
1300
- return {
1301
- pnlPercentage,
1302
- priceOpen,
1303
- priceClose,
1304
- };
1305
- };
1306
-
1307
- const IS_WINDOWS = os.platform() === "win32";
1253
+ }
1308
1254
  /**
1309
- * Atomically writes data to a file, ensuring the operation either fully completes or leaves the original file unchanged.
1310
- * Uses a temporary file with a rename strategy on POSIX systems for atomicity, or direct writing with sync on Windows (or when POSIX rename is skipped).
1311
- *
1312
- *
1313
- * @param {string} file - The file parameter.
1314
- * @param {string | Buffer} data - The data to be processed or validated.
1315
- * @param {Options | BufferEncoding} options - The options parameter (optional).
1316
- * @throws {Error} Throws an error if the write, sync, or rename operation fails, after attempting cleanup of temporary files.
1255
+ * Global singleton instance of PersistScheduleUtils.
1256
+ * Used by ClientStrategy for scheduled signal persistence.
1317
1257
  *
1318
1258
  * @example
1319
- * // Basic usage with default options
1320
- * await writeFileAtomic("output.txt", "Hello, world!");
1321
- * // Writes "Hello, world!" to "output.txt" atomically
1259
+ * ```typescript
1260
+ * // Custom adapter
1261
+ * PersistScheduleAdapter.usePersistScheduleAdapter(RedisPersist);
1322
1262
  *
1323
- * @example
1324
- * // Custom options and Buffer data
1325
- * const buffer = Buffer.from("Binary data");
1326
- * await writeFileAtomic("data.bin", buffer, { encoding: "binary", mode: 0o644, tmpPrefix: "temp-" });
1327
- * // Writes binary data to "data.bin" with custom permissions and temp prefix
1263
+ * // Read scheduled signal
1264
+ * const scheduled = await PersistScheduleAdapter.readScheduleData("my-strategy", "BTCUSDT");
1328
1265
  *
1329
- * @example
1330
- * // Using encoding shorthand
1331
- * await writeFileAtomic("log.txt", "Log entry", "utf16le");
1332
- * // Writes "Log entry" to "log.txt" in UTF-16LE encoding
1266
+ * // Write scheduled signal
1267
+ * await PersistScheduleAdapter.writeScheduleData(scheduled, "my-strategy", "BTCUSDT");
1268
+ * ```
1269
+ */
1270
+ const PersistScheduleAdapter = new PersistScheduleUtils();
1271
+ /**
1272
+ * Utility class for managing partial profit/loss levels persistence.
1333
1273
  *
1334
- * @remarks
1335
- * This function ensures atomicity to prevent partial writes:
1336
- * - On POSIX systems (non-Windows, unless `GLOBAL_CONFIG.CC_SKIP_POSIX_RENAME` is true):
1337
- * - Writes data to a temporary file (e.g., `.tmp-<random>-filename`) in the same directory.
1338
- * - Uses `crypto.randomBytes` to generate a unique temporary name, reducing collision risk.
1339
- * - Syncs the data to disk and renames the temporary file to the target file atomically with `fs.rename`.
1340
- * - Cleans up the temporary file on failure, swallowing cleanup errors to prioritize throwing the original error.
1341
- * - On Windows (or when POSIX rename is skipped):
1342
- * - Writes directly to the target file, syncing data to disk to minimize corruption risk (though not fully atomic).
1343
- * - Closes the file handle on failure without additional cleanup.
1344
- * - Accepts `options` as an object or a string (interpreted as `encoding`), defaulting to `{ encoding: "utf8", mode: 0o666, tmpPrefix: ".tmp-" }`.
1345
- * Useful in the agent swarm system for safely writing configuration files, logs, or state data where partial writes could cause corruption.
1274
+ * Features:
1275
+ * - Memoized storage instances per symbol:strategyName
1276
+ * - Custom adapter support
1277
+ * - Atomic read/write operations for partial data
1278
+ * - Crash-safe partial state management
1346
1279
  *
1347
- * @see {@link https://nodejs.org/api/fs.html#fspromiseswritefilefile-data-options|fs.promises.writeFile} for file writing details.
1348
- * @see {@link https://nodejs.org/api/crypto.html#cryptorandombytessize-callback|crypto.randomBytes} for temporary file naming.
1349
- * @see {@link ../config/params|GLOBAL_CONFIG} for configuration impacting POSIX behavior.
1350
- */
1351
- async function writeFileAtomic(file, data, options = {}) {
1352
- if (typeof options === "string") {
1353
- options = { encoding: options };
1354
- }
1355
- else if (!options) {
1356
- options = {};
1357
- }
1358
- const { encoding = "utf8", mode = 0o666, tmpPrefix = ".tmp-" } = options;
1359
- let fileHandle = null;
1360
- if (IS_WINDOWS) {
1361
- try {
1362
- // Create and write to temporary file
1363
- fileHandle = await fs.open(file, "w", mode);
1364
- // Write data to the temp file
1365
- await fileHandle.writeFile(data, { encoding });
1366
- // Ensure data is flushed to disk
1367
- await fileHandle.sync();
1368
- // Close the file before rename
1369
- await fileHandle.close();
1370
- }
1371
- catch (error) {
1372
- // Clean up if something went wrong
1373
- if (fileHandle) {
1374
- await fileHandle.close().catch(() => { });
1375
- }
1376
- throw error; // Re-throw the original error
1377
- }
1378
- return;
1379
- }
1380
- // Create a temporary filename in the same directory
1381
- const dir = path.dirname(file);
1382
- const filename = path.basename(file);
1383
- const tmpFile = path.join(dir, `${tmpPrefix}${crypto.randomBytes(6).toString("hex")}-${filename}`);
1384
- try {
1385
- // Create and write to temporary file
1386
- fileHandle = await fs.open(tmpFile, "w", mode);
1387
- // Write data to the temp file
1388
- await fileHandle.writeFile(data, { encoding });
1389
- // Ensure data is flushed to disk
1390
- await fileHandle.sync();
1391
- // Close the file before rename
1392
- await fileHandle.close();
1393
- fileHandle = null;
1394
- // Atomically replace the target file with our temp file
1395
- await fs.rename(tmpFile, file);
1396
- }
1397
- catch (error) {
1398
- // Clean up if something went wrong
1399
- if (fileHandle) {
1400
- await fileHandle.close().catch(() => { });
1401
- }
1402
- // Try to remove the temporary file
1403
- try {
1404
- await fs.unlink(tmpFile).catch(() => { });
1405
- }
1406
- catch (_) {
1407
- // Ignore errors during cleanup
1408
- }
1409
- throw error;
1410
- }
1411
- }
1412
-
1413
- var _a$2;
1414
- const BASE_WAIT_FOR_INIT_SYMBOL = Symbol("wait-for-init");
1415
- const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_PERSIST_SIGNAL_ADAPTER = "PersistSignalUtils.usePersistSignalAdapter";
1416
- const PERSIST_SIGNAL_UTILS_METHOD_NAME_READ_DATA = "PersistSignalUtils.readSignalData";
1417
- const PERSIST_SIGNAL_UTILS_METHOD_NAME_WRITE_DATA = "PersistSignalUtils.writeSignalData";
1418
- const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_JSON = "PersistSignalUtils.useJson";
1419
- const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_DUMMY = "PersistSignalUtils.useDummy";
1420
- const PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_PERSIST_SCHEDULE_ADAPTER = "PersistScheduleUtils.usePersistScheduleAdapter";
1421
- const PERSIST_SCHEDULE_UTILS_METHOD_NAME_READ_DATA = "PersistScheduleUtils.readScheduleData";
1422
- const PERSIST_SCHEDULE_UTILS_METHOD_NAME_WRITE_DATA = "PersistScheduleUtils.writeScheduleData";
1423
- const PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_JSON = "PersistScheduleUtils.useJson";
1424
- const PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_DUMMY = "PersistScheduleUtils.useDummy";
1425
- const PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_PERSIST_PARTIAL_ADAPTER = "PersistPartialUtils.usePersistPartialAdapter";
1426
- const PERSIST_PARTIAL_UTILS_METHOD_NAME_READ_DATA = "PersistPartialUtils.readPartialData";
1427
- const PERSIST_PARTIAL_UTILS_METHOD_NAME_WRITE_DATA = "PersistPartialUtils.writePartialData";
1428
- const PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_JSON = "PersistPartialUtils.useJson";
1429
- const PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_DUMMY = "PersistPartialUtils.useDummy";
1430
- const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_PERSIST_BREAKEVEN_ADAPTER = "PersistBreakevenUtils.usePersistBreakevenAdapter";
1431
- const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_READ_DATA = "PersistBreakevenUtils.readBreakevenData";
1432
- const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_WRITE_DATA = "PersistBreakevenUtils.writeBreakevenData";
1433
- const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_JSON = "PersistBreakevenUtils.useJson";
1434
- const PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_DUMMY = "PersistBreakevenUtils.useDummy";
1435
- const PERSIST_RISK_UTILS_METHOD_NAME_USE_PERSIST_RISK_ADAPTER = "PersistRiskUtils.usePersistRiskAdapter";
1436
- const PERSIST_RISK_UTILS_METHOD_NAME_READ_DATA = "PersistRiskUtils.readPositionData";
1437
- const PERSIST_RISK_UTILS_METHOD_NAME_WRITE_DATA = "PersistRiskUtils.writePositionData";
1438
- const PERSIST_RISK_UTILS_METHOD_NAME_USE_JSON = "PersistRiskUtils.useJson";
1439
- const PERSIST_RISK_UTILS_METHOD_NAME_USE_DUMMY = "PersistRiskUtils.useDummy";
1440
- const PERSIST_BASE_METHOD_NAME_CTOR = "PersistBase.CTOR";
1441
- const PERSIST_BASE_METHOD_NAME_WAIT_FOR_INIT = "PersistBase.waitForInit";
1442
- const PERSIST_BASE_METHOD_NAME_READ_VALUE = "PersistBase.readValue";
1443
- const PERSIST_BASE_METHOD_NAME_WRITE_VALUE = "PersistBase.writeValue";
1444
- const PERSIST_BASE_METHOD_NAME_HAS_VALUE = "PersistBase.hasValue";
1445
- const PERSIST_BASE_METHOD_NAME_KEYS = "PersistBase.keys";
1446
- const BASE_WAIT_FOR_INIT_FN_METHOD_NAME = "PersistBase.waitForInitFn";
1447
- const BASE_UNLINK_RETRY_COUNT = 5;
1448
- const BASE_UNLINK_RETRY_DELAY = 1000;
1449
- const BASE_WAIT_FOR_INIT_FN = async (self) => {
1450
- bt.loggerService.debug(BASE_WAIT_FOR_INIT_FN_METHOD_NAME, {
1451
- entityName: self.entityName,
1452
- directory: self._directory,
1453
- });
1454
- await fs.mkdir(self._directory, { recursive: true });
1455
- for await (const key of self.keys()) {
1456
- try {
1457
- await self.readValue(key);
1458
- }
1459
- catch {
1460
- const filePath = self._getFilePath(key);
1461
- console.error(`backtest-kit PersistBase found invalid document for filePath=${filePath} entityName=${self.entityName}`);
1462
- if (await functoolsKit.not(BASE_WAIT_FOR_INIT_UNLINK_FN(filePath))) {
1463
- console.error(`backtest-kit PersistBase failed to remove invalid document for filePath=${filePath} entityName=${self.entityName}`);
1280
+ * Used by ClientPartial for live mode persistence of profit/loss levels.
1281
+ */
1282
+ class PersistPartialUtils {
1283
+ constructor() {
1284
+ this.PersistPartialFactory = PersistBase;
1285
+ this.getPartialStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistPartialFactory, [
1286
+ `${symbol}_${strategyName}_${exchangeName}`,
1287
+ `./dump/data/partial/`,
1288
+ ]));
1289
+ /**
1290
+ * Reads persisted partial data for a symbol and strategy.
1291
+ *
1292
+ * Called by ClientPartial.waitForInit() to restore state.
1293
+ * Returns empty object if no partial data exists.
1294
+ *
1295
+ * @param symbol - Trading pair symbol
1296
+ * @param strategyName - Strategy identifier
1297
+ * @param signalId - Signal identifier
1298
+ * @param exchangeName - Exchange identifier
1299
+ * @returns Promise resolving to partial data record
1300
+ */
1301
+ this.readPartialData = async (symbol, strategyName, signalId, exchangeName) => {
1302
+ bt.loggerService.info(PERSIST_PARTIAL_UTILS_METHOD_NAME_READ_DATA);
1303
+ const key = `${symbol}:${strategyName}:${exchangeName}`;
1304
+ const isInitial = !this.getPartialStorage.has(key);
1305
+ const stateStorage = this.getPartialStorage(symbol, strategyName, exchangeName);
1306
+ await stateStorage.waitForInit(isInitial);
1307
+ if (await stateStorage.hasValue(signalId)) {
1308
+ return await stateStorage.readValue(signalId);
1464
1309
  }
1465
- }
1310
+ return {};
1311
+ };
1312
+ /**
1313
+ * Writes partial data to disk with atomic file writes.
1314
+ *
1315
+ * Called by ClientPartial after profit/loss level changes to persist state.
1316
+ * Uses atomic writes to prevent corruption on crashes.
1317
+ *
1318
+ * @param partialData - Record of signal IDs to partial data
1319
+ * @param symbol - Trading pair symbol
1320
+ * @param strategyName - Strategy identifier
1321
+ * @param signalId - Signal identifier
1322
+ * @param exchangeName - Exchange identifier
1323
+ * @returns Promise that resolves when write is complete
1324
+ */
1325
+ this.writePartialData = async (partialData, symbol, strategyName, signalId, exchangeName) => {
1326
+ bt.loggerService.info(PERSIST_PARTIAL_UTILS_METHOD_NAME_WRITE_DATA);
1327
+ const key = `${symbol}:${strategyName}:${exchangeName}`;
1328
+ const isInitial = !this.getPartialStorage.has(key);
1329
+ const stateStorage = this.getPartialStorage(symbol, strategyName, exchangeName);
1330
+ await stateStorage.waitForInit(isInitial);
1331
+ await stateStorage.writeValue(signalId, partialData);
1332
+ };
1466
1333
  }
1467
- };
1468
- const BASE_WAIT_FOR_INIT_UNLINK_FN = async (filePath) => functoolsKit.trycatch(functoolsKit.retry(async () => {
1469
- try {
1470
- await fs.unlink(filePath);
1471
- return true;
1334
+ /**
1335
+ * Registers a custom persistence adapter.
1336
+ *
1337
+ * @param Ctor - Custom PersistBase constructor
1338
+ *
1339
+ * @example
1340
+ * ```typescript
1341
+ * class RedisPersist extends PersistBase {
1342
+ * async readValue(id) { return JSON.parse(await redis.get(id)); }
1343
+ * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1344
+ * }
1345
+ * PersistPartialAdapter.usePersistPartialAdapter(RedisPersist);
1346
+ * ```
1347
+ */
1348
+ usePersistPartialAdapter(Ctor) {
1349
+ bt.loggerService.info(PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_PERSIST_PARTIAL_ADAPTER);
1350
+ this.PersistPartialFactory = Ctor;
1472
1351
  }
1473
- catch (error) {
1474
- console.error(`backtest-kit PersistBase unlink failed for filePath=${filePath} error=${functoolsKit.getErrorMessage(error)}`);
1475
- throw error;
1352
+ /**
1353
+ * Switches to the default JSON persist adapter.
1354
+ * All future persistence writes will use JSON storage.
1355
+ */
1356
+ useJson() {
1357
+ bt.loggerService.log(PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_JSON);
1358
+ this.usePersistPartialAdapter(PersistBase);
1476
1359
  }
1477
- }, BASE_UNLINK_RETRY_COUNT, BASE_UNLINK_RETRY_DELAY), {
1478
- defaultValue: false,
1479
- });
1360
+ /**
1361
+ * Switches to a dummy persist adapter that discards all writes.
1362
+ * All future persistence writes will be no-ops.
1363
+ */
1364
+ useDummy() {
1365
+ bt.loggerService.log(PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_DUMMY);
1366
+ this.usePersistPartialAdapter(PersistDummy);
1367
+ }
1368
+ }
1480
1369
  /**
1481
- * Base class for file-based persistence with atomic writes.
1370
+ * Global singleton instance of PersistPartialUtils.
1371
+ * Used by ClientPartial for partial profit/loss levels persistence.
1372
+ *
1373
+ * @example
1374
+ * ```typescript
1375
+ * // Custom adapter
1376
+ * PersistPartialAdapter.usePersistPartialAdapter(RedisPersist);
1377
+ *
1378
+ * // Read partial data
1379
+ * const partialData = await PersistPartialAdapter.readPartialData("BTCUSDT", "my-strategy");
1380
+ *
1381
+ * // Write partial data
1382
+ * await PersistPartialAdapter.writePartialData(partialData, "BTCUSDT", "my-strategy");
1383
+ * ```
1384
+ */
1385
+ const PersistPartialAdapter = new PersistPartialUtils();
1386
+ /**
1387
+ * Persistence utility class for breakeven state management.
1388
+ *
1389
+ * Handles reading and writing breakeven state to disk.
1390
+ * Uses memoized PersistBase instances per symbol-strategy pair.
1482
1391
  *
1483
1392
  * Features:
1484
- * - Atomic file writes using writeFileAtomic
1485
- * - Auto-validation and cleanup of corrupted files
1486
- * - Async generator support for iteration
1487
- * - Retry logic for file deletion
1393
+ * - Atomic file writes via PersistBase.writeValue()
1394
+ * - Lazy initialization on first access
1395
+ * - Singleton pattern for global access
1396
+ * - Custom adapter support via usePersistBreakevenAdapter()
1397
+ *
1398
+ * File structure:
1399
+ * ```
1400
+ * ./dump/data/breakeven/
1401
+ * ├── BTCUSDT_my-strategy/
1402
+ * │ └── state.json // { "signal-id-1": { reached: true }, ... }
1403
+ * └── ETHUSDT_other-strategy/
1404
+ * └── state.json
1405
+ * ```
1488
1406
  *
1489
1407
  * @example
1490
1408
  * ```typescript
1491
- * const persist = new PersistBase("my-entity", "./data");
1492
- * await persist.waitForInit(true);
1493
- * await persist.writeValue("key1", { data: "value" });
1494
- * const value = await persist.readValue("key1");
1409
+ * // Read breakeven data
1410
+ * const breakevenData = await PersistBreakevenAdapter.readBreakevenData("BTCUSDT", "my-strategy");
1411
+ * // Returns: { "signal-id": { reached: true }, ... }
1412
+ *
1413
+ * // Write breakeven data
1414
+ * await PersistBreakevenAdapter.writeBreakevenData(breakevenData, "BTCUSDT", "my-strategy");
1495
1415
  * ```
1496
1416
  */
1497
- class PersistBase {
1498
- /**
1499
- * Creates new persistence instance.
