backtest-kit 3.7.0 → 3.8.0

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package/build/index.mjs CHANGED
@@ -443,6 +443,14 @@ const GLOBAL_CONFIG = {
443
443
  * Default: true (mutex locking enabled for candle fetching)
444
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  */
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  CC_ENABLE_CANDLE_FETCH_MUTEX: true,
446
+ /**
447
+ * Enables DCA (Dollar-Cost Averaging) logic even if antirecord is not broken.
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+ * Allows to commitAverageBuy if currentPrice is not the lowest price since entry, but still lower than priceOpen.
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+ * This can help improve average entry price in cases where price has rebounded after entry but is still below priceOpen, without waiting for a new lower price.
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+ *
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+ * Default: true (DCA logic enabled everywhere, not just when antirecord is broken)
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+ */
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+ CC_ENABLE_DCA_EVERYWHERE: false,
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  };
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  const DEFAULT_CONFIG = Object.freeze({ ...GLOBAL_CONFIG });
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@@ -3174,75 +3182,90 @@ class ExchangeConnectionService {
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3182
  }
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  }
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3184
 
3185
+ const COST_BASIS_PER_ENTRY$3 = 100;
3177
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  /**
3178
3187
  * Returns the effective entry price for price calculations.
3179
3188
  *
3180
- * When the _entry array exists and has at least one element, returns
3181
- * the simple arithmetic mean of all entry prices (DCA average).
3182
- * Otherwise returns the original signal.priceOpen.
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+ * Uses harmonic mean (correct for fixed-dollar DCA: $100 per entry).
3183
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  *
3184
- * This mirrors the _trailingPriceStopLoss pattern: original price is preserved
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- * in signal.priceOpen (for identity/tracking), while calculations use the
3186
- * effective averaged price returned by this function.
3191
+ * When partial closes exist, replays the partial sequence to reconstruct
3192
+ * the running cost basis at each partial — no extra stored fields needed.
3187
3193
  *
3188
- * @param signal - Signal row (ISignalRow or IScheduledSignalRow)
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- * @returns Effective entry price for distance and PNL calculations
3194
+ * Cost basis replay:
3195
+ * costBasis starts at 0
3196
+ * for each partial[i]:
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+ * newEntries = entryCountAtClose[i] - entryCountAtClose[i-1] (or entryCountAtClose[0] for i=0)
3198
+ * costBasis += newEntries × $100 ← add DCA entries up to this partial
3199
+ * positionCostBasisAtClose[i] = costBasis ← snapshot BEFORE close
3200
+ * costBasis × = (1 - percent[i] / 100) ← reduce after close
3201
+ *
3202
+ * @param signal - Signal row
3203
+ * @returns Effective entry price for PNL calculations
3190
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  */
3191
3205
  const getEffectivePriceOpen = (signal) => {
3192
- if (signal._entry && signal._entry.length > 0) {
3193
- return signal._entry.reduce((sum, e) => sum + e.price, 0) / signal._entry.length;
3194
- }
3195
- return signal.priceOpen;
3206
+ if (!signal._entry || signal._entry.length === 0)
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+ return signal.priceOpen;
3208
+ const entries = signal._entry;
3209
+ const partials = signal._partial ?? [];
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+ // No partial exits — pure harmonic mean of all entries
3211
+ if (partials.length === 0) {
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+ return harmonicMean(entries.map((e) => e.price));
3213
+ }
3214
+ // Replay cost basis through all partials to get snapshot at the last one
3215
+ let costBasis = 0;
3216
+ for (let i = 0; i < partials.length; i++) {
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+ const prevCount = i === 0 ? 0 : partials[i - 1].entryCountAtClose;
3218
+ const newEntryCount = partials[i].entryCountAtClose - prevCount;
3219
+ costBasis += newEntryCount * COST_BASIS_PER_ENTRY$3;
3220
+ // costBasis is now positionCostBasisAtClose for partials[i]
3221
+ if (i < partials.length - 1) {
3222
+ costBasis *= 1 - partials[i].percent / 100;
3223
+ }
3224
+ }
3225
+ const lastPartial = partials[partials.length - 1];
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+ // Dollar cost basis remaining after the last partial close
3227
+ const remainingCostBasis = costBasis * (1 - lastPartial.percent / 100);
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+ // Coins remaining from the old position
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+ const oldCoins = remainingCostBasis / lastPartial.effectivePrice;
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+ // New DCA entries added AFTER the last partial close
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+ const newEntries = entries.slice(lastPartial.entryCountAtClose);
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+ // Coins from new DCA entries (each costs $100)
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+ const newCoins = newEntries.reduce((sum, e) => sum + 100 / e.price, 0);
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+ const totalCoins = oldCoins + newCoins;
3235
+ if (totalCoins === 0)
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+ return lastPartial.effectivePrice;
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+ const totalCost = remainingCostBasis + newEntries.length * 100;
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+ return totalCost / totalCoins;
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+ };
3240
+ const harmonicMean = (prices) => {
3241
+ if (prices.length === 0)
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+ return 0;
3243
+ return prices.length / prices.reduce((sum, p) => sum + 1 / p, 0);
3196
3244
  };
3197
3245
 
3246
+ const COST_BASIS_PER_ENTRY$2 = 100;
3198
3247
  /**
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  * Calculates profit/loss for a closed signal with slippage and fees.
3200
3249
  *
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3250
  * For signals with partial closes:
3202
- * - Calculates weighted PNL: Σ(percent_i × pnl_i) for each partial + (remaining% × final_pnl)
3203
- * - Each partial close has its own slippage
3204
- * - Open fee is charged once; close fees are proportional to each partial's size
3205
- * - Total fees = CC_PERCENT_FEE (open) + Σ CC_PERCENT_FEE × (partial% / 100) × (closeWithSlip / openWithSlip)
3206
- *
3207
- * Formula breakdown:
3208
- * 1. Apply slippage to open/close prices (worse execution)
3209
- * - LONG: buy higher (+slippage), sell lower (-slippage)
3210
- * - SHORT: sell lower (-slippage), buy higher (+slippage)
3211
- * 2. Calculate raw PNL percentage
3212
- * - LONG: ((closePrice - openPrice) / openPrice) * 100
3213
- * - SHORT: ((openPrice - closePrice) / openPrice) * 100
3214
- * 3. Subtract total fees: open fee + close fee adjusted for slippage-affected execution price
3251
+ * - Weights are calculated by ACTUAL DOLLAR VALUE of each partial relative to total invested.
3252
+ * This correctly handles DCA entries that occur before or after partial closes.
3253
+ *
3254
+ * Cost basis is reconstructed by replaying the partial sequence via entryCountAtClose + percent:
3255
+ * costBasis = 0
3256
+ * for each partial[i]:
3257
+ * costBasis += (entryCountAtClose[i] - entryCountAtClose[i-1]) × $100
3258
+ * partialDollarValue[i] = (percent[i] / 100) × costBasis
3259
+ * weight[i] = partialDollarValue[i] / totalInvested
3260
+ * costBasis *= (1 - percent[i] / 100)
3261
+ *
3262
+ * Fee structure:
3263
+ * - Open fee: CC_PERCENT_FEE (charged once)
3264
+ * - Close fee: CC_PERCENT_FEE × weight × (closeWithSlip / openWithSlip) per partial/remaining
3215
3265
  *
3216
3266
  * @param signal - Closed signal with position details and optional partial history
3217
3267
  * @param priceClose - Actual close price at final exit
3218
3268
  * @returns PNL data with percentage and prices
3219
- *
3220
- * @example
3221
- * ```typescript
3222
- * // Signal without partial closes
3223
- * const pnl = toProfitLossDto(
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- * {
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- * position: "long",
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- * priceOpen: 100,
3227
- * },
3228
- * 110 // close at +10%
3229
- * );
3230
- * console.log(pnl.pnlPercentage); // ~9.6% (after slippage and fees)
3231
- *
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- * // Signal with partial closes
3233
- * const pnlPartial = toProfitLossDto(
3234
- * {
3235
- * position: "long",
3236
- * priceOpen: 100,
3237
- * _partial: [
3238
- * { type: "profit", percent: 30, price: 120 }, // +20% on 30%
3239
- * { type: "profit", percent: 40, price: 115 }, // +15% on 40%
3240
- * ],
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- * },
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- * 105 // final close at +5% for remaining 30%
3243
- * );
3244
- * // Weighted PNL = 30% × 20% + 40% × 15% + 30% × 5% = 6% + 6% + 1.5% = 13.5% (before fees)
3245
- * ```
3246
3269
  */
3247
3270
  const toProfitLossDto = (signal, priceClose) => {
3248
3271
  const priceOpen = getEffectivePriceOpen(signal);
@@ -3251,47 +3274,65 @@ const toProfitLossDto = (signal, priceClose) => {
3251
3274
  let totalWeightedPnl = 0;
3252
3275
  // Open fee is paid once for the whole position
3253
3276
  let totalFees = GLOBAL_CONFIG.CC_PERCENT_FEE;
3254
- // priceOpenWithSlippage is the same for all partials compute once
3255
- const priceOpenWithSlippage = signal.position === "long"
3256
- ? priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100)
3257
- : priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3277
+ // Total invested capital = number of DCA entries × $100 per entry
3278
+ const totalInvested = signal._entry ? signal._entry.length * 100 : 100;
3279
+ let closedDollarValue = 0;
3280
+ // Running cost basis replayed from entryCountAtClose + percent
3281
+ let costBasis = 0;
3258
3282
  // Calculate PNL for each partial close
3259
- for (const partial of signal._partial) {
3260
- const partialPercent = partial.percent;
3283
+ for (let i = 0; i < signal._partial.length; i++) {
3284
+ const partial = signal._partial[i];
3285
+ // Add DCA entries that existed at this partial but not at the previous one
3286
+ const prevCount = i === 0 ? 0 : signal._partial[i - 1].entryCountAtClose;
3287
+ const newEntryCount = partial.entryCountAtClose - prevCount;
3288
+ costBasis += newEntryCount * COST_BASIS_PER_ENTRY$2;
3289
+ // Real dollar value sold in this partial
3290
+ const partialDollarValue = (partial.percent / 100) * costBasis;
3291
+ // Weight relative to total invested capital
3292
+ const weight = partialDollarValue / totalInvested;
3293
+ closedDollarValue += partialDollarValue;
3294
+ // Reduce cost basis after close
3295
+ costBasis *= 1 - partial.percent / 100;
3296
+ // Use the effective entry price snapshot captured at the time of this partial close
3297
+ const priceOpenWithSlippage = signal.position === "long"
3298
+ ? partial.effectivePrice * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100)
3299
+ : partial.effectivePrice * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3261
3300
  const priceCloseWithSlippage = signal.position === "long"
3262
- ? partial.price * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100)
3263
- : partial.price * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3264
- // Calculate PNL for this partial
3301
+ ? partial.currentPrice * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100)
3302
+ : partial.currentPrice * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3265
3303
  const partialPnl = signal.position === "long"
3266
3304
  ? ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100
3267
3305
  : ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
3268
- // Weight by percentage of position closed
3269
- totalWeightedPnl += (partialPercent / 100) * partialPnl;
3270
- // Close fee is proportional to the size of this partial and adjusted for slippage
3271
- totalFees += GLOBAL_CONFIG.CC_PERCENT_FEE * (partialPercent / 100) * (priceCloseWithSlippage / priceOpenWithSlippage);
3272
- }
3273
- // Calculate PNL for remaining position (if any)
3274
- // Compute totalClosed from _partial array
3275
- const totalClosed = signal._partial.reduce((sum, p) => sum + p.percent, 0);
3276
- if (totalClosed > 100) {
3277
- throw new Error(`Partial closes exceed 100%: ${totalClosed}% (signal id: ${signal.id})`);
3278
- }
3279
- const remainingPercent = 100 - totalClosed;
3280
- if (remainingPercent > 0) {
3306
+ totalWeightedPnl += weight * partialPnl;
3307
+ // Close fee proportional to real dollar weight
3308
+ totalFees +=
3309
+ GLOBAL_CONFIG.CC_PERCENT_FEE *
3310
+ weight *
3311
+ (priceCloseWithSlippage / priceOpenWithSlippage);
3312
+ }
3313
+ if (closedDollarValue > totalInvested + 0.001) {
3314
+ throw new Error(`Partial closes dollar value (${closedDollarValue.toFixed(4)}) exceeds total invested (${totalInvested}) — signal id: ${signal.id}`);
3315
+ }
3316
+ // Remaining position
3317
+ const remainingDollarValue = totalInvested - closedDollarValue;
3318
+ const remainingWeight = remainingDollarValue / totalInvested;
3319
+ if (remainingWeight > 0) {
3320
+ // Use current effective price — reflects all DCA including post-partial entries
3321
+ const remainingOpenWithSlippage = signal.position === "long"
3322
+ ? priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100)
3323
+ : priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3281
3324
  const priceCloseWithSlippage = signal.position === "long"
3282
3325
  ? priceClose * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100)
3283
3326
  : priceClose * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3284
- // Calculate PNL for remaining
3285
3327
  const remainingPnl = signal.position === "long"
3286
- ? ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100
3287
- : ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
3288
- // Weight by remaining percentage
3289
- totalWeightedPnl += (remainingPercent / 100) * remainingPnl;
3290
- // Close fee is proportional to the remaining size and adjusted for slippage
3291
- totalFees += GLOBAL_CONFIG.CC_PERCENT_FEE * (remainingPercent / 100) * (priceCloseWithSlippage / priceOpenWithSlippage);
3328
+ ? ((priceCloseWithSlippage - remainingOpenWithSlippage) / remainingOpenWithSlippage) * 100
3329
+ : ((remainingOpenWithSlippage - priceCloseWithSlippage) / remainingOpenWithSlippage) * 100;
3330
+ totalWeightedPnl += remainingWeight * remainingPnl;
3331
+ totalFees +=
3332
+ GLOBAL_CONFIG.CC_PERCENT_FEE *
3333
+ remainingWeight *
3334
+ (priceCloseWithSlippage / remainingOpenWithSlippage);
3292
3335
  }
3293
- // Subtract total fees from weighted PNL
3294
- // totalFees = CC_PERCENT_FEE (open) + Σ CC_PERCENT_FEE × (partialPercent/100) × (closeWithSlip/openWithSlip)
3295
3336
  const pnlPercentage = totalWeightedPnl - totalFees;
3296
3337
  return {
3297
3338
  pnlPercentage,
@@ -3303,33 +3344,24 @@ const toProfitLossDto = (signal, priceClose) => {
3303
3344
  let priceOpenWithSlippage;
3304
3345
  let priceCloseWithSlippage;
3305
3346
  if (signal.position === "long") {
3306
- // LONG: покупаем дороже, продаем дешевле
3307
3347
  priceOpenWithSlippage = priceOpen * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3308
3348
  priceCloseWithSlippage = priceClose * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3309
3349
  }
3310
3350
  else {
3311
- // SHORT: продаем дешевле, покупаем дороже
3312
3351
  priceOpenWithSlippage = priceOpen * (1 - GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3313
3352
  priceCloseWithSlippage = priceClose * (1 + GLOBAL_CONFIG.CC_PERCENT_SLIPPAGE / 100);
3314
3353
  }
3315
- // Открытие: комиссия от цены входа; закрытие: комиссия от фактической цены выхода (с учётом slippage)
3316
- const totalFee = GLOBAL_CONFIG.CC_PERCENT_FEE * (1 + priceCloseWithSlippage / priceOpenWithSlippage);
3354
+ const totalFee = GLOBAL_CONFIG.CC_PERCENT_FEE *
3355
+ (1 + priceCloseWithSlippage / priceOpenWithSlippage);
3317
3356
  let pnlPercentage;
3318
3357
  if (signal.position === "long") {
3319
- // LONG: прибыль при росте цены
3320
3358
  pnlPercentage =
3321
- ((priceCloseWithSlippage - priceOpenWithSlippage) /
3322
- priceOpenWithSlippage) *
3323
- 100;
3359
+ ((priceCloseWithSlippage - priceOpenWithSlippage) / priceOpenWithSlippage) * 100;
3324
3360
  }
3325
3361
  else {
3326
- // SHORT: прибыль при падении цены
3327
3362
  pnlPercentage =
3328
- ((priceOpenWithSlippage - priceCloseWithSlippage) /
3329
- priceOpenWithSlippage) *
3330
- 100;
3363
+ ((priceOpenWithSlippage - priceCloseWithSlippage) / priceOpenWithSlippage) * 100;
3331
3364
  }
3332
- // Вычитаем комиссии
3333
3365
  pnlPercentage -= totalFee;
3334
3366
  return {
3335
3367
  pnlPercentage,
@@ -3385,6 +3417,54 @@ const toPlainString = (content) => {
3385
3417
  return text.trim();
3386
3418
  };
3387
3419
 
3420
+ const COST_BASIS_PER_ENTRY$1 = 100;
3421
+ /**
3422
+ * Returns the total closed state of a position using cost-basis replay.
