backtest-kit 2.0.5 → 2.0.7

package/build/index.cjs

@@ -8,6 +8,7 @@ var path = require('path');
 var crypto = require('crypto');
 var os = require('os');
 var fs$1 = require('fs');
+var util = require('util');
 
 function _interopNamespaceDefault(e) {
     var n = Object.create(null);
@@ -752,7 +753,7 @@ class ClientExchange {
             limit,
         });
         const step = INTERVAL_MINUTES$4[interval];
-        const adjust = step * limit - step;
+        const adjust = step * limit;
         if (!adjust) {
             throw new Error(`ClientExchange unknown time adjust for interval=${interval}`);
         }
@@ -779,7 +780,8 @@ class ClientExchange {
         // Filter candles to strictly match the requested range
         const whenTimestamp = this.params.execution.context.when.getTime();
         const sinceTimestamp = since.getTime();
-        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
+        const stepMs = step * 60 * 1000;
+        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
         // Apply distinct by timestamp to remove duplicates
         const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
         if (filteredData.length !== uniqueData.length) {
@@ -841,14 +843,18 @@ class ClientExchange {
         }
         // Filter candles to strictly match the requested range
         const sinceTimestamp = since.getTime();
-        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= endTime);
+        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < endTime);
         // Apply distinct by timestamp to remove duplicates
         const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
         if (filteredData.length !== uniqueData.length) {
-            this.params.logger.warn(`ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`);
+            const msg = `ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
+            this.params.logger.warn(msg);
+            console.warn(msg);
         }
         if (uniqueData.length < limit) {
-            this.params.logger.warn(`ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`);
+            const msg = `ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`;
+            this.params.logger.warn(msg);
+            console.warn(msg);
         }
         await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
         return uniqueData;
@@ -10027,9 +10033,9 @@ const VALIDATE_CLASS_METHODS = (actionName, handler, self) => {
                 `Valid methods are: ${VALID_METHOD_NAMES.join(", ")}`,
             ];
             if (suggestions.length > 0) {
-                lines.push("");
+                lines.push(functoolsKit.typo.nbsp);
                 lines.push(`Do you mean: ${suggestions.join(", ")}?`);
-                lines.push("");
+                lines.push(functoolsKit.typo.nbsp);
             }
             lines.push(`If you want to keep this property name use one of these patterns: _${methodName} or #${methodName}`);
             const msg = functoolsKit.str.newline(lines);
@@ -10067,9 +10073,9 @@ const VALIDATE_OBJECT_METHODS = (actionName, handler, self) => {
                 `Valid methods are: ${VALID_METHOD_NAMES.join(", ")}`,
             ];
             if (suggestions.length > 0) {
-                lines.push("");
+                lines.push(functoolsKit.typo.nbsp);
                 lines.push(`Do you mean: ${suggestions.join(", ")}?`);
-                lines.push("");
+                lines.push(functoolsKit.typo.nbsp);
             }
             lines.push(`If you want to keep this property name use one of these patterns: _${methodName} or #${methodName}`);
             const msg = functoolsKit.str.newline(lines);
@@ -10520,7 +10526,7 @@ class BacktestLogicPrivateService {
                 // Запрашиваем minuteEstimatedTime + буфер свечей одним запросом
                 const bufferMinutes = GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT - 1;
                 const bufferStartTime = new Date(when.getTime() - bufferMinutes * 60 * 1000);
-                const totalCandles = signal.minuteEstimatedTime + bufferMinutes;
+                const totalCandles = signal.minuteEstimatedTime + GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT;
                 let candles;
                 try {
                     candles = await this.exchangeCoreService.getNextCandles(symbol, "1m", totalCandles, bufferStartTime, true);
@@ -30073,7 +30079,7 @@ class ExchangeInstance {
             });
             const getCandles = this._methods.getCandles;
             const step = INTERVAL_MINUTES$1[interval];
-            const adjust = step * limit - step;
+            const adjust = step * limit;
             if (!adjust) {
                 throw new Error(`ExchangeInstance unknown time adjust for interval=${interval}`);
             }
@@ -30101,9 +30107,10 @@ class ExchangeInstance {
                 allData = await getCandles(symbol, interval, since, limit, isBacktest);
             }
             // Filter candles to strictly match the requested range
-            const whenTimestamp = when.getTime();
             const sinceTimestamp = since.getTime();
-            const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
+            const whenTimestamp = when.getTime();
+            const stepMs = step * 60 * 1000;
+            const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
             // Apply distinct by timestamp to remove duplicates
             const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
             if (filteredData.length !== uniqueData.length) {
@@ -31778,6 +31785,91 @@ const roundTicks = (price, tickSize) => {
     return price.toFixed(precision);
 };
 
