backtest-kit 4.0.1 → 5.0.0

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "4.0.1",
+  "version": "5.0.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1792,6 +1792,9 @@ interface IAction {
      *
      * NOTE: Exceptions are NOT swallowed here — they propagate to CREATE_SYNC_FN.
      *
+     * @deprecated This method is not recommended for use. Implement custom logic in signal(), signalLive(), or signalBacktest() instead.
+     * If you need to implement custom logic on signal open/close, please use signal(), signalBacktest(), signalLive() instead.
+     * If Action::signalSync throws the exchange will not execute the order!
      * @param event - Sync event with action "signal-open" or "signal-close"
      */
     signalSync(event: SignalSyncContract): void | Promise<void>;
@@ -2850,6 +2853,23 @@ interface IStrategy {
      * Returns null if no pending signal exists.
      */
     getPositionPnlCost: (symbol: string, currentPrice: number) => Promise<number | null>;
+    /**
+     * Returns the list of DCA entry prices and costs for the current pending signal.
+     *
+     * Each entry records the price and cost of a single position entry.
+     * The first element is always the original priceOpen (initial entry).
+     * Each subsequent element is an entry added by averageBuy().
+     *
+     * Returns null if no pending signal exists.
+     * Returns a single-element array [{ price: priceOpen, cost }] if no DCA entries were made.
+     *
+     * @param symbol - Trading pair symbol
+     * @returns Promise resolving to array of entry records or null
+     */
+    getPositionEntries: (symbol: string) => Promise<Array<{
+        price: number;
+        cost: number;
+    }> | null>;
     /**
      * Fast backtest using historical candles.
      * Iterates through candles, calculates VWAP, checks TP/SL on each candle.
@@ -4353,6 +4373,17 @@ declare function getRiskSchema(riskName: RiskName): IRiskSchema;
  */
 declare function getActionSchema(actionName: ActionName): IActionSchema;
 
+/**
+ * Tolerance zone configuration for DCA overlap detection.
+ * Percentages are in 0–100 format (e.g. 5 means 5%).
+ */
+interface IPositionOverlapLadder {
+    /** Upper tolerance in percent (0–100): how far above each DCA level to flag as overlap */
+    upperPercent: number;
+    /** Lower tolerance in percent (0–100): how far below each DCA level to flag as overlap */
+    lowerPercent: number;
+}
+
 /**
  * Cancels the scheduled signal without stopping the strategy.
  *
@@ -4698,7 +4729,7 @@ declare function getTotalCostClosed(symbol: string): Promise<number>;
  * }
  * ```
  */
-declare function getPendingSignal(symbol: string): Promise<ISignalRow>;
+declare function getPendingSignal(symbol: string): Promise<IPublicSignalRow>;
 /**
  * Returns the currently active scheduled signal for the strategy.
  * If no scheduled signal exists, returns null.
@@ -4743,9 +4774,101 @@ declare function getScheduledSignal(symbol: string): Promise<IScheduledSignalRow
  * ```
  */
 declare function getBreakeven(symbol: string, currentPrice: number): Promise<boolean>;
+/**
+ * Returns the effective (DCA-weighted) entry price for the current pending signal.
+ *
+ * Uses cost-weighted harmonic mean: Σcost / Σ(cost/price).
+ * When partial closes exist, the price is computed iteratively using
+ * costBasisAtClose snapshots from each partial, then blended with any
+ * DCA entries added after the last partial.
+ * With no DCA entries, equals the original priceOpen.
+ *
+ * Returns null if no pending signal exists.
+ *
+ * Automatically detects backtest/live mode from execution context.
+ *
+ * @param symbol - Trading pair symbol
+ * @returns Promise resolving to effective entry price or null
+ *
+ * @example
+ * ```typescript
+ * import { getPositionAveragePrice } from "backtest-kit";
+ *
+ * const avgPrice = await getPositionAveragePrice("BTCUSDT");
+ * // No DCA: avgPrice === priceOpen
+ * // After DCA at lower price: avgPrice < priceOpen
+ * ```
+ */
 declare function getPositionAveragePrice(symbol: string): Promise<number | null>;
+/**
+ * Returns the number of DCA entries made for the current pending signal.
+ *
+ * 1 = original entry only (no DCA).
+ * Increases by 1 with each successful commitAverageBuy().
+ *
+ * Returns null if no pending signal exists.