3423
+ *
3424
+ * Correctly accounts for DCA entries added between partial closes via averageBuy().
3425
+ * Simple percent summation (sum of _partial[i].percent) is INCORRECT when averageBuy()
3426
+ * is called between partials — this function uses the same cost-basis replay as
3427
+ * toProfitLossDto to compute the true dollar-weighted closed fraction.
3428
+ *
3429
+ * Cost-basis replay:
3430
+ * costBasis = 0
3431
+ * for each partial[i]:
3432
+ * costBasis += (entryCountAtClose[i] - entryCountAtClose[i-1]) × $100
3433
+ * closedDollar += (percent[i] / 100) × costBasis
3434
+ * costBasis ×= (1 - percent[i] / 100)
3435
+ * // then add entries added AFTER the last partial
3436
+ * costBasis += (currentEntryCount - lastPartialEntryCount) × $100
3437
+ *
3438
+ * @param signal - Signal row with _partial and _entry arrays
3439
+ * @returns Object with totalClosedPercent (0–100+) and remainingCostBasis (dollar value still open)
3440
+ */
3441
+ const getTotalClosed = (signal) => {
3442
+ const partials = signal._partial ?? [];
3443
+ const currentEntryCount = signal._entry?.length ?? 1;
3444
+ const totalInvested = currentEntryCount * COST_BASIS_PER_ENTRY$1;
3445
+ if (partials.length === 0) {
3446
+ return {
3447
+ totalClosedPercent: 0,
3448
+ remainingCostBasis: totalInvested,
3449
+ };
3450
+ }
3451
+ let costBasis = 0;
3452
+ let closedDollarValue = 0;
3453
+ for (let i = 0; i < partials.length; i++) {
3454
+ const prevCount = i === 0 ? 0 : partials[i - 1].entryCountAtClose;
3455
+ costBasis += (partials[i].entryCountAtClose - prevCount) * COST_BASIS_PER_ENTRY$1;
3456
+ closedDollarValue += (partials[i].percent / 100) * costBasis;
3457
+ costBasis *= 1 - partials[i].percent / 100;
3458
+ }
3459
+ // Add entries added AFTER the last partial (not yet accounted for in the loop)
3460
+ const lastEntryCount = partials[partials.length - 1].entryCountAtClose;
3461
+ costBasis += (currentEntryCount - lastEntryCount) * COST_BASIS_PER_ENTRY$1;
3462
+ return {
3463
+ totalClosedPercent: totalInvested > 0 ? (closedDollarValue / totalInvested) * 100 : 0,
3464
+ remainingCostBasis: costBasis,
3465
+ };
3466
+ };
3467
+
3388
3468
  /**
3389
3469
  * Wraps a function to execute it outside of the current execution context if one exists.
3390
3470
  *
@@ -3427,6 +3507,19 @@ const beginTime = (run) => (...args) => {
3427
3507
  return fn();
3428
3508
  };
3429
3509
 
3510
+ /**
3511
+ * Retrieves the current timestamp for debugging purposes.
3512
+ * If an execution context is active (e.g., during a backtest), it returns the timestamp from the context to ensure consistency with the simulated time.
3513
+ * Can be empty (undefined) if not called from strategy async context, as it's intended for debugging and not critical for logic.
3514
+ * @return {number | undefined} The current timestamp in milliseconds from the execution context, or undefined if not available.
3515
+ */
3516
+ const getDebugTimestamp = () => {
3517
+ if (ExecutionContextService.hasContext()) {
3518
+ return bt.executionContextService.context.when.getTime();
3519
+ }
3520
+ return undefined;
3521
+ };
3522
+
3430
3523
  const INTERVAL_MINUTES$6 = {
3431
3524
  "1m": 1,
3432
3525
  "3m": 3,
@@ -3435,6 +3528,7 @@ const INTERVAL_MINUTES$6 = {
3435
3528
  "30m": 30,
3436
3529
  "1h": 60,
3437
3530
  };
3531
+ const COST_BASIS_PER_ENTRY = 100;
3438
3532
  /**
3439
3533
  * Mock value for scheduled signal pendingAt timestamp.
3440
3534
  * Used to indicate that the actual pendingAt will be set upon activation.
@@ -3690,8 +3784,8 @@ const PROCESS_COMMIT_QUEUE_FN = async (self, timestamp) => {
3690
3784
  const TO_PUBLIC_SIGNAL = (signal) => {
3691
3785
  const hasTrailingSL = "_trailingPriceStopLoss" in signal && signal._trailingPriceStopLoss !== undefined;
3692
3786
  const hasTrailingTP = "_trailingPriceTakeProfit" in signal && signal._trailingPriceTakeProfit !== undefined;
3693
- const partialExecuted = ("_partial" in signal && Array.isArray(signal._partial))
3694
- ? signal._partial.reduce((sum, partial) => sum + partial.percent, 0)
3787
+ const partialExecuted = "_partial" in signal
3788
+ ? getTotalClosed(signal).totalClosedPercent
3695
3789
  : 0;
3696
3790
  const totalEntries = ("_entry" in signal && Array.isArray(signal._entry))
3697
3791
  ? signal._entry.length
@@ -4036,7 +4130,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
4036
4130
  scheduledAt: currentTime,
4037
4131
  pendingAt: currentTime, // Для immediate signal оба времени одинаковые
4038
4132
  _isScheduled: false,
4039
- _entry: [{ price: signal.priceOpen }],
4133
+ _entry: [{ price: signal.priceOpen, debugTimestamp: currentTime }],
4040
4134
  };
4041
4135
  // Валидируем сигнал перед возвратом
4042
4136
  VALIDATE_SIGNAL_FN(signalRow, currentPrice, false);
@@ -4058,7 +4152,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
4058
4152
  scheduledAt: currentTime,
4059
4153
  pendingAt: SCHEDULED_SIGNAL_PENDING_MOCK, // Временно, обновится при активации
4060
4154
  _isScheduled: true,
4061
- _entry: [{ price: signal.priceOpen }],
4155
+ _entry: [{ price: signal.priceOpen, debugTimestamp: currentTime }],
4062
4156
  };
4063
4157
  // Валидируем сигнал перед возвратом
4064
4158
  VALIDATE_SIGNAL_FN(scheduledSignalRow, currentPrice, true);
@@ -4076,7 +4170,7 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
4076
4170
  scheduledAt: currentTime,
4077
4171
  pendingAt: currentTime, // Для immediate signal оба времени одинаковые
4078
4172
  _isScheduled: false,
4079
- _entry: [{ price: currentPrice }],
4173
+ _entry: [{ price: currentPrice, debugTimestamp: currentTime }],
4080
4174
  };
4081
4175
  // Валидируем сигнал перед возвратом
4082
4176
  VALIDATE_SIGNAL_FN(signalRow, currentPrice, false);
@@ -4150,37 +4244,39 @@ const PARTIAL_PROFIT_FN = (self, signal, percentToClose, currentPrice) => {
4150
4244
  // Initialize partial array if not present
4151
4245
  if (!signal._partial)
4152
4246
  signal._partial = [];
4153
- // Calculate current totals (computed values)
4154
- const tpClosed = signal._partial
4155
- .filter((p) => p.type === "profit")
4156
- .reduce((sum, p) => sum + p.percent, 0);
4157
- const slClosed = signal._partial
4158
- .filter((p) => p.type === "loss")
4159
- .reduce((sum, p) => sum + p.percent, 0);
4160
- const totalClosed = tpClosed + slClosed;
4161
- // Check if would exceed 100% total closed
4162
- const newTotalClosed = totalClosed + percentToClose;
4163
- if (newTotalClosed > 100) {
4164
- self.params.logger.warn("PARTIAL_PROFIT_FN: would exceed 100% closed, skipping", {
4247
+ // Check if would exceed 100% total closed (dollar-basis, DCA-aware)
4248
+ const { totalClosedPercent, remainingCostBasis } = getTotalClosed(signal);
4249
+ const totalInvested = (signal._entry?.length ?? 1) * COST_BASIS_PER_ENTRY;
4250
+ const newPartialDollar = (percentToClose / 100) * remainingCostBasis;
4251
+ const newTotalClosedDollar = (totalClosedPercent / 100) * totalInvested + newPartialDollar;
4252
+ if (newTotalClosedDollar > totalInvested) {
4253
+ self.params.logger.warn("PARTIAL_PROFIT_FN: would exceed 100% closed (dollar basis), skipping", {
4165
4254
  signalId: signal.id,
4166
- currentTotalClosed: totalClosed,
4255
+ totalClosedPercent,
4256
+ remainingCostBasis,
4167
4257
  percentToClose,
4168
- newTotalClosed,
4258
+ newPartialDollar,
4259
+ totalInvested,
4169
4260
  });
4170
4261
  return false;
4171
4262
  }
4263
+ // Capture effective entry price at the moment of partial close (for DCA-aware PNL)
4264
+ const effectivePrice = getEffectivePriceOpen(signal);
4265
+ const entryCountAtClose = signal._entry ? signal._entry.length : 1;
4172
4266
  // Add new partial close entry
4173
4267
  signal._partial.push({
4174
4268
  type: "profit",
4175
4269
  percent: percentToClose,
4176
- price: currentPrice,
4270
+ entryCountAtClose,
4271
+ currentPrice,
4272
+ debugTimestamp: getDebugTimestamp(),
4273
+ effectivePrice,
4177
4274
  });
4178
4275
  self.params.logger.info("PARTIAL_PROFIT_FN executed", {
4179
4276
  signalId: signal.id,
4180
4277
  percentClosed: percentToClose,
4181
- totalClosed: newTotalClosed,
4278
+ totalClosedPercent: totalClosedPercent + (newPartialDollar / totalInvested) * 100,
4182
4279
  currentPrice,
4183
- tpClosed: tpClosed + percentToClose,
4184
4280
  });
4185
4281
  return true;
4186
4282
  };
@@ -4188,37 +4284,39 @@ const PARTIAL_LOSS_FN = (self, signal, percentToClose, currentPrice) => {
4188
4284
  // Initialize partial array if not present
4189
4285
  if (!signal._partial)
4190
4286
  signal._partial = [];
4191
- // Calculate current totals (computed values)
4192
- const tpClosed = signal._partial
4193
- .filter((p) => p.type === "profit")
4194
- .reduce((sum, p) => sum + p.percent, 0);
4195
- const slClosed = signal._partial
4196
- .filter((p) => p.type === "loss")
4197
- .reduce((sum, p) => sum + p.percent, 0);
4198
- const totalClosed = tpClosed + slClosed;
4199
- // Check if would exceed 100% total closed
4200
- const newTotalClosed = totalClosed + percentToClose;
4201
- if (newTotalClosed > 100) {
4202
- self.params.logger.warn("PARTIAL_LOSS_FN: would exceed 100% closed, skipping", {
4287
+ // Check if would exceed 100% total closed (dollar-basis, DCA-aware)
4288
+ const { totalClosedPercent, remainingCostBasis } = getTotalClosed(signal);
4289
+ const totalInvested = (signal._entry?.length ?? 1) * COST_BASIS_PER_ENTRY;
4290
+ const newPartialDollar = (percentToClose / 100) * remainingCostBasis;
4291
+ const newTotalClosedDollar = (totalClosedPercent / 100) * totalInvested + newPartialDollar;
