backtest-kit 2.2.19 → 2.2.21

package/build/index.cjs

@@ -4383,7 +4383,7 @@ const CALL_PARTIAL_CLEAR_FN = functoolsKit.trycatch(beginTime(async (self, symbo
 const CALL_RISK_CHECK_SIGNAL_FN = functoolsKit.trycatch(beginTime(async (self, symbol, pendingSignal, currentPrice, timestamp, backtest) => {
     return await ExecutionContextService.runInContext(async () => {
         return await self.params.risk.checkSignal({
-            pendingSignal: TO_PUBLIC_SIGNAL(pendingSignal),
+            currentSignal: TO_PUBLIC_SIGNAL(pendingSignal),
             symbol: symbol,
             strategyName: self.params.method.context.strategyName,
             exchangeName: self.params.method.context.exchangeName,
@@ -8292,7 +8292,7 @@ class ClientRisk {
             const riskMap = this._activePositions;
             const payload = {
                 ...params,
-                pendingSignal: TO_RISK_SIGNAL(params.pendingSignal, params.currentPrice),
+                currentSignal: TO_RISK_SIGNAL(params.currentSignal, params.currentPrice),
                 activePositionCount: riskMap.size,
                 activePositions: Array.from(riskMap.values()),
             };
@@ -8428,7 +8428,7 @@ const CREATE_KEY_FN$k = (riskName, exchangeName, frameName, backtest) => {
 const CREATE_COMMIT_REJECTION_FN = (self, exchangeName, frameName) => functoolsKit.trycatch(async (symbol, params, activePositionCount, rejectionResult, timestamp, backtest) => {
     const event = {
         symbol,
-        pendingSignal: params.pendingSignal,
+        currentSignal: params.currentSignal,
         strategyName: params.strategyName,
         exchangeName,
         currentPrice: params.currentPrice,
@@ -14261,19 +14261,19 @@ const risk_columns = [
     {
         key: "signalId",
         label: "Signal ID",
-        format: (data) => data.pendingSignal.id || "N/A",
+        format: (data) => data.currentSignal.id || "N/A",
         isVisible: () => true,
     },
     {
         key: "note",
         label: "Note",
-        format: (data) => toPlainString(data.pendingSignal.note ?? "N/A"),
+        format: (data) => toPlainString(data.currentSignal.note ?? "N/A"),
         isVisible: () => GLOBAL_CONFIG.CC_REPORT_SHOW_SIGNAL_NOTE,
     },
     {
         key: "position",
         label: "Position",
-        format: (data) => data.pendingSignal.position.toUpperCase(),
+        format: (data) => data.currentSignal.position.toUpperCase(),
         isVisible: () => true,
     },
     {
@@ -14285,48 +14285,48 @@ const risk_columns = [
     {
         key: "openPrice",
         label: "Open Price",
-        format: (data) => data.pendingSignal.priceOpen !== undefined
-            ? `${data.pendingSignal.priceOpen.toFixed(8)} USD`
+        format: (data) => data.currentSignal.priceOpen !== undefined
+            ? `${data.currentSignal.priceOpen.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "takeProfit",
         label: "Take Profit",
-        format: (data) => data.pendingSignal.priceTakeProfit !== undefined
-            ? `${data.pendingSignal.priceTakeProfit.toFixed(8)} USD`
+        format: (data) => data.currentSignal.priceTakeProfit !== undefined
+            ? `${data.currentSignal.priceTakeProfit.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "stopLoss",
         label: "Stop Loss",
-        format: (data) => data.pendingSignal.priceStopLoss !== undefined
-            ? `${data.pendingSignal.priceStopLoss.toFixed(8)} USD`
+        format: (data) => data.currentSignal.priceStopLoss !== undefined
+            ? `${data.currentSignal.priceStopLoss.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
-        format: (data) => data.pendingSignal.originalPriceTakeProfit !== undefined
-            ? `${data.pendingSignal.originalPriceTakeProfit.toFixed(8)} USD`
+        format: (data) => data.currentSignal.originalPriceTakeProfit !== undefined
+            ? `${data.currentSignal.originalPriceTakeProfit.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "originalPriceStopLoss",
         label: "Original SL",
-        format: (data) => data.pendingSignal.originalPriceStopLoss !== undefined
-            ? `${data.pendingSignal.originalPriceStopLoss.toFixed(8)} USD`
+        format: (data) => data.currentSignal.originalPriceStopLoss !== undefined
+            ? `${data.currentSignal.originalPriceStopLoss.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "partialExecuted",