1500
- *
1501
- * @param entityName - Unique entity type identifier
1502
- * @param baseDir - Base directory for all entities (default: ./dump/data)
1503
- */
1504
- constructor(entityName, baseDir = path.join(process.cwd(), "logs/data")) {
1505
- this.entityName = entityName;
1506
- this.baseDir = baseDir;
1507
- this[_a$2] = functoolsKit.singleshot(async () => await BASE_WAIT_FOR_INIT_FN(this));
1508
- bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_CTOR, {
1509
- entityName: this.entityName,
1510
- baseDir,
1511
- });
1512
- this._directory = path.join(this.baseDir, this.entityName);
1513
- }
1514
- /**
1515
- * Computes file path for entity ID.
1516
- *
1517
- * @param entityId - Entity identifier
1518
- * @returns Full file path to entity JSON file
1519
- */
1520
- _getFilePath(entityId) {
1521
- return path.join(this.baseDir, this.entityName, `${entityId}.json`);
1522
- }
1523
- async waitForInit(initial) {
1524
- bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_WAIT_FOR_INIT, {
1525
- entityName: this.entityName,
1526
- initial,
1527
- });
1528
- await this[BASE_WAIT_FOR_INIT_SYMBOL]();
1529
- }
1530
- async readValue(entityId) {
1531
- bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_READ_VALUE, {
1532
- entityName: this.entityName,
1533
- entityId,
1534
- });
1535
- try {
1536
- const filePath = this._getFilePath(entityId);
1537
- const fileContent = await fs.readFile(filePath, "utf-8");
1538
- return JSON.parse(fileContent);
1539
- }
1540
- catch (error) {
1541
- if (error?.code === "ENOENT") {
1542
- throw new Error(`Entity ${this.entityName}:${entityId} not found`);
1543
- }
1544
- throw new Error(`Failed to read entity ${this.entityName}:${entityId}: ${functoolsKit.getErrorMessage(error)}`);
1545
- }
1546
- }
1547
- async hasValue(entityId) {
1548
- bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_HAS_VALUE, {
1549
- entityName: this.entityName,
1550
- entityId,
1551
- });
1552
- try {
1553
- const filePath = this._getFilePath(entityId);
1554
- await fs.access(filePath);
1555
- return true;
1556
- }
1557
- catch (error) {
1558
- if (error?.code === "ENOENT") {
1559
- return false;
1560
- }
1561
- throw new Error(`Failed to check existence of entity ${this.entityName}:${entityId}: ${functoolsKit.getErrorMessage(error)}`);
1562
- }
1563
- }
1564
- async writeValue(entityId, entity) {
1565
- bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_WRITE_VALUE, {
1566
- entityName: this.entityName,
1567
- entityId,
1568
- });
1569
- try {
1570
- const filePath = this._getFilePath(entityId);
1571
- const serializedData = JSON.stringify(entity);
1572
- await writeFileAtomic(filePath, serializedData, "utf-8");
1573
- }
1574
- catch (error) {
1575
- throw new Error(`Failed to write entity ${this.entityName}:${entityId}: ${functoolsKit.getErrorMessage(error)}`);
1576
- }
1577
- }
1578
- /**
1579
- * Async generator yielding all entity IDs.
1580
- * Sorted alphanumerically.
1581
- * Used internally by waitForInit for validation.
1582
- *
1583
- * @returns AsyncGenerator yielding entity IDs
1584
- * @throws Error if reading fails
1585
- */
1586
- async *keys() {
1587
- bt.loggerService.debug(PERSIST_BASE_METHOD_NAME_KEYS, {
1588
- entityName: this.entityName,
1589
- });
1590
- try {
1591
- const files = await fs.readdir(this._directory);
1592
- const entityIds = files
1593
- .filter((file) => file.endsWith(".json"))
1594
- .map((file) => file.slice(0, -5))
1595
- .sort((a, b) => a.localeCompare(b, undefined, {
1596
- numeric: true,
1597
- sensitivity: "base",
1598
- }));
1599
- for (const entityId of entityIds) {
1600
- yield entityId;
1601
- }
1602
- }
1603
- catch (error) {
1604
- throw new Error(`Failed to read keys for ${this.entityName}: ${functoolsKit.getErrorMessage(error)}`);
1605
- }
1606
- }
1607
- }
1608
- _a$2 = BASE_WAIT_FOR_INIT_SYMBOL;
1609
- // @ts-ignore
1610
- PersistBase = functoolsKit.makeExtendable(PersistBase);
1611
- /**
1612
- * Dummy persist adapter that discards all writes.
1613
- * Used for disabling persistence.
1614
- */
1615
- class PersistDummy {
1616
- /**
1617
- * No-op initialization function.
1618
- * @returns Promise that resolves immediately
1619
- */
1620
- async waitForInit() {
1621
- }
1622
- /**
1623
- * No-op read function.
1624
- * @returns Promise that resolves with empty object
1625
- */
1626
- async readValue() {
1627
- return {};
1628
- }
1629
- /**
1630
- * No-op has value check.
1631
- * @returns Promise that resolves to false
1632
- */
1633
- async hasValue() {
1634
- return false;
1635
- }
1636
- /**
1637
- * No-op write function.
1638
- * @returns Promise that resolves immediately
1639
- */
1640
- async writeValue() {
1641
- }
1642
- }
1643
- /**
1644
- * Utility class for managing signal persistence.
1645
- *
1646
- * Features:
1647
- * - Memoized storage instances per strategy
1648
- * - Custom adapter support
1649
- * - Atomic read/write operations
1650
- * - Crash-safe signal state management
1651
- *
1652
- * Used by ClientStrategy for live mode persistence.
1653
- */
1654
- class PersistSignalUtils {
1417
+ class PersistBreakevenUtils {
1655
1418
  constructor() {
1656
- this.PersistSignalFactory = PersistBase;
1657
- this.getSignalStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistSignalFactory, [
1419
+ /**
1420
+ * Factory for creating PersistBase instances.
1421
+ * Can be replaced via usePersistBreakevenAdapter().
1422
+ */
1423
+ this.PersistBreakevenFactory = PersistBase;
1424
+ /**
1425
+ * Memoized storage factory for breakeven data.
1426
+ * Creates one PersistBase instance per symbol-strategy-exchange combination.
1427
+ * Key format: "symbol:strategyName:exchangeName"
1428
+ *
1429
+ * @param symbol - Trading pair symbol
1430
+ * @param strategyName - Strategy identifier
1431
+ * @param exchangeName - Exchange identifier
1432
+ * @returns PersistBase instance for this symbol-strategy-exchange combination
1433
+ */
1434
+ this.getBreakevenStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistBreakevenFactory, [
1658
1435
  `${symbol}_${strategyName}_${exchangeName}`,
1659
- `./dump/data/signal/`,
1436
+ `./dump/data/breakeven/`,
1660
1437
  ]));
1661
1438
  /**
1662
- * Reads persisted signal data for a symbol and strategy.
1439
+ * Reads persisted breakeven data for a symbol and strategy.
1663
1440
  *
1664
- * Called by ClientStrategy.waitForInit() to restore state.
1665
- * Returns null if no signal exists.
1441
+ * Called by ClientBreakeven.waitForInit() to restore state.
1442
+ * Returns empty object if no breakeven data exists.
1666
1443
  *
1667
1444
  * @param symbol - Trading pair symbol
1668
1445
  * @param strategyName - Strategy identifier
1446
+ * @param signalId - Signal identifier
1669
1447
  * @param exchangeName - Exchange identifier
1670
- * @returns Promise resolving to signal or null
1448
+ * @returns Promise resolving to breakeven data record
1671
1449
  */
1672
- this.readSignalData = async (symbol, strategyName, exchangeName) => {
1673
- bt.loggerService.info(PERSIST_SIGNAL_UTILS_METHOD_NAME_READ_DATA);
1450
+ this.readBreakevenData = async (symbol, strategyName, signalId, exchangeName) => {
1451
+ bt.loggerService.info(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_READ_DATA);
1674
1452
  const key = `${symbol}:${strategyName}:${exchangeName}`;
1675
- const isInitial = !this.getSignalStorage.has(key);
1676
- const stateStorage = this.getSignalStorage(symbol, strategyName, exchangeName);
1453
+ const isInitial = !this.getBreakevenStorage.has(key);
1454
+ const stateStorage = this.getBreakevenStorage(symbol, strategyName, exchangeName);
1677
1455
  await stateStorage.waitForInit(isInitial);
1678
- if (await stateStorage.hasValue(symbol)) {
1679
- return await stateStorage.readValue(symbol);
1456
+ if (await stateStorage.hasValue(signalId)) {
1457
+ return await stateStorage.readValue(signalId);
1680
1458
  }
1681
- return null;
1459
+ return {};
1682
1460
  };
1683
1461
  /**
1684
- * Writes signal data to disk with atomic file writes.
1462
+ * Writes breakeven data to disk.
1685
1463
  *
1686
- * Called by ClientStrategy.setPendingSignal() to persist state.
1687
- * Uses atomic writes to prevent corruption on crashes.
1464
+ * Called by ClientBreakeven._persistState() after state changes.
1465
+ * Creates directory and file if they don't exist.
1466
+ * Uses atomic writes to prevent data corruption.
1688
1467
  *
1689
- * @param signalRow - Signal data (null to clear)
1468
+ * @param breakevenData - Breakeven data record to persist
1690
1469
  * @param symbol - Trading pair symbol
1691
1470
  * @param strategyName - Strategy identifier
1471
+ * @param signalId - Signal identifier
1692
1472
  * @param exchangeName - Exchange identifier
1693
1473
  * @returns Promise that resolves when write is complete
1694
1474
  */
1695
- this.writeSignalData = async (signalRow, symbol, strategyName, exchangeName) => {
1696
- bt.loggerService.info(PERSIST_SIGNAL_UTILS_METHOD_NAME_WRITE_DATA);
1475
+ this.writeBreakevenData = async (breakevenData, symbol, strategyName, signalId, exchangeName) => {
1476
+ bt.loggerService.info(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_WRITE_DATA);
1697
1477
  const key = `${symbol}:${strategyName}:${exchangeName}`;
1698
- const isInitial = !this.getSignalStorage.has(key);
1699
- const stateStorage = this.getSignalStorage(symbol, strategyName, exchangeName);
1478
+ const isInitial = !this.getBreakevenStorage.has(key);
1479
+ const stateStorage = this.getBreakevenStorage(symbol, strategyName, exchangeName);
1700
1480
  await stateStorage.waitForInit(isInitial);
1701
- await stateStorage.writeValue(symbol, signalRow);
1481
+ await stateStorage.writeValue(signalId, breakevenData);
1702
1482
  };
1703
1483
  }
1704
1484
  /**
@@ -1712,538 +1492,1109 @@ class PersistSignalUtils {
1712
1492
  * async readValue(id) { return JSON.parse(await redis.get(id)); }
1713
1493
  * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1714
1494
  * }
1715
- * PersistSignalAdapter.usePersistSignalAdapter(RedisPersist);
1495
+ * PersistBreakevenAdapter.usePersistBreakevenAdapter(RedisPersist);
1716
1496
  * ```
1717
1497
  */
1718
- usePersistSignalAdapter(Ctor) {
1719
- bt.loggerService.info(PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_PERSIST_SIGNAL_ADAPTER);
1720
- this.PersistSignalFactory = Ctor;
1498
+ usePersistBreakevenAdapter(Ctor) {
1499
+ bt.loggerService.info(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_PERSIST_BREAKEVEN_ADAPTER);
1500
+ this.PersistBreakevenFactory = Ctor;
1721
1501
  }
1722
1502
  /**
1723
1503
  * Switches to the default JSON persist adapter.
1724
1504
  * All future persistence writes will use JSON storage.
1725
1505
  */
1726
1506
  useJson() {
1727
- bt.loggerService.log(PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_JSON);
1728
- this.usePersistSignalAdapter(PersistBase);
1507
+ bt.loggerService.log(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_JSON);
1508
+ this.usePersistBreakevenAdapter(PersistBase);
1729
1509
  }
1730
1510
  /**
1731
1511
  * Switches to a dummy persist adapter that discards all writes.
1732
1512
  * All future persistence writes will be no-ops.
1733
1513
  */
1734
1514
  useDummy() {
1735
- bt.loggerService.log(PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_DUMMY);
1736
- this.usePersistSignalAdapter(PersistDummy);
1515
+ bt.loggerService.log(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_DUMMY);
1516
+ this.usePersistBreakevenAdapter(PersistDummy);
1737
1517
  }
1738
1518
  }
1739
1519
  /**
1740
- * Global singleton instance of PersistSignalUtils.
1741
- * Used by ClientStrategy for signal persistence.
1520
+ * Global singleton instance of PersistBreakevenUtils.
1521
+ * Used by ClientBreakeven for breakeven state persistence.
1742
1522
  *
1743
1523
  * @example
1744
1524
  * ```typescript
1745
1525
  * // Custom adapter
1746
- * PersistSignalAdapter.usePersistSignalAdapter(RedisPersist);
1526
+ * PersistBreakevenAdapter.usePersistBreakevenAdapter(RedisPersist);
1747
1527
  *
1748
- * // Read signal
1749
- * const signal = await PersistSignalAdapter.readSignalData("my-strategy", "BTCUSDT");
1528
+ * // Read breakeven data
1529
+ * const breakevenData = await PersistBreakevenAdapter.readBreakevenData("BTCUSDT", "my-strategy");
1750
1530
  *
1751
- * // Write signal
1752
- * await PersistSignalAdapter.writeSignalData(signal, "my-strategy", "BTCUSDT");
1531
+ * // Write breakeven data
1532
+ * await PersistBreakevenAdapter.writeBreakevenData(breakevenData, "BTCUSDT", "my-strategy");
1753
1533
  * ```
1754
1534
  */
1755
- const PersistSignalAdapter = new PersistSignalUtils();
1535
+ const PersistBreakevenAdapter = new PersistBreakevenUtils();
1756
1536
  /**
1757
- * Utility class for managing risk active positions persistence.
1537
+ * Utility class for managing candles cache persistence.
1758
1538
  *
1759
1539
  * Features:
1760
- * - Memoized storage instances per risk profile
1761
- * - Custom adapter support
1762
- * - Atomic read/write operations for RiskData
1763
- * - Crash-safe position state management
1540
+ * - Each candle stored as separate JSON file: ${exchangeName}/${symbol}/${interval}/${timestamp}.json
1541
+ * - Cache validation: returns cached data if file count matches requested limit
1542
+ * - Automatic cache invalidation and refresh when data is incomplete
1543
+ * - Atomic read/write operations
1764
1544
  *
1765
- * Used by ClientRisk for live mode persistence of active positions.
1545
+ * Used by ClientExchange for candle data caching.
1766
1546
  */
1767
- class PersistRiskUtils {
1547
+ class PersistCandleUtils {
1768
1548
  constructor() {
1769
- this.PersistRiskFactory = PersistBase;
1770
- this.getRiskStorage = functoolsKit.memoize(([riskName, exchangeName]) => `${riskName}:${exchangeName}`, (riskName, exchangeName) => Reflect.construct(this.PersistRiskFactory, [
1771
- `${riskName}_${exchangeName}`,
1772
- `./dump/data/risk/`,
1549
+ this.PersistCandlesFactory = PersistBase;
1550
+ this.getCandlesStorage = functoolsKit.memoize(([symbol, interval, exchangeName]) => `${symbol}:${interval}:${exchangeName}`, (symbol, interval, exchangeName) => Reflect.construct(this.PersistCandlesFactory, [
1551
+ `${exchangeName}/${symbol}/${interval}`,
1552
+ `./dump/data/candles/`,
1773
1553
  ]));
1774
1554
  /**
1775
- * Reads persisted active positions for a risk profile.
1776
- *
1777
- * Called by ClientRisk.waitForInit() to restore state.
1778
- * Returns empty Map if no positions exist.
1555
+ * Reads cached candles for a specific exchange, symbol, and interval.
1556
+ * Returns candles only if cache contains exactly the requested limit.
1779
1557
  *
1780
- * @param riskName - Risk profile identifier
1558
+ * @param symbol - Trading pair symbol
1559
+ * @param interval - Candle interval
1781
1560
  * @param exchangeName - Exchange identifier
1782
- * @returns Promise resolving to Map of active positions
1561
+ * @param limit - Number of candles requested
1562
+ * @param sinceTimestamp - Start timestamp (inclusive)
1563
+ * @param untilTimestamp - End timestamp (exclusive)
1564
+ * @returns Promise resolving to array of candles or null if cache is incomplete
1783
1565
  */
1784
- this.readPositionData = async (riskName, exchangeName) => {
1785
- bt.loggerService.info(PERSIST_RISK_UTILS_METHOD_NAME_READ_DATA);
1786
- const key = `${riskName}:${exchangeName}`;
1787
- const isInitial = !this.getRiskStorage.has(key);
1788
- const stateStorage = this.getRiskStorage(riskName, exchangeName);
1566
+ this.readCandlesData = async (symbol, interval, exchangeName, limit, sinceTimestamp, untilTimestamp) => {
1567
+ bt.loggerService.info("PersistCandleUtils.readCandlesData", {
1568
+ symbol,
1569
+ interval,
1570
+ exchangeName,
1571
+ limit,
1572
+ sinceTimestamp,
1573
+ untilTimestamp,
1574
+ });
1575
+ const key = `${symbol}:${interval}:${exchangeName}`;
1576
+ const isInitial = !this.getCandlesStorage.has(key);
1577
+ const stateStorage = this.getCandlesStorage(symbol, interval, exchangeName);
1789
1578
  await stateStorage.waitForInit(isInitial);
1790
- const RISK_STORAGE_KEY = "positions";
1791
- if (await stateStorage.hasValue(RISK_STORAGE_KEY)) {
1792
- return await stateStorage.readValue(RISK_STORAGE_KEY);
1793
- }
1794
- return [];
1579
+ // Collect all cached candles within the time range
1580
+ const cachedCandles = [];
1581
+ for await (const timestamp of stateStorage.keys()) {
1582
+ const ts = Number(timestamp);
1583
+ if (ts >= sinceTimestamp && ts < untilTimestamp) {
1584
+ try {
1585
+ const candle = await stateStorage.readValue(timestamp);
1586
+ cachedCandles.push(candle);
1587
+ }
1588
+ catch {
1589
+ // Skip invalid candles
1590
+ continue;
1591
+ }
1592
+ }
1593
+ }
1594
+ // Sort by timestamp ascending
1595
+ cachedCandles.sort((a, b) => a.timestamp - b.timestamp);
1596
+ return cachedCandles;
1795
1597
  };
1796
1598
  /**
1797
- * Writes active positions to disk with atomic file writes.