4292
+ if (newTotalClosedDollar > totalInvested) {
4293
+ self.params.logger.warn("PARTIAL_LOSS_FN: would exceed 100% closed (dollar basis), skipping", {
4203
4294
  signalId: signal.id,
4204
- currentTotalClosed: totalClosed,
4295
+ totalClosedPercent,
4296
+ remainingCostBasis,
4205
4297
  percentToClose,
4206
- newTotalClosed,
4298
+ newPartialDollar,
4299
+ totalInvested,
4207
4300
  });
4208
4301
  return false;
4209
4302
  }
4303
+ // Capture effective entry price at the moment of partial close (for DCA-aware PNL)
4304
+ const effectivePrice = getEffectivePriceOpen(signal);
4305
+ const entryCountAtClose = signal._entry ? signal._entry.length : 1;
4210
4306
  // Add new partial close entry
4211
4307
  signal._partial.push({
4212
4308
  type: "loss",
4213
4309
  percent: percentToClose,
4214
- price: currentPrice,
4310
+ currentPrice,
4311
+ entryCountAtClose,
4312
+ effectivePrice,
4313
+ debugTimestamp: getDebugTimestamp(),
4215
4314
  });
4216
4315
  self.params.logger.warn("PARTIAL_LOSS_FN executed", {
4217
4316
  signalId: signal.id,
4218
4317
  percentClosed: percentToClose,
4219
- totalClosed: newTotalClosed,
4318
+ totalClosedPercent: totalClosedPercent + (newPartialDollar / totalInvested) * 100,
4220
4319
  currentPrice,
4221
- slClosed: slClosed + percentToClose,
4222
4320
  });
4223
4321
  return true;
4224
4322
  };
@@ -4612,12 +4710,12 @@ const BREAKEVEN_FN = (self, signal, currentPrice) => {
4612
4710
  const AVERAGE_BUY_FN = (self, signal, currentPrice) => {
4613
4711
  // Ensure _entry is initialized (handles signals loaded from disk without _entry)
4614
4712
  if (!signal._entry || signal._entry.length === 0) {
4615
- signal._entry = [{ price: signal.priceOpen }];
4713
+ signal._entry = [{ price: signal.priceOpen, debugTimestamp: getDebugTimestamp() }];
4616
4714
  }
4617
4715
  const lastEntry = signal._entry[signal._entry.length - 1];
4618
4716
  if (signal.position === "long") {
4619
4717
  // LONG: averaging down = currentPrice must be strictly lower than last entry
4620
- if (currentPrice >= lastEntry.price) {
4718
+ if (!GLOBAL_CONFIG.CC_ENABLE_DCA_EVERYWHERE && currentPrice >= lastEntry.price) {
4621
4719
  self.params.logger.debug("AVERAGE_BUY_FN: rejected — currentPrice >= last entry (LONG)", {
4622
4720
  signalId: signal.id,
4623
4721
  position: signal.position,
@@ -4630,7 +4728,7 @@ const AVERAGE_BUY_FN = (self, signal, currentPrice) => {
4630
4728
  }
4631
4729
  else {
4632
4730
  // SHORT: averaging down = currentPrice must be strictly higher than last entry
4633
- if (currentPrice <= lastEntry.price) {
4731
+ if (!GLOBAL_CONFIG.CC_ENABLE_DCA_EVERYWHERE && currentPrice <= lastEntry.price) {
4634
4732
  self.params.logger.debug("AVERAGE_BUY_FN: rejected — currentPrice <= last entry (SHORT)", {
4635
4733
  signalId: signal.id,
4636
4734
  position: signal.position,
@@ -4641,7 +4739,7 @@ const AVERAGE_BUY_FN = (self, signal, currentPrice) => {
4641
4739
  return false;
4642
4740
  }
4643
4741
  }
4644
- signal._entry.push({ price: currentPrice });
4742
+ signal._entry.push({ price: currentPrice, debugTimestamp: getDebugTimestamp() });
4645
4743
  self.params.logger.info("AVERAGE_BUY_FN executed", {
4646
4744
  signalId: signal.id,
4647
4745
  position: signal.position,
@@ -6106,6 +6204,183 @@ class ClientStrategy {
6106
6204
  });
6107
6205
  return this._isStopped;
6108
6206
  }
6207
+ /**
6208
+ * Returns how much of the position is still held, as a percentage of totalInvested.
6209
+ *
6210
+ * Uses dollar-basis cost-basis replay (DCA-aware).
6211
+ * 100% means nothing was closed yet. Decreases with each partial close.
6212
+ *
6213
+ * Example: 1 entry $100, partialProfit(30%) → returns 70
6214
+ * Example: 2 entries $200, partialProfit(50%) → returns 50
6215
+ *
6216
+ * Returns 100 if no pending signal or no partial closes.
6217
+ *
6218
+ * @param symbol - Trading pair symbol
6219
+ * @returns Promise resolving to held percentage (0–100)
6220
+ */
6221
+ async getTotalPercentClosed(symbol) {
6222
+ this.params.logger.debug("ClientStrategy getTotalPercentClosed", { symbol });
6223
+ if (!this._pendingSignal) {
6224
+ return null;
6225
+ }
6226
+ const { totalClosedPercent } = getTotalClosed(this._pendingSignal);
6227
+ return 100 - totalClosedPercent;
6228
+ }
6229
+ /**
6230
+ * Returns how many dollars of cost basis are still held (not yet closed by partials).
6231
+ *
6232
+ * Equal to remainingCostBasis from getTotalClosed.
6233
+ * Full position open: equals totalInvested (entries × $100).
6234
+ * Decreases with each partial close, increases with each averageBuy().
6235
+ *
6236
+ * Example: 1 entry $100, no partials → returns 100
6237
+ * Example: 1 entry $100, partialProfit(30%) → returns 70
6238
+ * Example: 2 entries $200, partialProfit(50%) → returns 100
6239
+ *
6240
+ * Returns totalInvested if no pending signal or no partial closes.
6241
+ *
6242
+ * @param symbol - Trading pair symbol
6243
+ * @returns Promise resolving to held cost basis in dollars
6244
+ */
6245
+ async getTotalCostClosed(symbol) {
6246
+ this.params.logger.debug("ClientStrategy getTotalCostClosed", { symbol });
6247
+ if (!this._pendingSignal) {
6248
+ return null;
6249
+ }
6250
+ const { remainingCostBasis } = getTotalClosed(this._pendingSignal);
6251
+ return remainingCostBasis;
6252
+ }
6253
+ /**
6254
+ * Returns the effective (DCA-averaged) entry price for the current pending signal.
6255
+ *
6256
+ * This is the harmonic mean of all _entry prices, which is the correct
6257
+ * cost-basis price used in all PNL calculations.
6258
+ * With no DCA entries, equals the original priceOpen.
6259
+ *
6260
+ * Returns null if no pending signal exists.
6261
+ *
6262
+ * @param symbol - Trading pair symbol
6263
+ * @returns Promise resolving to effective entry price or null
6264
+ */
6265
+ async getPositionAveragePrice(symbol) {
6266
+ this.params.logger.debug("ClientStrategy getPositionAveragePrice", { symbol });
6267
+ if (!this._pendingSignal) {
6268
+ return null;
6269
+ }
6270
+ return getEffectivePriceOpen(this._pendingSignal);
6271
+ }
6272
+ /**
6273
+ * Returns the number of DCA entries made for the current pending signal.
6274
+ *
6275
+ * 1 = original entry only (no DCA).
6276
+ * Increases by 1 with each successful commitAverageBuy().
6277
+ *
6278
+ * Returns null if no pending signal exists.
6279
+ *
6280
+ * @param symbol - Trading pair symbol
6281
+ * @returns Promise resolving to entry count or null
6282
+ */
6283
+ async getPositionInvestedCount(symbol) {
6284
+ this.params.logger.debug("ClientStrategy getPositionInvestedCount", { symbol });
6285
+ if (!this._pendingSignal) {
6286
+ return null;
6287
+ }
6288
+ return this._pendingSignal._entry?.length ?? 1;
6289
+ }
6290
+ /**
6291
+ * Returns the total invested cost basis in dollars for the current pending signal.
6292
+ *
6293
+ * Equal to entryCount × $100 (COST_BASIS_PER_ENTRY).
6294
+ * 1 entry = $100, 2 entries = $200, etc.
6295
+ *
6296
+ * Returns null if no pending signal exists.
6297
+ *
6298
+ * @param symbol - Trading pair symbol
6299
+ * @returns Promise resolving to total invested cost in dollars or null
6300
+ */
6301
+ async getPositionInvestedCost(symbol) {
6302
+ this.params.logger.debug("ClientStrategy getPositionInvestedCost", { symbol });
6303
+ if (!this._pendingSignal) {
6304
+ return null;
6305
+ }
6306
+ return (this._pendingSignal._entry?.length ?? 1) * COST_BASIS_PER_ENTRY;
6307
+ }
6308
+ /**
6309
+ * Returns the unrealized PNL percentage for the current pending signal at currentPrice.
6310
+ *
6311
+ * Accounts for partial closes, DCA entries, slippage and fees
6312
+ * (delegates to toProfitLossDto).
6313
+ *
6314
+ * Returns null if no pending signal exists.
6315
+ *
6316
+ * @param symbol - Trading pair symbol
6317
+ * @param currentPrice - Current market price
6318
+ * @returns Promise resolving to pnlPercentage or null
6319
+ */
6320
+ async getPositionPnlPercent(symbol, currentPrice) {
6321
+ this.params.logger.debug("ClientStrategy getPositionPnlPercent", { symbol, currentPrice });
6322
+ if (!this._pendingSignal) {
6323
+ return null;
6324
+ }
6325
+ const pnl = toProfitLossDto(this._pendingSignal, currentPrice);
6326
+ return pnl.pnlPercentage;
6327
+ }
6328
+ /**
6329
+ * Returns the unrealized PNL in dollars for the current pending signal at currentPrice.
6330
+ *
6331
+ * Calculated as: pnlPercentage / 100 × totalInvestedCost
6332
+ * Accounts for partial closes, DCA entries, slippage and fees.
6333
+ *
6334
+ * Returns null if no pending signal exists.
6335
+ *
6336
+ * @param symbol - Trading pair symbol
6337
+ * @param currentPrice - Current market price
6338
+ * @returns Promise resolving to pnl in dollars or null
6339
+ */
6340
+ async getPositionPnlCost(symbol, currentPrice) {
6341
+ this.params.logger.debug("ClientStrategy getPositionPnlCost", { symbol, currentPrice });
6342
+ if (!this._pendingSignal) {
6343
+ return null;
6344
+ }
6345
+ const totalInvested = (this._pendingSignal._entry?.length ?? 1) * COST_BASIS_PER_ENTRY;
6346
+ const pnl = toProfitLossDto(this._pendingSignal, currentPrice);
6347
+ return (pnl.pnlPercentage / 100) * totalInvested;
6348
+ }
6349
+ /**
6350
+ * Returns the list of DCA entry prices for the current pending signal.
6351
+ *
6352
+ * The first element is always the original priceOpen (initial entry).
6353
+ * Each subsequent element is a price added by commitAverageBuy().
6354
+ *
6355
+ * Returns null if no pending signal exists.
6356
+ * Returns a single-element array [priceOpen] if no DCA entries were made.