+ *
+ * Automatically detects backtest/live mode from execution context.
+ *
+ * @param symbol - Trading pair symbol
+ * @returns Promise resolving to entry count or null
+ *
+ * @example
+ * ```typescript
+ * import { getPositionInvestedCount } from "backtest-kit";
+ *
+ * const count = await getPositionInvestedCount("BTCUSDT");
+ * // No DCA: count === 1
+ * // After one DCA: count === 2
+ * ```
+ */
 declare function getPositionInvestedCount(symbol: string): Promise<number | null>;
+/**
+ * Returns the total invested cost basis in dollars for the current pending signal.
+ *
+ * Equal to the sum of all _entry costs (Σ entry.cost).
+ * Each entry cost is set at the time of commitAverageBuy (defaults to CC_POSITION_ENTRY_COST).
+ *
+ * Returns null if no pending signal exists.
+ *
+ * Automatically detects backtest/live mode from execution context.
+ *
+ * @param symbol - Trading pair symbol
+ * @returns Promise resolving to total invested cost in dollars or null
+ *
+ * @example
+ * ```typescript
+ * import { getPositionInvestedCost } from "backtest-kit";
+ *
+ * const cost = await getPositionInvestedCost("BTCUSDT");
+ * // No DCA, default cost: cost === 100
+ * // After one DCA with default cost: cost === 200
+ * ```
+ */
 declare function getPositionInvestedCost(symbol: string): Promise<number | null>;
+/**
+ * Returns the unrealized PNL percentage for the current pending signal at current market price.
+ *
+ * Accounts for partial closes, DCA entries, slippage and fees
+ * (delegates to toProfitLossDto).
+ *
+ * Returns null if no pending signal exists.
+ *
+ * Automatically detects backtest/live mode from execution context.
+ * Automatically fetches current price via getAveragePrice.
+ *
+ * @param symbol - Trading pair symbol
+ * @returns Promise resolving to PNL percentage or null
+ *
+ * @example
+ * ```typescript
+ * import { getPositionPnlPercent } from "backtest-kit";
+ *
+ * const pnlPct = await getPositionPnlPercent("BTCUSDT");
+ * // LONG at 100, current=105: pnlPct ≈ 5
+ * // LONG at 100, current=95: pnlPct ≈ -5
+ * ```
+ */
 declare function getPositionPnlPercent(symbol: string): Promise<number | null>;
 /**
  * Executes partial close at profit level by absolute dollar amount (moving toward TP).
@@ -4807,6 +4930,29 @@ declare function commitPartialProfitCost(symbol: string, dollarAmount: number):
  * ```
  */
 declare function commitPartialLossCost(symbol: string, dollarAmount: number): Promise<boolean>;
+/**
+ * Returns the unrealized PNL in dollars for the current pending signal at current market price.
+ *
+ * Calculated as: pnlPercentage / 100 × totalInvestedCost.
+ * Accounts for partial closes, DCA entries, slippage and fees.
+ *
+ * Returns null if no pending signal exists.
+ *
+ * Automatically detects backtest/live mode from execution context.
+ * Automatically fetches current price via getAveragePrice.
+ *
+ * @param symbol - Trading pair symbol
+ * @returns Promise resolving to PNL in dollars or null
+ *
+ * @example
+ * ```typescript
+ * import { getPositionPnlCost } from "backtest-kit";
+ *
+ * const pnlCost = await getPositionPnlCost("BTCUSDT");
+ * // LONG at 100, invested $100, current=105: pnlCost ≈ 5
+ * // LONG at 100, invested $200 (DCA), current=95: pnlCost ≈ -10
+ * ```
+ */
 declare function getPositionPnlCost(symbol: string): Promise<number | null>;
 /**
  * Returns the list of DCA entry prices for the current pending signal.
@@ -4866,6 +5012,58 @@ declare function getPositionPartials(symbol: string): Promise<{
     entryCountAtClose: number;
     debugTimestamp?: number;
 }[]>;
+/**
+ * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
+ * Use this to prevent duplicate DCA entries at the same price area.
+ *
+ * Returns true if currentPrice is within [level - lowerStep, level + upperStep] for any level,
+ * where step = level * percent / 100.
+ * Returns false if no pending signal exists.