1798
- *
1799
- * Called by ClientRisk after addSignal/removeSignal to persist state.
1800
- * Uses atomic writes to prevent corruption on crashes.
1599
+ * Writes candles to cache with atomic file writes.
1600
+ * Each candle is stored as a separate JSON file named by its timestamp.
1801
1601
  *
1802
- * @param positions - Map of active positions
1803
- * @param riskName - Risk profile identifier
1602
+ * @param candles - Array of candle data to cache
1603
+ * @param symbol - Trading pair symbol
1604
+ * @param interval - Candle interval
1804
1605
  * @param exchangeName - Exchange identifier
1805
- * @returns Promise that resolves when write is complete
1606
+ * @returns Promise that resolves when all writes are complete
1806
1607
  */
1807
- this.writePositionData = async (riskRow, riskName, exchangeName) => {
1808
- bt.loggerService.info(PERSIST_RISK_UTILS_METHOD_NAME_WRITE_DATA);
1809
- const key = `${riskName}:${exchangeName}`;
1810
- const isInitial = !this.getRiskStorage.has(key);
1811
- const stateStorage = this.getRiskStorage(riskName, exchangeName);
1608
+ this.writeCandlesData = async (candles, symbol, interval, exchangeName) => {
1609
+ bt.loggerService.info("PersistCandleUtils.writeCandlesData", {
1610
+ symbol,
1611
+ interval,
1612
+ exchangeName,
1613
+ candleCount: candles.length,
1614
+ });
1615
+ const key = `${symbol}:${interval}:${exchangeName}`;
1616
+ const isInitial = !this.getCandlesStorage.has(key);
1617
+ const stateStorage = this.getCandlesStorage(symbol, interval, exchangeName);
1812
1618
  await stateStorage.waitForInit(isInitial);
1813
- const RISK_STORAGE_KEY = "positions";
1814
- await stateStorage.writeValue(RISK_STORAGE_KEY, riskRow);
1619
+ // Write each candle as a separate file
1620
+ for (const candle of candles) {
1621
+ if (await functoolsKit.not(stateStorage.hasValue(String(candle.timestamp)))) {
1622
+ await stateStorage.writeValue(String(candle.timestamp), candle);
1623
+ }
1624
+ }
1815
1625
  };
1816
1626
  }
1817
1627
  /**
1818
1628
  * Registers a custom persistence adapter.
1819
1629
  *
1820
1630
  * @param Ctor - Custom PersistBase constructor
1821
- *
1822
- * @example
1823
- * ```typescript
1824
- * class RedisPersist extends PersistBase {
1825
- * async readValue(id) { return JSON.parse(await redis.get(id)); }
1826
- * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1827
- * }
1828
- * PersistRiskAdapter.usePersistRiskAdapter(RedisPersist);
1829
- * ```
1830
1631
  */
1831
- usePersistRiskAdapter(Ctor) {
1832
- bt.loggerService.info(PERSIST_RISK_UTILS_METHOD_NAME_USE_PERSIST_RISK_ADAPTER);
1833
- this.PersistRiskFactory = Ctor;
1632
+ usePersistCandleAdapter(Ctor) {
1633
+ bt.loggerService.info("PersistCandleUtils.usePersistCandleAdapter");
1634
+ this.PersistCandlesFactory = Ctor;
1834
1635
  }
1835
1636
  /**
1836
1637
  * Switches to the default JSON persist adapter.
1837
1638
  * All future persistence writes will use JSON storage.
1838
1639
  */
1839
1640
  useJson() {
1840
- bt.loggerService.log(PERSIST_RISK_UTILS_METHOD_NAME_USE_JSON);
1841
- this.usePersistRiskAdapter(PersistBase);
1641
+ bt.loggerService.log("PersistCandleUtils.useJson");
1642
+ this.usePersistCandleAdapter(PersistBase);
1842
1643
  }
1843
1644
  /**
1844
1645
  * Switches to a dummy persist adapter that discards all writes.
1845
1646
  * All future persistence writes will be no-ops.
1846
1647
  */
1847
1648
  useDummy() {
1848
- bt.loggerService.log(PERSIST_RISK_UTILS_METHOD_NAME_USE_DUMMY);
1849
- this.usePersistRiskAdapter(PersistDummy);
1649
+ bt.loggerService.log("PersistCandleUtils.useDummy");
1650
+ this.usePersistCandleAdapter(PersistDummy);
1850
1651
  }
1851
1652
  }
1852
1653
  /**
1853
- * Global singleton instance of PersistRiskUtils.
1854
- * Used by ClientRisk for active positions persistence.
1654
+ * Global singleton instance of PersistCandleUtils.
1655
+ * Used by ClientExchange for candle data caching.
1855
1656
  *
1856
1657
  * @example
1857
1658
  * ```typescript
1858
- * // Custom adapter
1859
- * PersistRiskAdapter.usePersistRiskAdapter(RedisPersist);
1860
- *
1861
- * // Read positions
1862
- * const positions = await PersistRiskAdapter.readPositionData("my-risk");
1659
+ * // Read cached candles
1660
+ * const candles = await PersistCandleAdapter.readCandlesData(
1661
+ * "BTCUSDT", "1m", "binance", 100, since.getTime(), until.getTime()
1662
+ * );
1863
1663
  *
1864
- * // Write positions
1865
- * await PersistRiskAdapter.writePositionData(positionsMap, "my-risk");
1664
+ * // Write candles to cache
1665
+ * await PersistCandleAdapter.writeCandlesData(candles, "BTCUSDT", "1m", "binance");
1866
1666
  * ```
1867
1667
  */
1868
- const PersistRiskAdapter = new PersistRiskUtils();
1668
+ const PersistCandleAdapter = new PersistCandleUtils();
1669
+
1670
+ const INTERVAL_MINUTES$4 = {
1671
+ "1m": 1,
1672
+ "3m": 3,
1673
+ "5m": 5,
1674
+ "15m": 15,
1675
+ "30m": 30,
1676
+ "1h": 60,
1677
+ "2h": 120,
1678
+ "4h": 240,
1679
+ "6h": 360,
1680
+ "8h": 480,
1681
+ };
1869
1682
  /**
1870
- * Utility class for managing scheduled signal persistence.
1871
- *
1872
- * Features:
1873
- * - Memoized storage instances per strategy
1874
- * - Custom adapter support
1875
- * - Atomic read/write operations for scheduled signals
1876
- * - Crash-safe scheduled signal state management
1683
+ * Validates that all candles have valid OHLCV data without anomalies.
1684
+ * Detects incomplete candles from Binance API by checking for abnormally low prices or volumes.
1685
+ * Incomplete candles often have prices like 0.1 instead of normal 100,000 or zero volume.
1877
1686
  *
1878
- * Used by ClientStrategy for live mode persistence of scheduled signals (_scheduledSignal).
1687
+ * @param candles - Array of candle data to validate
1688
+ * @throws Error if any candles have anomalous OHLCV values
1879
1689
  */
1880
- class PersistScheduleUtils {
1881
- constructor() {
1882
- this.PersistScheduleFactory = PersistBase;
1883
- this.getScheduleStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistScheduleFactory, [
1884
- `${symbol}_${strategyName}_${exchangeName}`,
1885
- `./dump/data/schedule/`,
1886
- ]));
1887
- /**
1888
- * Reads persisted scheduled signal data for a symbol and strategy.
1889
- *
1890
- * Called by ClientStrategy.waitForInit() to restore scheduled signal state.
1891
- * Returns null if no scheduled signal exists.
1892
- *
1893
- * @param symbol - Trading pair symbol
1894
- * @param strategyName - Strategy identifier
1895
- * @param exchangeName - Exchange identifier
1896
- * @returns Promise resolving to scheduled signal or null
1897
- */
1898
- this.readScheduleData = async (symbol, strategyName, exchangeName) => {
1899
- bt.loggerService.info(PERSIST_SCHEDULE_UTILS_METHOD_NAME_READ_DATA);
1900
- const key = `${symbol}:${strategyName}:${exchangeName}`;
1901
- const isInitial = !this.getScheduleStorage.has(key);
1902
- const stateStorage = this.getScheduleStorage(symbol, strategyName, exchangeName);
1903
- await stateStorage.waitForInit(isInitial);
1904
- if (await stateStorage.hasValue(symbol)) {
1905
- return await stateStorage.readValue(symbol);
1906
- }
1907
- return null;
1908
- };
1909
- /**
1910
- * Writes scheduled signal data to disk with atomic file writes.
1911
- *
1912
- * Called by ClientStrategy.setScheduledSignal() to persist state.
1913
- * Uses atomic writes to prevent corruption on crashes.
1914
- *
1915
- * @param scheduledSignalRow - Scheduled signal data (null to clear)
1916
- * @param symbol - Trading pair symbol
1917
- * @param strategyName - Strategy identifier
1918
- * @param exchangeName - Exchange identifier
1919
- * @returns Promise that resolves when write is complete
1920
- */
1921
- this.writeScheduleData = async (scheduledSignalRow, symbol, strategyName, exchangeName) => {
1922
- bt.loggerService.info(PERSIST_SCHEDULE_UTILS_METHOD_NAME_WRITE_DATA);
1923
- const key = `${symbol}:${strategyName}:${exchangeName}`;
1924
- const isInitial = !this.getScheduleStorage.has(key);
1925
- const stateStorage = this.getScheduleStorage(symbol, strategyName, exchangeName);
1926
- await stateStorage.waitForInit(isInitial);
1927
- await stateStorage.writeValue(symbol, scheduledSignalRow);
1928
- };
1690
+ const VALIDATE_NO_INCOMPLETE_CANDLES_FN = (candles) => {
1691
+ if (candles.length === 0) {
1692
+ return;
1929
1693
  }
1930
- /**
1931
- * Registers a custom persistence adapter.
1932
- *
1933
- * @param Ctor - Custom PersistBase constructor
1934
- *
1935
- * @example
1936
- * ```typescript
1937
- * class RedisPersist extends PersistBase {
1938
- * async readValue(id) { return JSON.parse(await redis.get(id)); }
1939
- * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
1940
- * }
1941
- * PersistScheduleAdapter.usePersistScheduleAdapter(RedisPersist);
1942
- * ```
1943
- */
1944
- usePersistScheduleAdapter(Ctor) {
1945
- bt.loggerService.info(PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_PERSIST_SCHEDULE_ADAPTER);
1946
- this.PersistScheduleFactory = Ctor;
1694
+ // Calculate reference price (median or average depending on candle count)
1695
+ const allPrices = candles.flatMap((c) => [c.open, c.high, c.low, c.close]);
1696
+ const validPrices = allPrices.filter((p) => p > 0);
1697
+ let referencePrice;
1698
+ if (candles.length >= GLOBAL_CONFIG.CC_GET_CANDLES_MIN_CANDLES_FOR_MEDIAN) {
1699
+ // Use median for reliable statistics with enough data
1700
+ const sortedPrices = [...validPrices].sort((a, b) => a - b);
1701
+ referencePrice = sortedPrices[Math.floor(sortedPrices.length / 2)] || 0;
1947
1702
  }
1948
- /**
1949
- * Switches to the default JSON persist adapter.
1950
- * All future persistence writes will use JSON storage.
1951
- */
1952
- useJson() {
1953
- bt.loggerService.log(PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_JSON);
1954
- this.usePersistScheduleAdapter(PersistBase);
1703
+ else {
1704
+ // Use average for small datasets (more stable than median)
1705
+ const sum = validPrices.reduce((acc, p) => acc + p, 0);
1706
+ referencePrice = validPrices.length > 0 ? sum / validPrices.length : 0;
1955
1707
  }
1956
- /**
1957
- * Switches to a dummy persist adapter that discards all writes.
1958
- * All future persistence writes will be no-ops.
1959
- */
1960
- useDummy() {
1961
- bt.loggerService.log(PERSIST_SCHEDULE_UTILS_METHOD_NAME_USE_DUMMY);
1962
- this.usePersistScheduleAdapter(PersistDummy);
1708
+ if (referencePrice === 0) {
1709
+ throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: cannot calculate reference price (all prices are zero)`);
1963
1710
  }
1964
- }
1711
+ const minValidPrice = referencePrice /
1712
+ GLOBAL_CONFIG.CC_GET_CANDLES_PRICE_ANOMALY_THRESHOLD_FACTOR;
1713
+ for (let i = 0; i < candles.length; i++) {
1714
+ const candle = candles[i];
1715
+ // Check for invalid numeric values
1716
+ if (!Number.isFinite(candle.open) ||
1717
+ !Number.isFinite(candle.high) ||
1718
+ !Number.isFinite(candle.low) ||
1719
+ !Number.isFinite(candle.close) ||
1720
+ !Number.isFinite(candle.volume) ||
1721
+ !Number.isFinite(candle.timestamp)) {
1722
+ throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: candle[${i}] has invalid numeric values (NaN or Infinity)`);
1723
+ }
1724
+ // Check for negative values
1725
+ if (candle.open <= 0 ||
1726
+ candle.high <= 0 ||
1727
+ candle.low <= 0 ||
1728
+ candle.close <= 0 ||
1729
+ candle.volume < 0) {
1730
+ throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: candle[${i}] has zero or negative values`);
1731
+ }
1732
+ // Check for anomalously low prices (incomplete candle indicator)
1733
+ if (candle.open < minValidPrice ||
1734
+ candle.high < minValidPrice ||
1735
+ candle.low < minValidPrice ||
1736
+ candle.close < minValidPrice) {
1737
+ throw new Error(`VALIDATE_NO_INCOMPLETE_CANDLES_FN: candle[${i}] has anomalously low price. ` +
1738
+ `OHLC: [${candle.open}, ${candle.high}, ${candle.low}, ${candle.close}], ` +
1739
+ `reference: ${referencePrice}, threshold: ${minValidPrice}`);
1740
+ }
1741
+ }
1742
+ };
1965
1743
  /**
1966
- * Global singleton instance of PersistScheduleUtils.
1967
- * Used by ClientStrategy for scheduled signal persistence.
1968
- *
1969
- * @example
1970
- * ```typescript
1971
- * // Custom adapter
1972
- * PersistScheduleAdapter.usePersistScheduleAdapter(RedisPersist);
1973
- *
1974
- * // Read scheduled signal
1975
- * const scheduled = await PersistScheduleAdapter.readScheduleData("my-strategy", "BTCUSDT");
1744
+ * Attempts to read candles from cache.
1745
+ * Validates cache consistency (no gaps in timestamps) before returning.
1976
1746
  *
1977
- * // Write scheduled signal
1978
- * await PersistScheduleAdapter.writeScheduleData(scheduled, "my-strategy", "BTCUSDT");
1979
- * ```
1747
+ * @param dto - Data transfer object containing symbol, interval, and limit
1748
+ * @param sinceTimestamp - Start timestamp in milliseconds
1749
+ * @param untilTimestamp - End timestamp in milliseconds
1750
+ * @param self - Instance of ClientExchange
1751
+ * @returns Cached candles array or null if cache miss or inconsistent
1980
1752
  */
1981
- const PersistScheduleAdapter = new PersistScheduleUtils();
1753
+ const READ_CANDLES_CACHE_FN$1 = functoolsKit.trycatch(async (dto, sinceTimestamp, untilTimestamp, self) => {
1754
+ const cachedCandles = await PersistCandleAdapter.readCandlesData(dto.symbol, dto.interval, self.params.exchangeName, dto.limit, sinceTimestamp, untilTimestamp);
1755
+ // Return cached data only if we have exactly the requested limit
1756
+ if (cachedCandles.length === dto.limit) {
1757
+ self.params.logger.debug(`ClientExchange READ_CANDLES_CACHE_FN: cache hit for symbol=${dto.symbol}, interval=${dto.interval}, limit=${dto.limit}`);
1758
+ return cachedCandles;
1759
+ }
1760
+ self.params.logger.warn(`ClientExchange READ_CANDLES_CACHE_FN: cache inconsistent (count or range mismatch) for symbol=${dto.symbol}, interval=${dto.interval}, limit=${dto.limit}`);
1761
+ return null;
1762
+ }, {
1763
+ fallback: async (error) => {
1764
+ const message = `ClientExchange READ_CANDLES_CACHE_FN: cache read failed`;
1765
+ const payload = {
1766
+ error: functoolsKit.errorData(error),
1767
+ message: functoolsKit.getErrorMessage(error),
1768
+ };
1769
+ bt.loggerService.warn(message, payload);
1770
+ console.warn(message, payload);
1771
+ errorEmitter.next(error);
1772
+ },
1773
+ defaultValue: null,
1774
+ });
1982
1775
  /**
1983
- * Utility class for managing partial profit/loss levels persistence.
1984
- *
1985
- * Features:
1986
- * - Memoized storage instances per symbol:strategyName
1987
- * - Custom adapter support
1988
- * - Atomic read/write operations for partial data
1989
- * - Crash-safe partial state management
1776
+ * Writes candles to cache with error handling.
1990
1777
  *
1991
- * Used by ClientPartial for live mode persistence of profit/loss levels.
