backtest-kit 2.2.15 → 2.2.16
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/index.cjs +2 -0
- package/build/index.mjs +2 -0
- package/package.json +1 -1
- package/types.d.ts +37 -3
package/build/index.cjs
CHANGED
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@@ -31716,6 +31716,7 @@ class StorageBacktestUtils {
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...tick.signal,
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status: "closed",
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priority: Date.now(),
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+
pnl: tick.pnl,
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createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
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updatedAt: tick.createdAt,
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});
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@@ -31885,6 +31886,7 @@ class StorageLiveUtils {
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...tick.signal,
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status: "closed",
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priority: Date.now(),
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+
pnl: tick.pnl,
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createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
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updatedAt: tick.createdAt,
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});
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package/build/index.mjs
CHANGED
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@@ -31696,6 +31696,7 @@ class StorageBacktestUtils {
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...tick.signal,
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status: "closed",
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priority: Date.now(),
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+
pnl: tick.pnl,
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createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
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updatedAt: tick.createdAt,
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});
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@@ -31865,6 +31866,7 @@ class StorageLiveUtils {
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...tick.signal,
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status: "closed",
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priority: Date.now(),
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+
pnl: tick.pnl,
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createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
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updatedAt: tick.createdAt,
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});
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package/package.json
CHANGED
package/types.d.ts
CHANGED
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@@ -1211,19 +1211,53 @@ interface IPublicSignalRow extends ISignalRow {
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partialExecuted: number;
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}
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/**
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-
*
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+
* Base storage signal row fields shared by all status variants.
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* Used for persisting signals with accurate creation time.
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*/
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-
interface
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+
interface IStorageSignalRowBase extends IPublicSignalRow {
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/** Creation timestamp taken from IStrategyTickResult */
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createdAt: number;
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/** Creation timestamp taken from IStrategyTickResult */
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updatedAt: number;
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/** Storage adapter rewrite priority. Equal to Date.now for live and backtest both */
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priority: number;
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+
}
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/**
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* Storage signal row for opened status.
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*/
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interface IStorageSignalRowOpened extends IStorageSignalRowBase {
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/** Current status of the signal */
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status: "opened";
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}
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/**
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* Storage signal row for scheduled status.
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1234
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*/
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interface IStorageSignalRowScheduled extends IStorageSignalRowBase {
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/** Current status of the signal */
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status: "scheduled";
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}
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/**
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* Storage signal row for closed status.
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* Only closed signals have PNL data.
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*/
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interface IStorageSignalRowClosed extends IStorageSignalRowBase {
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/** Current status of the signal */
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-
status: "
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status: "closed";
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/** Profit and loss value for the signal when closed */
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pnl: IStrategyPnL;
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}
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/**
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* Storage signal row for cancelled status.
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*/
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interface IStorageSignalRowCancelled extends IStorageSignalRowBase {
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/** Current status of the signal */
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status: "cancelled";
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}
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/**
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* Discriminated union of storage signal rows.
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* Use type guards: `row.status === "closed"` for type-safe access to pnl.
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*/
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type IStorageSignalRow = IStorageSignalRowOpened | IStorageSignalRowScheduled | IStorageSignalRowClosed | IStorageSignalRowCancelled;
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/**
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* Risk signal row for internal risk management.
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* Extends ISignalDto to include priceOpen, originalPriceStopLoss and originalPriceTakeProfit.
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