6357
+ *
6358
+ * @param symbol - Trading pair symbol
6359
+ * @returns Promise resolving to array of entry prices or null
6360
+ *
6361
+ * @example
6362
+ * // No DCA: [43000]
6363
+ * // One DCA: [43000, 42000]
6364
+ * // Two DCA: [43000, 42000, 41500]
6365
+ */
6366
+ async getPositionLevels(symbol) {
6367
+ this.params.logger.debug("ClientStrategy getPositionLevels", { symbol });
6368
+ if (!this._pendingSignal) {
6369
+ return null;
6370
+ }
6371
+ const entries = this._pendingSignal._entry;
6372
+ if (!entries || entries.length === 0) {
6373
+ return [this._pendingSignal.priceOpen];
6374
+ }
6375
+ return entries.map((e) => e.price);
6376
+ }
6377
+ async getPositionPartials(symbol) {
6378
+ this.params.logger.debug("ClientStrategy getPositionPartials", { symbol });
6379
+ if (!this._pendingSignal) {
6380
+ return null;
6381
+ }
6382
+ return this._pendingSignal._partial ?? [];
6383
+ }
6109
6384
  /**
6110
6385
  * Performs a single tick of strategy execution.
6111
6386
  *
@@ -7566,14 +7841,6 @@ class ClientStrategy {
7566
7841
  if (typeof currentPrice !== "number" || !isFinite(currentPrice) || currentPrice <= 0) {
7567
7842
  throw new Error(`ClientStrategy averageBuy: currentPrice must be a positive finite number, got ${currentPrice}`);
7568
7843
  }
7569
- // Reject if any partial closes have already been executed
7570
- if (this._pendingSignal._partial && this._pendingSignal._partial.length > 0) {
7571
- this.params.logger.debug("ClientStrategy averageBuy: rejected — partial closes already executed", {
7572
- symbol,
7573
- partialCount: this._pendingSignal._partial.length,
7574
- });
7575
- return false;
7576
- }
7577
7844
  // Execute averaging logic
7578
7845
  const result = AVERAGE_BUY_FN(this, this._pendingSignal, currentPrice);
7579
7846
  if (!result) {
@@ -8252,6 +8519,108 @@ class StrategyConnectionService {
8252
8519
  const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8253
8520
  return await strategy.getPendingSignal(symbol);
8254
8521
  };
8522
+ /**
8523
+ * Returns the percentage of the position currently held (not closed).
8524
+ * 100 = nothing has been closed (full position), 0 = fully closed.
8525
+ * Correctly accounts for DCA entries between partial closes.
8526
+ *
8527
+ * @param backtest - Whether running in backtest mode
8528
+ * @param symbol - Trading pair symbol
8529
+ * @param context - Execution context with strategyName, exchangeName, frameName
8530
+ * @returns Promise<number> - held percentage (0–100)
8531
+ */
8532
+ this.getTotalPercentClosed = async (backtest, symbol, context) => {
8533
+ this.loggerService.log("strategyConnectionService getTotalPercentClosed", {
8534
+ symbol,
8535
+ context,
8536
+ backtest,
8537
+ });
8538
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8539
+ return await strategy.getTotalPercentClosed(symbol);
8540
+ };
8541
+ /**
8542
+ * Returns the cost basis in dollars of the position currently held (not closed).
8543
+ * Correctly accounts for DCA entries between partial closes.
8544
+ *
8545
+ * @param backtest - Whether running in backtest mode
8546
+ * @param symbol - Trading pair symbol
8547
+ * @param context - Execution context with strategyName, exchangeName, frameName
8548
+ * @returns Promise<number> - held cost basis in dollars
8549
+ */
8550
+ this.getTotalCostClosed = async (backtest, symbol, context) => {
8551
+ this.loggerService.log("strategyConnectionService getTotalCostClosed", {
8552
+ symbol,
8553
+ context,
8554
+ backtest,
8555
+ });
8556
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8557
+ return await strategy.getTotalCostClosed(symbol);
8558
+ };
8559
+ this.getPositionAveragePrice = async (backtest, symbol, context) => {
8560
+ this.loggerService.log("strategyConnectionService getPositionAveragePrice", {
8561
+ symbol,
8562
+ context,
8563
+ backtest,
8564
+ });
8565
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8566
+ return await strategy.getPositionAveragePrice(symbol);
8567
+ };
8568
+ this.getPositionInvestedCount = async (backtest, symbol, context) => {
8569
+ this.loggerService.log("strategyConnectionService getPositionInvestedCount", {
8570
+ symbol,
8571
+ context,
8572
+ backtest,
8573
+ });
8574
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8575
+ return await strategy.getPositionInvestedCount(symbol);
8576
+ };
8577
+ this.getPositionInvestedCost = async (backtest, symbol, context) => {
8578
+ this.loggerService.log("strategyConnectionService getPositionInvestedCost", {
8579
+ symbol,
8580
+ context,
8581
+ backtest,
8582
+ });
8583
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8584
+ return await strategy.getPositionInvestedCost(symbol);
8585
+ };
8586
+ this.getPositionPnlPercent = async (backtest, symbol, currentPrice, context) => {
8587
+ this.loggerService.log("strategyConnectionService getPositionPnlPercent", {
8588
+ symbol,
8589
+ currentPrice,
8590
+ context,
8591
+ backtest,
8592
+ });
8593
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8594
+ return await strategy.getPositionPnlPercent(symbol, currentPrice);
8595
+ };
8596
+ this.getPositionPnlCost = async (backtest, symbol, currentPrice, context) => {
8597
+ this.loggerService.log("strategyConnectionService getPositionPnlCost", {
8598
+ symbol,
8599
+ currentPrice,
8600
+ context,
8601
+ backtest,
8602
+ });
8603
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8604
+ return await strategy.getPositionPnlCost(symbol, currentPrice);
8605
+ };
8606
+ this.getPositionLevels = async (backtest, symbol, context) => {
8607
+ this.loggerService.log("strategyConnectionService getPositionLevels", {
8608
+ symbol,
8609
+ context,
8610
+ backtest,
8611
+ });
8612
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8613
+ return await strategy.getPositionLevels(symbol);
8614
+ };
8615
+ this.getPositionPartials = async (backtest, symbol, context) => {
8616
+ this.loggerService.log("strategyConnectionService getPositionPartials", {
8617
+ symbol,
8618
+ context,
8619
+ backtest,
8620
+ });
8621
+ const strategy = this.getStrategy(symbol, context.strategyName, context.exchangeName, context.frameName, backtest);
8622
+ return await strategy.getPositionPartials(symbol);
8623
+ };
8255
8624
  /**
8256
8625
  * Retrieves the currently active scheduled signal for the strategy.
8257
8626
  * If no scheduled signal exists, returns null.
@@ -11655,6 +12024,99 @@ class StrategyCoreService {
11655
12024
  await this.validate(context);
11656
12025
  return await this.strategyConnectionService.getPendingSignal(backtest, symbol, context);
11657
12026
  };
12027
+ /**
12028
+ * Returns the percentage of the position currently held (not closed).
12029
+ * 100 = nothing has been closed (full position), 0 = fully closed.
12030
+ * Correctly accounts for DCA entries between partial closes.
12031
+ *
12032
+ * @param backtest - Whether running in backtest mode
12033
+ * @param symbol - Trading pair symbol
12034
+ * @param context - Execution context with strategyName, exchangeName, frameName
12035
+ * @returns Promise<number> - held percentage (0–100)
12036
+ */
12037
+ this.getTotalPercentClosed = async (backtest, symbol, context) => {
12038
+ this.loggerService.log("strategyCoreService getTotalPercentClosed", {
12039
+ symbol,
12040
+ context,
12041
+ });
12042
+ await this.validate(context);
12043
+ return await this.strategyConnectionService.getTotalPercentClosed(backtest, symbol, context);
12044
+ };
12045
+ /**
12046
+ * Returns the cost basis in dollars of the position currently held (not closed).
12047
+ * Correctly accounts for DCA entries between partial closes.
12048
+ *
12049
+ * @param backtest - Whether running in backtest mode
12050
+ * @param symbol - Trading pair symbol
12051
+ * @param context - Execution context with strategyName, exchangeName, frameName
12052
+ * @returns Promise<number> - held cost basis in dollars
12053
+ */
12054
+ this.getTotalCostClosed = async (backtest, symbol, context) => {
12055
+ this.loggerService.log("strategyCoreService getTotalCostClosed", {
12056
+ symbol,
12057
+ context,
12058
+ });
12059
+ await this.validate(context);
12060
+ return await this.strategyConnectionService.getTotalCostClosed(backtest, symbol, context);
12061
+ };
12062
+ this.getPositionAveragePrice = async (backtest, symbol, context) => {
12063
+ this.loggerService.log("strategyCoreService getPositionAveragePrice", {
12064
+ symbol,
12065
+ context,
12066
+ });
12067
+ await this.validate(context);
12068
+ return await this.strategyConnectionService.getPositionAveragePrice(backtest, symbol, context);
12069
+ };
12070
+ this.getPositionInvestedCount = async (backtest, symbol, context) => {
12071
+ this.loggerService.log("strategyCoreService getPositionInvestedCount", {
12072
+ symbol,
12073
+ context,
12074
+ });
12075
+ await this.validate(context);
12076
+ return await this.strategyConnectionService.getPositionInvestedCount(backtest, symbol, context);
12077
+ };
12078
+ this.getPositionInvestedCost = async (backtest, symbol, context) => {
12079
+ this.loggerService.log("strategyCoreService getPositionInvestedCost", {
12080
+ symbol,
12081
+ context,
12082
+ });
12083
+ await this.validate(context);
12084
+ return await this.strategyConnectionService.getPositionInvestedCost(backtest, symbol, context);
12085
+ };
12086
+ this.getPositionPnlPercent = async (backtest, symbol, currentPrice, context) => {
12087
+ this.loggerService.log("strategyCoreService getPositionPnlPercent", {
12088
+ symbol,
12089
+ currentPrice,
12090
+ context,
12091
+ });
12092
+ await this.validate(context);
12093
+ return await this.strategyConnectionService.getPositionPnlPercent(backtest, symbol, currentPrice, context);
12094
+ };
12095
+ this.getPositionPnlCost = async (backtest, symbol, currentPrice, context) => {
12096
+ this.loggerService.log("strategyCoreService getPositionPnlCost", {
12097
+ symbol,
12098
+ currentPrice,
12099
+ context,
12100
+ });
12101
+ await this.validate(context);
12102
+ return await this.strategyConnectionService.getPositionPnlCost(backtest, symbol, currentPrice, context);
12103
+ };
12104
+ this.getPositionLevels = async (backtest, symbol, context) => {
12105
+ this.loggerService.log("strategyCoreService getPositionLevels", {
12106
+ symbol,
12107
+ context,
12108
+ });
12109
+ await this.validate(context);
12110
+ return await this.strategyConnectionService.getPositionLevels(backtest, symbol, context);
12111
+ };
12112
+ this.getPositionPartials = async (backtest, symbol, context) => {
12113
+ this.loggerService.log("strategyCoreService getPositionPartials", {
12114
+ symbol,
12115
+ context,
12116
+ });
12117
+ await this.validate(context);
12118
+ return await this.strategyConnectionService.getPositionPartials(backtest, symbol, context);
12119
+ };
11658
12120
  /**
11659
12121
  * Retrieves the currently active scheduled signal for the symbol.
11660
12122
  * If no scheduled signal exists, returns null.
@@ -28677,15 +29139,45 @@ async function getAggregatedTrades(symbol, limit) {
28677
29139
  return await bt.exchangeConnectionService.getAggregatedTrades(symbol, limit);
28678
29140
  }
28679
29141
 
29142
+ /**
29143
+ * Convert an absolute dollar amount to a percentage of the invested position cost.
29144
+ * Use the result as the `percent` argument to `commitPartialProfit` / `commitPartialLoss`.