1778
+ * @param candles - Array of candle data to cache
1779
+ * @param dto - Data transfer object containing symbol, interval, and limit
1780
+ * @param self - Instance of ClientExchange
1992
1781
  */
1993
- class PersistPartialUtils {
1994
- constructor() {
1995
- this.PersistPartialFactory = PersistBase;
1996
- this.getPartialStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistPartialFactory, [
1997
- `${symbol}_${strategyName}_${exchangeName}`,
1998
- `./dump/data/partial/`,
1999
- ]));
2000
- /**
2001
- * Reads persisted partial data for a symbol and strategy.
2002
- *
2003
- * Called by ClientPartial.waitForInit() to restore state.
2004
- * Returns empty object if no partial data exists.
2005
- *
2006
- * @param symbol - Trading pair symbol
2007
- * @param strategyName - Strategy identifier
2008
- * @param signalId - Signal identifier
2009
- * @param exchangeName - Exchange identifier
2010
- * @returns Promise resolving to partial data record
2011
- */
2012
- this.readPartialData = async (symbol, strategyName, signalId, exchangeName) => {
2013
- bt.loggerService.info(PERSIST_PARTIAL_UTILS_METHOD_NAME_READ_DATA);
2014
- const key = `${symbol}:${strategyName}:${exchangeName}`;
2015
- const isInitial = !this.getPartialStorage.has(key);
2016
- const stateStorage = this.getPartialStorage(symbol, strategyName, exchangeName);
2017
- await stateStorage.waitForInit(isInitial);
2018
- if (await stateStorage.hasValue(signalId)) {
2019
- return await stateStorage.readValue(signalId);
2020
- }
2021
- return {};
1782
+ const WRITE_CANDLES_CACHE_FN$1 = functoolsKit.trycatch(functoolsKit.queued(async (candles, dto, self) => {
1783
+ await PersistCandleAdapter.writeCandlesData(candles, dto.symbol, dto.interval, self.params.exchangeName);
1784
+ self.params.logger.debug(`ClientExchange WRITE_CANDLES_CACHE_FN: cache updated for symbol=${dto.symbol}, interval=${dto.interval}, count=${candles.length}`);
1785
+ }), {
1786
+ fallback: async (error) => {
1787
+ const message = `ClientExchange WRITE_CANDLES_CACHE_FN: cache write failed`;
1788
+ const payload = {
1789
+ error: functoolsKit.errorData(error),
1790
+ message: functoolsKit.getErrorMessage(error),
2022
1791
  };
2023
- /**
2024
- * Writes partial data to disk with atomic file writes.
2025
- *
2026
- * Called by ClientPartial after profit/loss level changes to persist state.
2027
- * Uses atomic writes to prevent corruption on crashes.
2028
- *
2029
- * @param partialData - Record of signal IDs to partial data
2030
- * @param symbol - Trading pair symbol
2031
- * @param strategyName - Strategy identifier
2032
- * @param signalId - Signal identifier
2033
- * @param exchangeName - Exchange identifier
2034
- * @returns Promise that resolves when write is complete
2035
- */
2036
- this.writePartialData = async (partialData, symbol, strategyName, signalId, exchangeName) => {
2037
- bt.loggerService.info(PERSIST_PARTIAL_UTILS_METHOD_NAME_WRITE_DATA);
2038
- const key = `${symbol}:${strategyName}:${exchangeName}`;
2039
- const isInitial = !this.getPartialStorage.has(key);
2040
- const stateStorage = this.getPartialStorage(symbol, strategyName, exchangeName);
2041
- await stateStorage.waitForInit(isInitial);
2042
- await stateStorage.writeValue(signalId, partialData);
1792
+ bt.loggerService.warn(message, payload);
1793
+ console.warn(message, payload);
1794
+ errorEmitter.next(error);
1795
+ },
1796
+ defaultValue: null,
1797
+ });
1798
+ /**
1799
+ * Retries the getCandles function with specified retry count and delay.
1800
+ * Uses cache to avoid redundant API calls.
1801
+ *
1802
+ * Cache logic:
1803
+ * - Checks if cached candles exist for the time range
1804
+ * - If cache has exactly dto.limit candles, returns cached data
1805
+ * - Otherwise, fetches from API and updates cache
1806
+ *
1807
+ * @param dto - Data transfer object containing symbol, interval, and limit
1808
+ * @param since - Date object representing the start time for fetching candles
1809
+ * @param self - Instance of ClientExchange
1810
+ * @returns Promise resolving to array of candle data
1811
+ */
1812
+ const GET_CANDLES_FN = async (dto, since, self) => {
1813
+ const step = INTERVAL_MINUTES$4[dto.interval];
1814
+ const sinceTimestamp = since.getTime();
1815
+ const untilTimestamp = sinceTimestamp + dto.limit * step * 60 * 1000;
1816
+ // Try to read from cache first
1817
+ const cachedCandles = await READ_CANDLES_CACHE_FN$1(dto, sinceTimestamp, untilTimestamp, self);
1818
+ if (cachedCandles !== null) {
1819
+ return cachedCandles;
1820
+ }
1821
+ // Cache miss or error - fetch from API
1822
+ let lastError;
1823
+ for (let i = 0; i !== GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_COUNT; i++) {
1824
+ try {
1825
+ const result = await self.params.getCandles(dto.symbol, dto.interval, since, dto.limit, self.params.execution.context.backtest);
1826
+ VALIDATE_NO_INCOMPLETE_CANDLES_FN(result);
1827
+ // Write to cache after successful fetch
1828
+ await WRITE_CANDLES_CACHE_FN$1(result, dto, self);
1829
+ return result;
1830
+ }
1831
+ catch (err) {
1832
+ const message = `ClientExchange GET_CANDLES_FN: attempt ${i + 1} failed for symbol=${dto.symbol}, interval=${dto.interval}, since=${since.toISOString()}, limit=${dto.limit}}`;
1833
+ const payload = {
1834
+ error: functoolsKit.errorData(err),
1835
+ message: functoolsKit.getErrorMessage(err),
1836
+ };
1837
+ self.params.logger.warn(message, payload);
1838
+ console.warn(message, payload);
1839
+ lastError = err;
1840
+ await functoolsKit.sleep(GLOBAL_CONFIG.CC_GET_CANDLES_RETRY_DELAY_MS);
1841
+ }
1842
+ }
1843
+ throw lastError;
1844
+ };
1845
+ /**
1846
+ * Wrapper to call onCandleData callback with error handling.
1847
+ * Catches and logs any errors thrown by the user-provided callback.
1848
+ *
1849
+ * @param self - ClientExchange instance reference
1850
+ * @param symbol - Trading pair symbol
1851
+ * @param interval - Candle interval
1852
+ * @param since - Start date for candle data
1853
+ * @param limit - Number of candles
1854
+ * @param data - Array of candle data
1855
+ */
1856
+ const CALL_CANDLE_DATA_CALLBACKS_FN = functoolsKit.trycatch(async (self, symbol, interval, since, limit, data) => {
1857
+ if (self.params.callbacks?.onCandleData) {
1858
+ await self.params.callbacks.onCandleData(symbol, interval, since, limit, data);
1859
+ }
1860
+ }, {
1861
+ fallback: (error) => {
1862
+ const message = "ClientExchange CALL_CANDLE_DATA_CALLBACKS_FN thrown";
1863
+ const payload = {
1864
+ error: functoolsKit.errorData(error),
1865
+ message: functoolsKit.getErrorMessage(error),
2043
1866
  };
1867
+ bt.loggerService.warn(message, payload);
1868
+ console.warn(message, payload);
1869
+ errorEmitter.next(error);
1870
+ },
1871
+ });
1872
+ /**
1873
+ * Client implementation for exchange data access.
1874
+ *
1875
+ * Features:
1876
+ * - Historical candle fetching (backwards from execution context)
1877
+ * - Future candle fetching (forwards for backtest)
1878
+ * - VWAP calculation from last 5 1m candles
1879
+ * - Price/quantity formatting for exchange
1880
+ *
1881
+ * All methods use prototype functions for memory efficiency.
1882
+ *
1883
+ * @example
1884
+ * ```typescript
1885
+ * const exchange = new ClientExchange({
1886
+ * exchangeName: "binance",
1887
+ * getCandles: async (symbol, interval, since, limit) => [...],
1888
+ * formatPrice: async (symbol, price) => price.toFixed(2),
1889
+ * formatQuantity: async (symbol, quantity) => quantity.toFixed(8),
1890
+ * execution: executionService,
1891
+ * logger: loggerService,
1892
+ * });
1893
+ *
1894
+ * const candles = await exchange.getCandles("BTCUSDT", "1m", 100);
1895
+ * const vwap = await exchange.getAveragePrice("BTCUSDT");
1896
+ * ```
1897
+ */
1898
+ class ClientExchange {
1899
+ constructor(params) {
1900
+ this.params = params;
1901
+ }
1902
+ /**
1903
+ * Fetches historical candles backwards from execution context time.
1904
+ *
1905
+ * @param symbol - Trading pair symbol
1906
+ * @param interval - Candle interval
1907
+ * @param limit - Number of candles to fetch
1908
+ * @returns Promise resolving to array of candles
1909
+ */
1910
+ async getCandles(symbol, interval, limit) {
1911
+ this.params.logger.debug(`ClientExchange getCandles`, {
1912
+ symbol,
1913
+ interval,
1914
+ limit,
1915
+ });
1916
+ const step = INTERVAL_MINUTES$4[interval];
1917
+ const adjust = step * limit;
1918
+ if (!adjust) {
1919
+ throw new Error(`ClientExchange unknown time adjust for interval=${interval}`);
1920
+ }
1921
+ const since = new Date(this.params.execution.context.when.getTime() - adjust * 60 * 1000);
1922
+ let allData = [];
1923
+ // If limit exceeds CC_MAX_CANDLES_PER_REQUEST, fetch data in chunks
1924
+ if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
1925
+ let remaining = limit;
1926
+ let currentSince = new Date(since.getTime());
1927
+ while (remaining > 0) {
1928
+ const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
1929
+ const chunkData = await GET_CANDLES_FN({ symbol, interval, limit: chunkLimit }, currentSince, this);
1930
+ allData.push(...chunkData);
1931
+ remaining -= chunkLimit;
1932
+ if (remaining > 0) {
1933
+ // Move currentSince forward by the number of candles fetched
1934
+ currentSince = new Date(currentSince.getTime() + chunkLimit * step * 60 * 1000);
1935
+ }
1936
+ }
1937
+ }
1938
+ else {
1939
+ allData = await GET_CANDLES_FN({ symbol, interval, limit }, since, this);
1940
+ }
1941
+ // Filter candles to strictly match the requested range
1942
+ const whenTimestamp = this.params.execution.context.when.getTime();
1943
+ const sinceTimestamp = since.getTime();
1944
+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp &&
1945
+ candle.timestamp < whenTimestamp);
1946
+ // Apply distinct by timestamp to remove duplicates
1947
+ const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
1948
+ if (filteredData.length !== uniqueData.length) {
1949
+ const msg = `ClientExchange Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
1950
+ this.params.logger.warn(msg);
1951
+ console.warn(msg);
1952
+ }
1953
+ if (uniqueData.length < limit) {
1954
+ const msg = `ClientExchange Expected ${limit} candles, got ${uniqueData.length}`;
1955
+ this.params.logger.warn(msg);
1956
+ console.warn(msg);
1957
+ }
1958
+ await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
1959
+ return uniqueData;
1960
+ }
1961
+ /**
1962
+ * Fetches future candles forwards from execution context time.
1963
+ * Used in backtest mode to get candles for signal duration.
1964
+ *
1965
+ * @param symbol - Trading pair symbol
1966
+ * @param interval - Candle interval
1967
+ * @param limit - Number of candles to fetch
1968
+ * @returns Promise resolving to array of candles
1969
+ * @throws Error if trying to fetch future candles in live mode
1970
+ */
1971
+ async getNextCandles(symbol, interval, limit) {
1972
+ this.params.logger.debug(`ClientExchange getNextCandles`, {
1973
+ symbol,
1974
+ interval,
1975
+ limit,
1976
+ });
1977
+ const since = new Date(this.params.execution.context.when.getTime());
1978
+ const now = Date.now();
1979
+ // Вычисляем конечное время запроса
1980
+ const step = INTERVAL_MINUTES$4[interval];
1981
+ const endTime = since.getTime() + limit * step * 60 * 1000;
1982
+ // Проверяем что запрошенный период не заходит за Date.now()
1983
+ if (endTime > now) {
1984
+ return [];
1985
+ }
1986
+ let allData = [];
1987
+ // If limit exceeds CC_MAX_CANDLES_PER_REQUEST, fetch data in chunks
1988
+ if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
1989
+ let remaining = limit;
1990
+ let currentSince = new Date(since.getTime());
1991
+ while (remaining > 0) {
1992
+ const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
1993
+ const chunkData = await GET_CANDLES_FN({ symbol, interval, limit: chunkLimit }, currentSince, this);
1994
+ allData.push(...chunkData);
1995
+ remaining -= chunkLimit;
1996
+ if (remaining > 0) {
1997
+ // Move currentSince forward by the number of candles fetched
1998
+ currentSince = new Date(currentSince.getTime() + chunkLimit * step * 60 * 1000);
1999
+ }
2000
+ }
2001
+ }
2002
+ else {
2003
+ allData = await GET_CANDLES_FN({ symbol, interval, limit }, since, this);
2004
+ }
2005
+ // Filter candles to strictly match the requested range
2006
+ const sinceTimestamp = since.getTime();
2007
+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < endTime);
2008
+ // Apply distinct by timestamp to remove duplicates
2009
+ const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
2010
+ if (filteredData.length !== uniqueData.length) {
2011
+ const msg = `ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
2012
+ this.params.logger.warn(msg);
2013
+ console.warn(msg);
2014
+ }
2015
+ if (uniqueData.length < limit) {
2016
+ const msg = `ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`;
2017
+ this.params.logger.warn(msg);
2018
+ console.warn(msg);
2019
+ }
2020
+ await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
2021
+ return uniqueData;
2022
+ }
2023
+ /**
2024
+ * Calculates VWAP (Volume Weighted Average Price) from last N 1m candles.
2025
+ * The number of candles is configurable via GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT.
2026
+ *
2027
+ * Formula:
2028
+ * - Typical Price = (high + low + close) / 3
2029
+ * - VWAP = sum(typical_price * volume) / sum(volume)
2030
+ *
2031
+ * If volume is zero, returns simple average of close prices.
2032
+ *
2033
+ * @param symbol - Trading pair symbol
2034
+ * @returns Promise resolving to VWAP price
2035
+ * @throws Error if no candles available
2036
+ */
2037
+ async getAveragePrice(symbol) {
2038
+ this.params.logger.debug(`ClientExchange getAveragePrice`, {
2039
+ symbol,
2040
+ });
2041
+ const candles = await this.getCandles(symbol, "1m", GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT);
2042
+ if (candles.length === 0) {
2043
+ throw new Error(`ClientExchange getAveragePrice: no candles data for symbol=${symbol}`);
2044
+ }
2045
+ // VWAP (Volume Weighted Average Price)
2046
+ // Используем типичную цену (typical price) = (high + low + close) / 3
2047
+ const sumPriceVolume = candles.reduce((acc, candle) => {
2048
+ const typicalPrice = (candle.high + candle.low + candle.close) / 3;
2049
+ return acc + typicalPrice * candle.volume;
2050
+ }, 0);
2051
+ const totalVolume = candles.reduce((acc, candle) => acc + candle.volume, 0);
2052
+ if (totalVolume === 0) {
2053
+ // Если объем нулевой, возвращаем простое среднее close цен
2054
+ const sum = candles.reduce((acc, candle) => acc + candle.close, 0);
2055
+ return sum / candles.length;
2056
+ }
2057
+ const vwap = sumPriceVolume / totalVolume;
2058
+ return vwap;
2044
2059
  }
2045
2060
  /**
2046
- * Registers a custom persistence adapter.
2061
+ * Formats quantity according to exchange-specific rules for the given symbol.
2062
+ * Applies proper decimal precision and rounding based on symbol's lot size filters.
2047
2063
  *
2048
- * @param Ctor - Custom PersistBase constructor
2064
+ * @param symbol - Trading pair symbol
2065
+ * @param quantity - Raw quantity to format
2066
+ * @returns Promise resolving to formatted quantity as string
2067
+ */
2068
+ async formatQuantity(symbol, quantity) {
2069
+ this.params.logger.debug("binanceService formatQuantity", {
2070
+ symbol,
2071
+ quantity,
2072
+ });
2073
+ return await this.params.formatQuantity(symbol, quantity, this.params.execution.context.backtest);
2074
+ }
2075
+ /**
2076
+ * Formats price according to exchange-specific rules for the given symbol.
2077
+ * Applies proper decimal precision and rounding based on symbol's price filters.
2049
2078
  *
2050
- * @example
2051
- * ```typescript
2052
- * class RedisPersist extends PersistBase {
2053
- * async readValue(id) { return JSON.parse(await redis.get(id)); }
2054
- * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
2055
- * }
2056
- * PersistPartialAdapter.usePersistPartialAdapter(RedisPersist);
2057
- * ```
2079
+ * @param symbol - Trading pair symbol
2080
+ * @param price - Raw price to format
2081
+ * @returns Promise resolving to formatted price as string
2058
2082
  */
2059
- usePersistPartialAdapter(Ctor) {
2060
- bt.loggerService.info(PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_PERSIST_PARTIAL_ADAPTER);
2061
- this.PersistPartialFactory = Ctor;
2083
+ async formatPrice(symbol, price) {
2084
+ this.params.logger.debug("binanceService formatPrice", {
2085
+ symbol,
2086
+ price,
2087
+ });
2088
+ return await this.params.formatPrice(symbol, price, this.params.execution.context.backtest);
2062
2089
  }
2063
2090
  /**
2064
- * Switches to the default JSON persist adapter.
2065
- * All future persistence writes will use JSON storage.
2091
+ * Fetches raw candles with flexible date/limit parameters.