+/**
+ * Parses command-line arguments for trading bot configuration.
+ *
+ * Processes process.argv to extract trading parameters and mode flags.
+ * Merges provided default values with command-line arguments.
+ * Supports both backtest mode (historical simulation), paper trading mode
+ * (simulated trading with live data), and live trading mode (real trading).
+ *
+ * Command-line options:
+ * - --symbol: Trading pair symbol (e.g., "BTCUSDT")
+ * - --strategy: Strategy name to use
+ * - --exchange: Exchange name (e.g., "binance")
+ * - --frame: Timeframe for candles (e.g., "1h", "15m")
+ * - --backtest: Enable backtest mode (boolean flag)
+ * - --paper: Enable paper trading mode (boolean flag)
+ * - --live: Enable live trading mode (boolean flag)
+ *
+ * @param params - Optional default values for parameters
+ * @param params.symbol - Default trading pair symbol
+ * @param params.strategyName - Default strategy name
+ * @param params.exchangeName - Default exchange name
+ * @param params.frameName - Default timeframe
+ * @returns Parsed configuration with all parameters and mode flags
+ *
+ * @example
+ * ```typescript
+ * // Parse args with defaults
+ * const config = parseArgs({
+ *   symbol: "BTCUSDT",
+ *   strategyName: "rsi_divergence",
+ *   exchangeName: "binance",
+ *   frameName: "1h"
+ * });
+ *
+ * // Command: node app.js --backtest
+ * // Result: { symbol: "BTCUSDT", ..., backtest: true, paper: false, live: false }
+ * ```
+ */
+const parseArgs = ({ symbol, strategyName, exchangeName, frameName, } = {}) => {
+    const { values } = util.parseArgs({
+        args: process.argv,
+        options: {
+            symbol: {
+                type: "string",
+                default: symbol,
+            },
+            strategy: {
+                type: "string",
+                default: strategyName,
+            },
+            exchange: {
+                type: "string",
+                default: exchangeName,
+            },
+            frame: {
+                type: "string",
+                default: frameName,
+            },
+            backtest: {
+                type: "boolean",
+                default: false,
+            },
+            paper: {
+                type: "boolean",
+                default: false,
+            },
+            live: {
+                type: "boolean",
+                default: false,
+            },
+        },
+        strict: false,
+        allowPositionals: true,
+    });
+    return {
+        symbol: String(values.symbol),
+        strategyName: String(values.strategy),
+        exchangeName: String(values.exchange),
+        frameName: String(values.frame),
+        backtest: Boolean(values.backtest),
+        paper: Boolean(values.paper),
+        live: Boolean(values.live),
+    };
+};
+
 /**
  * Updates the value of a nested object property using a specific path.
  *
@@ -31920,6 +32012,7 @@ exports.overrideRiskSchema = overrideRiskSchema;
 exports.overrideSizingSchema = overrideSizingSchema;
 exports.overrideStrategySchema = overrideStrategySchema;
 exports.overrideWalkerSchema = overrideWalkerSchema;
+exports.parseArgs = parseArgs;
 exports.roundTicks = roundTicks;
 exports.set = set;
 exports.setColumns = setColumns;

package/build/index.mjs

@@ -1,12 +1,13 @@
 import { createActivator } from 'di-kit';
 import { scoped } from 'di-scoped';
-import { Subject, trycatch, errorData, getErrorMessage, sleep, memoize, makeExtendable, singleshot, not, retry, randomString, str, isObject, ToolRegistry, and, resolveDocuments, timeout, TIMEOUT_SYMBOL as TIMEOUT_SYMBOL$1, compose, iterateDocuments, distinctDocuments, queued, singlerun } from 'functools-kit';
+import { Subject, trycatch, errorData, getErrorMessage, sleep, memoize, makeExtendable, singleshot, not, retry, randomString, str, isObject, ToolRegistry, typo, and, resolveDocuments, timeout, TIMEOUT_SYMBOL as TIMEOUT_SYMBOL$1, compose, iterateDocuments, distinctDocuments, queued, singlerun } from 'functools-kit';
 import * as fs from 'fs/promises';
 import fs__default, { mkdir, writeFile } from 'fs/promises';
 import path, { join, dirname } from 'path';
 import crypto from 'crypto';
 import os from 'os';
 import { createWriteStream } from 'fs';
+import { parseArgs as parseArgs$1 } from 'util';
 
 const { init, inject, provide } = createActivator("backtest");
 