29145
+ *
29146
+ * @param dollarAmount - Dollar value to close (e.g. 150)
29147
+ * @param investedCost - Total invested cost from `getPositionInvestedCost` (e.g. 300)
29148
+ * @returns Percentage of the position to close (0–100)
29149
+ *
29150
+ * @example
29151
+ * const percent = investedCostToPercent(150, 300); // 50
29152
+ * await commitPartialProfit("BTCUSDT", percent);
29153
+ */
29154
+ const investedCostToPercent = (dollarAmount, investedCost) => {
29155
+ return (dollarAmount / investedCost) * 100;
29156
+ };
29157
+
28680
29158
  const CANCEL_SCHEDULED_METHOD_NAME = "strategy.commitCancelScheduled";
28681
29159
  const CLOSE_PENDING_METHOD_NAME = "strategy.commitClosePending";
28682
29160
  const PARTIAL_PROFIT_METHOD_NAME = "strategy.commitPartialProfit";
28683
29161
  const PARTIAL_LOSS_METHOD_NAME = "strategy.commitPartialLoss";
29162
+ const PARTIAL_PROFIT_COST_METHOD_NAME = "strategy.commitPartialProfitCost";
29163
+ const PARTIAL_LOSS_COST_METHOD_NAME = "strategy.commitPartialLossCost";
28684
29164
  const TRAILING_STOP_METHOD_NAME = "strategy.commitTrailingStop";
28685
29165
  const TRAILING_PROFIT_METHOD_NAME = "strategy.commitTrailingTake";
28686
29166
  const BREAKEVEN_METHOD_NAME = "strategy.commitBreakeven";
28687
29167
  const ACTIVATE_SCHEDULED_METHOD_NAME = "strategy.commitActivateScheduled";
28688
29168
  const AVERAGE_BUY_METHOD_NAME = "strategy.commitAverageBuy";
29169
+ const GET_TOTAL_PERCENT_CLOSED_METHOD_NAME = "strategy.getTotalPercentClosed";
29170
+ const GET_TOTAL_COST_CLOSED_METHOD_NAME = "strategy.getTotalCostClosed";
29171
+ const GET_PENDING_SIGNAL_METHOD_NAME = "strategy.getPendingSignal";
29172
+ const GET_SCHEDULED_SIGNAL_METHOD_NAME = "strategy.getScheduledSignal";
29173
+ const GET_BREAKEVEN_METHOD_NAME = "strategy.getBreakeven";
29174
+ const GET_POSITION_AVERAGE_PRICE_METHOD_NAME = "strategy.getPositionAveragePrice";
29175
+ const GET_POSITION_INVESTED_COUNT_METHOD_NAME = "strategy.getPositionInvestedCount";
29176
+ const GET_POSITION_INVESTED_COST_METHOD_NAME = "strategy.getPositionInvestedCost";
29177
+ const GET_POSITION_PNL_PERCENT_METHOD_NAME = "strategy.getPositionPnlPercent";
29178
+ const GET_POSITION_PNL_COST_METHOD_NAME = "strategy.getPositionPnlCost";
29179
+ const GET_POSITION_LEVELS_METHOD_NAME = "strategy.getPositionLevels";
29180
+ const GET_POSITION_PARTIALS_METHOD_NAME = "strategy.getPositionPartials";
28689
29181
  /**
28690
29182
  * Cancels the scheduled signal without stopping the strategy.
28691
29183
  *
@@ -29077,6 +29569,372 @@ async function commitAverageBuy(symbol) {
29077
29569
  const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29078
29570
  return await bt.strategyCoreService.averageBuy(isBacktest, symbol, currentPrice, { exchangeName, frameName, strategyName });
29079
29571
  }
29572
+ /**
29573
+ * Returns the percentage of the position currently held (not closed).
29574
+ * 100 = nothing has been closed (full position), 0 = fully closed.
29575
+ * Correctly accounts for DCA entries between partial closes.
29576
+ *
29577
+ * Automatically detects backtest/live mode from execution context.
29578
+ *
29579
+ * @param symbol - Trading pair symbol
29580
+ * @returns Promise<number> - held percentage (0–100)
29581
+ *
29582
+ * @example
29583
+ * ```typescript
29584
+ * import { getTotalPercentClosed } from "backtest-kit";
29585
+ *
29586
+ * const heldPct = await getTotalPercentClosed("BTCUSDT");
29587
+ * console.log(`Holding ${heldPct}% of position`);
29588
+ * ```
29589
+ */
29590
+ async function getTotalPercentClosed(symbol) {
29591
+ bt.loggerService.info(GET_TOTAL_PERCENT_CLOSED_METHOD_NAME, {
29592
+ symbol,
29593
+ });
29594
+ if (!ExecutionContextService.hasContext()) {
29595
+ throw new Error("getTotalPercentClosed requires an execution context");
29596
+ }
29597
+ if (!MethodContextService.hasContext()) {
29598
+ throw new Error("getTotalPercentClosed requires a method context");
29599
+ }
29600
+ const { backtest: isBacktest } = bt.executionContextService.context;
29601
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29602
+ return await bt.strategyCoreService.getTotalPercentClosed(isBacktest, symbol, { exchangeName, frameName, strategyName });
29603
+ }
29604
+ /**
29605
+ * Returns the cost basis in dollars of the position currently held (not closed).
29606
+ * Correctly accounts for DCA entries between partial closes.
29607
+ *
29608
+ * Automatically detects backtest/live mode from execution context.
29609
+ *
29610
+ * @param symbol - Trading pair symbol
29611
+ * @returns Promise<number> - held cost basis in dollars
29612
+ *
29613
+ * @example
29614
+ * ```typescript
29615
+ * import { getTotalCostClosed } from "backtest-kit";
29616
+ *
29617
+ * const heldCost = await getTotalCostClosed("BTCUSDT");
29618
+ * console.log(`Holding $${heldCost} of position`);
29619
+ * ```
29620
+ */
29621
+ async function getTotalCostClosed(symbol) {
29622
+ bt.loggerService.info(GET_TOTAL_COST_CLOSED_METHOD_NAME, {
29623
+ symbol,
29624
+ });
29625
+ if (!ExecutionContextService.hasContext()) {
29626
+ throw new Error("getTotalCostClosed requires an execution context");
29627
+ }
29628
+ if (!MethodContextService.hasContext()) {
29629
+ throw new Error("getTotalCostClosed requires a method context");
29630
+ }
29631
+ const { backtest: isBacktest } = bt.executionContextService.context;
29632
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29633
+ return await bt.strategyCoreService.getTotalCostClosed(isBacktest, symbol, { exchangeName, frameName, strategyName });
29634
+ }
29635
+ /**
29636
+ * Returns the currently active pending signal for the strategy.
29637
+ * If no active signal exists, returns null.
29638
+ *
29639
+ * Automatically detects backtest/live mode from execution context.
29640
+ *
29641
+ * @param symbol - Trading pair symbol
29642
+ * @returns Promise resolving to pending signal or null
29643
+ *
29644
+ * @example
29645
+ * ```typescript
29646
+ * import { getPendingSignal } from "backtest-kit";
29647
+ *
29648
+ * const pending = await getPendingSignal("BTCUSDT");
29649
+ * if (pending) {
29650
+ * console.log("Active signal:", pending.id);
29651
+ * }
29652
+ * ```
29653
+ */
29654
+ async function getPendingSignal(symbol) {
29655
+ bt.loggerService.info(GET_PENDING_SIGNAL_METHOD_NAME, {
29656
+ symbol,
29657
+ });
29658
+ if (!ExecutionContextService.hasContext()) {
29659
+ throw new Error("getPendingSignal requires an execution context");
29660
+ }
29661
+ if (!MethodContextService.hasContext()) {
29662
+ throw new Error("getPendingSignal requires a method context");
29663
+ }
29664
+ const { backtest: isBacktest } = bt.executionContextService.context;
29665
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29666
+ return await bt.strategyCoreService.getPendingSignal(isBacktest, symbol, { exchangeName, frameName, strategyName });
29667
+ }
29668
+ /**
29669
+ * Returns the currently active scheduled signal for the strategy.
29670
+ * If no scheduled signal exists, returns null.
29671
+ *
29672
+ * Automatically detects backtest/live mode from execution context.
29673
+ *
29674
+ * @param symbol - Trading pair symbol
29675
+ * @returns Promise resolving to scheduled signal or null
29676
+ *
29677
+ * @example
29678
+ * ```typescript
29679
+ * import { getScheduledSignal } from "backtest-kit";
29680
+ *
29681
+ * const scheduled = await getScheduledSignal("BTCUSDT");
29682
+ * if (scheduled) {
29683
+ * console.log("Scheduled signal:", scheduled.id);
29684
+ * }
29685
+ * ```
29686
+ */
29687
+ async function getScheduledSignal(symbol) {
29688
+ bt.loggerService.info(GET_SCHEDULED_SIGNAL_METHOD_NAME, {
29689
+ symbol,
29690
+ });
29691
+ if (!ExecutionContextService.hasContext()) {
29692
+ throw new Error("getScheduledSignal requires an execution context");
29693
+ }
29694
+ if (!MethodContextService.hasContext()) {
29695
+ throw new Error("getScheduledSignal requires a method context");
29696
+ }
29697
+ const { backtest: isBacktest } = bt.executionContextService.context;
29698
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29699
+ return await bt.strategyCoreService.getScheduledSignal(isBacktest, symbol, { exchangeName, frameName, strategyName });
29700
+ }
29701
+ /**
29702
+ * Checks if breakeven threshold has been reached for the current pending signal.
29703
+ *
29704
+ * Returns true if price has moved far enough in profit direction to cover
29705
+ * transaction costs. Threshold is calculated as: (CC_PERCENT_SLIPPAGE + CC_PERCENT_FEE) * 2
29706
+ *
29707
+ * Automatically detects backtest/live mode from execution context.
29708
+ *
29709
+ * @param symbol - Trading pair symbol
29710
+ * @param currentPrice - Current market price to check against threshold
29711
+ * @returns Promise<boolean> - true if breakeven threshold reached, false otherwise
29712
+ *
29713
+ * @example
29714
+ * ```typescript
29715
+ * import { getBreakeven, getAveragePrice } from "backtest-kit";
29716
+ *
29717
+ * const price = await getAveragePrice("BTCUSDT");
29718
+ * const canBreakeven = await getBreakeven("BTCUSDT", price);
29719
+ * if (canBreakeven) {
29720
+ * console.log("Breakeven available");
29721
+ * }
29722
+ * ```
29723
+ */
29724
+ async function getBreakeven(symbol, currentPrice) {
29725
+ bt.loggerService.info(GET_BREAKEVEN_METHOD_NAME, {
29726
+ symbol,
29727
+ currentPrice,
29728
+ });
29729
+ if (!ExecutionContextService.hasContext()) {
29730
+ throw new Error("getBreakeven requires an execution context");
29731
+ }
29732
+ if (!MethodContextService.hasContext()) {
29733
+ throw new Error("getBreakeven requires a method context");
29734
+ }
29735
+ const { backtest: isBacktest } = bt.executionContextService.context;
29736
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29737
+ return await bt.strategyCoreService.getBreakeven(isBacktest, symbol, currentPrice, { exchangeName, frameName, strategyName });
29738
+ }
29739
+ async function getPositionAveragePrice(symbol) {
29740
+ bt.loggerService.info(GET_POSITION_AVERAGE_PRICE_METHOD_NAME, { symbol });
29741
+ if (!ExecutionContextService.hasContext()) {
29742
+ throw new Error("getPositionAveragePrice requires an execution context");
29743
+ }
29744
+ if (!MethodContextService.hasContext()) {
29745
+ throw new Error("getPositionAveragePrice requires a method context");
29746
+ }
29747
+ const { backtest: isBacktest } = bt.executionContextService.context;
29748
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29749
+ return await bt.strategyCoreService.getPositionAveragePrice(isBacktest, symbol, { exchangeName, frameName, strategyName });
29750
+ }
29751
+ async function getPositionInvestedCount(symbol) {
29752
+ bt.loggerService.info(GET_POSITION_INVESTED_COUNT_METHOD_NAME, { symbol });
29753
+ if (!ExecutionContextService.hasContext()) {
29754
+ throw new Error("getPositionInvestedCount requires an execution context");
29755
+ }
29756
+ if (!MethodContextService.hasContext()) {
29757
+ throw new Error("getPositionInvestedCount requires a method context");
29758
+ }
29759
+ const { backtest: isBacktest } = bt.executionContextService.context;
29760
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29761
+ return await bt.strategyCoreService.getPositionInvestedCount(isBacktest, symbol, { exchangeName, frameName, strategyName });
29762
+ }
29763
+ async function getPositionInvestedCost(symbol) {
29764
+ bt.loggerService.info(GET_POSITION_INVESTED_COST_METHOD_NAME, { symbol });
29765
+ if (!ExecutionContextService.hasContext()) {
29766
+ throw new Error("getPositionInvestedCost requires an execution context");
29767
+ }
29768
+ if (!MethodContextService.hasContext()) {
29769
+ throw new Error("getPositionInvestedCost requires a method context");
29770
+ }
29771
+ const { backtest: isBacktest } = bt.executionContextService.context;
29772
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29773
+ return await bt.strategyCoreService.getPositionInvestedCost(isBacktest, symbol, { exchangeName, frameName, strategyName });
29774
+ }
29775
+ async function getPositionPnlPercent(symbol) {
29776
+ bt.loggerService.info(GET_POSITION_PNL_PERCENT_METHOD_NAME, { symbol });
29777
+ if (!ExecutionContextService.hasContext()) {
29778
+ throw new Error("getPositionPnlPercent requires an execution context");
29779
+ }
29780
+ if (!MethodContextService.hasContext()) {
29781
+ throw new Error("getPositionPnlPercent requires a method context");
29782
+ }
29783
+ const currentPrice = await getAveragePrice(symbol);
29784
+ const { backtest: isBacktest } = bt.executionContextService.context;
29785
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29786
+ return await bt.strategyCoreService.getPositionPnlPercent(isBacktest, symbol, currentPrice, { exchangeName, frameName, strategyName });
29787
+ }
29788
+ /**
29789
+ * Executes partial close at profit level by absolute dollar amount (moving toward TP).
29790
+ *
29791
+ * Convenience wrapper around commitPartialProfit that converts a dollar amount
29792
+ * to a percentage of the invested position cost automatically.
29793
+ * Price must be moving toward take profit (in profit direction).
29794
+ *
29795
+ * Automatically detects backtest/live mode from execution context.