         label: "Partial Executed %",
-        format: (data) => data.pendingSignal.partialExecuted !== undefined
-            ? `${data.pendingSignal.partialExecuted.toFixed(1)}%`
+        format: (data) => data.currentSignal.partialExecuted !== undefined
+            ? `${data.currentSignal.partialExecuted.toFixed(1)}%`
             : "N/A",
         isVisible: () => true,
     },
@@ -23667,23 +23667,23 @@ class RiskReportService {
                 activePositionCount: data.activePositionCount,
                 rejectionId: data.rejectionId,
                 rejectionNote: data.rejectionNote,
-                pendingSignal: data.pendingSignal,
-                signalId: data.pendingSignal?.id,
-                position: data.pendingSignal?.position,
-                priceOpen: data.pendingSignal?.priceOpen,
-                priceTakeProfit: data.pendingSignal?.priceTakeProfit,
-                priceStopLoss: data.pendingSignal?.priceStopLoss,
-                originalPriceTakeProfit: data.pendingSignal?.originalPriceTakeProfit,
-                originalPriceStopLoss: data.pendingSignal?.originalPriceStopLoss,
-                partialExecuted: data.pendingSignal?.partialExecuted,
-                note: data.pendingSignal?.note,
-                minuteEstimatedTime: data.pendingSignal?.minuteEstimatedTime,
+                currentSignal: data.currentSignal,
+                signalId: data.currentSignal?.id,
+                position: data.currentSignal?.position,
+                priceOpen: data.currentSignal?.priceOpen,
+                priceTakeProfit: data.currentSignal?.priceTakeProfit,
+                priceStopLoss: data.currentSignal?.priceStopLoss,
+                originalPriceTakeProfit: data.currentSignal?.originalPriceTakeProfit,
+                originalPriceStopLoss: data.currentSignal?.originalPriceStopLoss,
+                partialExecuted: data.currentSignal?.partialExecuted,
+                note: data.currentSignal?.note,
+                minuteEstimatedTime: data.currentSignal?.minuteEstimatedTime,
             }, {
                 symbol: data.symbol,
                 strategyName: data.strategyName,
                 exchangeName: data.exchangeName,
                 frameName: data.frameName,
-                signalId: data.pendingSignal?.id || "",
+                signalId: data.currentSignal?.id || "",
                 walkerName: "",
             });
         };
@@ -33862,6 +33862,8 @@ class NotificationInstance {
                     priceTakeProfit: data.signal.priceTakeProfit,
                     priceStopLoss: data.signal.priceStopLoss,
                     note: data.signal.note,
+                    scheduledAt: data.signal.scheduledAt,
+                    pendingAt: data.signal.pendingAt,
                     createdAt: data.createdAt,
                 });
             }
@@ -33884,6 +33886,8 @@ class NotificationInstance {
                     closeReason: data.closeReason,
                     duration: durationMin,
                     note: data.signal.note,
+                    scheduledAt: data.signal.scheduledAt,
+                    pendingAt: data.signal.pendingAt,
                     createdAt: data.createdAt,
                 });
             }
@@ -34131,7 +34135,13 @@ class NotificationInstance {
                 rejectionId: data.rejectionId,
                 activePositionCount: data.activePositionCount,
                 currentPrice: data.currentPrice,
-                pendingSignal: data.pendingSignal,
+                signalId: data.currentSignal.id,
+                position: data.currentSignal.position,
+                priceOpen: data.currentSignal.priceOpen,
+                priceTakeProfit: data.currentSignal.priceTakeProfit,
+                priceStopLoss: data.currentSignal.priceStopLoss,
+                minuteEstimatedTime: data.currentSignal.minuteEstimatedTime,
+                signalNote: data.currentSignal.note,
                 createdAt: data.timestamp,
             });
         };

package/build/index.mjs

@@ -4363,7 +4363,7 @@ const CALL_PARTIAL_CLEAR_FN = trycatch(beginTime(async (self, symbol, signal, cu
 const CALL_RISK_CHECK_SIGNAL_FN = trycatch(beginTime(async (self, symbol, pendingSignal, currentPrice, timestamp, backtest) => {
     return await ExecutionContextService.runInContext(async () => {
