backtest-kit 5.6.0 → 5.6.1

package/build/index.cjs

@@ -18502,6 +18502,21 @@ const highest_profit_columns = [
         format: (data) => data.position.toUpperCase(),
         isVisible: () => true,
     },
+    {
+        key: "pnl",
+        label: "PNL (net)",
+        format: (data) => {
+            const pnlPercentage = data.pnl.pnlPercentage;
+            return `${pnlPercentage > 0 ? "+" : ""}${pnlPercentage.toFixed(2)}%`;
+        },
+        isVisible: () => true,
+    },
+    {
+        key: "pnlCost",
+        label: "PNL (USD)",
+        format: (data) => `${data.pnl.pnlCost > 0 ? "+" : ""}${data.pnl.pnlCost.toFixed(2)} USD`,
+        isVisible: () => true,
+    },
     {
         key: "currentPrice",
         label: "Record Price",
@@ -21144,6 +21159,10 @@ class PerformanceStorage {
         return [
             `# Performance Report: ${strategyName}`,
             "",
+            summaryTable,
+            "",
+            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type.",
+            "",
             `**Total events:** ${stats.totalEvents}`,
             `**Total execution time:** ${stats.totalDuration.toFixed(2)}ms`,
             `**Number of metric types:** ${Object.keys(stats.metricStats).length}`,
@@ -21152,11 +21171,6 @@ class PerformanceStorage {
             "",
             percentages.join("\n"),
             "",
-            "## Detailed Metrics",
-            "",
-            summaryTable,
-            "",
-            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type."
         ].join("\n");
     }
     /**
@@ -29787,6 +29801,7 @@ class ReportStorage {
             strategyName: data.strategyName,
             signalId: data.id,
             position: data.position,
+            pnl: data.pnl,
             currentPrice,
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,

package/build/index.mjs

@@ -18482,6 +18482,21 @@ const highest_profit_columns = [
         format: (data) => data.position.toUpperCase(),
         isVisible: () => true,
     },
+    {
+        key: "pnl",
+        label: "PNL (net)",
+        format: (data) => {
+            const pnlPercentage = data.pnl.pnlPercentage;
+            return `${pnlPercentage > 0 ? "+" : ""}${pnlPercentage.toFixed(2)}%`;
+        },
+        isVisible: () => true,
+    },
+    {
+        key: "pnlCost",
+        label: "PNL (USD)",
+        format: (data) => `${data.pnl.pnlCost > 0 ? "+" : ""}${data.pnl.pnlCost.toFixed(2)} USD`,
+        isVisible: () => true,
+    },
     {
         key: "currentPrice",
         label: "Record Price",
@@ -21124,6 +21139,10 @@ class PerformanceStorage {
         return [
             `# Performance Report: ${strategyName}`,
             "",
+            summaryTable,
+            "",
+            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type.",
+            "",
             `**Total events:** ${stats.totalEvents}`,
             `**Total execution time:** ${stats.totalDuration.toFixed(2)}ms`,
             `**Number of metric types:** ${Object.keys(stats.metricStats).length}`,
@@ -21132,11 +21151,6 @@ class PerformanceStorage {
             "",
             percentages.join("\n"),
             "",
-            "## Detailed Metrics",
-            "",
-            summaryTable,
-            "",
-            "**Note:** All durations are in milliseconds. P95/P99 represent 95th and 99th percentile response times. Wait times show the interval between consecutive events of the same type."
         ].join("\n");
     }
     /**
@@ -29767,6 +29781,7 @@ class ReportStorage {
             strategyName: data.strategyName,
             signalId: data.id,
             position: data.position,
+            pnl: data.pnl,
             currentPrice,
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "5.6.0",
+  "version": "5.6.1",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -5414,72 +5414,6 @@ declare function stopStrategy(symbol: string): Promise<void>;
  */
 declare function shutdown(): void;
 