29796
+ * Automatically fetches current price via getAveragePrice.
29797
+ *
29798
+ * @param symbol - Trading pair symbol
29799
+ * @param dollarAmount - Dollar value of position to close (e.g. 150 closes $150 worth)
29800
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
29801
+ *
29802
+ * @throws Error if currentPrice is not in profit direction:
29803
+ * - LONG: currentPrice must be > priceOpen
29804
+ * - SHORT: currentPrice must be < priceOpen
29805
+ *
29806
+ * @example
29807
+ * ```typescript
29808
+ * import { commitPartialProfitCost } from "backtest-kit";
29809
+ *
29810
+ * // Close $150 of a $300 position (50%) at profit
29811
+ * const success = await commitPartialProfitCost("BTCUSDT", 150);
29812
+ * if (success) {
29813
+ * console.log('Partial profit executed');
29814
+ * }
29815
+ * ```
29816
+ */
29817
+ async function commitPartialProfitCost(symbol, dollarAmount) {
29818
+ bt.loggerService.info(PARTIAL_PROFIT_COST_METHOD_NAME, { symbol, dollarAmount });
29819
+ if (!ExecutionContextService.hasContext()) {
29820
+ throw new Error("commitPartialProfitCost requires an execution context");
29821
+ }
29822
+ if (!MethodContextService.hasContext()) {
29823
+ throw new Error("commitPartialProfitCost requires a method context");
29824
+ }
29825
+ const currentPrice = await getAveragePrice(symbol);
29826
+ const { backtest: isBacktest } = bt.executionContextService.context;
29827
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29828
+ const investedCost = await bt.strategyCoreService.getPositionInvestedCost(isBacktest, symbol, { exchangeName, frameName, strategyName });
29829
+ if (investedCost === null)
29830
+ return false;
29831
+ const percentToClose = investedCostToPercent(dollarAmount, investedCost);
29832
+ return await bt.strategyCoreService.partialProfit(isBacktest, symbol, percentToClose, currentPrice, { exchangeName, frameName, strategyName });
29833
+ }
29834
+ /**
29835
+ * Executes partial close at loss level by absolute dollar amount (moving toward SL).
29836
+ *
29837
+ * Convenience wrapper around commitPartialLoss that converts a dollar amount
29838
+ * to a percentage of the invested position cost automatically.
29839
+ * Price must be moving toward stop loss (in loss direction).
29840
+ *
29841
+ * Automatically detects backtest/live mode from execution context.
29842
+ * Automatically fetches current price via getAveragePrice.
29843
+ *
29844
+ * @param symbol - Trading pair symbol
29845
+ * @param dollarAmount - Dollar value of position to close (e.g. 100 closes $100 worth)
29846
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
29847
+ *
29848
+ * @throws Error if currentPrice is not in loss direction:
29849
+ * - LONG: currentPrice must be < priceOpen
29850
+ * - SHORT: currentPrice must be > priceOpen
29851
+ *
29852
+ * @example
29853
+ * ```typescript
29854
+ * import { commitPartialLossCost } from "backtest-kit";
29855
+ *
29856
+ * // Close $100 of a $300 position (~33%) at loss
29857
+ * const success = await commitPartialLossCost("BTCUSDT", 100);
29858
+ * if (success) {
29859
+ * console.log('Partial loss executed');
29860
+ * }
29861
+ * ```
29862
+ */
29863
+ async function commitPartialLossCost(symbol, dollarAmount) {
29864
+ bt.loggerService.info(PARTIAL_LOSS_COST_METHOD_NAME, { symbol, dollarAmount });
29865
+ if (!ExecutionContextService.hasContext()) {
29866
+ throw new Error("commitPartialLossCost requires an execution context");
29867
+ }
29868
+ if (!MethodContextService.hasContext()) {
29869
+ throw new Error("commitPartialLossCost requires a method context");
29870
+ }
29871
+ const currentPrice = await getAveragePrice(symbol);
29872
+ const { backtest: isBacktest } = bt.executionContextService.context;
29873
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29874
+ const investedCost = await bt.strategyCoreService.getPositionInvestedCost(isBacktest, symbol, { exchangeName, frameName, strategyName });
29875
+ if (investedCost === null)
29876
+ return false;
29877
+ const percentToClose = investedCostToPercent(dollarAmount, investedCost);
29878
+ return await bt.strategyCoreService.partialLoss(isBacktest, symbol, percentToClose, currentPrice, { exchangeName, frameName, strategyName });
29879
+ }
29880
+ async function getPositionPnlCost(symbol) {
29881
+ bt.loggerService.info(GET_POSITION_PNL_COST_METHOD_NAME, { symbol });
29882
+ if (!ExecutionContextService.hasContext()) {
29883
+ throw new Error("getPositionPnlCost requires an execution context");
29884
+ }
29885
+ if (!MethodContextService.hasContext()) {
29886
+ throw new Error("getPositionPnlCost requires a method context");
29887
+ }
29888
+ const currentPrice = await getAveragePrice(symbol);
29889
+ const { backtest: isBacktest } = bt.executionContextService.context;
29890
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29891
+ return await bt.strategyCoreService.getPositionPnlCost(isBacktest, symbol, currentPrice, { exchangeName, frameName, strategyName });
29892
+ }
29893
+ /**
29894
+ * Returns the list of DCA entry prices for the current pending signal.
29895
+ *
29896
+ * The first element is always the original priceOpen (initial entry).
29897
+ * Each subsequent element is a price added by commitAverageBuy().
29898
+ *
29899
+ * Returns null if no pending signal exists.
29900
+ * Returns a single-element array [priceOpen] if no DCA entries were made.
29901
+ *
29902
+ * @param symbol - Trading pair symbol
29903
+ * @returns Promise resolving to array of entry prices or null
29904
+ *
29905
+ * @example
29906
+ * ```typescript
29907
+ * import { getPositionLevels } from "backtest-kit";
29908
+ *
29909
+ * const levels = await getPositionLevels("BTCUSDT");
29910
+ * // No DCA: [43000]
29911
+ * // One DCA: [43000, 42000]
29912
+ * ```
29913
+ */
29914
+ async function getPositionLevels(symbol) {
29915
+ bt.loggerService.info(GET_POSITION_LEVELS_METHOD_NAME, { symbol });
29916
+ if (!ExecutionContextService.hasContext()) {
29917
+ throw new Error("getPositionLevels requires an execution context");
29918
+ }
29919
+ if (!MethodContextService.hasContext()) {
29920
+ throw new Error("getPositionLevels requires a method context");
29921
+ }
29922
+ const { backtest: isBacktest } = bt.executionContextService.context;
29923
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29924
+ return await bt.strategyCoreService.getPositionLevels(isBacktest, symbol, { exchangeName, frameName, strategyName });
29925
+ }
29926
+ async function getPositionPartials(symbol) {
29927
+ bt.loggerService.info(GET_POSITION_PARTIALS_METHOD_NAME, { symbol });
29928
+ if (!ExecutionContextService.hasContext()) {
29929
+ throw new Error("getPositionPartials requires an execution context");
29930
+ }
29931
+ if (!MethodContextService.hasContext()) {
29932
+ throw new Error("getPositionPartials requires a method context");
29933
+ }
29934
+ const { backtest: isBacktest } = bt.executionContextService.context;
29935
+ const { exchangeName, frameName, strategyName } = bt.methodContextService.context;
29936
+ return await bt.strategyCoreService.getPositionPartials(isBacktest, symbol, { exchangeName, frameName, strategyName });
29937
+ }
29080
29938
 
29081
29939
  const STOP_STRATEGY_METHOD_NAME = "control.stopStrategy";
29082
29940
  /**
@@ -30264,13 +31122,24 @@ const BACKTEST_METHOD_NAME_DUMP = "BacktestUtils.dump";
30264
31122
  const BACKTEST_METHOD_NAME_TASK = "BacktestUtils.task";
30265
31123
  const BACKTEST_METHOD_NAME_GET_STATUS = "BacktestUtils.getStatus";
30266
31124
  const BACKTEST_METHOD_NAME_GET_PENDING_SIGNAL = "BacktestUtils.getPendingSignal";
31125
+ const BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED = "BacktestUtils.getTotalPercentClosed";
31126
+ const BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED = "BacktestUtils.getTotalCostClosed";
30267
31127
  const BACKTEST_METHOD_NAME_GET_SCHEDULED_SIGNAL = "BacktestUtils.getScheduledSignal";
30268
31128
  const BACKTEST_METHOD_NAME_GET_BREAKEVEN = "BacktestUtils.getBreakeven";
31129
+ const BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE = "BacktestUtils.getPositionAveragePrice";
31130
+ const BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT = "BacktestUtils.getPositionInvestedCount";
31131
+ const BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST = "BacktestUtils.getPositionInvestedCost";
31132
+ const BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT = "BacktestUtils.getPositionPnlPercent";
31133
+ const BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST = "BacktestUtils.getPositionPnlCost";
31134
+ const BACKTEST_METHOD_NAME_GET_POSITION_LEVELS = "BacktestUtils.getPositionLevels";
31135
+ const BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS = "BacktestUtils.getPositionPartials";
30269
31136
  const BACKTEST_METHOD_NAME_BREAKEVEN = "Backtest.commitBreakeven";
30270
31137
  const BACKTEST_METHOD_NAME_CANCEL_SCHEDULED = "Backtest.commitCancelScheduled";
30271
31138
  const BACKTEST_METHOD_NAME_CLOSE_PENDING = "Backtest.commitClosePending";
30272
31139
  const BACKTEST_METHOD_NAME_PARTIAL_PROFIT = "BacktestUtils.commitPartialProfit";
30273
31140
  const BACKTEST_METHOD_NAME_PARTIAL_LOSS = "BacktestUtils.commitPartialLoss";
31141
+ const BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST = "BacktestUtils.commitPartialProfitCost";
31142
+ const BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST = "BacktestUtils.commitPartialLossCost";
30274
31143
  const BACKTEST_METHOD_NAME_TRAILING_STOP = "BacktestUtils.commitTrailingStop";
30275
31144
  const BACKTEST_METHOD_NAME_TRAILING_PROFIT = "BacktestUtils.commitTrailingTake";
30276
31145
  const BACKTEST_METHOD_NAME_ACTIVATE_SCHEDULED = "Backtest.commitActivateScheduled";
@@ -30665,6 +31534,71 @@ class BacktestUtils {
30665
31534
  }
30666
31535
  return await bt.strategyCoreService.getPendingSignal(true, symbol, context);
30667
31536
  };
31537
+ /**
31538
+ * Returns the percentage of the position currently held (not closed).
31539
+ * 100 = nothing has been closed (full position), 0 = fully closed.
31540
+ * Correctly accounts for DCA entries between partial closes.
31541
+ *
31542
+ * @param symbol - Trading pair symbol
31543
+ * @param context - Context with strategyName, exchangeName, frameName
31544
+ * @returns Promise<number> - held percentage (0–100)
31545
+ *
31546
+ * @example
31547
+ * ```typescript
31548
+ * const heldPct = await Backtest.getTotalPercentClosed("BTCUSDT", { strategyName, exchangeName, frameName });
31549
+ * console.log(`Holding ${heldPct}% of position`);
31550
+ * ```
31551
+ */
31552
+ this.getTotalPercentClosed = async (symbol, context) => {
31553
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED, {
31554
+ symbol,
31555
+ context,
31556
+ });
31557
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED);
31558
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED);
31559
+ {
31560
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31561
+ riskName &&
31562
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED);
31563
+ riskList &&
31564
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED));
31565
+ actions &&
31566
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED));
31567
+ }
31568
+ return await bt.strategyCoreService.getTotalPercentClosed(true, symbol, context);
31569
+ };
31570
+ /**
31571
+ * Returns the cost basis in dollars of the position currently held (not closed).
31572
+ * Correctly accounts for DCA entries between partial closes.
31573
+ *
31574
+ * @param symbol - Trading pair symbol
31575
+ * @param context - Context with strategyName, exchangeName, frameName
31576
+ * @returns Promise<number> - held cost basis in dollars
31577
+ *
31578
+ * @example
31579
+ * ```typescript
31580
+ * const heldCost = await Backtest.getTotalCostClosed("BTCUSDT", { strategyName, exchangeName, frameName });
31581
+ * console.log(`Holding $${heldCost} of position`);
31582
+ * ```
31583
+ */
31584
+ this.getTotalCostClosed = async (symbol, context) => {
31585
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED, {
31586
+ symbol,
31587
+ context,
31588
+ });
31589
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED);
31590
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED);
31591
+ {
31592
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31593
+ riskName &&
31594
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED);
31595
+ riskList &&
31596
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED));
31597
+ actions &&
31598
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_TOTAL_COST_CLOSED));
31599
+ }
31600
+ return await bt.strategyCoreService.getTotalCostClosed(true, symbol, context);
31601
+ };
30668
31602
  /**
30669
31603
  * Retrieves the currently active scheduled signal for the strategy.
30670
31604
  * If no scheduled signal exists, returns null.