         return await self.params.risk.checkSignal({
-            pendingSignal: TO_PUBLIC_SIGNAL(pendingSignal),
+            currentSignal: TO_PUBLIC_SIGNAL(pendingSignal),
             symbol: symbol,
             strategyName: self.params.method.context.strategyName,
             exchangeName: self.params.method.context.exchangeName,
@@ -8272,7 +8272,7 @@ class ClientRisk {
             const riskMap = this._activePositions;
             const payload = {
                 ...params,
-                pendingSignal: TO_RISK_SIGNAL(params.pendingSignal, params.currentPrice),
+                currentSignal: TO_RISK_SIGNAL(params.currentSignal, params.currentPrice),
                 activePositionCount: riskMap.size,
                 activePositions: Array.from(riskMap.values()),
             };
@@ -8408,7 +8408,7 @@ const CREATE_KEY_FN$k = (riskName, exchangeName, frameName, backtest) => {
 const CREATE_COMMIT_REJECTION_FN = (self, exchangeName, frameName) => trycatch(async (symbol, params, activePositionCount, rejectionResult, timestamp, backtest) => {
     const event = {
         symbol,
-        pendingSignal: params.pendingSignal,
+        currentSignal: params.currentSignal,
         strategyName: params.strategyName,
         exchangeName,
         currentPrice: params.currentPrice,
@@ -14241,19 +14241,19 @@ const risk_columns = [
     {
         key: "signalId",
         label: "Signal ID",
-        format: (data) => data.pendingSignal.id || "N/A",
+        format: (data) => data.currentSignal.id || "N/A",
         isVisible: () => true,
     },
     {
         key: "note",
         label: "Note",
-        format: (data) => toPlainString(data.pendingSignal.note ?? "N/A"),
+        format: (data) => toPlainString(data.currentSignal.note ?? "N/A"),
         isVisible: () => GLOBAL_CONFIG.CC_REPORT_SHOW_SIGNAL_NOTE,
     },
     {
         key: "position",
         label: "Position",
-        format: (data) => data.pendingSignal.position.toUpperCase(),
+        format: (data) => data.currentSignal.position.toUpperCase(),
         isVisible: () => true,
     },
     {
@@ -14265,48 +14265,48 @@ const risk_columns = [
     {
         key: "openPrice",
         label: "Open Price",
-        format: (data) => data.pendingSignal.priceOpen !== undefined
-            ? `${data.pendingSignal.priceOpen.toFixed(8)} USD`
+        format: (data) => data.currentSignal.priceOpen !== undefined
+            ? `${data.currentSignal.priceOpen.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "takeProfit",
         label: "Take Profit",
-        format: (data) => data.pendingSignal.priceTakeProfit !== undefined
-            ? `${data.pendingSignal.priceTakeProfit.toFixed(8)} USD`
+        format: (data) => data.currentSignal.priceTakeProfit !== undefined
+            ? `${data.currentSignal.priceTakeProfit.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "stopLoss",
         label: "Stop Loss",
-        format: (data) => data.pendingSignal.priceStopLoss !== undefined
-            ? `${data.pendingSignal.priceStopLoss.toFixed(8)} USD`
+        format: (data) => data.currentSignal.priceStopLoss !== undefined
+            ? `${data.currentSignal.priceStopLoss.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "originalPriceTakeProfit",
         label: "Original TP",
-        format: (data) => data.pendingSignal.originalPriceTakeProfit !== undefined
-            ? `${data.pendingSignal.originalPriceTakeProfit.toFixed(8)} USD`
+        format: (data) => data.currentSignal.originalPriceTakeProfit !== undefined
+            ? `${data.currentSignal.originalPriceTakeProfit.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "originalPriceStopLoss",
         label: "Original SL",
-        format: (data) => data.pendingSignal.originalPriceStopLoss !== undefined
-            ? `${data.pendingSignal.originalPriceStopLoss.toFixed(8)} USD`
+        format: (data) => data.currentSignal.originalPriceStopLoss !== undefined
+            ? `${data.currentSignal.originalPriceStopLoss.toFixed(8)} USD`
             : "N/A",
         isVisible: () => true,
     },
     {
         key: "partialExecuted",
         label: "Partial Executed %",
-        format: (data) => data.pendingSignal.partialExecuted !== undefined
-            ? `${data.pendingSignal.partialExecuted.toFixed(1)}%`
