backtest-kit 2.2.24 → 2.2.26

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.
Files changed (4) hide show
  1. package/build/index.cjs +15 -0
  2. package/build/index.mjs +15 -0
  3. package/package.json +1 -1
  4. package/types.d.ts +14 -0
package/build/index.cjs CHANGED
@@ -2894,6 +2894,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  timestamp,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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+ signalId: publicSignal.id,
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  priceTakeProfit: publicSignal.priceTakeProfit,
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  priceStopLoss: publicSignal.priceStopLoss,
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  originalPriceTakeProfit: publicSignal.originalPriceTakeProfit,
@@ -2916,6 +2917,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  timestamp,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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+ signalId: publicSignal.id,
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  priceTakeProfit: publicSignal.priceTakeProfit,
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  priceStopLoss: publicSignal.priceStopLoss,
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  originalPriceTakeProfit: publicSignal.originalPriceTakeProfit,
@@ -2935,6 +2937,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  backtest: commit.backtest,
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  currentPrice: commit.currentPrice,
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  timestamp,
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+ signalId: publicSignal.id,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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  priceTakeProfit: publicSignal.priceTakeProfit,
@@ -2957,6 +2960,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  percentShift: commit.percentShift,
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  currentPrice: commit.currentPrice,
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  timestamp,
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+ signalId: publicSignal.id,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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  priceTakeProfit: publicSignal.priceTakeProfit,
@@ -2979,6 +2983,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  percentShift: commit.percentShift,
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  currentPrice: commit.currentPrice,
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  timestamp,
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+ signalId: publicSignal.id,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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  priceTakeProfit: publicSignal.priceTakeProfit,
@@ -5763,6 +5768,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._cancelledSignal.id,
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  backtest,
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  cancelId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -5779,6 +5785,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._cancelledSignal.id,
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  backtest,
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  cancelId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -5829,6 +5836,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._closedSignal.id,
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  backtest,
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  closeId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -5845,6 +5853,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._closedSignal.id,
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  backtest,
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  closeId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -33931,6 +33940,7 @@ class NotificationInstance {
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  exchangeName: data.exchangeName,
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  signalId: data.signal.id,
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  position: data.signal.position,
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+ priceOpen: data.signal.priceOpen,
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  priceTakeProfit: data.signal.priceTakeProfit,
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  priceStopLoss: data.signal.priceStopLoss,
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  originalPriceTakeProfit: data.signal.originalPriceTakeProfit,
@@ -34034,6 +34044,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentToClose: data.percentToClose,
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  currentPrice: data.currentPrice,
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  position: data.position,
@@ -34056,6 +34067,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentToClose: data.percentToClose,
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  currentPrice: data.currentPrice,
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  position: data.position,
@@ -34078,6 +34090,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  currentPrice: data.currentPrice,
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  position: data.position,
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  priceOpen: data.priceOpen,
@@ -34099,6 +34112,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentShift: data.percentShift,
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  currentPrice: data.currentPrice,
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  position: data.position,
@@ -34121,6 +34135,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentShift: data.percentShift,
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  currentPrice: data.currentPrice,
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  position: data.position,
package/build/index.mjs CHANGED
@@ -2874,6 +2874,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  timestamp,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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+ signalId: publicSignal.id,
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  priceTakeProfit: publicSignal.priceTakeProfit,
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  priceStopLoss: publicSignal.priceStopLoss,
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  originalPriceTakeProfit: publicSignal.originalPriceTakeProfit,
@@ -2896,6 +2897,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  timestamp,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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+ signalId: publicSignal.id,
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  priceTakeProfit: publicSignal.priceTakeProfit,
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  priceStopLoss: publicSignal.priceStopLoss,
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  originalPriceTakeProfit: publicSignal.originalPriceTakeProfit,
@@ -2915,6 +2917,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  backtest: commit.backtest,
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  currentPrice: commit.currentPrice,
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  timestamp,
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+ signalId: publicSignal.id,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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  priceTakeProfit: publicSignal.priceTakeProfit,
@@ -2937,6 +2940,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  percentShift: commit.percentShift,
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  currentPrice: commit.currentPrice,
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  timestamp,
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+ signalId: publicSignal.id,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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  priceTakeProfit: publicSignal.priceTakeProfit,
@@ -2959,6 +2963,7 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
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  percentShift: commit.percentShift,
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  currentPrice: commit.currentPrice,
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  timestamp,
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+ signalId: publicSignal.id,
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  position: publicSignal.position,
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  priceOpen: publicSignal.priceOpen,
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  priceTakeProfit: publicSignal.priceTakeProfit,
@@ -5743,6 +5748,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._cancelledSignal.id,
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  backtest,
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  cancelId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -5759,6 +5765,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._cancelledSignal.id,
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  backtest,
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  cancelId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -5809,6 +5816,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._closedSignal.id,