2092
+ *
2093
+ * Compatibility layer that:
2094
+ * - RAW MODE (sDate + eDate + limit): fetches exactly as specified, NO look-ahead bias protection
2095
+ * - Other modes: respects execution context and prevents look-ahead bias
2096
+ *
2097
+ * Parameter combinations:
2098
+ * 1. sDate + eDate + limit: RAW MODE - fetches exactly as specified, no validation against when
2099
+ * 2. sDate + eDate: calculates limit from date range, validates endTimestamp <= when
2100
+ * 3. eDate + limit: calculates sDate backward, validates endTimestamp <= when
2101
+ * 4. sDate + limit: fetches forward, validates endTimestamp <= when
2102
+ * 5. Only limit: uses execution.context.when as reference (backward)
2103
+ *
2104
+ * Edge cases:
2105
+ * - If calculated limit is 0 or negative: throws error
2106
+ * - If sDate >= eDate: throws error
2107
+ * - If startTimestamp >= endTimestamp: throws error
2108
+ * - If endTimestamp > when (non-RAW modes only): throws error to prevent look-ahead bias
2109
+ *
2110
+ * @param symbol - Trading pair symbol
2111
+ * @param interval - Candle interval
2112
+ * @param limit - Optional number of candles to fetch
2113
+ * @param sDate - Optional start date in milliseconds
2114
+ * @param eDate - Optional end date in milliseconds
2115
+ * @returns Promise resolving to array of candles
2116
+ * @throws Error if parameters are invalid or conflicting
2066
2117
  */
2067
- useJson() {
2068
- bt.loggerService.log(PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_JSON);
2069
- this.usePersistPartialAdapter(PersistBase);
2118
+ async getRawCandles(symbol, interval, limit, sDate, eDate) {
2119
+ this.params.logger.debug(`ClientExchange getRawCandles`, {
2120
+ symbol,
2121
+ interval,
2122
+ limit,
2123
+ sDate,
2124
+ eDate,
2125
+ });
2126
+ const step = INTERVAL_MINUTES$4[interval];
2127
+ const stepMs = step * 60 * 1000;
2128
+ const when = this.params.execution.context.when.getTime();
2129
+ let startTimestamp;
2130
+ let endTimestamp;
2131
+ let candleLimit;
2132
+ let isRawMode = false;
2133
+ // Case 1: sDate + eDate + limit - RAW MODE (no look-ahead bias protection)
2134
+ if (sDate !== undefined &&
2135
+ eDate !== undefined &&
2136
+ limit !== undefined) {
2137
+ isRawMode = true;
2138
+ if (sDate >= eDate) {
2139
+ throw new Error(`ClientExchange getRawCandles: sDate (${sDate}) must be less than eDate (${eDate})`);
2140
+ }
2141
+ startTimestamp = sDate;
2142
+ endTimestamp = eDate;
2143
+ candleLimit = limit;
2144
+ }
2145
+ // Case 2: sDate + eDate - calculate limit, respect backtest context
2146
+ else if (sDate !== undefined && eDate !== undefined && limit === undefined) {
2147
+ if (sDate >= eDate) {
2148
+ throw new Error(`ClientExchange getRawCandles: sDate (${sDate}) must be less than eDate (${eDate})`);
2149
+ }
2150
+ startTimestamp = sDate;
2151
+ endTimestamp = eDate;
2152
+ const rangeDuration = endTimestamp - startTimestamp;
2153
+ candleLimit = Math.floor(rangeDuration / stepMs);
2154
+ if (candleLimit <= 0) {
2155
+ throw new Error(`ClientExchange getRawCandles: calculated limit is ${candleLimit} for range [${sDate}, ${eDate}]`);
2156
+ }
2157
+ }
2158
+ // Case 3: eDate + limit - calculate sDate backward, respect backtest context
2159
+ else if (eDate !== undefined && limit !== undefined && sDate === undefined) {
2160
+ endTimestamp = eDate;
2161
+ startTimestamp = eDate - limit * stepMs;
2162
+ candleLimit = limit;
2163
+ }
2164
+ // Case 4: sDate + limit - fetch forward, respect backtest context
2165
+ else if (sDate !== undefined && limit !== undefined && eDate === undefined) {
2166
+ startTimestamp = sDate;
2167
+ endTimestamp = sDate + limit * stepMs;
2168
+ candleLimit = limit;
2169
+ }
2170
+ // Case 5: Only limit - use execution context (backward from when)
2171
+ else if (limit !== undefined && sDate === undefined && eDate === undefined) {
2172
+ endTimestamp = when;
2173
+ startTimestamp = when - limit * stepMs;
2174
+ candleLimit = limit;
2175
+ }
2176
+ // Invalid combination
2177
+ else {
2178
+ throw new Error(`ClientExchange getRawCandles: invalid parameter combination. Must provide either (limit), (eDate+limit), (sDate+limit), (sDate+eDate), or (sDate+eDate+limit)`);
2179
+ }
2180
+ // Validate timestamps
2181
+ if (startTimestamp >= endTimestamp) {
2182
+ throw new Error(`ClientExchange getRawCandles: startTimestamp (${startTimestamp}) >= endTimestamp (${endTimestamp})`);
2183
+ }
2184
+ // Check if trying to fetch future data (prevent look-ahead bias)
2185
+ // ONLY for non-RAW modes - RAW MODE bypasses this check
2186
+ if (!isRawMode && endTimestamp > when) {
2187
+ throw new Error(`ClientExchange getRawCandles: endTimestamp (${endTimestamp}) is beyond execution context when (${when}) - look-ahead bias prevented`);
2188
+ }
2189
+ const since = new Date(startTimestamp);
2190
+ let allData = [];
2191
+ // Fetch data in chunks if limit exceeds max per request
2192
+ if (candleLimit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
2193
+ let remaining = candleLimit;
2194
+ let currentSince = new Date(since.getTime());
2195
+ while (remaining > 0) {
2196
+ const chunkLimit = Math.min(remaining, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
2197
+ const chunkData = await GET_CANDLES_FN({ symbol, interval, limit: chunkLimit }, currentSince, this);
2198
+ allData.push(...chunkData);
2199
+ remaining -= chunkLimit;
2200
+ if (remaining > 0) {
2201
+ currentSince = new Date(currentSince.getTime() + chunkLimit * stepMs);
2202
+ }
2203
+ }
2204
+ }
2205
+ else {
2206
+ allData = await GET_CANDLES_FN({ symbol, interval, limit: candleLimit }, since, this);
2207
+ }
2208
+ // Filter candles to strictly match the requested range
2209
+ const filteredData = allData.filter((candle) => candle.timestamp >= startTimestamp &&
2210
+ candle.timestamp < endTimestamp);
2211
+ // Apply distinct by timestamp to remove duplicates
2212
+ const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
2213
+ if (filteredData.length !== uniqueData.length) {
2214
+ const msg = `ClientExchange getRawCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
2215
+ this.params.logger.warn(msg);
2216
+ console.warn(msg);
2217
+ }
2218
+ if (uniqueData.length < candleLimit) {
2219
+ const msg = `ClientExchange getRawCandles: Expected ${candleLimit} candles, got ${uniqueData.length}`;
2220
+ this.params.logger.warn(msg);
2221
+ console.warn(msg);
2222
+ }
2223
+ await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, candleLimit, uniqueData);
2224
+ return uniqueData;
2070
2225
  }
2071
2226
  /**
2072
- * Switches to a dummy persist adapter that discards all writes.
2073
- * All future persistence writes will be no-ops.
2227
+ * Fetches order book for a trading pair.
2228
+ *
2229
+ * Calculates time range based on execution context time (when) and
2230
+ * CC_ORDER_BOOK_TIME_OFFSET_MINUTES, then delegates to the exchange
2231
+ * schema implementation which may use or ignore the time range.
2232
+ *
2233
+ * @param symbol - Trading pair symbol
2234
+ * @param depth - Maximum depth levels (default: CC_ORDER_BOOK_MAX_DEPTH_LEVELS)
2235
+ * @returns Promise resolving to order book data
2236
+ * @throws Error if getOrderBook is not implemented
2074
2237
  */
2075
- useDummy() {
2076
- bt.loggerService.log(PERSIST_PARTIAL_UTILS_METHOD_NAME_USE_DUMMY);
2077
- this.usePersistPartialAdapter(PersistDummy);
2238
+ async getOrderBook(symbol, depth = GLOBAL_CONFIG.CC_ORDER_BOOK_MAX_DEPTH_LEVELS) {
2239
+ this.params.logger.debug("ClientExchange getOrderBook", {
2240
+ symbol,
2241
+ depth,
2242
+ });
2243
+ const to = new Date(this.params.execution.context.when.getTime());
2244
+ const from = new Date(to.getTime() -
2245
+ GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * 60 * 1000);
2246
+ return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
2078
2247
  }
2079
2248
  }
2249
+
2080
2250
  /**
2081
- * Global singleton instance of PersistPartialUtils.
2082
- * Used by ClientPartial for partial profit/loss levels persistence.
2083
- *
2084
- * @example
2085
- * ```typescript
2086
- * // Custom adapter
2087
- * PersistPartialAdapter.usePersistPartialAdapter(RedisPersist);
2088
- *
2089
- * // Read partial data
2090
- * const partialData = await PersistPartialAdapter.readPartialData("BTCUSDT", "my-strategy");
2091
- *
2092
- * // Write partial data
2093
- * await PersistPartialAdapter.writePartialData(partialData, "BTCUSDT", "my-strategy");
2094
- * ```
2251
+ * Default implementation for getCandles.
2252
+ * Throws an error indicating the method is not implemented.
2095
2253
  */
2096
- const PersistPartialAdapter = new PersistPartialUtils();
2254
+ const DEFAULT_GET_CANDLES_FN$1 = async (_symbol, _interval, _since, _limit, _backtest) => {
2255
+ throw new Error(`getCandles is not implemented for this exchange`);
2256
+ };
2097
2257
  /**
2098
- * Persistence utility class for breakeven state management.
2258
+ * Default implementation for formatQuantity.
2259
+ * Returns Bitcoin precision on Binance (8 decimal places).
2260
+ */
2261
+ const DEFAULT_FORMAT_QUANTITY_FN$1 = async (_symbol, quantity, _backtest) => {
2262
+ return quantity.toFixed(8);
2263
+ };
2264
+ /**
2265
+ * Default implementation for formatPrice.
2266
+ * Returns Bitcoin precision on Binance (2 decimal places).
2267
+ */
2268
+ const DEFAULT_FORMAT_PRICE_FN$1 = async (_symbol, price, _backtest) => {
2269
+ return price.toFixed(2);
2270
+ };
2271
+ /**
2272
+ * Default implementation for getOrderBook.
2273
+ * Throws an error indicating the method is not implemented.
2099
2274
  *
2100
- * Handles reading and writing breakeven state to disk.
2101
- * Uses memoized PersistBase instances per symbol-strategy pair.
2275
+ * @param _symbol - Trading pair symbol (unused)
2276
+ * @param _depth - Maximum depth levels (unused)
2277
+ * @param _from - Start of time range (unused - can be ignored in live implementations)
2278
+ * @param _to - End of time range (unused - can be ignored in live implementations)
2279
+ * @param _backtest - Whether running in backtest mode (unused)
2280
+ */
2281
+ const DEFAULT_GET_ORDER_BOOK_FN$1 = async (_symbol, _depth, _from, _to, _backtest) => {
2282
+ throw new Error(`getOrderBook is not implemented for this exchange`);
2283
+ };
2284
+ /**
2285
+ * Connection service routing exchange operations to correct ClientExchange instance.
2102
2286
  *
2103
- * Features:
2104
- * - Atomic file writes via PersistBase.writeValue()
2105
- * - Lazy initialization on first access
2106
- * - Singleton pattern for global access
2107
- * - Custom adapter support via usePersistBreakevenAdapter()
2287
+ * Routes all IExchange method calls to the appropriate exchange implementation
2288
+ * based on methodContextService.context.exchangeName. Uses memoization to cache
2289
+ * ClientExchange instances for performance.
2108
2290
  *
2109
- * File structure:
2110
- * ```
2111
- * ./dump/data/breakeven/
2112
- * ├── BTCUSDT_my-strategy/
2113
- * │ └── state.json // { "signal-id-1": { reached: true }, ... }
2114
- * └── ETHUSDT_other-strategy/
2115
- * └── state.json
2116
- * ```
2291
+ * Key features:
2292
+ * - Automatic exchange routing via method context
2293
+ * - Memoized ClientExchange instances by exchangeName
2294
+ * - Implements full IExchange interface
2295
+ * - Logging for all operations
2117
2296
  *
2118
2297
  * @example
2119
2298
  * ```typescript
2120
- * // Read breakeven data
2121
- * const breakevenData = await PersistBreakevenAdapter.readBreakevenData("BTCUSDT", "my-strategy");
2122
- * // Returns: { "signal-id": { reached: true }, ... }
2123
- *
2124
- * // Write breakeven data
2125
- * await PersistBreakevenAdapter.writeBreakevenData(breakevenData, "BTCUSDT", "my-strategy");
2299
+ * // Used internally by framework
2300
+ * const candles = await exchangeConnectionService.getCandles(
2301
+ * "BTCUSDT", "1h", 100
2302
+ * );
2303
+ * // Automatically routes to correct exchange based on methodContext
2126
2304
  * ```
2127
2305
  */
2128
- class PersistBreakevenUtils {
2306
+ class ExchangeConnectionService {
2129
2307
  constructor() {
2308
+ this.loggerService = inject(TYPES.loggerService);
2309
+ this.executionContextService = inject(TYPES.executionContextService);
2310
+ this.exchangeSchemaService = inject(TYPES.exchangeSchemaService);
2311
+ this.methodContextService = inject(TYPES.methodContextService);
2312
+ /**
2313
+ * Retrieves memoized ClientExchange instance for given exchange name.
2314
+ *
2315
+ * Creates ClientExchange on first call, returns cached instance on subsequent calls.
2316
+ * Cache key is exchangeName string.
2317
+ *
2318
+ * @param exchangeName - Name of registered exchange schema
2319
+ * @returns Configured ClientExchange instance
2320
+ */
2321
+ this.getExchange = functoolsKit.memoize(([exchangeName]) => `${exchangeName}`, (exchangeName) => {
2322
+ const { getCandles = DEFAULT_GET_CANDLES_FN$1, formatPrice = DEFAULT_FORMAT_PRICE_FN$1, formatQuantity = DEFAULT_FORMAT_QUANTITY_FN$1, getOrderBook = DEFAULT_GET_ORDER_BOOK_FN$1, callbacks } = this.exchangeSchemaService.get(exchangeName);
2323
+ return new ClientExchange({
2324
+ execution: this.executionContextService,
2325
+ logger: this.loggerService,
2326
+ exchangeName,
2327
+ getCandles,
2328
+ formatPrice,
2329
+ formatQuantity,
2330
+ getOrderBook,
2331
+ callbacks,
2332
+ });
2333
+ });
2334
+ /**
2335
+ * Fetches historical candles for symbol using configured exchange.
2336
+ *
2337
+ * Routes to exchange determined by methodContextService.context.exchangeName.
2338
+ *
2339
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
2340
+ * @param interval - Candle interval (e.g., "1h", "1d")
2341
+ * @param limit - Maximum number of candles to fetch
2342
+ * @returns Promise resolving to array of candle data
2343
+ */
2344
+ this.getCandles = async (symbol, interval, limit) => {
2345
+ this.loggerService.log("exchangeConnectionService getCandles", {
2346
+ symbol,
2347
+ interval,
2348
+ limit,
2349
+ });
2350
+ return await this.getExchange(this.methodContextService.context.exchangeName).getCandles(symbol, interval, limit);
2351
+ };
2130
2352
  /**
2131
- * Factory for creating PersistBase instances.
2132
- * Can be replaced via usePersistBreakevenAdapter().
2353
+ * Fetches next batch of candles relative to executionContext.when.
2354
+ *
2355
+ * Returns candles that come after the current execution timestamp.
2356
+ * Used for backtest progression and live trading updates.
2357
+ *
2358
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
2359
+ * @param interval - Candle interval (e.g., "1h", "1d")
2360
+ * @param limit - Maximum number of candles to fetch
2361
+ * @returns Promise resolving to array of candle data
2133
2362
  */
2134
- this.PersistBreakevenFactory = PersistBase;
2363
+ this.getNextCandles = async (symbol, interval, limit) => {
2364
+ this.loggerService.log("exchangeConnectionService getNextCandles", {
2365
+ symbol,
2366
+ interval,
2367
+ limit,
2368
+ });
2369
+ return await this.getExchange(this.methodContextService.context.exchangeName).getNextCandles(symbol, interval, limit);
2370
+ };
2135
2371
  /**
2136
- * Memoized storage factory for breakeven data.
2137
- * Creates one PersistBase instance per symbol-strategy-exchange combination.
2138
- * Key format: "symbol:strategyName:exchangeName"
2372
+ * Retrieves current average price for symbol.
2139
2373
  *
2140
- * @param symbol - Trading pair symbol
2141
- * @param strategyName - Strategy identifier
2142
- * @param exchangeName - Exchange identifier
2143
- * @returns PersistBase instance for this symbol-strategy-exchange combination
2374
+ * In live mode: fetches real-time average price from exchange API.
2375
+ * In backtest mode: calculates VWAP from candles in current timeframe.
2376
+ *
2377
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
2378
+ * @returns Promise resolving to average price
2144
2379
  */
2145
- this.getBreakevenStorage = functoolsKit.memoize(([symbol, strategyName, exchangeName]) => `${symbol}:${strategyName}:${exchangeName}`, (symbol, strategyName, exchangeName) => Reflect.construct(this.PersistBreakevenFactory, [
2146
- `${symbol}_${strategyName}_${exchangeName}`,
2147
- `./dump/data/breakeven/`,
2148
- ]));
2380
+ this.getAveragePrice = async (symbol) => {
2381
+ this.loggerService.log("exchangeConnectionService getAveragePrice", {
2382
+ symbol,
2383
+ });
2384
+ return await this.getExchange(this.methodContextService.context.exchangeName).getAveragePrice(symbol);
2385
+ };
2149
2386
  /**
2150
- * Reads persisted breakeven data for a symbol and strategy.
2387
+ * Formats price according to exchange-specific precision rules.
2151
2388
  *
2152
- * Called by ClientBreakeven.waitForInit() to restore state.
2153
- * Returns empty object if no breakeven data exists.
2389
+ * Ensures price meets exchange requirements for decimal places and tick size.
