backtest-kit 3.7.1 → 3.8.0

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "3.7.1",
+  "version": "3.8.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1958,7 +1958,7 @@ interface ISignalRow extends ISignalDto {
         /** Percentage of position closed (0-100) */
         percent: number;
         /** Price at which this partial was executed */
-        price: number;
+        currentPrice: number;
         /** Debug only timestamp in milliseconds */
         debugTimestamp?: number;
         /**
@@ -2611,6 +2611,33 @@ interface IStrategy {
      * @returns Promise resolving to held cost basis in dollars
      */
     getTotalCostClosed: (symbol: string) => Promise<number | null>;
+    /**
+     * Returns the effective (DCA-averaged) entry price for the current pending signal.
+     * Returns null if no pending signal exists.
+     */
+    getPositionAveragePrice: (symbol: string) => Promise<number | null>;
+    /**
+     * Returns the number of DCA entries for the current pending signal.
+     * 1 = original entry only. Returns null if no pending signal exists.
+     */
+    getPositionInvestedCount: (symbol: string) => Promise<number | null>;
+    /**
+     * Returns the total invested cost basis in dollars (entryCount × $100).
+     * Returns null if no pending signal exists.
+     */
+    getPositionInvestedCost: (symbol: string) => Promise<number | null>;
+    /**
+     * Returns the unrealized PNL percentage at currentPrice.
+     * Accounts for partial closes, DCA entries, slippage and fees.
+     * Returns null if no pending signal exists.
+     */
+    getPositionPnlPercent: (symbol: string, currentPrice: number) => Promise<number | null>;
+    /**
+     * Returns the unrealized PNL in dollars at currentPrice.
+     * Calculated as: pnlPercentage / 100 × totalInvestedCost.
+     * Returns null if no pending signal exists.
+     */
+    getPositionPnlCost: (symbol: string, currentPrice: number) => Promise<number | null>;
     /**
      * Fast backtest using historical candles.
      * Iterates through candles, calculates VWAP, checks TP/SL on each candle.
@@ -4354,6 +4381,101 @@ declare function getScheduledSignal(symbol: string): Promise<IScheduledSignalRow
  * ```
  */
 declare function getBreakeven(symbol: string, currentPrice: number): Promise<boolean>;
+declare function getPositionAveragePrice(symbol: string): Promise<number | null>;
+declare function getPositionInvestedCount(symbol: string): Promise<number | null>;
+declare function getPositionInvestedCost(symbol: string): Promise<number | null>;
+declare function getPositionPnlPercent(symbol: string): Promise<number | null>;
+/**
+ * Executes partial close at profit level by absolute dollar amount (moving toward TP).
+ *
+ * Convenience wrapper around commitPartialProfit that converts a dollar amount
+ * to a percentage of the invested position cost automatically.
+ * Price must be moving toward take profit (in profit direction).
+ *
+ * Automatically detects backtest/live mode from execution context.
+ * Automatically fetches current price via getAveragePrice.
+ *
+ * @param symbol - Trading pair symbol
+ * @param dollarAmount - Dollar value of position to close (e.g. 150 closes $150 worth)
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
+ *
+ * @throws Error if currentPrice is not in profit direction:
+ *   - LONG: currentPrice must be > priceOpen
+ *   - SHORT: currentPrice must be < priceOpen
+ *
+ * @example
+ * ```typescript
+ * import { commitPartialProfitCost } from "backtest-kit";
+ *
+ * // Close $150 of a $300 position (50%) at profit
+ * const success = await commitPartialProfitCost("BTCUSDT", 150);
+ * if (success) {
+ *   console.log('Partial profit executed');
+ * }
+ * ```
+ */
+declare function commitPartialProfitCost(symbol: string, dollarAmount: number): Promise<boolean>;
+/**
+ * Executes partial close at loss level by absolute dollar amount (moving toward SL).
+ *
+ * Convenience wrapper around commitPartialLoss that converts a dollar amount
+ * to a percentage of the invested position cost automatically.
+ * Price must be moving toward stop loss (in loss direction).
+ *
+ * Automatically detects backtest/live mode from execution context.
+ * Automatically fetches current price via getAveragePrice.