+        format: (data) => data.currentSignal.partialExecuted !== undefined
+            ? `${data.currentSignal.partialExecuted.toFixed(1)}%`
             : "N/A",
         isVisible: () => true,
     },
@@ -23647,23 +23647,23 @@ class RiskReportService {
                 activePositionCount: data.activePositionCount,
                 rejectionId: data.rejectionId,
                 rejectionNote: data.rejectionNote,
-                pendingSignal: data.pendingSignal,
-                signalId: data.pendingSignal?.id,
-                position: data.pendingSignal?.position,
-                priceOpen: data.pendingSignal?.priceOpen,
-                priceTakeProfit: data.pendingSignal?.priceTakeProfit,
-                priceStopLoss: data.pendingSignal?.priceStopLoss,
-                originalPriceTakeProfit: data.pendingSignal?.originalPriceTakeProfit,
-                originalPriceStopLoss: data.pendingSignal?.originalPriceStopLoss,
-                partialExecuted: data.pendingSignal?.partialExecuted,
-                note: data.pendingSignal?.note,
-                minuteEstimatedTime: data.pendingSignal?.minuteEstimatedTime,
+                currentSignal: data.currentSignal,
+                signalId: data.currentSignal?.id,
+                position: data.currentSignal?.position,
+                priceOpen: data.currentSignal?.priceOpen,
+                priceTakeProfit: data.currentSignal?.priceTakeProfit,
+                priceStopLoss: data.currentSignal?.priceStopLoss,
+                originalPriceTakeProfit: data.currentSignal?.originalPriceTakeProfit,
+                originalPriceStopLoss: data.currentSignal?.originalPriceStopLoss,
+                partialExecuted: data.currentSignal?.partialExecuted,
+                note: data.currentSignal?.note,
+                minuteEstimatedTime: data.currentSignal?.minuteEstimatedTime,
             }, {
                 symbol: data.symbol,
                 strategyName: data.strategyName,
                 exchangeName: data.exchangeName,
                 frameName: data.frameName,
-                signalId: data.pendingSignal?.id || "",
+                signalId: data.currentSignal?.id || "",
                 walkerName: "",
             });
         };
@@ -33842,6 +33842,8 @@ class NotificationInstance {
                     priceTakeProfit: data.signal.priceTakeProfit,
                     priceStopLoss: data.signal.priceStopLoss,
                     note: data.signal.note,
+                    scheduledAt: data.signal.scheduledAt,
+                    pendingAt: data.signal.pendingAt,
                     createdAt: data.createdAt,
                 });
             }
@@ -33864,6 +33866,8 @@ class NotificationInstance {
                     closeReason: data.closeReason,
                     duration: durationMin,
                     note: data.signal.note,
+                    scheduledAt: data.signal.scheduledAt,
+                    pendingAt: data.signal.pendingAt,
                     createdAt: data.createdAt,
                 });
             }
@@ -34111,7 +34115,13 @@ class NotificationInstance {
                 rejectionId: data.rejectionId,
                 activePositionCount: data.activePositionCount,
                 currentPrice: data.currentPrice,
-                pendingSignal: data.pendingSignal,
+                signalId: data.currentSignal.id,
+                position: data.currentSignal.position,
+                priceOpen: data.currentSignal.priceOpen,
+                priceTakeProfit: data.currentSignal.priceTakeProfit,
+                priceStopLoss: data.currentSignal.priceStopLoss,
+                minuteEstimatedTime: data.currentSignal.minuteEstimatedTime,
+                signalNote: data.currentSignal.note,
                 createdAt: data.timestamp,
             });
         };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "2.2.19",
+  "version": "2.2.21",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -559,7 +559,7 @@ interface IRiskCheckArgs {
     /** Trading pair symbol (e.g., "BTCUSDT") */
     symbol: string;
     /** Pending signal to apply */
-    pendingSignal: IPublicSignalRow;
+    currentSignal: IPublicSignalRow;
     /** Strategy name requesting to open a position */
     strategyName: StrategyName;
     /** Exchange name */
@@ -612,8 +612,8 @@ interface IRiskCallbacks {
  * Extends IRiskCheckArgs with portfolio state data.
