backtest-kit 2.2.8 → 2.2.10

package/build/index.cjs

@@ -12107,6 +12107,7 @@ class BacktestLogicPrivateService {
             if (result.action === "scheduled") {
                 const signalStartTime = performance.now();
                 const signal = result.signal;
+                yield result;
                 this.loggerService.info("backtestLogicPrivateService scheduled signal detected", {
                     symbol,
                     signalId: signal.id,
@@ -12153,11 +12154,13 @@ class BacktestLogicPrivateService {
                 // и если активируется - продолжит с TP/SL мониторингом
                 let backtestResult;
                 let unScheduleOpen;
+                let scheduleOpenResult;
                 {
                     const { strategyName, exchangeName, frameName } = this.methodContextService.context;
                     unScheduleOpen = backtestScheduleOpenSubject.filter((event) => {
                         let isOk = true;
                         {
+                            isOk = isOk && event.action === "opened";
                             isOk = isOk && event.strategyName === strategyName;
                             isOk = isOk && event.exchangeName === exchangeName;
                             isOk = isOk && event.frameName === frameName;
@@ -12165,6 +12168,8 @@ class BacktestLogicPrivateService {
                         }
                         return isOk;
                     }).connect(async (tick) => {
+                        scheduleOpenResult = tick;
+                        await signalEmitter.next(tick);
                         await signalBacktestEmitter.next(tick);
                         await this.actionCoreService.signalBacktest(true, tick, {
                             strategyName,
@@ -12223,6 +12228,9 @@ class BacktestLogicPrivateService {
                     timeframes[i].getTime() < backtestResult.closeTimestamp) {
                     i++;
                 }
+                if (scheduleOpenResult) {
+                    yield scheduleOpenResult;
+                }
                 yield backtestResult;
                 // Check if strategy should stop after signal is closed
                 if (await this.strategyCoreService.getStopped(true, symbol, {
@@ -12243,6 +12251,7 @@ class BacktestLogicPrivateService {
             if (result.action === "opened") {
                 const signalStartTime = performance.now();
                 const signal = result.signal;
+                yield result;
                 this.loggerService.info("backtestLogicPrivateService signal opened", {
                     symbol,
                     signalId: signal.id,
@@ -32435,6 +32444,7 @@ class NotificationInstance {
         this._notifications = [];
         /**
          * Processes signal events and creates appropriate notifications.
+         * Sorts signal notifications by createdAt to maintain chronological order.
          */
         this._handleSignal = async (data) => {
             if (data.action === "opened") {
@@ -32513,6 +32523,12 @@ class NotificationInstance {
                     createdAt: data.createdAt,
                 });
             }
+            // Sort signal notifications by createdAt (newest first)
+            this._notifications.sort((a, b) => {
+                const aCreatedAt = "createdAt" in a ? a.createdAt : 0;
+                const bCreatedAt = "createdAt" in b ? b.createdAt : 0;
+                return bCreatedAt - aCreatedAt;
+            });
         };
         /**
          * Processes partial profit events.