+ *
+ * @param symbol - Trading pair symbol
+ * @param dollarAmount - Dollar value of position to close (e.g. 100 closes $100 worth)
+ * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
+ *
+ * @throws Error if currentPrice is not in loss direction:
+ *   - LONG: currentPrice must be < priceOpen
+ *   - SHORT: currentPrice must be > priceOpen
+ *
+ * @example
+ * ```typescript
+ * import { commitPartialLossCost } from "backtest-kit";
+ *
+ * // Close $100 of a $300 position (~33%) at loss
+ * const success = await commitPartialLossCost("BTCUSDT", 100);
+ * if (success) {
+ *   console.log('Partial loss executed');
+ * }
+ * ```
+ */
+declare function commitPartialLossCost(symbol: string, dollarAmount: number): Promise<boolean>;
+declare function getPositionPnlCost(symbol: string): Promise<number | null>;
+/**
+ * Returns the list of DCA entry prices for the current pending signal.
+ *
+ * The first element is always the original priceOpen (initial entry).
+ * Each subsequent element is a price added by commitAverageBuy().
+ *
+ * Returns null if no pending signal exists.
+ * Returns a single-element array [priceOpen] if no DCA entries were made.
+ *
+ * @param symbol - Trading pair symbol
+ * @returns Promise resolving to array of entry prices or null
+ *
+ * @example
+ * ```typescript
+ * import { getPositionLevels } from "backtest-kit";
+ *
+ * const levels = await getPositionLevels("BTCUSDT");
+ * // No DCA: [43000]
+ * // One DCA: [43000, 42000]
+ * ```
+ */
+declare function getPositionLevels(symbol: string): Promise<number[] | null>;
+declare function getPositionPartials(symbol: string): Promise<{
+    type: "profit" | "loss";
+    percent: number;
+    currentPrice: number;
+    effectivePrice: number;
+    entryCountAtClose: number;
+    debugTimestamp?: number;
+}[]>;
 
 /**
  * Stops the strategy from generating new signals.
@@ -10625,6 +10747,48 @@ declare class BacktestUtils {
         exchangeName: ExchangeName;
         frameName: FrameName;
     }) => Promise<boolean>;
+    getPositionAveragePrice: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionInvestedCount: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionInvestedCost: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionPnlPercent: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionPnlCost: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionLevels: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number[] | null>;
+    getPositionPartials: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<{
+        type: "profit" | "loss";
+        percent: number;
+        currentPrice: number;
+        effectivePrice: number;
+        entryCountAtClose: number;
+        debugTimestamp?: number;
+    }[]>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -10775,6 +10939,76 @@ declare class BacktestUtils {
         exchangeName: ExchangeName;
         frameName: FrameName;
     }) => Promise<boolean>;
+    /**
+     * Executes partial close at profit level by absolute dollar amount (moving toward TP).
+     *
+     * Convenience wrapper around commitPartialProfit that converts a dollar amount
+     * to a percentage of the invested position cost automatically.
+     * Price must be moving toward take profit (in profit direction).
+     *
+     * @param symbol - Trading pair symbol
+     * @param dollarAmount - Dollar value of position to close (e.g. 150 closes $150 worth)
+     * @param currentPrice - Current market price for this partial close
+     * @param context - Execution context with strategyName, exchangeName, and frameName
+     * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
+     *
+     * @throws Error if currentPrice is not in profit direction:
+     *   - LONG: currentPrice must be > priceOpen
+     *   - SHORT: currentPrice must be < priceOpen
+     *
+     * @example
+     * ```typescript
+     * // Close $150 of a $300 position (50%) at profit
+     * const success = await Backtest.commitPartialProfitCost("BTCUSDT", 150, 45000, {
+     *   exchangeName: "binance",
+     *   frameName: "frame1",
+     *   strategyName: "my-strategy"
+     * });
+     * if (success) {
+     *   console.log('Partial profit executed');
+     * }
+     * ```
+     */
+    commitPartialProfitCost: (symbol: string, dollarAmount: number, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<boolean>;
+    /**
+     * Executes partial close at loss level by absolute dollar amount (moving toward SL).