@@ -732,7 +733,7 @@ class ClientExchange {
             limit,
         });
         const step = INTERVAL_MINUTES$4[interval];
-        const adjust = step * limit - step;
+        const adjust = step * limit;
         if (!adjust) {
             throw new Error(`ClientExchange unknown time adjust for interval=${interval}`);
         }
@@ -759,7 +760,8 @@ class ClientExchange {
         // Filter candles to strictly match the requested range
         const whenTimestamp = this.params.execution.context.when.getTime();
         const sinceTimestamp = since.getTime();
-        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
+        const stepMs = step * 60 * 1000;
+        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
         // Apply distinct by timestamp to remove duplicates
         const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
         if (filteredData.length !== uniqueData.length) {
@@ -821,14 +823,18 @@ class ClientExchange {
         }
         // Filter candles to strictly match the requested range
         const sinceTimestamp = since.getTime();
-        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= endTime);
+        const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < endTime);
         // Apply distinct by timestamp to remove duplicates
         const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
         if (filteredData.length !== uniqueData.length) {
-            this.params.logger.warn(`ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`);
+            const msg = `ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
+            this.params.logger.warn(msg);
+            console.warn(msg);
         }
         if (uniqueData.length < limit) {
-            this.params.logger.warn(`ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`);
+            const msg = `ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`;
+            this.params.logger.warn(msg);
+            console.warn(msg);
         }
         await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
         return uniqueData;
@@ -10007,9 +10013,9 @@ const VALIDATE_CLASS_METHODS = (actionName, handler, self) => {
                 `Valid methods are: ${VALID_METHOD_NAMES.join(", ")}`,
             ];
             if (suggestions.length > 0) {
-                lines.push("");
+                lines.push(typo.nbsp);
                 lines.push(`Do you mean: ${suggestions.join(", ")}?`);
-                lines.push("");
+                lines.push(typo.nbsp);
             }
             lines.push(`If you want to keep this property name use one of these patterns: _${methodName} or #${methodName}`);
             const msg = str.newline(lines);
@@ -10047,9 +10053,9 @@ const VALIDATE_OBJECT_METHODS = (actionName, handler, self) => {
                 `Valid methods are: ${VALID_METHOD_NAMES.join(", ")}`,
             ];
             if (suggestions.length > 0) {
-                lines.push("");
+                lines.push(typo.nbsp);
                 lines.push(`Do you mean: ${suggestions.join(", ")}?`);
-                lines.push("");
+                lines.push(typo.nbsp);
             }
             lines.push(`If you want to keep this property name use one of these patterns: _${methodName} or #${methodName}`);
             const msg = str.newline(lines);
@@ -10500,7 +10506,7 @@ class BacktestLogicPrivateService {
                 // Запрашиваем minuteEstimatedTime + буфер свечей одним запросом
                 const bufferMinutes = GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT - 1;
                 const bufferStartTime = new Date(when.getTime() - bufferMinutes * 60 * 1000);
-                const totalCandles = signal.minuteEstimatedTime + bufferMinutes;
+                const totalCandles = signal.minuteEstimatedTime + GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT;
                 let candles;
                 try {
                     candles = await this.exchangeCoreService.getNextCandles(symbol, "1m", totalCandles, bufferStartTime, true);
@@ -30053,7 +30059,7 @@ class ExchangeInstance {
             });
             const getCandles = this._methods.getCandles;
             const step = INTERVAL_MINUTES$1[interval];
-            const adjust = step * limit - step;
+            const adjust = step * limit;
             if (!adjust) {
                 throw new Error(`ExchangeInstance unknown time adjust for interval=${interval}`);
             }
@@ -30081,9 +30087,10 @@ class ExchangeInstance {
                 allData = await getCandles(symbol, interval, since, limit, isBacktest);
             }
             // Filter candles to strictly match the requested range
-            const whenTimestamp = when.getTime();
             const sinceTimestamp = since.getTime();
-            const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
+            const whenTimestamp = when.getTime();
+            const stepMs = step * 60 * 1000;
+            const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
             // Apply distinct by timestamp to remove duplicates
             const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
             if (filteredData.length !== uniqueData.length) {
@@ -31758,6 +31765,91 @@ const roundTicks = (price, tickSize) => {
     return price.toFixed(precision);
 };
 