2154
2390
  *
2155
- * @param symbol - Trading pair symbol
2156
- * @param strategyName - Strategy identifier
2157
- * @param signalId - Signal identifier
2158
- * @param exchangeName - Exchange identifier
2159
- * @returns Promise resolving to breakeven data record
2391
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
2392
+ * @param price - Raw price value to format
2393
+ * @returns Promise resolving to formatted price string
2160
2394
  */
2161
- this.readBreakevenData = async (symbol, strategyName, signalId, exchangeName) => {
2162
- bt.loggerService.info(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_READ_DATA);
2163
- const key = `${symbol}:${strategyName}:${exchangeName}`;
2164
- const isInitial = !this.getBreakevenStorage.has(key);
2165
- const stateStorage = this.getBreakevenStorage(symbol, strategyName, exchangeName);
2166
- await stateStorage.waitForInit(isInitial);
2167
- if (await stateStorage.hasValue(signalId)) {
2168
- return await stateStorage.readValue(signalId);
2169
- }
2170
- return {};
2395
+ this.formatPrice = async (symbol, price) => {
2396
+ this.loggerService.log("exchangeConnectionService getAveragePrice", {
2397
+ symbol,
2398
+ price,
2399
+ });
2400
+ return await this.getExchange(this.methodContextService.context.exchangeName).formatPrice(symbol, price);
2171
2401
  };
2172
2402
  /**
2173
- * Writes breakeven data to disk.
2403
+ * Formats quantity according to exchange-specific precision rules.
2174
2404
  *
2175
- * Called by ClientBreakeven._persistState() after state changes.
2176
- * Creates directory and file if they don't exist.
2177
- * Uses atomic writes to prevent data corruption.
2405
+ * Ensures quantity meets exchange requirements for decimal places and lot size.
2178
2406
  *
2179
- * @param breakevenData - Breakeven data record to persist
2180
- * @param symbol - Trading pair symbol
2181
- * @param strategyName - Strategy identifier
2182
- * @param signalId - Signal identifier
2183
- * @param exchangeName - Exchange identifier
2184
- * @returns Promise that resolves when write is complete
2407
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
2408
+ * @param quantity - Raw quantity value to format
2409
+ * @returns Promise resolving to formatted quantity string
2185
2410
  */
2186
- this.writeBreakevenData = async (breakevenData, symbol, strategyName, signalId, exchangeName) => {
2187
- bt.loggerService.info(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_WRITE_DATA);
2188
- const key = `${symbol}:${strategyName}:${exchangeName}`;
2189
- const isInitial = !this.getBreakevenStorage.has(key);
2190
- const stateStorage = this.getBreakevenStorage(symbol, strategyName, exchangeName);
2191
- await stateStorage.waitForInit(isInitial);
2192
- await stateStorage.writeValue(signalId, breakevenData);
2411
+ this.formatQuantity = async (symbol, quantity) => {
2412
+ this.loggerService.log("exchangeConnectionService getAveragePrice", {
2413
+ symbol,
2414
+ quantity,
2415
+ });
2416
+ return await this.getExchange(this.methodContextService.context.exchangeName).formatQuantity(symbol, quantity);
2417
+ };
2418
+ /**
2419
+ * Fetches order book for a trading pair using configured exchange.
2420
+ *
2421
+ * Routes to exchange determined by methodContextService.context.exchangeName.
2422
+ * The ClientExchange will calculate time range and pass it to the schema
2423
+ * implementation, which may use (backtest) or ignore (live) the parameters.
2424
+ *
2425
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
2426
+ * @param depth - Maximum depth levels (default: CC_ORDER_BOOK_MAX_DEPTH_LEVELS)
2427
+ * @returns Promise resolving to order book data
2428
+ */
2429
+ this.getOrderBook = async (symbol, depth) => {
2430
+ this.loggerService.log("exchangeConnectionService getOrderBook", {
2431
+ symbol,
2432
+ depth,
2433
+ });
2434
+ return await this.getExchange(this.methodContextService.context.exchangeName).getOrderBook(symbol, depth);
2435
+ };
2436
+ }
2437
+ }
2438
+
2439
+ /**
2440
+ * Calculates profit/loss for a closed signal with slippage and fees.
2441
+ *
2442
+ * For signals with partial closes:
2443
+ * - Calculates weighted PNL: Σ(percent_i × pnl_i) for each partial + (remaining% × final_pnl)
2444
+ * - Each partial close has its own fees and slippage
2445
+ * - Total fees = 2 × (number of partial closes + 1 final close) × CC_PERCENT_FEE
2446
+ *
2447
+ * Formula breakdown:
2448
+ * 1. Apply slippage to open/close prices (worse execution)
2449
+ * - LONG: buy higher (+slippage), sell lower (-slippage)
2450
+ * - SHORT: sell lower (-slippage), buy higher (+slippage)
2451
+ * 2. Calculate raw PNL percentage
2452
+ * - LONG: ((closePrice - openPrice) / openPrice) * 100
2453
+ * - SHORT: ((openPrice - closePrice) / openPrice) * 100
2454
+ * 3. Subtract total fees (0.1% * 2 = 0.2% per transaction)
2455
+ *
2456
+ * @param signal - Closed signal with position details and optional partial history
2457
+ * @param priceClose - Actual close price at final exit
2458
+ * @returns PNL data with percentage and prices
2459
+ *
2460
+ * @example
2461
+ * ```typescript
2462
+ * // Signal without partial closes
2463
+ * const pnl = toProfitLossDto(
2464
+ * {
2465
+ * position: "long",
2466
+ * priceOpen: 100,
2467
+ * },
2468
+ * 110 // close at +10%
2469
+ * );
2470
+ * console.log(pnl.pnlPercentage); // ~9.6% (after slippage and fees)
2471
+ *
2472
+ * // Signal with partial closes
2473
+ * const pnlPartial = toProfitLossDto(
2474
+ * {
2475
+ * position: "long",
2476
+ * priceOpen: 100,
2477
+ * _partial: [
2478
+ * { type: "profit", percent: 30, price: 120 }, // +20% on 30%
2479
+ * { type: "profit", percent: 40, price: 115 }, // +15% on 40%
2480
+ * ],
2481
+ * },
2482
+ * 105 // final close at +5% for remaining 30%
2483
+ * );
2484
+ * // Weighted PNL = 30% × 20% + 40% × 15% + 30% × 5% = 6% + 6% + 1.5% = 13.5% (before fees)
2485
+ * ```
2486
+ */
2487
+ const toProfitLossDto = (signal, priceClose) => {
2488
+ const priceOpen = signal.priceOpen;
2489
+ // Calculate weighted PNL with partial closes
2490
+ if (signal._partial && signal._partial.length > 0) {
2491
+ let totalWeightedPnl = 0;
2492
+ let totalFees = 0;
2493
+ // Calculate PNL for each partial close
2494
+ for (const partial of signal._partial) {
2495
+ const partialPercent = partial.percent;
2496
+ const partialPrice = partial.price;
2497
+ // Apply slippage to prices
2498
+ let priceOpenWithSlippage;
2499
+ let priceCloseWithSlippage;
2500
+ if (signal.position === "long") {
2501
+ priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2502
+ priceCloseWithSlippage = partialPrice * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2503
+ }
2504
+ else {
2505
+ priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2506
+ priceCloseWithSlippage = partialPrice * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2507
+ }
2508
+ // Calculate PNL for this partial
2509
+ let partialPnl;
2510
+ if (signal.position === "long") {
2511
+ partialPnl = ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100;
2512
+ }
2513
+ else {
2514
+ partialPnl = ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
2515
+ }
2516
+ // Weight by percentage of position closed
2517
+ const weightedPnl = (partialPercent / 100) * partialPnl;
2518
+ totalWeightedPnl += weightedPnl;
2519
+ // Each partial has fees for open + close (2 transactions)
2520
+ totalFees += GLOBAL_CONFIG.CC_PERCENT_FEE * 2;
2521
+ }
2522
+ // Calculate PNL for remaining position (if any)
2523
+ // Compute totalClosed from _partial array
2524
+ const totalClosed = signal._partial.reduce((sum, p) => sum + p.percent, 0);
2525
+ const remainingPercent = 100 - totalClosed;
2526
+ if (remainingPercent > 0) {
2527
+ // Apply slippage
2528
+ let priceOpenWithSlippage;
2529
+ let priceCloseWithSlippage;
2530
+ if (signal.position === "long") {
2531
+ priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2532
+ priceCloseWithSlippage = priceClose * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2533
+ }
2534
+ else {
2535
+ priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2536
+ priceCloseWithSlippage = priceClose * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2537
+ }
2538
+ // Calculate PNL for remaining
2539
+ let remainingPnl;
2540
+ if (signal.position === "long") {
2541
+ remainingPnl = ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100;
2542
+ }
2543
+ else {
2544
+ remainingPnl = ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
2545
+ }
2546
+ // Weight by remaining percentage
2547
+ const weightedRemainingPnl = (remainingPercent / 100) * remainingPnl;
2548
+ totalWeightedPnl += weightedRemainingPnl;
2549
+ // Final close also has fees
2550
+ totalFees += GLOBAL_CONFIG.CC_PERCENT_FEE * 2;
2551
+ }
2552
+ // Subtract total fees from weighted PNL
2553
+ const pnlPercentage = totalWeightedPnl - totalFees;
2554
+ return {
2555
+ pnlPercentage,
2556
+ priceOpen,
2557
+ priceClose,
2193
2558
  };
2194
2559
  }
2195
- /**
2196
- * Registers a custom persistence adapter.
2197
- *
2198
- * @param Ctor - Custom PersistBase constructor
2199
- *
2200
- * @example
2201
- * ```typescript
2202
- * class RedisPersist extends PersistBase {
2203
- * async readValue(id) { return JSON.parse(await redis.get(id)); }
2204
- * async writeValue(id, entity) { await redis.set(id, JSON.stringify(entity)); }
2205
- * }
2206
- * PersistBreakevenAdapter.usePersistBreakevenAdapter(RedisPersist);
2207
- * ```
2208
- */
2209
- usePersistBreakevenAdapter(Ctor) {
2210
- bt.loggerService.info(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_PERSIST_BREAKEVEN_ADAPTER);
2211
- this.PersistBreakevenFactory = Ctor;
2560
+ // Original logic for signals without partial closes
2561
+ let priceOpenWithSlippage;
2562
+ let priceCloseWithSlippage;
2563
+ if (signal.position === "long") {
2564
+ // LONG: покупаем дороже, продаем дешевле
2565
+ priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2566
+ priceCloseWithSlippage = priceClose * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2567
+ }
2568
+ else {
2569
+ // SHORT: продаем дешевле, покупаем дороже
2570
+ priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2571
+ priceCloseWithSlippage = priceClose * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
2212
2572
  }
2213
- /**
2214
- * Switches to the default JSON persist adapter.
2215
- * All future persistence writes will use JSON storage.
2216
- */
2217
- useJson() {
2218
- bt.loggerService.log(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_JSON);
2219
- this.usePersistBreakevenAdapter(PersistBase);
2573
+ // Применяем комиссию дважды (при открытии и закрытии)
2574
+ const totalFee = GLOBAL_CONFIG.CC_PERCENT_FEE * 2;
2575
+ let pnlPercentage;
2576
+ if (signal.position === "long") {
2577
+ // LONG: прибыль при росте цены
2578
+ pnlPercentage =
2579
+ ((priceCloseWithSlippage - priceOpenWithSlippage) /
2580
+ priceOpenWithSlippage) *
2581
+ 100;
2220
2582
  }
2221
- /**
2222
- * Switches to a dummy persist adapter that discards all writes.
2223
- * All future persistence writes will be no-ops.
2224
- */
2225
- useDummy() {
2226
- bt.loggerService.log(PERSIST_BREAKEVEN_UTILS_METHOD_NAME_USE_DUMMY);
2227
- this.usePersistBreakevenAdapter(PersistDummy);
2583
+ else {
2584
+ // SHORT: прибыль при падении цены
2585
+ pnlPercentage =
2586
+ ((priceOpenWithSlippage - priceCloseWithSlippage) /
2587
+ priceOpenWithSlippage) *
2588
+ 100;
2228
2589
  }
2229
- }
2230
- /**
2231
- * Global singleton instance of PersistBreakevenUtils.
2232
- * Used by ClientBreakeven for breakeven state persistence.
2233
- *
2234
- * @example
2235
- * ```typescript
2236
- * // Custom adapter
2237
- * PersistBreakevenAdapter.usePersistBreakevenAdapter(RedisPersist);
2238
- *
2239
- * // Read breakeven data
2240
- * const breakevenData = await PersistBreakevenAdapter.readBreakevenData("BTCUSDT", "my-strategy");
2241
- *
2242
- * // Write breakeven data
2243
- * await PersistBreakevenAdapter.writeBreakevenData(breakevenData, "BTCUSDT", "my-strategy");
2244
- * ```
2245
- */
2246
- const PersistBreakevenAdapter = new PersistBreakevenUtils();
2590
+ // Вычитаем комиссии
2591
+ pnlPercentage -= totalFee;
2592
+ return {
2593
+ pnlPercentage,
2594
+ priceOpen,
2595
+ priceClose,
2596
+ };
2597
+ };
2247
2598
 
2248
2599
  /**
2249
2600
  * Converts markdown content to plain text with minimal formatting
@@ -4410,6 +4761,7 @@ class ClientStrategy {
4410
4761
  this._lastSignalTimestamp = null;
4411
4762
  this._scheduledSignal = null;
4412
4763
  this._cancelledSignal = null;
4764
+ this._closedSignal = null;
4413
4765
  /**
4414
4766
  * Initializes strategy state by loading persisted signal from disk.
4415
4767
  *
@@ -4686,6 +5038,41 @@ class ClientStrategy {
4686
5038
  reason: "user",
4687
5039
  cancelId: cancelledSignal.cancelId,
4688
5040
  };
5041
+ await CALL_TICK_CALLBACKS_FN(this, this.params.execution.context.symbol, result, currentTime, this.params.execution.context.backtest);
5042
+ return result;
5043
+ }
5044
+ // Check if pending signal was closed - emit closed event once
5045
+ if (this._closedSignal) {
5046
+ const currentPrice = await this.params.exchange.getAveragePrice(this.params.execution.context.symbol);
5047
+ const closedSignal = this._closedSignal;
5048
+ this._closedSignal = null; // Clear after emitting
5049
+ this.params.logger.info("ClientStrategy tick: pending signal was closed", {
5050
+ symbol: this.params.execution.context.symbol,
5051
+ signalId: closedSignal.id,
5052
+ });
5053
+ // Call onClose callback
5054
+ await CALL_CLOSE_CALLBACKS_FN(this, this.params.execution.context.symbol, closedSignal, currentPrice, currentTime, this.params.execution.context.backtest);
5055
+ // КРИТИЧНО: Очищаем состояние ClientPartial при закрытии позиции
5056
+ await CALL_PARTIAL_CLEAR_FN(this, this.params.execution.context.symbol, closedSignal, currentPrice, currentTime, this.params.execution.context.backtest);
5057
+ // КРИТИЧНО: Очищаем состояние ClientBreakeven при закрытии позиции
5058
+ await CALL_BREAKEVEN_CLEAR_FN(this, this.params.execution.context.symbol, closedSignal, currentPrice, currentTime, this.params.execution.context.backtest);
5059
+ await CALL_RISK_REMOVE_SIGNAL_FN(this, this.params.execution.context.symbol, currentTime, this.params.execution.context.backtest);
5060
+ const pnl = toProfitLossDto(closedSignal, currentPrice);
5061
+ const result = {
5062
+ action: "closed",
5063
+ signal: TO_PUBLIC_SIGNAL(closedSignal),
5064
+ currentPrice,
5065
+ closeReason: "closed",
5066
+ closeTimestamp: currentTime,
5067
+ pnl,
5068
+ strategyName: this.params.method.context.strategyName,
5069
+ exchangeName: this.params.method.context.exchangeName,
5070
+ frameName: this.params.method.context.frameName,
5071
+ symbol: this.params.execution.context.symbol,
5072
+ backtest: this.params.execution.context.backtest,
5073
+ closeId: closedSignal.closeId,
5074
+ };
5075
+ await CALL_TICK_CALLBACKS_FN(this, this.params.execution.context.symbol, result, currentTime, this.params.execution.context.backtest);
4689
5076
  return result;
4690
5077
  }
4691
5078
  // Monitor scheduled signal
@@ -4799,8 +5186,40 @@ class ClientStrategy {
4799
5186
  reason: "user",
4800
5187
  cancelId: cancelledSignal.cancelId,
4801
5188
  };
5189
+ await CALL_TICK_CALLBACKS_FN(this, this.params.execution.context.symbol, cancelledResult, closeTimestamp, this.params.execution.context.backtest);
4802
5190
  return cancelledResult;
4803
5191
  }
5192
+ // If signal was closed - return closed
5193
+ if (this._closedSignal) {
5194
+ this.params.logger.debug("ClientStrategy backtest: pending signal was closed");
5195
+ const currentPrice = await this.params.exchange.getAveragePrice(symbol);
5196
+ const closedSignal = this._closedSignal;
5197
+ this._closedSignal = null; // Clear after using
5198
+ const closeTimestamp = this.params.execution.context.when.getTime();
5199
+ await CALL_CLOSE_CALLBACKS_FN(this, this.params.execution.context.symbol, closedSignal, currentPrice, closeTimestamp, this.params.execution.context.backtest);
5200
+ // КРИТИЧНО: Очищаем состояние ClientPartial при закрытии позиции
5201
+ await CALL_PARTIAL_CLEAR_FN(this, this.params.execution.context.symbol, closedSignal, currentPrice, closeTimestamp, this.params.execution.context.backtest);
5202
+ // КРИТИЧНО: Очищаем состояние ClientBreakeven при закрытии позиции
5203
+ await CALL_BREAKEVEN_CLEAR_FN(this, this.params.execution.context.symbol, closedSignal, currentPrice, closeTimestamp, this.params.execution.context.backtest);
5204
+ await CALL_RISK_REMOVE_SIGNAL_FN(this, this.params.execution.context.symbol, closeTimestamp, this.params.execution.context.backtest);
5205
+ const pnl = toProfitLossDto(closedSignal, currentPrice);
5206
+ const closedResult = {
5207
+ action: "closed",
5208
+ signal: TO_PUBLIC_SIGNAL(closedSignal),
5209
+ currentPrice,
5210
+ closeReason: "closed",
5211
+ closeTimestamp: closeTimestamp,
5212
+ pnl,
5213
+ strategyName: this.params.method.context.strategyName,
5214
+ exchangeName: this.params.method.context.exchangeName,
5215
+ frameName: this.params.method.context.frameName,
5216
+ symbol: this.params.execution.context.symbol,
5217
+ backtest: true,
5218
+ closeId: closedSignal.closeId,
5219
+ };
5220
+ await CALL_TICK_CALLBACKS_FN(this, this.params.execution.context.symbol, closedResult, closeTimestamp, this.params.execution.context.backtest);
5221
+ return closedResult;
5222
+ }
4804
5223
  if (!this._pendingSignal && !this._scheduledSignal) {
4805
5224
  throw new Error("ClientStrategy backtest: no pending or scheduled signal");
4806
5225
  }
@@ -4927,12 +5346,12 @@ class ClientStrategy {
4927
5346
  * @example
4928
5347
  * ```typescript
4929
5348
  * // In Live.background() cancellation
4930
- * await strategy.stop();
5349
+ * await strategy.stopStrategy();
4931
5350
  * // Existing signal will continue until natural close
4932
5351
  * ```
4933
5352
  */
4934
- async stop(symbol, backtest) {
4935
- this.params.logger.debug("ClientStrategy stop", {
5353
+ async stopStrategy(symbol, backtest) {
5354
+ this.params.logger.debug("ClientStrategy stopStrategy", {
4936
5355
  symbol,
4937
5356
  hasPendingSignal: this._pendingSignal !== null,
4938
5357
  hasScheduledSignal: this._scheduledSignal !== null,
@@ -4965,12 +5384,12 @@ class ClientStrategy {
4965
5384
  * @example
4966
5385
  * ```typescript
4967
5386
  * // Cancel scheduled signal without stopping strategy
4968
- * await strategy.cancel("BTCUSDT", "my-strategy", false);
5387
+ * await strategy.cancelScheduled("BTCUSDT", "my-strategy", false);
4969
5388
  * // Strategy continues, can generate new signals
4970
5389
  * ```
4971
5390
  */
4972
- async cancel(symbol, backtest, cancelId) {
4973
- this.params.logger.debug("ClientStrategy cancel", {
5391
+ async cancelScheduled(symbol, backtest, cancelId) {
5392
+ this.params.logger.debug("ClientStrategy cancelScheduled", {
4974
5393
  symbol,
4975
5394
  hasScheduledSignal: this._scheduledSignal !== null,
4976
5395
  cancelId,
@@ -4987,6 +5406,45 @@ class ClientStrategy {
4987
5406
  }
4988
5407
  await PersistScheduleAdapter.writeScheduleData(this._scheduledSignal, symbol, this.params.method.context.strategyName, this.params.method.context.exchangeName);
4989
5408
  }
5409
+ /**
5410
+ * Closes the pending signal without stopping the strategy.