+     *
+     * Convenience wrapper around commitPartialLoss that converts a dollar amount
+     * to a percentage of the invested position cost automatically.
+     * Price must be moving toward stop loss (in loss direction).
+     *
+     * @param symbol - Trading pair symbol
+     * @param dollarAmount - Dollar value of position to close (e.g. 100 closes $100 worth)
+     * @param currentPrice - Current market price for this partial close
+     * @param context - Execution context with strategyName, exchangeName, and frameName
+     * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
+     *
+     * @throws Error if currentPrice is not in loss direction:
+     *   - LONG: currentPrice must be < priceOpen
+     *   - SHORT: currentPrice must be > priceOpen
+     *
+     * @example
+     * ```typescript
+     * // Close $100 of a $300 position (~33%) at loss
+     * const success = await Backtest.commitPartialLossCost("BTCUSDT", 100, 38000, {
+     *   exchangeName: "binance",
+     *   frameName: "frame1",
+     *   strategyName: "my-strategy"
+     * });
+     * if (success) {
+     *   console.log('Partial loss executed');
+     * }
+     * ```
+     */
+    commitPartialLossCost: (symbol: string, dollarAmount: number, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<boolean>;
     /**
      * Adjusts the trailing stop-loss distance for an active pending signal.
      *
@@ -11463,6 +11697,41 @@ declare class LiveUtils {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
     }) => Promise<boolean>;
+    getPositionAveragePrice: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<number | null>;
+    getPositionInvestedCount: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<number | null>;
+    getPositionInvestedCost: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<number | null>;
+    getPositionPnlPercent: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<number | null>;
+    getPositionPnlCost: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<number | null>;
+    getPositionLevels: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<number[] | null>;
+    getPositionPartials: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<{
+        type: "profit" | "loss";
+        percent: number;
+        currentPrice: number;
+        effectivePrice: number;
+        entryCountAtClose: number;
+        debugTimestamp?: number;
+    }[]>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -11600,6 +11869,72 @@ declare class LiveUtils {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
     }) => Promise<boolean>;
+    /**
+     * Executes partial close at profit level by absolute dollar amount (moving toward TP).
+     *
+     * Convenience wrapper around commitPartialProfit that converts a dollar amount
+     * to a percentage of the invested position cost automatically.
+     * Price must be moving toward take profit (in profit direction).
+     *
+     * @param symbol - Trading pair symbol
+     * @param dollarAmount - Dollar value of position to close (e.g. 150 closes $150 worth)
+     * @param currentPrice - Current market price for this partial close
+     * @param context - Execution context with strategyName and exchangeName
+     * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
+     *
+     * @throws Error if currentPrice is not in profit direction:
+     *   - LONG: currentPrice must be > priceOpen
+     *   - SHORT: currentPrice must be < priceOpen
+     *
+     * @example
+     * ```typescript
+     * // Close $150 of a $300 position (50%) at profit
+     * const success = await Live.commitPartialProfitCost("BTCUSDT", 150, 45000, {
+     *   exchangeName: "binance",
+     *   strategyName: "my-strategy"
+     * });
+     * if (success) {
+     *   console.log('Partial profit executed');
+     * }
+     * ```
+     */
+    commitPartialProfitCost: (symbol: string, dollarAmount: number, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<boolean>;
+    /**
+     * Executes partial close at loss level by absolute dollar amount (moving toward SL).
+     *
+     * Convenience wrapper around commitPartialLoss that converts a dollar amount
+     * to a percentage of the invested position cost automatically.
+     * Price must be moving toward stop loss (in loss direction).
+     *
+     * @param symbol - Trading pair symbol
+     * @param dollarAmount - Dollar value of position to close (e.g. 100 closes $100 worth)
+     * @param currentPrice - Current market price for this partial close
+     * @param context - Execution context with strategyName and exchangeName
+     * @returns Promise<boolean> - true if partial close executed, false if skipped or no position
+     *
+     * @throws Error if currentPrice is not in loss direction:
+     *   - LONG: currentPrice must be < priceOpen
+     *   - SHORT: currentPrice must be > priceOpen
+     *
+     * @example
+     * ```typescript
+     * // Close $100 of a $300 position (~33%) at loss
+     * const success = await Live.commitPartialLossCost("BTCUSDT", 100, 38000, {
+     *   exchangeName: "binance",
+     *   strategyName: "my-strategy"
+     * });
+     * if (success) {
+     *   console.log('Partial loss executed');
+     * }
+     * ```
+     */
+    commitPartialLossCost: (symbol: string, dollarAmount: number, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<boolean>;
     /**
      * Adjusts the trailing stop-loss distance for an active pending signal.