+/**
+ * Parses command-line arguments for trading bot configuration.
+ *
+ * Processes process.argv to extract trading parameters and mode flags.
+ * Merges provided default values with command-line arguments.
+ * Supports both backtest mode (historical simulation), paper trading mode
+ * (simulated trading with live data), and live trading mode (real trading).
+ *
+ * Command-line options:
+ * - --symbol: Trading pair symbol (e.g., "BTCUSDT")
+ * - --strategy: Strategy name to use
+ * - --exchange: Exchange name (e.g., "binance")
+ * - --frame: Timeframe for candles (e.g., "1h", "15m")
+ * - --backtest: Enable backtest mode (boolean flag)
+ * - --paper: Enable paper trading mode (boolean flag)
+ * - --live: Enable live trading mode (boolean flag)
+ *
+ * @param params - Optional default values for parameters
+ * @param params.symbol - Default trading pair symbol
+ * @param params.strategyName - Default strategy name
+ * @param params.exchangeName - Default exchange name
+ * @param params.frameName - Default timeframe
+ * @returns Parsed configuration with all parameters and mode flags
+ *
+ * @example
+ * ```typescript
+ * // Parse args with defaults
+ * const config = parseArgs({
+ *   symbol: "BTCUSDT",
+ *   strategyName: "rsi_divergence",
+ *   exchangeName: "binance",
+ *   frameName: "1h"
+ * });
+ *
+ * // Command: node app.js --backtest
+ * // Result: { symbol: "BTCUSDT", ..., backtest: true, paper: false, live: false }
+ * ```
+ */
+const parseArgs = ({ symbol, strategyName, exchangeName, frameName, } = {}) => {
+    const { values } = parseArgs$1({
+        args: process.argv,
+        options: {
+            symbol: {
+                type: "string",
+                default: symbol,
+            },
+            strategy: {
+                type: "string",
+                default: strategyName,
+            },
+            exchange: {
+                type: "string",
+                default: exchangeName,
+            },
+            frame: {
+                type: "string",
+                default: frameName,
+            },
+            backtest: {
+                type: "boolean",
+                default: false,
+            },
+            paper: {
+                type: "boolean",
+                default: false,
+            },
+            live: {
+                type: "boolean",
+                default: false,
+            },
+        },
+        strict: false,
+        allowPositionals: true,
+    });
+    return {
+        symbol: String(values.symbol),
+        strategyName: String(values.strategy),
+        exchangeName: String(values.exchange),
+        frameName: String(values.frame),
+        backtest: Boolean(values.backtest),
+        paper: Boolean(values.paper),
+        live: Boolean(values.live),
+    };
+};
+
 /**
  * Updates the value of a nested object property using a specific path.
  *
@@ -31781,4 +31873,4 @@ const set = (object, path, value) => {
     }
 };
 
-export { ActionBase, Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, Optimizer, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Walker, addActionSchema, addExchangeSchema, addFrameSchema, addOptimizerSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, commitBreakeven, commitCancel, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, dumpSignalData, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getOptimizerSchema, getOrderBook, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listOptimizerSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideOptimizerSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, roundTicks, set, setColumns, setConfig, setLogger, stop, validate };
+export { ActionBase, Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, Optimizer, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Walker, addActionSchema, addExchangeSchema, addFrameSchema, addOptimizerSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, commitBreakeven, commitCancel, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, dumpSignalData, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getOptimizerSchema, getOrderBook, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listOptimizerSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideOptimizerSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stop, validate };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "2.0.5",
+  "version": "2.0.7",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -2,6 +2,9 @@ import * as di_scoped from 'di-scoped';
 import * as functools_kit from 'functools-kit';
 import { Subject } from 'functools-kit';
 import { WriteStream } from 'fs';
+import { ExchangeName as ExchangeName$1 } from 'src/interfaces/Exchange.interface';
+import { FrameName as FrameName$1 } from 'src/interfaces/Frame.interface';
+import { StrategyName as StrategyName$1 } from 'src/interfaces/Strategy.interface';
 
 /**
  * Retrieves current backtest timeframe for given symbol.
@@ -13774,6 +13777,72 @@ declare namespace emitters {
  */
 declare const roundTicks: (price: string | number, tickSize: number) => string;
 