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  backtest,
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  closeId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -5825,6 +5833,7 @@ class ClientStrategy {
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  strategyName: this.params.strategyName,
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  exchangeName: this.params.exchangeName,
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  frameName: this.params.frameName,
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+ signalId: this._closedSignal.id,
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  backtest,
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  closeId,
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  timestamp: this.params.execution.context.when.getTime(),
@@ -33911,6 +33920,7 @@ class NotificationInstance {
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  exchangeName: data.exchangeName,
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  signalId: data.signal.id,
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  position: data.signal.position,
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+ priceOpen: data.signal.priceOpen,
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  priceTakeProfit: data.signal.priceTakeProfit,
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  priceStopLoss: data.signal.priceStopLoss,
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  originalPriceTakeProfit: data.signal.originalPriceTakeProfit,
@@ -34014,6 +34024,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentToClose: data.percentToClose,
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  currentPrice: data.currentPrice,
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  position: data.position,
@@ -34036,6 +34047,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentToClose: data.percentToClose,
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  currentPrice: data.currentPrice,
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  position: data.position,
@@ -34058,6 +34070,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  currentPrice: data.currentPrice,
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  position: data.position,
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  priceOpen: data.priceOpen,
@@ -34079,6 +34092,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentShift: data.percentShift,
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  currentPrice: data.currentPrice,
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  position: data.position,
@@ -34101,6 +34115,7 @@ class NotificationInstance {
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  symbol: data.symbol,
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  strategyName: data.strategyName,
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  exchangeName: data.exchangeName,
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+ signalId: data.signalId,
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  percentShift: data.percentShift,
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  currentPrice: data.currentPrice,
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  position: data.position,
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
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  {
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  "name": "backtest-kit",
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- "version": "2.2.24",
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+ "version": "2.2.26",
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  "description": "A TypeScript library for trading system backtest",
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  "author": {
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  "name": "Petr Tripolsky",
package/types.d.ts CHANGED
@@ -1012,6 +1012,8 @@ interface SignalCommitBase {
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  exchangeName: ExchangeName;
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  frameName: FrameName;
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  backtest: boolean;
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+ /** Unique signal identifier (UUID v4) */
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+ signalId: string;
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  /** Timestamp from execution context (tick's when or backtest candle timestamp) */
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  timestamp: number;
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  }
@@ -6844,6 +6846,8 @@ interface PartialProfitCommitNotification {
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  strategyName: StrategyName;
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  /** Exchange name where signal was executed */
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  exchangeName: ExchangeName;
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+ /** Unique signal identifier (UUID v4) */
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+ signalId: string;
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  /** Percentage of position closed (0-100) */
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  percentToClose: number;
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  /** Current market price when partial was executed */
@@ -6886,6 +6890,8 @@ interface PartialLossCommitNotification {
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  strategyName: StrategyName;
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  /** Exchange name where signal was executed */
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  exchangeName: ExchangeName;
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+ /** Unique signal identifier (UUID v4) */
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+ signalId: string;
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  /** Percentage of position closed (0-100) */
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  percentToClose: number;
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  /** Current market price when partial was executed */
@@ -6928,6 +6934,8 @@ interface BreakevenCommitNotification {
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  strategyName: StrategyName;
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  /** Exchange name where signal was executed */
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  exchangeName: ExchangeName;
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+ /** Unique signal identifier (UUID v4) */
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+ signalId: string;
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  /** Current market price when breakeven was executed */
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  currentPrice: number;
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  /** Trade direction: "long" (buy) or "short" (sell) */
@@ -6968,6 +6976,8 @@ interface TrailingStopCommitNotification {
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  strategyName: StrategyName;
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  /** Exchange name where signal was executed */
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  exchangeName: ExchangeName;
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+ /** Unique signal identifier (UUID v4) */
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+ signalId: string;
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  /** Percentage shift of original SL distance (-100 to 100) */
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  percentShift: number;
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  /** Current market price when trailing stop was executed */
@@ -7010,6 +7020,8 @@ interface TrailingTakeCommitNotification {
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  strategyName: StrategyName;
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  /** Exchange name where signal was executed */
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  exchangeName: ExchangeName;
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+ /** Unique signal identifier (UUID v4) */
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+ signalId: string;
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  /** Percentage shift of original TP distance (-100 to 100) */
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  percentShift: number;
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  /** Current market price when trailing take was executed */
@@ -7144,6 +7156,8 @@ interface SignalCancelledNotification {
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  priceTakeProfit: number;
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  /** Stop loss exit price */
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  priceStopLoss: number;
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+ /** Entry price for the position */
7160
+ priceOpen: number;
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  /** Original take profit price before any trailing adjustments */
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  originalPriceTakeProfit: number;
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  /** Original stop loss price before any trailing adjustments */