@@ -30742,6 +31676,134 @@ class BacktestUtils {
30742
31676
  }
30743
31677
  return await bt.strategyCoreService.getBreakeven(true, symbol, currentPrice, context);
30744
31678
  };
31679
+ this.getPositionAveragePrice = async (symbol, context) => {
31680
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE, {
31681
+ symbol,
31682
+ context,
31683
+ });
31684
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE);
31685
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE);
31686
+ {
31687
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31688
+ riskName &&
31689
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE);
31690
+ riskList &&
31691
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE));
31692
+ actions &&
31693
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_AVERAGE_PRICE));
31694
+ }
31695
+ return await bt.strategyCoreService.getPositionAveragePrice(true, symbol, context);
31696
+ };
31697
+ this.getPositionInvestedCount = async (symbol, context) => {
31698
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT, {
31699
+ symbol,
31700
+ context,
31701
+ });
31702
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT);
31703
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT);
31704
+ {
31705
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31706
+ riskName &&
31707
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT);
31708
+ riskList &&
31709
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT));
31710
+ actions &&
31711
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COUNT));
31712
+ }
31713
+ return await bt.strategyCoreService.getPositionInvestedCount(true, symbol, context);
31714
+ };
31715
+ this.getPositionInvestedCost = async (symbol, context) => {
31716
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST, {
31717
+ symbol,
31718
+ context,
31719
+ });
31720
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST);
31721
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST);
31722
+ {
31723
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31724
+ riskName &&
31725
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST);
31726
+ riskList &&
31727
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST));
31728
+ actions &&
31729
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_INVESTED_COST));
31730
+ }
31731
+ return await bt.strategyCoreService.getPositionInvestedCost(true, symbol, context);
31732
+ };
31733
+ this.getPositionPnlPercent = async (symbol, currentPrice, context) => {
31734
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT, {
31735
+ symbol,
31736
+ currentPrice,
31737
+ context,
31738
+ });
31739
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT);
31740
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT);
31741
+ {
31742
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31743
+ riskName &&
31744
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT);
31745
+ riskList &&
31746
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT));
31747
+ actions &&
31748
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_PERCENT));
31749
+ }
31750
+ return await bt.strategyCoreService.getPositionPnlPercent(true, symbol, currentPrice, context);
31751
+ };
31752
+ this.getPositionPnlCost = async (symbol, currentPrice, context) => {
31753
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST, {
31754
+ symbol,
31755
+ currentPrice,
31756
+ context,
31757
+ });
31758
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST);
31759
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST);
31760
+ {
31761
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31762
+ riskName &&
31763
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST);
31764
+ riskList &&
31765
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST));
31766
+ actions &&
31767
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_PNL_COST));
31768
+ }
31769
+ return await bt.strategyCoreService.getPositionPnlCost(true, symbol, currentPrice, context);
31770
+ };
31771
+ this.getPositionLevels = async (symbol, context) => {
31772
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_LEVELS, {
31773
+ symbol,
31774
+ context,
31775
+ });
31776
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_LEVELS);
31777
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_LEVELS);
31778
+ {
31779
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31780
+ riskName &&
31781
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_LEVELS);
31782
+ riskList &&
31783
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_LEVELS));
31784
+ actions &&
31785
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_LEVELS));
31786
+ }
31787
+ return await bt.strategyCoreService.getPositionLevels(true, symbol, context);
31788
+ };
31789
+ this.getPositionPartials = async (symbol, context) => {
31790
+ bt.loggerService.info(BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS, {
31791
+ symbol,
31792
+ context,
31793
+ });
31794
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS);
31795
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS);
31796
+ {
31797
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
31798
+ riskName &&
31799
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS);
31800
+ riskList &&
31801
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS));
31802
+ actions &&
31803
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_GET_POSITION_PARTIALS));
31804
+ }
31805
+ return await bt.strategyCoreService.getPositionPartials(true, symbol, context);
31806
+ };
30745
31807
  /**
30746
31808
  * Stops the strategy from generating new signals.
30747
31809
  *
@@ -30963,6 +32025,114 @@ class BacktestUtils {
30963
32025
  }
30964
32026
  return await bt.strategyCoreService.partialLoss(true, symbol, percentToClose, currentPrice, context);
30965
32027
  };
32028
+ /**
32029
+ * Executes partial close at profit level by absolute dollar amount (moving toward TP).
32030
+ *
32031
+ * Convenience wrapper around commitPartialProfit that converts a dollar amount
32032
+ * to a percentage of the invested position cost automatically.
32033
+ * Price must be moving toward take profit (in profit direction).
32034
+ *
32035
+ * @param symbol - Trading pair symbol
32036
+ * @param dollarAmount - Dollar value of position to close (e.g. 150 closes $150 worth)
32037
+ * @param currentPrice - Current market price for this partial close
32038
+ * @param context - Execution context with strategyName, exchangeName, and frameName
32039
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
32040
+ *
32041
+ * @throws Error if currentPrice is not in profit direction:
32042
+ * - LONG: currentPrice must be > priceOpen
32043
+ * - SHORT: currentPrice must be < priceOpen
32044
+ *
32045
+ * @example
32046
+ * ```typescript
32047
+ * // Close $150 of a $300 position (50%) at profit
32048
+ * const success = await Backtest.commitPartialProfitCost("BTCUSDT", 150, 45000, {
32049
+ * exchangeName: "binance",
32050
+ * frameName: "frame1",
32051
+ * strategyName: "my-strategy"
32052
+ * });
32053
+ * if (success) {
32054
+ * console.log('Partial profit executed');
32055
+ * }
32056
+ * ```
32057
+ */
32058
+ this.commitPartialProfitCost = async (symbol, dollarAmount, currentPrice, context) => {
32059
+ bt.loggerService.info(BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST, {
32060
+ symbol,
32061
+ dollarAmount,
32062
+ currentPrice,
32063
+ context,
32064
+ });
32065
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST);
32066
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST);
32067
+ {
32068
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
32069
+ riskName &&
32070
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST);
32071
+ riskList &&
32072
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST));
32073
+ actions &&
32074
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_PARTIAL_PROFIT_COST));
32075
+ }
32076
+ const investedCost = await bt.strategyCoreService.getPositionInvestedCost(true, symbol, context);
32077
+ if (investedCost === null)
32078
+ return false;
32079
+ const percentToClose = (dollarAmount / investedCost) * 100;
32080
+ return await bt.strategyCoreService.partialProfit(true, symbol, percentToClose, currentPrice, context);
32081
+ };
32082
+ /**
32083
+ * Executes partial close at loss level by absolute dollar amount (moving toward SL).
32084
+ *
32085
+ * Convenience wrapper around commitPartialLoss that converts a dollar amount
32086
+ * to a percentage of the invested position cost automatically.
32087
+ * Price must be moving toward stop loss (in loss direction).
32088
+ *
32089
+ * @param symbol - Trading pair symbol
32090
+ * @param dollarAmount - Dollar value of position to close (e.g. 100 closes $100 worth)
32091
+ * @param currentPrice - Current market price for this partial close
32092
+ * @param context - Execution context with strategyName, exchangeName, and frameName
32093
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
32094
+ *
32095
+ * @throws Error if currentPrice is not in loss direction:
32096
+ * - LONG: currentPrice must be < priceOpen
32097
+ * - SHORT: currentPrice must be > priceOpen
32098
+ *
32099
+ * @example
32100
+ * ```typescript
32101
+ * // Close $100 of a $300 position (~33%) at loss
32102
+ * const success = await Backtest.commitPartialLossCost("BTCUSDT", 100, 38000, {
32103
+ * exchangeName: "binance",
32104
+ * frameName: "frame1",
32105
+ * strategyName: "my-strategy"
32106
+ * });
32107
+ * if (success) {
32108
+ * console.log('Partial loss executed');
32109
+ * }
32110
+ * ```
32111
+ */
32112
+ this.commitPartialLossCost = async (symbol, dollarAmount, currentPrice, context) => {
32113
+ bt.loggerService.info(BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST, {
32114
+ symbol,
32115
+ dollarAmount,
32116
+ currentPrice,
32117
+ context,
32118
+ });
32119
+ bt.strategyValidationService.validate(context.strategyName, BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST);
32120
+ bt.exchangeValidationService.validate(context.exchangeName, BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST);
32121
+ {
32122
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
32123
+ riskName &&
32124
+ bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST);
32125
+ riskList &&
32126
+ riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST));
32127
+ actions &&
32128
+ actions.forEach((actionName) => bt.actionValidationService.validate(actionName, BACKTEST_METHOD_NAME_PARTIAL_LOSS_COST));
32129
+ }
32130
+ const investedCost = await bt.strategyCoreService.getPositionInvestedCost(true, symbol, context);
32131
+ if (investedCost === null)
32132
+ return false;
32133
+ const percentToClose = (dollarAmount / investedCost) * 100;
32134
+ return await bt.strategyCoreService.partialLoss(true, symbol, percentToClose, currentPrice, context);
32135
+ };
30966
32136
  /**
30967
32137
  * Adjusts the trailing stop-loss distance for an active pending signal.
30968
32138
  *
@@ -31380,13 +32550,24 @@ const LIVE_METHOD_NAME_DUMP = "LiveUtils.dump";
31380
32550
  const LIVE_METHOD_NAME_TASK = "LiveUtils.task";
31381
32551
  const LIVE_METHOD_NAME_GET_STATUS = "LiveUtils.getStatus";
31382
32552
  const LIVE_METHOD_NAME_GET_PENDING_SIGNAL = "LiveUtils.getPendingSignal";
32553
+ const LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED = "LiveUtils.getTotalPercentClosed";
32554
+ const LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED = "LiveUtils.getTotalCostClosed";
31383
32555
  const LIVE_METHOD_NAME_GET_SCHEDULED_SIGNAL = "LiveUtils.getScheduledSignal";
31384
32556
  const LIVE_METHOD_NAME_GET_BREAKEVEN = "LiveUtils.getBreakeven";
32557
+ const LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE = "LiveUtils.getPositionAveragePrice";
32558
+ const LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT = "LiveUtils.getPositionInvestedCount";
32559
+ const LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST = "LiveUtils.getPositionInvestedCost";
32560
+ const LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT = "LiveUtils.getPositionPnlPercent";
32561
+ const LIVE_METHOD_NAME_GET_POSITION_PNL_COST = "LiveUtils.getPositionPnlCost";
32562
+ const LIVE_METHOD_NAME_GET_POSITION_LEVELS = "LiveUtils.getPositionLevels";
32563
+ const LIVE_METHOD_NAME_GET_POSITION_PARTIALS = "LiveUtils.getPositionPartials";
31385
32564
  const LIVE_METHOD_NAME_BREAKEVEN = "Live.commitBreakeven";
31386
32565
  const LIVE_METHOD_NAME_CANCEL_SCHEDULED = "Live.cancelScheduled";
31387
32566
  const LIVE_METHOD_NAME_CLOSE_PENDING = "Live.closePending";
31388
32567
  const LIVE_METHOD_NAME_PARTIAL_PROFIT = "LiveUtils.commitPartialProfit";
31389
32568
  const LIVE_METHOD_NAME_PARTIAL_LOSS = "LiveUtils.commitPartialLoss";
32569
+ const LIVE_METHOD_NAME_PARTIAL_PROFIT_COST = "LiveUtils.commitPartialProfitCost";
32570
+ const LIVE_METHOD_NAME_PARTIAL_LOSS_COST = "LiveUtils.commitPartialLossCost";
31390
32571
  const LIVE_METHOD_NAME_TRAILING_STOP = "LiveUtils.commitTrailingStop";
31391
32572
  const LIVE_METHOD_NAME_TRAILING_PROFIT = "LiveUtils.commitTrailingTake";
31392
32573
  const LIVE_METHOD_NAME_ACTIVATE_SCHEDULED = "Live.commitActivateScheduled";
@@ -31750,6 +32931,73 @@ class LiveUtils {
31750
32931
  frameName: "",
31751
32932
  });
31752
32933
  };
32934
+ /**
32935
+ * Returns the percentage of the position currently held (not closed).
32936
+ * 100 = nothing has been closed (full position), 0 = fully closed.
32937
+ * Correctly accounts for DCA entries between partial closes.
32938
+ *
32939
+ * @param symbol - Trading pair symbol
32940
+ * @param context - Context with strategyName and exchangeName
32941
+ * @returns Promise<number> - held percentage (0–100)
32942
+ *
32943
+ * @example
32944
+ * ```typescript
32945
+ * const heldPct = await Live.getTotalPercentClosed("BTCUSDT", { strategyName, exchangeName });
32946
+ * console.log(`Holding ${heldPct}% of position`);
32947
+ * ```
32948
+ */
32949
+ this.getTotalPercentClosed = async (symbol, context) => {
32950
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED, {
32951
+ symbol,
32952
+ context,
32953
+ });
32954
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED);
32955
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED);
32956
+ {
32957
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
32958
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED);
32959
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED));
32960
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_TOTAL_PERCENT_CLOSED));
32961
+ }
32962
+ return await bt.strategyCoreService.getTotalPercentClosed(false, symbol, {
32963
+ strategyName: context.strategyName,
32964
+ exchangeName: context.exchangeName,
32965
+ frameName: "",
32966
+ });
32967
+ };
32968
+ /**
32969
+ * Returns the cost basis in dollars of the position currently held (not closed).