5411
+ *
5412
+ * Clears the pending signal (active position).
5413
+ * Does NOT affect scheduled signals or strategy operation.
5414
+ * Does NOT set stop flag - strategy can continue generating new signals.
5415
+ *
5416
+ * Use case: Close an active position that is no longer desired without stopping the entire strategy.
5417
+ *
5418
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
5419
+ * @param backtest - Whether running in backtest mode
5420
+ * @param closeId - Optional identifier for this close operation
5421
+ * @returns Promise that resolves when pending signal is cleared
5422
+ *
5423
+ * @example
5424
+ * ```typescript
5425
+ * // Close pending signal without stopping strategy
5426
+ * await strategy.closePending("BTCUSDT", false, "user-close-123");
5427
+ * // Strategy continues, can generate new signals
5428
+ * ```
5429
+ */
5430
+ async closePending(symbol, backtest, closeId) {
5431
+ this.params.logger.debug("ClientStrategy closePending", {
5432
+ symbol,
5433
+ hasPendingSignal: this._pendingSignal !== null,
5434
+ closeId,
5435
+ });
5436
+ // Save closed signal for next tick to emit closed event
5437
+ if (this._pendingSignal) {
5438
+ this._closedSignal = Object.assign({}, this._pendingSignal, {
5439
+ closeId,
5440
+ });
5441
+ this._pendingSignal = null;
5442
+ }
5443
+ if (backtest) {
5444
+ return;
5445
+ }
5446
+ await PersistSignalAdapter.writeSignalData(this._pendingSignal, symbol, this.params.strategyName, this.params.exchangeName);
5447
+ }
4990
5448
  /**
4991
5449
  * Executes partial close at profit level (moving toward TP).
4992
5450
  *
@@ -6439,7 +6897,7 @@ class StrategyConnectionService {
6439
6897
  /**
6440
6898
  * Stops the specified strategy from generating new signals.
6441
6899
  *
6442
- * Delegates to ClientStrategy.stop() which sets internal flag to prevent
6900
+ * Delegates to ClientStrategy.stopStrategy() which sets internal flag to prevent
6443
6901
  * getSignal from being called on subsequent ticks.
6444
6902
  *
6445
6903
  * @param backtest - Whether running in backtest mode
@@ -6447,13 +6905,13 @@ class StrategyConnectionService {
6447
6905
  * @param ctx - Context with strategyName, exchangeName, frameName
6448
6906
  * @returns Promise that resolves when stop flag is set
6449
6907
  */
6450
- this.stop = async (backtest, symbol, context) => {
6451
- this.loggerService.log("strategyConnectionService stop", {
6908
+ this.stopStrategy = async (backtest, symbol, context) => {
6909
+ this.loggerService.log("strategyConnectionService stopStrategy", {
6452
6910
  symbol,
6453
6911
  context,
6454
6912
  });
6455
6913
  const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
6456
- await strategy.stop(symbol, backtest);
6914
+ await strategy.stopStrategy(symbol, backtest);
6457
6915
  };
6458
6916
  /**
6459
6917
  * Disposes the ClientStrategy instance for the given context.
@@ -6505,7 +6963,7 @@ class StrategyConnectionService {
6505
6963
  /**
6506
6964
  * Cancels the scheduled signal for the specified strategy.
6507
6965
  *
6508
- * Delegates to ClientStrategy.cancel() which clears the scheduled signal
6966
+ * Delegates to ClientStrategy.cancelScheduled() which clears the scheduled signal
6509
6967
  * without stopping the strategy or affecting pending signals.
6510
6968
  *
6511
6969
  * Note: Cancelled event will be emitted on next tick() call when strategy
@@ -6517,14 +6975,39 @@ class StrategyConnectionService {
6517
6975
  * @param cancelId - Optional cancellation ID for user-initiated cancellations
6518
6976
  * @returns Promise that resolves when scheduled signal is cancelled
6519
6977
  */
6520
- this.cancel = async (backtest, symbol, context, cancelId) => {
6521
- this.loggerService.log("strategyConnectionService cancel", {
6978
+ this.cancelScheduled = async (backtest, symbol, context, cancelId) => {
6979
+ this.loggerService.log("strategyConnectionService cancelScheduled", {
6522
6980
  symbol,
6523
6981
  context,
6524
6982
  cancelId,
6525
6983
  });
6526
6984
  const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
6527
- await strategy.cancel(symbol, backtest, cancelId);
6985
+ await strategy.cancelScheduled(symbol, backtest, cancelId);
6986
+ };
6987
+ /**
6988
+ * Closes the pending signal without stopping the strategy.
6989
+ *
6990
+ * Clears the pending signal (active position).
6991
+ * Does NOT affect scheduled signals or strategy operation.
6992
+ * Does NOT set stop flag - strategy can continue generating new signals.
6993
+ *
6994
+ * Note: Closed event will be emitted on next tick() call when strategy
6995
+ * detects the pending signal was closed.
6996
+ *
6997
+ * @param backtest - Whether running in backtest mode
6998
+ * @param symbol - Trading pair symbol
6999
+ * @param context - Context with strategyName, exchangeName, frameName
7000
+ * @param closeId - Optional close ID for user-initiated closes
7001
+ * @returns Promise that resolves when pending signal is closed
7002
+ */
7003
+ this.closePending = async (backtest, symbol, context, closeId) => {
7004
+ this.loggerService.log("strategyConnectionService closePending", {
7005
+ symbol,
7006
+ context,
7007
+ closeId,
7008
+ });
7009
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
7010
+ await strategy.closePending(symbol, backtest, closeId);
6528
7011
  };
6529
7012
  /**
6530
7013
  * Executes partial close at profit level (moving toward TP).
@@ -9711,19 +10194,19 @@ class StrategyCoreService {
9711
10194
  * @param ctx - Context with strategyName, exchangeName, frameName
9712
10195
  * @returns Promise that resolves when stop flag is set
9713
10196
  */
9714
- this.stop = async (backtest, symbol, context) => {
9715
- this.loggerService.log("strategyCoreService stop", {
10197
+ this.stopStrategy = async (backtest, symbol, context) => {
10198
+ this.loggerService.log("strategyCoreService stopStrategy", {
9716
10199
  symbol,
9717
10200
  context,
9718
10201
  backtest,
9719
10202
  });
9720
10203
  await this.validate(context);
9721
- return await this.strategyConnectionService.stop(backtest, symbol, context);
10204
+ return await this.strategyConnectionService.stopStrategy(backtest, symbol, context);
9722
10205
  };
9723
10206
  /**
9724
10207
  * Cancels the scheduled signal without stopping the strategy.
9725
10208
  *
9726
- * Delegates to StrategyConnectionService.cancel() to clear scheduled signal
10209
+ * Delegates to StrategyConnectionService.cancelScheduled() to clear scheduled signal
9727
10210
  * and emit cancelled event through emitters.
9728
10211
  * Does not require execution context.
9729
10212
  *
@@ -9733,15 +10216,42 @@ class StrategyCoreService {
9733
10216
  * @param cancelId - Optional cancellation ID for user-initiated cancellations
9734
10217
  * @returns Promise that resolves when scheduled signal is cancelled
9735
10218
  */
9736
- this.cancel = async (backtest, symbol, context, cancelId) => {
9737
- this.loggerService.log("strategyCoreService cancel", {
10219
+ this.cancelScheduled = async (backtest, symbol, context, cancelId) => {
10220
+ this.loggerService.log("strategyCoreService cancelScheduled", {
9738
10221
  symbol,
9739
10222
  context,
9740
10223
  backtest,
9741
10224
  cancelId,
9742
10225
  });
9743
10226
  await this.validate(context);
9744
- return await this.strategyConnectionService.cancel(backtest, symbol, context, cancelId);
10227
+ return await this.strategyConnectionService.cancelScheduled(backtest, symbol, context, cancelId);
10228
+ };
10229
+ /**
10230
+ * Closes the pending signal without stopping the strategy.
10231
+ *
10232
+ * Clears the pending signal (active position).
10233
+ * Does NOT affect scheduled signals or strategy operation.
10234
+ * Does NOT set stop flag - strategy can continue generating new signals.
10235
+ *
10236
+ * Delegates to StrategyConnectionService.closePending() to clear pending signal
10237
+ * and emit closed event through emitters.
10238
+ * Does not require execution context.
10239
+ *
10240
+ * @param backtest - Whether running in backtest mode
10241
+ * @param symbol - Trading pair symbol
10242
+ * @param context - Context with strategyName, exchangeName, frameName
10243
+ * @param closeId - Optional close ID for user-initiated closes
10244
+ * @returns Promise that resolves when pending signal is closed
10245
+ */
10246
+ this.closePending = async (backtest, symbol, context, closeId) => {
10247
+ this.loggerService.log("strategyCoreService closePending", {
10248
+ symbol,
10249
+ context,
10250
+ backtest,
10251
+ closeId,
10252
+ });
10253
+ await this.validate(context);
10254
+ return await this.strategyConnectionService.closePending(backtest, symbol, context, closeId);
9745
10255
  };
9746
10256
  /**
9747
10257
  * Disposes the ClientStrategy instance for the given context.
@@ -25027,7 +25537,8 @@ async function getOrderBook(symbol, depth) {
25027
25537
  return await bt.exchangeConnectionService.getOrderBook(symbol, depth);
25028
25538
  }
25029
25539
 
25030
- const CANCEL_METHOD_NAME = "strategy.commitCancel";
25540
+ const CANCEL_SCHEDULED_METHOD_NAME = "strategy.commitCancelScheduled";
25541
+ const CLOSE_PENDING_METHOD_NAME = "strategy.commitClosePending";
25031
25542
  const PARTIAL_PROFIT_METHOD_NAME = "strategy.commitPartialProfit";
25032
25543
  const PARTIAL_LOSS_METHOD_NAME = "strategy.commitPartialLoss";
25033
25544
  const TRAILING_STOP_METHOD_NAME = "strategy.commitTrailingStop";
@@ -25049,26 +25560,62 @@ const BREAKEVEN_METHOD_NAME = "strategy.commitBreakeven";
25049
25560
  *
25050
25561
  * @example
25051
25562
  * ```typescript
25052
- * import { cancel } from "backtest-kit";
25563
+ * import { commitCancelScheduled } from "backtest-kit";
25053
25564
  *
25054
25565
  * // Cancel scheduled signal with custom ID
25055
- * await cancel("BTCUSDT", "my-strategy", "manual-cancel-001");
25566
+ * await commitCancelScheduled("BTCUSDT", "manual-cancel-001");
25056
25567
  * ```
25057
25568
  */
25058
- async function commitCancel(symbol, cancelId) {
25059
- bt.loggerService.info(CANCEL_METHOD_NAME, {
25569
+ async function commitCancelScheduled(symbol, cancelId) {
25570
+ bt.loggerService.info(CANCEL_SCHEDULED_METHOD_NAME, {
25060
25571
  symbol,
25061
25572
  cancelId,
25062
25573
  });
25063
25574
  if (!ExecutionContextService.hasContext()) {
25064
- throw new Error("cancel requires an execution context");
25575
+ throw new Error("commitCancelScheduled requires an execution context");
25576
+ }
25577
+ if (!MethodContextService.hasContext()) {
25578
+ throw new Error("commitCancelScheduled requires a method context");
25579
+ }
25580
+ const { backtest: isBacktest } = bt.executionContextService.context;
25581
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
25582
+ await bt.strategyCoreService.cancelScheduled(isBacktest, symbol, { exchangeName, frameName, strategyName }, cancelId);
25583
+ }
25584
+ /**
25585
+ * Closes the pending signal without stopping the strategy.
25586
+ *
25587
+ * Clears the pending signal (active position).
25588
+ * Does NOT affect scheduled signals or strategy operation.
25589
+ * Does NOT set stop flag - strategy can continue generating new signals.
25590
+ *
25591
+ * Automatically detects backtest/live mode from execution context.
25592
+ *
25593
+ * @param symbol - Trading pair symbol
25594
+ * @param closeId - Optional close ID for tracking user-initiated closes
25595
+ * @returns Promise that resolves when pending signal is closed
25596
+ *
25597
+ * @example
25598
+ * ```typescript
25599
+ * import { commitClosePending } from "backtest-kit";
25600
+ *
25601
+ * // Close pending signal with custom ID
25602
+ * await commitClosePending("BTCUSDT", "manual-close-001");
25603
+ * ```
25604
+ */
25605
+ async function commitClosePending(symbol, closeId) {
25606
+ bt.loggerService.info(CLOSE_PENDING_METHOD_NAME, {
25607
+ symbol,
25608
+ closeId,
25609
+ });
25610
+ if (!ExecutionContextService.hasContext()) {
25611
+ throw new Error("commitClosePending requires an execution context");
25065
25612
  }
25066
25613
  if (!MethodContextService.hasContext()) {
25067
- throw new Error("cancel requires a method context");
25614
+ throw new Error("commitClosePending requires a method context");
25068
25615
  }
25069
25616
  const { backtest: isBacktest } = bt.executionContextService.context;
25070
25617
  const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
25071
- await bt.strategyCoreService.cancel(isBacktest, symbol, { exchangeName, frameName, strategyName }, cancelId);
25618
+ await bt.strategyCoreService.closePending(isBacktest, symbol, { exchangeName, frameName, strategyName }, closeId);
25072
25619
  }
25073
25620
  /**
25074
25621
  * Executes partial close at profit level (moving toward TP).
@@ -25315,7 +25862,7 @@ async function commitBreakeven(symbol) {
25315
25862
  return await bt.strategyCoreService.breakeven(isBacktest, symbol, currentPrice, { exchangeName, frameName, strategyName });
25316
25863
  }
25317
25864
 
25318
- const STOP_METHOD_NAME = "control.stop";
25865
+ const STOP_STRATEGY_METHOD_NAME = "control.stopStrategy";
25319
25866
  /**
25320
25867
  * Stops the strategy from generating new signals.
25321
25868
  *
@@ -25337,8 +25884,8 @@ const STOP_METHOD_NAME = "control.stop";
25337
25884
  * await stop("BTCUSDT", "my-strategy");
25338
25885
  * ```
25339
25886
  */
25340
- async function stop(symbol) {
25341
- bt.loggerService.info(STOP_METHOD_NAME, {
25887
+ async function stopStrategy(symbol) {
25888
+ bt.loggerService.info(STOP_STRATEGY_METHOD_NAME, {
25342
25889
  symbol,
25343
25890
  });
25344
25891
  if (!ExecutionContextService.hasContext()) {
@@ -25349,7 +25896,7 @@ async function stop(symbol) {
25349
25896
  }
25350
25897
  const { backtest: isBacktest } = bt.executionContextService.context;
25351
25898
  const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
25352
- await bt.strategyCoreService.stop(isBacktest, symbol, {
25899
+ await bt.strategyCoreService.stopStrategy(isBacktest, symbol, {
25353
25900
  exchangeName,
25354
25901
  frameName,
25355
25902
  strategyName,
@@ -27736,7 +28283,8 @@ const BACKTEST_METHOD_NAME_GET_PENDING_SIGNAL = "BacktestUtils.getPendingSignal"
27736
28283
  const BACKTEST_METHOD_NAME_GET_SCHEDULED_SIGNAL = "BacktestUtils.getScheduledSignal";
27737
28284
  const BACKTEST_METHOD_NAME_GET_BREAKEVEN = "BacktestUtils.getBreakeven";
27738
28285
  const BACKTEST_METHOD_NAME_BREAKEVEN = "Backtest.commitBreakeven";
27739
- const BACKTEST_METHOD_NAME_CANCEL = "BacktestUtils.commitCancel";
28286
+ const BACKTEST_METHOD_NAME_CANCEL_SCHEDULED = "Backtest.commitCancelScheduled";
28287
+ const BACKTEST_METHOD_NAME_CLOSE_PENDING = "Backtest.commitClosePending";
27740
28288
  const BACKTEST_METHOD_NAME_PARTIAL_PROFIT = "BacktestUtils.commitPartialProfit";
27741
28289
  const BACKTEST_METHOD_NAME_PARTIAL_LOSS = "BacktestUtils.commitPartialLoss";
27742
28290
  const BACKTEST_METHOD_NAME_TRAILING_STOP = "BacktestUtils.commitTrailingStop";
@@ -27978,7 +28526,7 @@ class BacktestInstance {
27978
28526
  }
27979
28527
  this.task(symbol, context).catch((error) => exitEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
27980
28528
  return () => {
27981
- bt.strategyCoreService.stop(true, symbol, {
28529
+ bt.strategyCoreService.stopStrategy(true, symbol, {
27982
28530
  strategyName: context.strategyName,
27983
28531
  exchangeName: context.exchangeName,
27984
28532
  frameName: context.frameName,
@@ -28246,7 +28794,7 @@ class BacktestUtils {
28246
28794
  actions &&
28247
28795
  actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_STOP));
28248
28796
  }
28249
- await bt.strategyCoreService.stop(true, symbol, context);
28797
+ await bt.strategyCoreService.stopStrategy(true, symbol, context);
28250
28798
  };
28251
28799
  /**
28252
28800
  * Cancels the scheduled signal without stopping the strategy.
