backtest-kit 5.2.0 → 5.3.0

package/build/index.cjs

@@ -43724,6 +43724,52 @@ const CREATE_STRATEGY_COMMIT_NOTIFICATION_FN = (data) => {
             createdAt: data.timestamp,
         };
     }
+    if (data.action === "cancel-scheduled") {
+        return {
+            type: "cancel_scheduled.commit",
+            id: CREATE_KEY_FN$1(),
+            timestamp: data.timestamp,
+            backtest: data.backtest,
+            symbol: data.symbol,
+            strategyName: data.strategyName,
+            exchangeName: data.exchangeName,
+            signalId: data.signalId,
+            cancelId: data.cancelId,
+            totalEntries: data.totalEntries,
+            totalPartials: data.totalPartials,
+            originalPriceOpen: data.originalPriceOpen,
+            pnl: data.pnl,
+            pnlPercentage: data.pnl.pnlPercentage,
+            pnlPriceOpen: data.pnl.priceOpen,
+            pnlPriceClose: data.pnl.priceClose,
+            pnlCost: data.pnl.pnlCost,
+            pnlEntries: data.pnl.pnlEntries,
+            createdAt: data.timestamp,
+        };
+    }
+    if (data.action === "close-pending") {
+        return {
+            type: "close_pending.commit",
+            id: CREATE_KEY_FN$1(),
+            timestamp: data.timestamp,
+            backtest: data.backtest,
+            symbol: data.symbol,
+            strategyName: data.strategyName,
+            exchangeName: data.exchangeName,
+            signalId: data.signalId,
+            closeId: data.closeId,
+            totalEntries: data.totalEntries,
+            totalPartials: data.totalPartials,
+            originalPriceOpen: data.originalPriceOpen,
+            pnl: data.pnl,
+            pnlPercentage: data.pnl.pnlPercentage,
+            pnlPriceOpen: data.pnl.priceOpen,
+            pnlPriceClose: data.pnl.priceClose,
+            pnlCost: data.pnl.pnlCost,
+            pnlEntries: data.pnl.pnlEntries,
+            createdAt: data.timestamp,
+        };
+    }
     throw new Error(`Unrecognized strategy commit action: ${get(data, "action")}`);
 };
 /**

package/build/index.mjs

@@ -43704,6 +43704,52 @@ const CREATE_STRATEGY_COMMIT_NOTIFICATION_FN = (data) => {
             createdAt: data.timestamp,
         };
     }
+    if (data.action === "cancel-scheduled") {
+        return {
+            type: "cancel_scheduled.commit",
+            id: CREATE_KEY_FN$1(),
+            timestamp: data.timestamp,
+            backtest: data.backtest,
+            symbol: data.symbol,
+            strategyName: data.strategyName,
+            exchangeName: data.exchangeName,
+            signalId: data.signalId,
+            cancelId: data.cancelId,
+            totalEntries: data.totalEntries,
+            totalPartials: data.totalPartials,
+            originalPriceOpen: data.originalPriceOpen,
+            pnl: data.pnl,
+            pnlPercentage: data.pnl.pnlPercentage,
+            pnlPriceOpen: data.pnl.priceOpen,
+            pnlPriceClose: data.pnl.priceClose,
+            pnlCost: data.pnl.pnlCost,
+            pnlEntries: data.pnl.pnlEntries,
+            createdAt: data.timestamp,
+        };
+    }
+    if (data.action === "close-pending") {
+        return {
+            type: "close_pending.commit",
+            id: CREATE_KEY_FN$1(),
+            timestamp: data.timestamp,
+            backtest: data.backtest,
+            symbol: data.symbol,
+            strategyName: data.strategyName,
+            exchangeName: data.exchangeName,
+            signalId: data.signalId,
+            closeId: data.closeId,
+            totalEntries: data.totalEntries,
+            totalPartials: data.totalPartials,
+            originalPriceOpen: data.originalPriceOpen,
+            pnl: data.pnl,
+            pnlPercentage: data.pnl.pnlPercentage,
+            pnlPriceOpen: data.pnl.priceOpen,
+            pnlPriceClose: data.pnl.priceClose,
+            pnlCost: data.pnl.pnlCost,
+            pnlEntries: data.pnl.pnlEntries,
+            createdAt: data.timestamp,
+        };
+    }
     throw new Error(`Unrecognized strategy commit action: ${get(data, "action")}`);
 };
 /**

