backtest-kit 2.2.15 → 2.2.17

package/build/index.cjs

@@ -31716,6 +31716,7 @@ class StorageBacktestUtils {
                 ...tick.signal,
                 status: "closed",
                 priority: Date.now(),
+                pnl: tick.pnl,
                 createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
                 updatedAt: tick.createdAt,
             });
@@ -31885,6 +31886,7 @@ class StorageLiveUtils {
                 ...tick.signal,
                 status: "closed",
                 priority: Date.now(),
+                pnl: tick.pnl,
                 createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
                 updatedAt: tick.createdAt,
             });

package/build/index.mjs

@@ -31696,6 +31696,7 @@ class StorageBacktestUtils {
                 ...tick.signal,
                 status: "closed",
                 priority: Date.now(),
+                pnl: tick.pnl,
                 createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
                 updatedAt: tick.createdAt,
             });
@@ -31865,6 +31866,7 @@ class StorageLiveUtils {
                 ...tick.signal,
                 status: "closed",
                 priority: Date.now(),
+                pnl: tick.pnl,
                 createdAt: lastStorage ? lastStorage.createdAt : tick.createdAt,
                 updatedAt: tick.createdAt,
             });

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "2.2.15",
+  "version": "2.2.17",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1211,19 +1211,53 @@ interface IPublicSignalRow extends ISignalRow {
     partialExecuted: number;
 }
 /**
- * Storage signal row with creation timestamp taken from IStrategyTickResult.
+ * Base storage signal row fields shared by all status variants.
  * Used for persisting signals with accurate creation time.
  */
-interface IStorageSignalRow extends IPublicSignalRow {
+interface IStorageSignalRowBase extends IPublicSignalRow {
     /** Creation timestamp taken from IStrategyTickResult */
     createdAt: number;
     /** Creation timestamp taken from IStrategyTickResult */
     updatedAt: number;
     /** Storage adapter rewrite priority. Equal to Date.now for live and backtest both */
     priority: number;
+}
+/**
+ * Storage signal row for opened status.
+ */
+interface IStorageSignalRowOpened extends IStorageSignalRowBase {
+    /** Current status of the signal */
+    status: "opened";
+}
+/**
+ * Storage signal row for scheduled status.
+ */
+interface IStorageSignalRowScheduled extends IStorageSignalRowBase {
+    /** Current status of the signal */
+    status: "scheduled";
+}
+/**
+ * Storage signal row for closed status.
+ * Only closed signals have PNL data.
+ */
+interface IStorageSignalRowClosed extends IStorageSignalRowBase {
+    /** Current status of the signal */
+    status: "closed";
+    /** Profit and loss value for the signal when closed */
+    pnl: IStrategyPnL;
+}
+/**
+ * Storage signal row for cancelled status.
+ */
+interface IStorageSignalRowCancelled extends IStorageSignalRowBase {
     /** Current status of the signal */
-    status: "opened" | "scheduled" | "closed" | "cancelled";
+    status: "cancelled";
 }
+/**
+ * Discriminated union of storage signal rows.
+ * Use type guards: `row.status === "closed"` for type-safe access to pnl.
+ */
+type IStorageSignalRow = IStorageSignalRowOpened | IStorageSignalRowScheduled | IStorageSignalRowClosed | IStorageSignalRowCancelled;
 /**
  * Risk signal row for internal risk management.
  * Extends ISignalDto to include priceOpen, originalPriceStopLoss and originalPriceTakeProfit.
@@ -1251,6 +1285,74 @@ interface IScheduledSignalCancelRow extends IScheduledSignalRow {
     /** Cancellation ID (only for user-initiated cancellations) */
     cancelId?: string;
 }
+/**
+ * Base interface for queued commit events.
+ * Used to defer commit emission until proper execution context is available.
+ */
+interface ICommitRowBase {
+    /** Trading pair symbol */
+    symbol: string;
+    /** Whether running in backtest mode */
+    backtest: boolean;
+}
+/**
+ * Queued partial profit commit.
+ */
+interface IPartialProfitCommitRow extends ICommitRowBase {
+    /** Discriminator */
+    action: "partial-profit";
+    /** Percentage of position closed */
+    percentToClose: number;
+    /** Price at which partial was executed */
+    currentPrice: number;
+}
+/**
+ * Queued partial loss commit.
+ */
+interface IPartialLossCommitRow extends ICommitRowBase {
+    /** Discriminator */
+    action: "partial-loss";
+    /** Percentage of position closed */
+    percentToClose: number;
+    /** Price at which partial was executed */
+    currentPrice: number;
+}
+/**
+ * Queued breakeven commit.
+ */
+interface IBreakevenCommitRow extends ICommitRowBase {
+    /** Discriminator */
+    action: "breakeven";
+    /** Price at which breakeven was set */
+    currentPrice: number;
+}
+/**
+ * Queued trailing stop commit.
+ */
+interface ITrailingStopCommitRow extends ICommitRowBase {
+    /** Discriminator */
+    action: "trailing-stop";
+    /** Percentage shift applied */
+    percentShift: number;
+    /** Price at which trailing was set */
+    currentPrice: number;
+}
+/**
+ * Queued trailing take commit.
+ */
+interface ITrailingTakeCommitRow extends ICommitRowBase {
+    /** Discriminator */
+    action: "trailing-take";
+    /** Percentage shift applied */
+    percentShift: number;
+    /** Price at which trailing was set */
+    currentPrice: number;
+}
+/**
+ * Discriminated union of all queued commit events.
+ * These are stored in _commitQueue and processed in tick()/backtest().
+ */
+type ICommitRow = IPartialProfitCommitRow | IPartialLossCommitRow | IBreakevenCommitRow | ITrailingStopCommitRow | ITrailingTakeCommitRow;
 /**
  * Optional lifecycle callbacks for signal events.
  * Called when signals are opened, active, idle, closed, scheduled, or cancelled.
@@ -19595,4 +19697,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { ActionBase, type ActivePingContract, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Cache, type CandleData, 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 IOrderBookData, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, 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 IStorageSignalRow, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MethodContextService, type MetricStats, Notification, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, 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, Storage, type StorageData, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, type TMarkdownBase, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TickEvent, type TrailingStopCommitNotification, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stopStrategy, validate };
+export { ActionBase, type ActivePingContract, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Cache, type CancelScheduledCommit, type CandleData, type CandleInterval, type ClosePendingCommit, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IBidData, type IBreakevenCommitRow, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MethodContextService, type MetricStats, Notification, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, 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, Storage, type StorageData, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, type TMarkdownBase, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stopStrategy, validate };