+ *
+ * @param symbol - Trading pair symbol
+ * @param currentPrice - Price to check against existing DCA levels
+ * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
+ * @returns Promise<boolean> - true if price overlaps an existing entry level (DCA not recommended)
+ *
+ * @example
+ * ```typescript
+ * import { getPositionEntryOverlap } from "backtest-kit";
+ *
+ * // LONG with levels [43000, 42000], check if 42100 is too close to 42000
+ * const overlap = await getPositionEntryOverlap("BTCUSDT", 42100, { upperPercent: 5, lowerPercent: 5 });
+ * // overlap = true (42100 is within 5% of 42000 = [39900, 44100])
+ * if (!overlap) {
+ *   await commitAverageBuy("BTCUSDT");
+ * }
+ * ```
+ */
+declare function getPositionEntryOverlap(symbol: string, currentPrice: number, ladder?: IPositionOverlapLadder): Promise<boolean>;
+/**
+ * Checks whether the current price falls within the tolerance zone of any existing partial close price.
+ * Use this to prevent duplicate partial closes at the same price area.
+ *
+ * Returns true if currentPrice is within [partial.currentPrice - lowerStep, partial.currentPrice + upperStep]
+ * for any partial, where step = partial.currentPrice * percent / 100.
+ * Returns false if no pending signal exists or no partials have been executed yet.
+ *
+ * @param symbol - Trading pair symbol
+ * @param currentPrice - Price to check against existing partial close prices
+ * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
+ * @returns Promise<boolean> - true if price overlaps an existing partial price (partial not recommended)
+ *
+ * @example
+ * ```typescript
+ * import { getPositionPartialOverlap } from "backtest-kit";
+ *
+ * // Partials at [45000], check if 45100 is too close
+ * const overlap = await getPositionPartialOverlap("BTCUSDT", 45100, { upperPercent: 1.5, lowerPercent: 1.5 });
+ * // overlap = true (45100 is within 1.5% of 45000)
+ * if (!overlap) {
+ *   await commitPartialProfit("BTCUSDT", 50);
+ * }
+ * ```
+ */
+declare function getPositionPartialOverlap(symbol: string, currentPrice: number, ladder?: IPositionOverlapLadder): Promise<boolean>;
 
 /**
  * Stops the strategy from generating new signals.
@@ -5148,9 +5346,17 @@ declare const GLOBAL_CONFIG: {
      * Allows to commitAverageBuy if currentPrice is not the lowest price since entry, but still lower than priceOpen.
      * 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.
      *
-     * Default: true (DCA logic enabled everywhere, not just when antirecord is broken)
+     * Default: false (DCA logic enabled only when antirecord is broken)
      */
     CC_ENABLE_DCA_EVERYWHERE: boolean;
+    /**
+     * Enables PPPL (Partial Profit, Partial Loss) logic even if this breaks a direction of exits
+     * Allows to take partial profit or loss on a position even if it results in a mix of profit and loss exits
+     * This can help lock in profits or cut losses on part of the position without waiting for a perfect exit scenario.
+     *
+     * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
+     */
+    CC_ENABLE_PPPL_EVERYWHERE: boolean;
     /**
      * Cost of entering a position (in USD).
      * This is used as a default value for calculating position size and risk management when cost data is not provided by the strategy
@@ -5271,6 +5477,7 @@ declare function getConfig(): {
     CC_MAX_LOG_LINES: number;
     CC_ENABLE_CANDLE_FETCH_MUTEX: boolean;
     CC_ENABLE_DCA_EVERYWHERE: boolean;
+    CC_ENABLE_PPPL_EVERYWHERE: boolean;
     CC_POSITION_ENTRY_COST: number;
 };
 /**
@@ -5312,6 +5519,7 @@ declare function getDefaultConfig(): Readonly<{
     CC_MAX_LOG_LINES: number;
     CC_ENABLE_CANDLE_FETCH_MUTEX: boolean;
     CC_ENABLE_DCA_EVERYWHERE: boolean;
+    CC_ENABLE_PPPL_EVERYWHERE: boolean;
     CC_POSITION_ENTRY_COST: number;
 }>;
 /**
@@ -11418,7 +11626,7 @@ declare class BacktestUtils {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => Promise<ISignalRow>;
+    }) => Promise<IPublicSignalRow>;
     /**
      * Returns the percentage of the position currently held (not closed).
      * 100 = nothing has been closed (full position), 0 = fully closed.