package/build/index.mjs

@@ -12087,6 +12087,7 @@ class BacktestLogicPrivateService {
             if (result.action === "scheduled") {
                 const signalStartTime = performance.now();
                 const signal = result.signal;
+                yield result;
                 this.loggerService.info("backtestLogicPrivateService scheduled signal detected", {
                     symbol,
                     signalId: signal.id,
@@ -12133,11 +12134,13 @@ class BacktestLogicPrivateService {
                 // и если активируется - продолжит с TP/SL мониторингом
                 let backtestResult;
                 let unScheduleOpen;
+                let scheduleOpenResult;
                 {
                     const { strategyName, exchangeName, frameName } = this.methodContextService.context;
                     unScheduleOpen = backtestScheduleOpenSubject.filter((event) => {
                         let isOk = true;
                         {
+                            isOk = isOk && event.action === "opened";
                             isOk = isOk && event.strategyName === strategyName;
                             isOk = isOk && event.exchangeName === exchangeName;
                             isOk = isOk && event.frameName === frameName;
@@ -12145,6 +12148,8 @@ class BacktestLogicPrivateService {
                         }
                         return isOk;
                     }).connect(async (tick) => {
+                        scheduleOpenResult = tick;
+                        await signalEmitter.next(tick);
                         await signalBacktestEmitter.next(tick);
                         await this.actionCoreService.signalBacktest(true, tick, {
                             strategyName,
@@ -12203,6 +12208,9 @@ class BacktestLogicPrivateService {
                     timeframes[i].getTime() < backtestResult.closeTimestamp) {
                     i++;
                 }
+                if (scheduleOpenResult) {
+                    yield scheduleOpenResult;
+                }
                 yield backtestResult;
                 // Check if strategy should stop after signal is closed
                 if (await this.strategyCoreService.getStopped(true, symbol, {
@@ -12223,6 +12231,7 @@ class BacktestLogicPrivateService {
             if (result.action === "opened") {
                 const signalStartTime = performance.now();
                 const signal = result.signal;
+                yield result;
                 this.loggerService.info("backtestLogicPrivateService signal opened", {
                     symbol,
                     signalId: signal.id,
@@ -32415,6 +32424,7 @@ class NotificationInstance {
         this._notifications = [];
         /**
          * Processes signal events and creates appropriate notifications.
+         * Sorts signal notifications by createdAt to maintain chronological order.
          */
         this._handleSignal = async (data) => {
             if (data.action === "opened") {
@@ -32493,6 +32503,12 @@ class NotificationInstance {
                     createdAt: data.createdAt,
                 });
             }
+            // Sort signal notifications by createdAt (newest first)
+            this._notifications.sort((a, b) => {
+                const aCreatedAt = "createdAt" in a ? a.createdAt : 0;
+                const bCreatedAt = "createdAt" in b ? b.createdAt : 0;
+                return bCreatedAt - aCreatedAt;
+            });
         };
         /**
          * Processes partial profit events.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "2.2.8",
+  "version": "2.2.10",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1439,7 +1439,7 @@ type IStrategyTickResult = IStrategyTickResultIdle | IStrategyTickResultSchedule
 /**
  * Backtest returns closed result (TP/SL or time_expired) or cancelled result (scheduled signal never activated).
  */
-type IStrategyBacktestResult = IStrategyTickResultClosed | IStrategyTickResultCancelled;
+type IStrategyBacktestResult = IStrategyTickResultOpened | IStrategyTickResultScheduled | IStrategyTickResultClosed | IStrategyTickResultCancelled;
 /**
  * Strategy interface implemented by ClientStrategy.
  * Defines core strategy execution methods.
@@ -8899,7 +8899,7 @@ declare class BacktestUtils {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => AsyncGenerator<IStrategyBacktestResult, void, unknown>;
+    }) => AsyncGenerator<IStrategyTickResultScheduled | IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
     /**
      * Runs backtest in background without yielding results.
      *
@@ -13305,7 +13305,7 @@ declare class StrategyCoreService implements TStrategy$1 {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => Promise<IStrategyBacktestResult>;
+    }) => Promise<IStrategyTickResultClosed | IStrategyTickResultCancelled>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -15954,7 +15954,7 @@ declare class StrategyConnectionService implements TStrategy {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }, candles: ICandleData[]) => Promise<IStrategyBacktestResult>;
+    }, candles: ICandleData[]) => Promise<IStrategyTickResultClosed | IStrategyTickResultCancelled>;
     /**
      * Stops the specified strategy from generating new signals.
      *
@@ -17451,7 +17451,7 @@ declare class BacktestLogicPrivateService {
      * }
      * ```
      */
-    run(symbol: string): AsyncGenerator<IStrategyBacktestResult, void, unknown>;
+    run(symbol: string): AsyncGenerator<IStrategyTickResultScheduled | IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
 }
 
 /**
@@ -17558,7 +17558,7 @@ declare class BacktestLogicPublicService implements TBacktestLogicPrivateService
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => AsyncGenerator<IStrategyBacktestResult, void, unknown>;
+    }) => AsyncGenerator<IStrategyTickResultScheduled | IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
 }
 
 /**
@@ -17697,7 +17697,7 @@ declare class BacktestCommandService implements TBacktestLogicPublicService {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => AsyncGenerator<IStrategyBacktestResult, void, unknown>;
+    }) => AsyncGenerator<IStrategyTickResultScheduled | IStrategyTickResultOpened | IStrategyTickResultClosed | IStrategyTickResultCancelled, void, unknown>;
 }
 
 /**