@@ -28271,24 +28819,65 @@ class BacktestUtils {
28271
28819
  * }, "manual-cancel-001");
28272
28820
  * ```
28273
28821
  */
28274
- this.commitCancel = async (symbol, context, cancelId) => {
28275
- bt.loggerService.info(BACKTEST_METHOD_NAME_CANCEL, {
28822
+ this.commitCancelScheduled = async (symbol, context, cancelId) => {
28823
+ bt.loggerService.info(BACKTEST_METHOD_NAME_CANCEL_SCHEDULED, {
28276
28824
  symbol,
28277
28825
  context,
28278
28826
  cancelId,
28279
28827
  });
28280
- bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_CANCEL);
28281
- bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_CANCEL);
28828
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_CANCEL_SCHEDULED);
28829
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_CANCEL_SCHEDULED);
28830
+ {
28831
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
28832
+ riskName &&
28833
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_CANCEL_SCHEDULED);
28834
+ riskList &&
28835
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_CANCEL_SCHEDULED));
28836
+ actions &&
28837
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_CANCEL_SCHEDULED));
28838
+ }
28839
+ await bt.strategyCoreService.cancelScheduled(true, symbol, context, cancelId);
28840
+ };
28841
+ /**
28842
+ * Closes the pending signal without stopping the strategy.
28843
+ *
28844
+ * Clears the pending signal (active position).
28845
+ * Does NOT affect scheduled signals or strategy operation.
28846
+ * Does NOT set stop flag - strategy can continue generating new signals.
28847
+ *
28848
+ * @param symbol - Trading pair symbol
28849
+ * @param context - Execution context with strategyName, exchangeName, and frameName
28850
+ * @param closeId - Optional close ID for user-initiated closes
28851
+ * @returns Promise that resolves when pending signal is closed
28852
+ *
28853
+ * @example
28854
+ * ```typescript
28855
+ * // Close pending signal with custom ID
28856
+ * await Backtest.commitClose("BTCUSDT", {
28857
+ * exchangeName: "binance",
28858
+ * strategyName: "my-strategy",
28859
+ * frameName: "1m"
28860
+ * }, "manual-close-001");
28861
+ * ```
28862
+ */
28863
+ this.commitClosePending = async (symbol, context, closeId) => {
28864
+ bt.loggerService.info(BACKTEST_METHOD_NAME_CLOSE_PENDING, {
28865
+ symbol,
28866
+ context,
28867
+ closeId,
28868
+ });
28869
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_CLOSE_PENDING);
28870
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_CLOSE_PENDING);
28282
28871
  {
28283
28872
  const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
28284
28873
  riskName &&
28285
- bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_CANCEL);
28874
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_CLOSE_PENDING);
28286
28875
  riskList &&
28287
- riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_CANCEL));
28876
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_CLOSE_PENDING));
28288
28877
  actions &&
28289
- actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_CANCEL));
28878
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_CLOSE_PENDING));
28290
28879
  }
28291
- await bt.strategyCoreService.cancel(true, symbol, context, cancelId);
28880
+ await bt.strategyCoreService.closePending(true, symbol, context, closeId);
28292
28881
  };
28293
28882
  /**
28294
28883
  * Executes partial close at profit level (moving toward TP).
@@ -28725,7 +29314,8 @@ const LIVE_METHOD_NAME_GET_PENDING_SIGNAL = "LiveUtils.getPendingSignal";
28725
29314
  const LIVE_METHOD_NAME_GET_SCHEDULED_SIGNAL = "LiveUtils.getScheduledSignal";
28726
29315
  const LIVE_METHOD_NAME_GET_BREAKEVEN = "LiveUtils.getBreakeven";
28727
29316
  const LIVE_METHOD_NAME_BREAKEVEN = "Live.commitBreakeven";
28728
- const LIVE_METHOD_NAME_CANCEL = "LiveUtils.commitCancel";
29317
+ const LIVE_METHOD_NAME_CANCEL_SCHEDULED = "Live.cancelScheduled";
29318
+ const LIVE_METHOD_NAME_CLOSE_PENDING = "Live.closePending";
28729
29319
  const LIVE_METHOD_NAME_PARTIAL_PROFIT = "LiveUtils.commitPartialProfit";
28730
29320
  const LIVE_METHOD_NAME_PARTIAL_LOSS = "LiveUtils.commitPartialLoss";
28731
29321
  const LIVE_METHOD_NAME_TRAILING_STOP = "LiveUtils.commitTrailingStop";
@@ -28930,7 +29520,7 @@ class LiveInstance {
28930
29520
  }
28931
29521
  this.task(symbol, context).catch((error) => exitEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
28932
29522
  return () => {
28933
- bt.strategyCoreService.stop(false, symbol, {
29523
+ bt.strategyCoreService.stopStrategy(false, symbol, {
28934
29524
  strategyName: context.strategyName,
28935
29525
  exchangeName: context.exchangeName,
28936
29526
  frameName: ""
@@ -29197,7 +29787,7 @@ class LiveUtils {
29197
29787
  riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_STOP));
29198
29788
  actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_STOP));
29199
29789
  }
29200
- await bt.strategyCoreService.stop(false, symbol, {
29790
+ await bt.strategyCoreService.stopStrategy(false, symbol, {
29201
29791
  strategyName: context.strategyName,
29202
29792
  exchangeName: context.exchangeName,
29203
29793
  frameName: "",
@@ -29226,26 +29816,67 @@ class LiveUtils {
29226
29816
  * }, "manual-cancel-001");
29227
29817
  * ```
29228
29818
  */
29229
- this.commitCancel = async (symbol, context, cancelId) => {
29230
- bt.loggerService.info(LIVE_METHOD_NAME_CANCEL, {
29819
+ this.commitCancelScheduled = async (symbol, context, cancelId) => {
29820
+ bt.loggerService.info(LIVE_METHOD_NAME_CANCEL_SCHEDULED, {
29231
29821
  symbol,
29232
29822
  context,
29233
29823
  cancelId,
29234
29824
  });
29235
- bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_CANCEL);
29236
- bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_CANCEL);
29825
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_CANCEL_SCHEDULED);
29826
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_CANCEL_SCHEDULED);
29237
29827
  {
29238
29828
  const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
29239
- riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_CANCEL);
29240
- riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_CANCEL));
29241
- actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_CANCEL));
29829
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_CANCEL_SCHEDULED);
29830
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_CANCEL_SCHEDULED));
29831
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_CANCEL_SCHEDULED));
29242
29832
  }
29243
- await bt.strategyCoreService.cancel(false, symbol, {
29833
+ await bt.strategyCoreService.cancelScheduled(false, symbol, {
29244
29834
  strategyName: context.strategyName,
29245
29835
  exchangeName: context.exchangeName,
29246
29836
  frameName: "",
29247
29837
  }, cancelId);
29248
29838
  };
29839
+ /**
29840
+ * Closes the pending signal without stopping the strategy.
29841
+ *
29842
+ * Clears the pending signal (active position).
29843
+ * Does NOT affect scheduled signals or strategy operation.
29844
+ * Does NOT set stop flag - strategy can continue generating new signals.
29845
+ *
29846
+ * @param symbol - Trading pair symbol
29847
+ * @param context - Execution context with strategyName and exchangeName
29848
+ * @param closeId - Optional close ID for user-initiated closes
29849
+ * @returns Promise that resolves when pending signal is closed
29850
+ *
29851
+ * @example
29852
+ * ```typescript
29853
+ * // Close pending signal with custom ID
29854
+ * await Live.commitClose("BTCUSDT", {
29855
+ * exchangeName: "binance",
29856
+ * strategyName: "my-strategy"
29857
+ * }, "manual-close-001");
29858
+ * ```
29859
+ */
29860
+ this.commitClosePending = async (symbol, context, closeId) => {
29861
+ bt.loggerService.info(LIVE_METHOD_NAME_CLOSE_PENDING, {
29862
+ symbol,
29863
+ context,
29864
+ closeId,
29865
+ });
29866
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_CLOSE_PENDING);
29867
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_CLOSE_PENDING);
29868
+ {
29869
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
29870
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_CLOSE_PENDING);
29871
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_CLOSE_PENDING));
29872
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_CLOSE_PENDING));
29873
+ }
29874
+ await bt.strategyCoreService.closePending(false, symbol, {
29875
+ strategyName: context.strategyName,
29876
+ exchangeName: context.exchangeName,
29877
+ frameName: "",
29878
+ }, closeId);
29879
+ };
29249
29880
  /**
29250
29881
  * Executes partial close at profit level (moving toward TP).
29251
29882
  *
@@ -30162,7 +30793,7 @@ class WalkerInstance {
30162
30793
  this.task(symbol, context).catch((error) => exitEmitter.next(new Error(functoolsKit.getErrorMessage(error))));
30163
30794
  return () => {
30164
30795
  for (const strategyName of walkerSchema.strategies) {
30165
- bt.strategyCoreService.stop(true, symbol, {
30796
+ bt.strategyCoreService.stopStrategy(true, symbol, {
30166
30797
  strategyName,
30167
30798
  exchangeName: walkerSchema.exchangeName,
30168
30799
  frameName: walkerSchema.frameName
@@ -30318,7 +30949,7 @@ class WalkerUtils {
30318
30949
  }
30319
30950
  for (const strategyName of walkerSchema.strategies) {
30320
30951
  await walkerStopSubject.next({ symbol, strategyName, walkerName: context.walkerName });
30321
- await bt.strategyCoreService.stop(true, symbol, {
30952
+ await bt.strategyCoreService.stopStrategy(true, symbol, {
30322
30953
  strategyName,
30323
30954
  exchangeName: walkerSchema.exchangeName,
30324
30955
  frameName: walkerSchema.frameName
@@ -31251,6 +31882,61 @@ const CREATE_EXCHANGE_INSTANCE_FN = (schema) => {
31251
31882
  getOrderBook,
31252
31883
  };
31253
31884
  };
31885
+ /**
31886
+ * Attempts to read candles from cache.
31887
+ * Validates cache consistency (no gaps in timestamps) before returning.
31888
+ *
31889
+ * @param dto - Data transfer object containing symbol, interval, and limit
31890
+ * @param sinceTimestamp - Start timestamp in milliseconds
31891
+ * @param untilTimestamp - End timestamp in milliseconds
31892
+ * @param exchangeName - Exchange name
31893
+ * @returns Cached candles array or null if cache miss or inconsistent
31894
+ */
31895
+ const READ_CANDLES_CACHE_FN = functoolsKit.trycatch(async (dto, sinceTimestamp, untilTimestamp, exchangeName) => {
31896
+ const cachedCandles = await PersistCandleAdapter.readCandlesData(dto.symbol, dto.interval, exchangeName, dto.limit, sinceTimestamp, untilTimestamp);
31897
+ // Return cached data only if we have exactly the requested limit
31898
+ if (cachedCandles.length === dto.limit) {
31899
+ bt.loggerService.debug(`ExchangeInstance READ_CANDLES_CACHE_FN: cache hit for exchangeName=${exchangeName}, symbol=${dto.symbol}, interval=${dto.interval}, limit=${dto.limit}`);
31900
+ return cachedCandles;
31901
+ }
31902
+ bt.loggerService.warn(`ExchangeInstance READ_CANDLES_CACHE_FN: cache inconsistent (count or range mismatch) for exchangeName=${exchangeName}, symbol=${dto.symbol}, interval=${dto.interval}, limit=${dto.limit}`);
31903
+ return null;
31904
+ }, {
31905
+ fallback: async (error) => {
31906
+ const message = `ExchangeInstance READ_CANDLES_CACHE_FN: cache read failed`;
31907
+ const payload = {
31908
+ error: functoolsKit.errorData(error),
31909
+ message: functoolsKit.getErrorMessage(error),
31910
+ };
31911
+ bt.loggerService.warn(message, payload);
31912
+ console.warn(message, payload);
31913
+ errorEmitter.next(error);
31914
+ },
31915
+ defaultValue: null,
31916
+ });
31917
+ /**
31918
+ * Writes candles to cache with error handling.
31919
+ *
31920
+ * @param candles - Array of candle data to cache
31921
+ * @param dto - Data transfer object containing symbol, interval, and limit
31922
+ * @param exchangeName - Exchange name
31923
+ */
31924
+ const WRITE_CANDLES_CACHE_FN = functoolsKit.trycatch(functoolsKit.queued(async (candles, dto, exchangeName) => {
31925
+ await PersistCandleAdapter.writeCandlesData(candles, dto.symbol, dto.interval, exchangeName);
31926
+ bt.loggerService.debug(`ExchangeInstance WRITE_CANDLES_CACHE_FN: cache updated for exchangeName=${exchangeName}, symbol=${dto.symbol}, interval=${dto.interval}, count=${candles.length}`);
31927
+ }), {
31928
+ fallback: async (error) => {
31929
+ const message = `ExchangeInstance WRITE_CANDLES_CACHE_FN: cache write failed`;
31930
+ const payload = {
31931
+ error: functoolsKit.errorData(error),
31932
+ message: functoolsKit.getErrorMessage(error),
31933
+ };
31934
+ bt.loggerService.warn(message, payload);
31935
+ console.warn(message, payload);
31936
+ errorEmitter.next(error);
31937
+ },
31938
+ defaultValue: null,
31939
+ });
31254
31940
  /**
31255
31941
  * Instance class for exchange operations on a specific exchange.
31256
31942
  *
@@ -31308,6 +31994,13 @@ class ExchangeInstance {
31308
31994
  }
31309
31995
  const when = new Date(Date.now());
31310
31996
  const since = new Date(when.getTime() - adjust * 60 * 1000);
31997
+ const sinceTimestamp = since.getTime();
31998
+ const untilTimestamp = sinceTimestamp + limit * step * 60 * 1000;
31999
+ // Try to read from cache first
32000
+ const cachedCandles = await READ_CANDLES_CACHE_FN({ symbol, interval, limit }, sinceTimestamp, untilTimestamp, this.exchangeName);
32001
+ if (cachedCandles !== null) {
32002
+ return cachedCandles;
32003
+ }
31311
32004
  let allData = [];
31312
32005
  // If limit exceeds CC_MAX_CANDLES_PER_REQUEST, fetch data in chunks
31313
32006
  if (limit > GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST) {
@@ -31330,7 +32023,6 @@ class ExchangeInstance {
31330
32023
  allData = await getCandles(symbol, interval, since, limit, isBacktest);
31331
32024
  }
31332
32025
  // Filter candles to strictly match the requested range
31333
- const sinceTimestamp = since.getTime();
31334
32026
  const whenTimestamp = when.getTime();
31335
32027
  const stepMs = step * 60 * 1000;
31336
32028
  const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
@@ -31342,6 +32034,8 @@ class ExchangeInstance {
31342
32034
  if (uniqueData.length < limit) {
31343
32035
  bt.loggerService.warn(`ExchangeInstance Expected ${limit} candles, got ${uniqueData.length}`);
31344
32036
  }
32037
+ // Write to cache after successful fetch
32038
+ await WRITE_CANDLES_CACHE_FN(uniqueData, { symbol, interval, limit }, this.exchangeName);
31345
32039
  return uniqueData;
31346
32040
  };
31347
32041
  /**
@@ -32720,6 +33414,7 @@ exports.Partial = Partial;
32720
33414
  exports.Performance = Performance;
32721
33415
  exports.PersistBase = PersistBase;
32722
33416
  exports.PersistBreakevenAdapter = PersistBreakevenAdapter;
33417
+ exports.PersistCandleAdapter = PersistCandleAdapter;
32723
33418
  exports.PersistPartialAdapter = PersistPartialAdapter;
32724
33419
  exports.PersistRiskAdapter = PersistRiskAdapter;
32725
33420
  exports.PersistScheduleAdapter = PersistScheduleAdapter;
@@ -32739,7 +33434,8 @@ exports.addSizingSchema = addSizingSchema;
32739
33434
  exports.addStrategySchema = addStrategySchema;
32740
33435
  exports.addWalkerSchema = addWalkerSchema;
32741
33436
  exports.commitBreakeven = commitBreakeven;
32742
- exports.commitCancel = commitCancel;
33437
+ exports.commitCancelScheduled = commitCancelScheduled;
33438
+ exports.commitClosePending = commitClosePending;
32743
33439
  exports.commitPartialLoss = commitPartialLoss;
32744
33440
  exports.commitPartialProfit = commitPartialProfit;
32745
33441
  exports.commitSignalPromptHistory = commitSignalPromptHistory;
@@ -32827,5 +33523,5 @@ exports.set = set;
32827
33523
  exports.setColumns = setColumns;
32828
33524
  exports.setConfig = setConfig;
32829
33525
  exports.setLogger = setLogger;
32830
- exports.stop = stop;
33526
+ exports.stopStrategy = stopStrategy;
32831
33527
  exports.validate = validate;