  */
 interface IRiskValidationPayload extends IRiskCheckArgs {
-    /** Pending signal to apply (IRiskSignalRow is calculated internally so priceOpen always exist) */
-    pendingSignal: IRiskSignalRow;
+    /** Current signal being validated (IRiskSignalRow is calculated internally so priceOpen always exist) */
+    currentSignal: IRiskSignalRow;
     /** Number of currently active positions across all strategies */
     activePositionCount: number;
     /** List of currently active positions across all strategies */
@@ -2563,7 +2563,7 @@ interface RiskContract {
      * Pending signal to apply.
      * Contains signal details (position, priceOpen, priceTakeProfit, priceStopLoss, etc).
      */
-    pendingSignal: ISignalDto;
+    currentSignal: ISignalDto;
     /**
      * Strategy name requesting to open a position.
      * Identifies which strategy attempted to create the signal.
@@ -6634,6 +6634,10 @@ interface SignalOpenedNotification {
     priceStopLoss: number;
     /** Optional human-readable description of signal reason */
     note?: string;
+    /** Signal creation timestamp in milliseconds (when signal was first created/scheduled) */
+    scheduledAt: number;
+    /** Pending timestamp in milliseconds (when position became pending/active at priceOpen) */
+    pendingAt: number;
     /** Unix timestamp in milliseconds when the tick result was created (from candle timestamp in backtest or execution context when in live) */
     createdAt: number;
 }
@@ -6672,6 +6676,10 @@ interface SignalClosedNotification {
     duration: number;
     /** Optional human-readable description of signal reason */
     note?: string;
+    /** Signal creation timestamp in milliseconds (when signal was first created/scheduled) */
+    scheduledAt: number;
+    /** Pending timestamp in milliseconds (when position became pending/active at priceOpen) */
+    pendingAt: number;
     /** Unix timestamp in milliseconds when the tick result was created (from candle timestamp in backtest or execution context when in live) */
     createdAt: number;
 }
@@ -7040,8 +7048,20 @@ interface RiskRejectionNotification {
     activePositionCount: number;
     /** Current market price when rejection occurred */
     currentPrice: number;
-    /** The signal that was rejected */
-    pendingSignal: ISignalDto;
+    /** Unique signal identifier from pending signal (may be undefined if not provided) */
+    signalId: string | undefined;
+    /** Trade direction: "long" (buy) or "short" (sell) */
+    position: "long" | "short";
+    /** Entry price for the position (may be undefined if not provided) */
+    priceOpen: number | undefined;
+    /** Take profit target price */
+    priceTakeProfit: number;
+    /** Stop loss exit price */
+    priceStopLoss: number;
+    /** Expected duration in minutes before time_expired */
+    minuteEstimatedTime: number;
+    /** Optional human-readable description of signal reason */
+    signalNote?: string;
     /** Unix timestamp in milliseconds when the notification was created */
     createdAt: number;
 }
@@ -7547,7 +7567,7 @@ interface RiskEvent {
     /** Trading pair symbol */
     symbol: string;
     /** Pending signal details */
-    pendingSignal: IRiskSignalRow;
+    currentSignal: IRiskSignalRow;
     /** Strategy name */
     strategyName: StrategyName;
     /** Exchange name */