      *
@@ -15576,6 +15911,48 @@ declare class StrategyCoreService implements TStrategy$1 {
         exchangeName: ExchangeName;
         frameName: FrameName;
     }) => Promise<number | null>;
+    getPositionAveragePrice: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionInvestedCount: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionInvestedCost: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionPnlPercent: (backtest: boolean, symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionPnlCost: (backtest: boolean, symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionLevels: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number[] | null>;
+    getPositionPartials: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<{
+        type: "profit" | "loss";
+        percent: number;
+        currentPrice: number;
+        effectivePrice: number;
+        entryCountAtClose: number;
+        debugTimestamp?: number;
+    }[]>;
     /**
      * Retrieves the currently active scheduled signal for the symbol.
      * If no scheduled signal exists, returns null.
@@ -17391,6 +17768,36 @@ declare const get: (object: any, path: any) => any;
  */
 declare const set: (object: any, path: any, value: any) => boolean;
 
+/**
+ * Calculate the percentage difference between two numbers.
+ * @param {number} a - The first number.
+ * @param {number} b - The second number.
+ * @returns {number} The percentage difference between the two numbers.
+ */
+declare const percentDiff: (a?: number, b?: number) => number;
+
+/**
+ * Calculate the percentage change from yesterday's value to today's value.
+ * @param {number} yesterdayValue - The value from yesterday.
+ * @param {number} todayValue - The value from today.
+ * @returns {number} The percentage change from yesterday to today.
+ */
+declare const percentValue: (yesterdayValue: number, todayValue: number) => number;
+
+/**
+ * Convert an absolute dollar amount to a percentage of the invested position cost.
+ * Use the result as the `percent` argument to `commitPartialProfit` / `commitPartialLoss`.
+ *
+ * @param dollarAmount - Dollar value to close (e.g. 150)
+ * @param investedCost - Total invested cost from `getPositionInvestedCost` (e.g. 300)
+ * @returns Percentage of the position to close (0–100)
+ *
+ * @example
+ * const percent = investedCostToPercent(150, 300); // 50
+ * await commitPartialProfit("BTCUSDT", percent);
+ */
+declare const investedCostToPercent: (dollarAmount: number, investedCost: number) => number;
+
 /**
  * Client implementation for exchange data access.
  *
@@ -18458,6 +18865,48 @@ declare class StrategyConnectionService implements TStrategy {
         exchangeName: ExchangeName;
         frameName: FrameName;
     }) => Promise<number | null>;
+    getPositionAveragePrice: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionInvestedCount: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionInvestedCost: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionPnlPercent: (backtest: boolean, symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionPnlCost: (backtest: boolean, symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number | null>;
+    getPositionLevels: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<number[] | null>;
+    getPositionPartials: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<{
+        type: "profit" | "loss";
+        percent: number;
+        currentPrice: number;
+        effectivePrice: number;
+        entryCountAtClose: number;
+        debugTimestamp?: number;
+    }[]>;
     /**
      * Retrieves the currently active scheduled signal for the strategy.
      * If no scheduled signal exists, returns null.
@@ -22113,4 +22562,4 @@ declare const getTotalClosed: (signal: ISignalRow) => {
     remainingCostBasis: number;
 };
 
-export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AverageBuyCommit, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Cache, type CancelScheduledCommit, type CandleData, type CandleInterval, type ClosePendingCommit, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MeasureData, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, type TLogCtor, type TMarkdownBase, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, 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, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, 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, toProfitLossDto, validate, waitForCandle, warmCandles };
+export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AverageBuyCommit, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Cache, type CancelScheduledCommit, type CandleData, type CandleInterval, type ClosePendingCommit, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MeasureData, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, type TLogCtor, type TMarkdownBase, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, 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 };