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "5.2.0",
+  "version": "5.3.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -9154,6 +9154,94 @@ interface ValidationErrorNotification {
     /** Always false for error notifications (errors are from live context) */
     backtest: boolean;
 }
+/**
+ * Cancel scheduled commit notification.
+ * Emitted when a scheduled signal is cancelled before activation.
+ */
+interface CancelScheduledCommitNotification {
+    /** Discriminator for type-safe union */
+    type: "cancel_scheduled.commit";
+    /** Unique notification identifier */
+    id: string;
+    /** Unix timestamp in milliseconds when cancellation was committed */
+    timestamp: number;
+    /** Whether this notification is from backtest mode (true) or live mode (false) */
+    backtest: boolean;
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** Strategy name that generated this signal */
+    strategyName: StrategyName;
+    /** Exchange name where signal was executed */
+    exchangeName: ExchangeName;
+    /** Unique signal identifier (UUID v4) */
+    signalId: string;
+    /** Optional identifier for the cancellation reason (user-provided) */
+    cancelId?: string;
+    /** Total number of DCA entries (_entry.length). 1 = no averaging. */
+    totalEntries: number;
+    /** Total number of partial closes executed (_partial.length). 0 = no partial closes done. */
+    totalPartials: number;
+    /** Original entry price at signal creation (unchanged by DCA averaging) */
+    originalPriceOpen: number;
+    /** PNL at the moment of cancellation (from data.pnl) */
+    pnl: IStrategyPnL;
+    /** Profit/loss as percentage (e.g., 1.5 for +1.5%, -2.3 for -2.3%) */
+    pnlPercentage: number;
+    /** Entry price from PNL calculation (effective price adjusted with slippage and fees) */
+    pnlPriceOpen: number;
+    /** Exit price from PNL calculation (adjusted with slippage and fees) */
+    pnlPriceClose: number;
+    /** Absolute profit/loss in USD */
+    pnlCost: number;
+    /** Total invested capital in USD */
+    pnlEntries: number;
+    /** Unix timestamp in milliseconds when the notification was created */
+    createdAt: number;
+}
+/**
+ * Close pending commit notification.
+ * Emitted when a pending signal is closed before position activation.
+ */
+interface ClosePendingCommitNotification {
+    /** Discriminator for type-safe union */
+    type: "close_pending.commit";
+    /** Unique notification identifier */
+    id: string;
+    /** Unix timestamp in milliseconds when close was committed */
+    timestamp: number;
+    /** Whether this notification is from backtest mode (true) or live mode (false) */
+    backtest: boolean;
+    /** Trading pair symbol (e.g., "BTCUSDT") */
+    symbol: string;
+    /** Strategy name that generated this signal */
+    strategyName: StrategyName;
+    /** Exchange name where signal was executed */
+    exchangeName: ExchangeName;
+    /** Unique signal identifier (UUID v4) */
+    signalId: string;
+    /** Optional identifier for the close reason (user-provided) */
+    closeId?: string;
+    /** Total number of DCA entries (_entry.length). 1 = no averaging. */
+    totalEntries: number;
+    /** Total number of partial closes executed (_partial.length). 0 = no partial closes done. */
+    totalPartials: number;
+    /** Original entry price at signal creation (unchanged by DCA averaging) */
+    originalPriceOpen: number;
+    /** PNL at the moment of close (from data.pnl) */
+    pnl: IStrategyPnL;
+    /** Profit/loss as percentage (e.g., 1.5 for +1.5%, -2.3 for -2.3%) */
+    pnlPercentage: number;
+    /** Entry price from PNL calculation (effective price adjusted with slippage and fees) */
+    pnlPriceOpen: number;
+    /** Exit price from PNL calculation (adjusted with slippage and fees) */
+    pnlPriceClose: number;
+    /** Absolute profit/loss in USD */
+    pnlCost: number;
+    /** Total invested capital in USD */
+    pnlEntries: number;
+    /** Unix timestamp in milliseconds when the notification was created */
+    createdAt: number;
+}
 /**
  * Root discriminated union of all notification types.
  * Type discrimination is done via the `type` field.
@@ -9180,7 +9268,7 @@ interface ValidationErrorNotification {
  * }
  * ```
  */
-type NotificationModel = SignalOpenedNotification | SignalClosedNotification | PartialProfitAvailableNotification | PartialLossAvailableNotification | BreakevenAvailableNotification | PartialProfitCommitNotification | PartialLossCommitNotification | BreakevenCommitNotification | AverageBuyCommitNotification | ActivateScheduledCommitNotification | TrailingStopCommitNotification | TrailingTakeCommitNotification | SignalSyncOpenNotification | SignalSyncCloseNotification | RiskRejectionNotification | SignalScheduledNotification | SignalCancelledNotification | InfoErrorNotification | CriticalErrorNotification | ValidationErrorNotification;
+type NotificationModel = SignalOpenedNotification | SignalClosedNotification | PartialProfitAvailableNotification | PartialLossAvailableNotification | BreakevenAvailableNotification | PartialProfitCommitNotification | PartialLossCommitNotification | BreakevenCommitNotification | AverageBuyCommitNotification | ActivateScheduledCommitNotification | TrailingStopCommitNotification | TrailingTakeCommitNotification | CancelScheduledCommitNotification | ClosePendingCommitNotification | SignalSyncOpenNotification | SignalSyncCloseNotification | RiskRejectionNotification | SignalScheduledNotification | SignalCancelledNotification | InfoErrorNotification | CriticalErrorNotification | ValidationErrorNotification;
 
 /**
  * Unified tick event data for report generation.