32970
+ * Correctly accounts for DCA entries between partial closes.
32971
+ *
32972
+ * @param symbol - Trading pair symbol
32973
+ * @param context - Context with strategyName and exchangeName
32974
+ * @returns Promise<number> - held cost basis in dollars
32975
+ *
32976
+ * @example
32977
+ * ```typescript
32978
+ * const heldCost = await Live.getTotalCostClosed("BTCUSDT", { strategyName, exchangeName });
32979
+ * console.log(`Holding $${heldCost} of position`);
32980
+ * ```
32981
+ */
32982
+ this.getTotalCostClosed = async (symbol, context) => {
32983
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED, {
32984
+ symbol,
32985
+ context,
32986
+ });
32987
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED);
32988
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED);
32989
+ {
32990
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
32991
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED);
32992
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED));
32993
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_TOTAL_COST_CLOSED));
32994
+ }
32995
+ return await bt.strategyCoreService.getTotalCostClosed(false, symbol, {
32996
+ strategyName: context.strategyName,
32997
+ exchangeName: context.exchangeName,
32998
+ frameName: "",
32999
+ });
33000
+ };
31753
33001
  /**
31754
33002
  * Retrieves the currently active scheduled signal for the strategy.
31755
33003
  * If no scheduled signal exists, returns null.
@@ -31828,6 +33076,118 @@ class LiveUtils {
31828
33076
  frameName: "",
31829
33077
  });
31830
33078
  };
33079
+ this.getPositionAveragePrice = async (symbol, context) => {
33080
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE, { symbol, context });
33081
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE);
33082
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE);
33083
+ {
33084
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33085
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE);
33086
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE));
33087
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_AVERAGE_PRICE));
33088
+ }
33089
+ return await bt.strategyCoreService.getPositionAveragePrice(false, symbol, {
33090
+ strategyName: context.strategyName,
33091
+ exchangeName: context.exchangeName,
33092
+ frameName: "",
33093
+ });
33094
+ };
33095
+ this.getPositionInvestedCount = async (symbol, context) => {
33096
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT, { symbol, context });
33097
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT);
33098
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT);
33099
+ {
33100
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33101
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT);
33102
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT));
33103
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COUNT));
33104
+ }
33105
+ return await bt.strategyCoreService.getPositionInvestedCount(false, symbol, {
33106
+ strategyName: context.strategyName,
33107
+ exchangeName: context.exchangeName,
33108
+ frameName: "",
33109
+ });
33110
+ };
33111
+ this.getPositionInvestedCost = async (symbol, context) => {
33112
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST, { symbol, context });
33113
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST);
33114
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST);
33115
+ {
33116
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33117
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST);
33118
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST));
33119
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_INVESTED_COST));
33120
+ }
33121
+ return await bt.strategyCoreService.getPositionInvestedCost(false, symbol, {
33122
+ strategyName: context.strategyName,
33123
+ exchangeName: context.exchangeName,
33124
+ frameName: "",
33125
+ });
33126
+ };
33127
+ this.getPositionPnlPercent = async (symbol, currentPrice, context) => {
33128
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT, { symbol, currentPrice, context });
33129
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT);
33130
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT);
33131
+ {
33132
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33133
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT);
33134
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT));
33135
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_PNL_PERCENT));
33136
+ }
33137
+ return await bt.strategyCoreService.getPositionPnlPercent(false, symbol, currentPrice, {
33138
+ strategyName: context.strategyName,
33139
+ exchangeName: context.exchangeName,
33140
+ frameName: "",
33141
+ });
33142
+ };
33143
+ this.getPositionPnlCost = async (symbol, currentPrice, context) => {
33144
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_PNL_COST, { symbol, currentPrice, context });
33145
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_PNL_COST);
33146
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_PNL_COST);
33147
+ {
33148
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33149
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_PNL_COST);
33150
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_PNL_COST));
33151
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_PNL_COST));
33152
+ }
33153
+ return await bt.strategyCoreService.getPositionPnlCost(false, symbol, currentPrice, {
33154
+ strategyName: context.strategyName,
33155
+ exchangeName: context.exchangeName,
33156
+ frameName: "",
33157
+ });
33158
+ };
33159
+ this.getPositionLevels = async (symbol, context) => {
33160
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_LEVELS, { symbol, context });
33161
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_LEVELS);
33162
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_LEVELS);
33163
+ {
33164
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33165
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_LEVELS);
33166
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_LEVELS));
33167
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_LEVELS));
33168
+ }
33169
+ return await bt.strategyCoreService.getPositionLevels(false, symbol, {
33170
+ strategyName: context.strategyName,
33171
+ exchangeName: context.exchangeName,
33172
+ frameName: "",
33173
+ });
33174
+ };
33175
+ this.getPositionPartials = async (symbol, context) => {
33176
+ bt.loggerService.info(LIVE_METHOD_NAME_GET_POSITION_PARTIALS, { symbol, context });
33177
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_GET_POSITION_PARTIALS);
33178
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_GET_POSITION_PARTIALS);
33179
+ {
33180
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33181
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_PARTIALS);
33182
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_GET_POSITION_PARTIALS));
33183
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_GET_POSITION_PARTIALS));
33184
+ }
33185
+ return await bt.strategyCoreService.getPositionPartials(false, symbol, {
33186
+ strategyName: context.strategyName,
33187
+ exchangeName: context.exchangeName,
33188
+ frameName: "",
33189
+ });
33190
+ };
31831
33191
  /**
31832
33192
  * Stops the strategy from generating new signals.
31833
33193
  *
@@ -32046,6 +33406,112 @@ class LiveUtils {
32046
33406
  frameName: "",
32047
33407
  });
32048
33408
  };
33409
+ /**
33410
+ * Executes partial close at profit level by absolute dollar amount (moving toward TP).
33411
+ *
33412
+ * Convenience wrapper around commitPartialProfit that converts a dollar amount
33413
+ * to a percentage of the invested position cost automatically.
33414
+ * Price must be moving toward take profit (in profit direction).
33415
+ *
33416
+ * @param symbol - Trading pair symbol
33417
+ * @param dollarAmount - Dollar value of position to close (e.g. 150 closes $150 worth)
33418
+ * @param currentPrice - Current market price for this partial close
33419
+ * @param context - Execution context with strategyName and exchangeName
33420
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
33421
+ *
33422
+ * @throws Error if currentPrice is not in profit direction:
33423
+ * - LONG: currentPrice must be > priceOpen
33424
+ * - SHORT: currentPrice must be < priceOpen
33425
+ *
33426
+ * @example
33427
+ * ```typescript
33428
+ * // Close $150 of a $300 position (50%) at profit
33429
+ * const success = await Live.commitPartialProfitCost("BTCUSDT", 150, 45000, {
33430
+ * exchangeName: "binance",
33431
+ * strategyName: "my-strategy"
33432
+ * });
33433
+ * if (success) {
33434
+ * console.log('Partial profit executed');
33435
+ * }
33436
+ * ```
33437
+ */
33438
+ this.commitPartialProfitCost = async (symbol, dollarAmount, currentPrice, context) => {
33439
+ bt.loggerService.info(LIVE_METHOD_NAME_PARTIAL_PROFIT_COST, { symbol, dollarAmount, currentPrice, context });
33440
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_PARTIAL_PROFIT_COST);
33441
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_PARTIAL_PROFIT_COST);
33442
+ {
33443
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33444
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_PARTIAL_PROFIT_COST);
33445
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_PARTIAL_PROFIT_COST));
33446
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_PARTIAL_PROFIT_COST));
33447
+ }
33448
+ const investedCost = await bt.strategyCoreService.getPositionInvestedCost(false, symbol, {
33449
+ strategyName: context.strategyName,
33450
+ exchangeName: context.exchangeName,
33451
+ frameName: "",
33452
+ });
33453
+ if (investedCost === null)
33454
+ return false;
33455
+ const percentToClose = (dollarAmount / investedCost) * 100;
33456
+ return await bt.strategyCoreService.partialProfit(false, symbol, percentToClose, currentPrice, {
33457
+ strategyName: context.strategyName,
33458
+ exchangeName: context.exchangeName,
33459
+ frameName: "",
33460
+ });
33461
+ };
33462
+ /**
33463
+ * Executes partial close at loss level by absolute dollar amount (moving toward SL).
33464
+ *
33465
+ * Convenience wrapper around commitPartialLoss that converts a dollar amount
33466
+ * to a percentage of the invested position cost automatically.
33467
+ * Price must be moving toward stop loss (in loss direction).
33468
+ *
33469
+ * @param symbol - Trading pair symbol
33470
+ * @param dollarAmount - Dollar value of position to close (e.g. 100 closes $100 worth)
33471
+ * @param currentPrice - Current market price for this partial close
33472
+ * @param context - Execution context with strategyName and exchangeName
33473
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
33474
+ *
33475
+ * @throws Error if currentPrice is not in loss direction:
33476
+ * - LONG: currentPrice must be < priceOpen
33477
+ * - SHORT: currentPrice must be > priceOpen
33478
+ *
33479
+ * @example
33480
+ * ```typescript
33481
+ * // Close $100 of a $300 position (~33%) at loss
33482
+ * const success = await Live.commitPartialLossCost("BTCUSDT", 100, 38000, {
33483
+ * exchangeName: "binance",
33484
+ * strategyName: "my-strategy"
33485
+ * });
33486
+ * if (success) {
33487
+ * console.log('Partial loss executed');
33488
+ * }
33489
+ * ```
33490
+ */
33491
+ this.commitPartialLossCost = async (symbol, dollarAmount, currentPrice, context) => {
33492
+ bt.loggerService.info(LIVE_METHOD_NAME_PARTIAL_LOSS_COST, { symbol, dollarAmount, currentPrice, context });
33493
+ bt.strategyValidationService.validate(context.strategyName, LIVE_METHOD_NAME_PARTIAL_LOSS_COST);
33494
+ bt.exchangeValidationService.validate(context.exchangeName, LIVE_METHOD_NAME_PARTIAL_LOSS_COST);
33495
+ {
33496
+ const { riskName, riskList, actions } = bt.strategySchemaService.get(context.strategyName);
33497
+ riskName && bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_PARTIAL_LOSS_COST);
33498
+ riskList && riskList.forEach((riskName) => bt.riskValidationService.validate(riskName, LIVE_METHOD_NAME_PARTIAL_LOSS_COST));
33499
+ actions && actions.forEach((actionName) => bt.actionValidationService.validate(actionName, LIVE_METHOD_NAME_PARTIAL_LOSS_COST));
33500
+ }
33501
+ const investedCost = await bt.strategyCoreService.getPositionInvestedCost(false, symbol, {
33502
+ strategyName: context.strategyName,
33503
+ exchangeName: context.exchangeName,
33504
+ frameName: "",
33505
+ });
33506
+ if (investedCost === null)
33507
+ return false;
33508
+ const percentToClose = (dollarAmount / investedCost) * 100;
33509
+ return await bt.strategyCoreService.partialLoss(false, symbol, percentToClose, currentPrice, {
33510
+ strategyName: context.strategyName,
33511
+ exchangeName: context.exchangeName,
33512
+ frameName: "",
33513
+ });
33514
+ };
32049
33515
  /**
32050
33516
  * Adjusts the trailing stop-loss distance for an active pending signal.
32051
33517
  *
@@ -39566,4 +41032,25 @@ const set = (object, path, value) => {
39566
41032
  }
39567
41033
  };
39568
41034
 
39569
- export { ActionBase, Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Log, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, NotificationBacktest, NotificationLive, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Storage, StorageBacktest, StorageLive, Strategy, Walker, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, dumpMessages, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, 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, shutdown, stopStrategy, validate, waitForCandle, warmCandles };
41035
+ /**
41036
+ * Calculate the percentage difference between two numbers.
41037
+ * @param {number} a - The first number.
41038
+ * @param {number} b - The second number.
41039
+ * @returns {number} The percentage difference between the two numbers.
41040
+ */
41041
+ const percentDiff = (a = 1, b = 2) => {
41042
+ const result = 100 / (Math.min(a, b) / Math.max(a, b)) - 100;
41043
+ return Number.isFinite(result) ? result : 100;
41044
+ };
41045
+
41046
+ /**
41047
+ * Calculate the percentage change from yesterday's value to today's value.
41048
+ * @param {number} yesterdayValue - The value from yesterday.
41049
+ * @param {number} todayValue - The value from today.
41050
+ * @returns {number} The percentage change from yesterday to today.
41051
+ */
41052
+ const percentValue = (yesterdayValue, todayValue) => {
41053
+ return yesterdayValue / todayValue - 1;
41054
+ };
41055
+
41056
+ export { ActionBase, Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Log, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, NotificationBacktest, NotificationLive, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Storage, StorageBacktest, StorageLive, Strategy, Walker, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitTrailingStop, commitTrailingTake, dumpMessages, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionAveragePrice, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasTradeContext, investedCostToPercent, 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, percentDiff, percentValue, roundTicks, set, setColumns, setConfig, setLogger, shutdown, stopStrategy, toProfitLossDto, validate, waitForCandle, warmCandles };