+/**
+ * Input parameters for parseArgs function.
+ * Defines the default values for command-line argument parsing.
+ */
+interface IParseArgsParams {
+    /** Trading pair symbol (e.g., "BTCUSDT", "ETHUSDT") */
+    symbol: string;
+    /** Name of the trading strategy to execute */
+    strategyName: StrategyName$1;
+    /** Name of the exchange to connect to (e.g., "binance", "bybit") */
+    exchangeName: ExchangeName$1;
+    /** Timeframe for candle data (e.g., "1h", "15m", "1d") */
+    frameName: FrameName$1;
+}
+/**
+ * Result of parseArgs function.
+ * Extends input parameters with trading mode flags parsed from command-line arguments.
+ */
+interface IParseArgsResult extends IParseArgsParams {
+    /** Whether to run in backtest mode (historical data simulation) */
+    backtest: boolean;
+    /** Whether to run in paper trading mode (simulated trading with live data) */
+    paper: boolean;
+    /** Whether to run in live trading mode (real trading with real money) */
+    live: boolean;
+}
+/**
+ * Parses command-line arguments for trading bot configuration.
+ *
+ * Processes process.argv to extract trading parameters and mode flags.
+ * Merges provided default values with command-line arguments.
+ * Supports both backtest mode (historical simulation), paper trading mode
+ * (simulated trading with live data), and live trading mode (real trading).
+ *
+ * Command-line options:
+ * - --symbol: Trading pair symbol (e.g., "BTCUSDT")
+ * - --strategy: Strategy name to use
+ * - --exchange: Exchange name (e.g., "binance")
+ * - --frame: Timeframe for candles (e.g., "1h", "15m")
+ * - --backtest: Enable backtest mode (boolean flag)
+ * - --paper: Enable paper trading mode (boolean flag)
+ * - --live: Enable live trading mode (boolean flag)
+ *
+ * @param params - Optional default values for parameters
+ * @param params.symbol - Default trading pair symbol
+ * @param params.strategyName - Default strategy name
+ * @param params.exchangeName - Default exchange name
+ * @param params.frameName - Default timeframe
+ * @returns Parsed configuration with all parameters and mode flags
+ *
+ * @example
+ * ```typescript
+ * // Parse args with defaults
+ * const config = parseArgs({
+ *   symbol: "BTCUSDT",
+ *   strategyName: "rsi_divergence",
+ *   exchangeName: "binance",
+ *   frameName: "1h"
+ * });
+ *
+ * // Command: node app.js --backtest
+ * // Result: { symbol: "BTCUSDT", ..., backtest: true, paper: false, live: false }
+ * ```
+ */
+declare const parseArgs: ({ symbol, strategyName, exchangeName, frameName, }?: Partial<IParseArgsParams>) => IParseArgsResult;
+
 /**
  * Retrieves a value from an object using a given path.
  *
@@ -18855,4 +18924,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { ActionBase, type ActivePingContract, Backtest, type BacktestDoneNotification, type BacktestStatisticsModel, type BootstrapNotification, Breakeven, type BreakevenContract, type BreakevenData, Cache, type CandleInterval, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IBidData, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IOrderBookData, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveDoneNotification, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MessageModel, type MessageRole, MethodContextService, type MetricStats, Notification, type NotificationModel, Optimizer, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossContract, type PartialLossNotification, type PartialProfitContract, type PartialProfitNotification, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, type ProgressBacktestContract, type ProgressBacktestNotification, type ProgressOptimizerContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, type TMarkdownBase, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TickEvent, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addOptimizerSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, commitBreakeven, commitCancel, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, dumpSignalData, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getOptimizerSchema, getOrderBook, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listOptimizerSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideOptimizerSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, roundTicks, set, setColumns, setConfig, setLogger, stop, validate };
+export { ActionBase, type ActivePingContract, Backtest, type BacktestDoneNotification, type BacktestStatisticsModel, type BootstrapNotification, Breakeven, type BreakevenContract, type BreakevenData, Cache, type CandleInterval, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IBidData, type ICandleData, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type IOptimizerCallbacks, type IOptimizerData, type IOptimizerFetchArgs, type IOptimizerFilterArgs, type IOptimizerRange, type IOptimizerSchema, type IOptimizerSource, type IOptimizerStrategy, type IOptimizerTemplate, type IOrderBookData, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveDoneNotification, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MessageModel, type MessageRole, MethodContextService, type MetricStats, Notification, type NotificationModel, Optimizer, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossContract, type PartialLossNotification, type PartialProfitContract, type PartialProfitNotification, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PositionSize, type ProgressBacktestContract, type ProgressBacktestNotification, type ProgressOptimizerContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, type TMarkdownBase, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TickEvent, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addOptimizerSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, commitBreakeven, commitCancel, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, dumpSignalData, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getOptimizerSchema, getOrderBook, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listOptimizerSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenOptimizerProgress, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideOptimizerSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stop, validate };