@@ -11631,6 +11839,69 @@ declare class BacktestUtils {
         entryCountAtClose: number;
         debugTimestamp?: number;
     }[]>;
+    /**
+     * Returns the list of DCA entry prices and costs for the current pending signal.
+     *
+     * Each element represents a single position entry — the initial open or a subsequent
+     * DCA entry added via commitAverageBuy.
+     *
+     * Returns null if no pending signal exists.
+     * Returns a single-element array if no DCA entries were made.
+     *
+     * Each entry contains:
+     * - `price` — execution price of this entry
+     * - `cost` — dollar cost allocated to this entry (e.g. 100 for $100)
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Execution context with strategyName, exchangeName, and frameName
+     * @returns Array of entry records, or null if no active position
+     */
+    getPositionEntries: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<{
+        price: number;
+        cost: number;
+    }[]>;
+    /**
+     * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
+     * Use this to prevent duplicate DCA entries at the same price area.
+     *
+     * Returns true if currentPrice is within [level - lowerStep, level + upperStep] for any level,
+     * where step = level * percent / 100.
+     * Returns false if no pending signal exists.
+     *
+     * @param symbol - Trading pair symbol
+     * @param currentPrice - Price to check against existing DCA levels
+     * @param context - Execution context with strategyName, exchangeName, and frameName
+     * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
+     * @returns true if price overlaps an existing entry level (DCA not recommended)
+     */
+    getPositionEntryOverlap: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
+    /**
+     * Checks whether the current price falls within the tolerance zone of any existing partial close price.
+     * Use this to prevent duplicate partial closes at the same price area.
+     *
+     * Returns true if currentPrice is within [partial.currentPrice - lowerStep, partial.currentPrice + upperStep]
+     * for any partial, where step = partial.currentPrice * percent / 100.
+     * Returns false if no pending signal exists or no partials have been executed yet.
+     *
+     * @param symbol - Trading pair symbol
+     * @param currentPrice - Price to check against existing partial close prices
+     * @param context - Execution context with strategyName, exchangeName, and frameName
+     * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
+     * @returns true if price overlaps an existing partial price (partial not recommended)
+     */
+    getPositionPartialOverlap: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -12488,7 +12759,7 @@ declare class LiveUtils {
     getPendingSignal: (symbol: string, currentPrice: number, context: {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
-    }) => Promise<ISignalRow>;
+    }) => Promise<IPublicSignalRow>;
     /**
      * Returns the percentage of the position currently held (not closed).
      * 100 = nothing has been closed (full position), 0 = fully closed.
@@ -12689,6 +12960,66 @@ declare class LiveUtils {
         entryCountAtClose: number;
         debugTimestamp?: number;
     }[]>;
+    /**
+     * Returns the list of DCA entry prices and costs for the current pending signal.
+     *
+     * Each element represents a single position entry — the initial open or a subsequent
+     * DCA entry added via commitAverageBuy.
+     *
+     * Returns null if no pending signal exists.
+     * Returns a single-element array if no DCA entries were made.
+     *
+     * Each entry contains:
+     * - `price` — execution price of this entry
+     * - `cost` — dollar cost allocated to this entry (e.g. 100 for $100)
+     *
+     * @param symbol - Trading pair symbol
+     * @param context - Execution context with strategyName and exchangeName
+     * @returns Array of entry records, or null if no active position
+     */
+    getPositionEntries: (symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }) => Promise<{
+        price: number;
+        cost: number;
+    }[]>;
+    /**
+     * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
+     * Use this to prevent duplicate DCA entries at the same price area.
+     *
+     * Returns true if currentPrice is within [level - lowerStep, level + upperStep] for any level,
+     * where step = level * percent / 100.
+     * Returns false if no pending signal exists.
+     *
+     * @param symbol - Trading pair symbol
+     * @param currentPrice - Price to check against existing DCA levels
+     * @param context - Execution context with strategyName and exchangeName
+     * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
+     * @returns true if price overlaps an existing entry level (DCA not recommended)
+     */
+    getPositionEntryOverlap: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
+    /**
+     * Checks whether the current price falls within the tolerance zone of any existing partial close price.
+     * Use this to prevent duplicate partial closes at the same price area.
+     *
+     * Returns true if currentPrice is within [partial.currentPrice - lowerStep, partial.currentPrice + upperStep]
+     * for any partial, where step = partial.currentPrice * percent / 100.
+     * Returns false if no pending signal exists or no partials have been executed yet.
+     *
+     * @param symbol - Trading pair symbol
+     * @param currentPrice - Price to check against existing partial close prices
+     * @param context - Execution context with strategyName and exchangeName
+     * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
+     * @returns true if price overlaps an existing partial price (partial not recommended)
+     */
+    getPositionPartialOverlap: (symbol: string, currentPrice: number, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+    }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
     /**
      * Stops the strategy from generating new signals.
      *
@@ -18173,15 +18504,6 @@ declare class ActionBase implements IPublicAction {
      * ```
      */
     riskRejection(event: RiskContract, source?: string): void | Promise<void>;
-    /**
-     * Gate for position open/close via limit order. Default allows all.
-     * Throw to reject — framework retries next tick.
-     *
-     * NOTE: Exceptions are NOT swallowed — they propagate to CREATE_SYNC_FN.
-     *
-     * @param event - Sync event with action "signal-open" or "signal-close"
-     */
-    signalSync(_event: SignalSyncContract, source?: string): void | Promise<void>;
     /**
      * Cleans up resources and subscriptions when action handler is disposed.
      *
@@ -18417,6 +18739,8 @@ type BrokerTrailingStopPayload = {
     currentPrice: number;
     /** Absolute stop-loss price after applying percentShift */
     newStopLossPrice: number;
+    /** Active take profit price at the time of the trailing update */
+    takeProfitPrice: number;
     /** Position direction */
     position: "long" | "short";
     /** Strategy/exchange/frame routing context */
@@ -18457,6 +18781,8 @@ type BrokerTrailingTakePayload = {
     currentPrice: number;
     /** Absolute take-profit price after applying percentShift */
     newTakeProfitPrice: number;
+    /** Active take profit price at the time of the trailing update */
+    takeProfitPrice: number;
     /** Position direction */
     position: "long" | "short";
     /** Strategy/exchange/frame routing context */
@@ -20652,7 +20978,7 @@ declare class StrategyConnectionService implements TStrategy$1 {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => Promise<ISignalRow | null>;
+    }) => Promise<IPublicSignalRow | null>;
     /**
      * Returns the percentage of the position currently held (not closed).
      * 100 = nothing has been closed (full position), 0 = fully closed.
@@ -20724,6 +21050,14 @@ declare class StrategyConnectionService implements TStrategy$1 {
         entryCountAtClose: number;
         debugTimestamp?: number;
     }[]>;
+    getPositionEntries: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<{
+        price: number;
+        cost: number;
+    }[]>;
     /**
      * Retrieves the currently active scheduled signal for the strategy.
      * If no scheduled signal exists, returns null.
@@ -21897,7 +22231,7 @@ declare class StrategyCoreService implements TStrategy {
         strategyName: StrategyName;
         exchangeName: ExchangeName;
         frameName: FrameName;
-    }) => Promise<ISignalRow | null>;
+    }) => Promise<IPublicSignalRow | null>;
     /**
      * Returns the percentage of the position currently held (not closed).
      * 100 = nothing has been closed (full position), 0 = fully closed.
@@ -21969,6 +22303,14 @@ declare class StrategyCoreService implements TStrategy {
         entryCountAtClose: number;
         debugTimestamp?: number;
     }[]>;
+    getPositionEntries: (backtest: boolean, symbol: string, context: {
+        strategyName: StrategyName;
+        exchangeName: ExchangeName;
+        frameName: FrameName;
+    }) => Promise<{
+        price: number;
+        cost: number;
+    }[]>;
     /**
      * Retrieves the currently active scheduled signal for the symbol.
      * If no scheduled signal exists, returns null.
@@ -25090,4 +25432,4 @@ declare const getTotalClosed: (signal: Signal) => {
     remainingCostBasis: number;
 };
 
-export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AverageBuyCommit, type AverageBuyCommitNotification, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, 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 IBroker, 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 SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, 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, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, 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, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, roundTicks, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, waitForCandle, warmCandles };
+export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, type AverageBuyCommit, type AverageBuyCommitNotification, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, 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 IBroker, 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 SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, 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, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, 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, getPositionEntryOverlap, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionPartialOverlap, 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, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, roundTicks, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, waitForCandle, warmCandles };