-/**
- * Unified breakeven event data for report generation.
- * Contains all information about when signals reached breakeven.
- */
-interface BreakevenEvent {
-    /** Event timestamp in milliseconds */
-    timestamp: number;
-    /** Trading pair symbol */
-    symbol: string;
-    /** Strategy name */
-    strategyName: StrategyName;
-    /** Signal ID */
-    signalId: string;
-    /** Position type */
-    position: string;
-    /** Current market price when breakeven was reached */
-    currentPrice: number;
-    /** Entry price (breakeven level) */
-    priceOpen: number;
-    /** Take profit target price */
-    priceTakeProfit?: number;
-    /** Stop loss exit price */
-    priceStopLoss?: number;
-    /** Original take profit price set at signal creation */
-    originalPriceTakeProfit?: number;
-    /** Original stop loss price set at signal creation */
-    originalPriceStopLoss?: number;
-    /** Total number of DCA entries (present when averageBuy was applied) */
-    totalEntries?: number;
-    /** Total number of partial closes executed (_partial.length) */
-    totalPartials?: number;
-    /** Original entry price before DCA averaging (present when averageBuy was applied) */
-    originalPriceOpen?: number;
-    /** Total executed percentage from partial closes */
-    partialExecuted?: number;
-    /** Unrealized PNL at the moment breakeven was reached */
-    pnl?: IStrategyPnL;
-    /** Human-readable description of signal reason */
-    note?: string;
-    /** Timestamp when position became active (ms) */
-    pendingAt?: number;
-    /** Timestamp when signal was created/scheduled (ms) */
-    scheduledAt?: number;
-    /** True if backtest mode, false if live mode */
-    backtest: boolean;
-}
-/**
- * Statistical data calculated from breakeven events.
- *
- * Provides metrics for breakeven milestone tracking.
- *
- * @example
- * ```typescript
- * const stats = await Breakeven.getData("BTCUSDT", "my-strategy");
- *
- * console.log(`Total breakeven events: ${stats.totalEvents}`);
- * console.log(`Average threshold: ${stats.averageThreshold}%`);
- * ```
- */
-interface BreakevenStatisticsModel {
-    /** Array of all breakeven events with full details */
-    eventList: BreakevenEvent[];
-    /** Total number of breakeven events */
-    totalEvents: number;
-}
-
 declare const GLOBAL_CONFIG: {
     /**
      * Time to wait for scheduled signal to activate (in minutes)
@@ -10006,6 +9940,8 @@ interface HighestProfitEvent {
     signalId: string;
     /** Position direction */
     position: IPublicSignalRow["position"];
+    /** Unrealized PNL at the time the record was set */
+    pnl: IStrategyPnL;
     /** Record price reached in the profit direction */
     currentPrice: number;
     /** Effective entry price at the time of the update */
@@ -10079,6 +10015,72 @@ interface RiskStatisticsModel {
     byStrategy: Record<string, number>;
 }
 
+/**
+ * Unified breakeven event data for report generation.
+ * Contains all information about when signals reached breakeven.
+ */
+interface BreakevenEvent {
+    /** Event timestamp in milliseconds */
+    timestamp: number;
+    /** Trading pair symbol */
+    symbol: string;
+    /** Strategy name */
+    strategyName: StrategyName;
+    /** Signal ID */
+    signalId: string;
+    /** Position type */
+    position: string;
+    /** Current market price when breakeven was reached */
+    currentPrice: number;
+    /** Entry price (breakeven level) */
+    priceOpen: number;
+    /** Take profit target price */
+    priceTakeProfit?: number;
+    /** Stop loss exit price */
+    priceStopLoss?: number;
+    /** Original take profit price set at signal creation */
+    originalPriceTakeProfit?: number;
+    /** Original stop loss price set at signal creation */
+    originalPriceStopLoss?: number;
+    /** Total number of DCA entries (present when averageBuy was applied) */
+    totalEntries?: number;
+    /** Total number of partial closes executed (_partial.length) */
+    totalPartials?: number;
+    /** Original entry price before DCA averaging (present when averageBuy was applied) */
+    originalPriceOpen?: number;
+    /** Total executed percentage from partial closes */
+    partialExecuted?: number;
+    /** Unrealized PNL at the moment breakeven was reached */
+    pnl?: IStrategyPnL;
+    /** Human-readable description of signal reason */
+    note?: string;
+    /** Timestamp when position became active (ms) */
+    pendingAt?: number;
+    /** Timestamp when signal was created/scheduled (ms) */
+    scheduledAt?: number;
+    /** True if backtest mode, false if live mode */
+    backtest: boolean;
+}
+/**
+ * Statistical data calculated from breakeven events.
+ *
+ * Provides metrics for breakeven milestone tracking.
+ *
+ * @example
+ * ```typescript
+ * const stats = await Breakeven.getData("BTCUSDT", "my-strategy");
+ *
+ * console.log(`Total breakeven events: ${stats.totalEvents}`);
+ * console.log(`Average threshold: ${stats.averageThreshold}%`);
+ * ```
+ */
+interface BreakevenStatisticsModel {
+    /** Array of all breakeven events with full details */
+    eventList: BreakevenEvent[];
+    /** Total number of breakeven events */
+    totalEvents: number;
+}
+
 /**
  * Action types for strategy events.
  * Represents all possible strategy management actions.
@@ -26828,4 +26830,4 @@ 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 CancelScheduledCommitNotification, type CandleData, type CandleInterval, type ClosePendingCommit, type ClosePendingCommitNotification, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, 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, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, 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, listenHighestProfit, listenHighestProfitOnce, 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, type BreakevenEvent, type BreakevenStatisticsModel, Broker, type BrokerAverageBuyPayload, BrokerBase, type BrokerBreakevenPayload, type BrokerPartialLossPayload, type BrokerPartialProfitPayload, type BrokerSignalClosePayload, type BrokerSignalOpenPayload, type BrokerTrailingStopPayload, type BrokerTrailingTakePayload, Cache, type CancelScheduledCommit, type CancelScheduledCommitNotification, type CandleData, type CandleInterval, type ClosePendingCommit, type ClosePendingCommitNotification, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, 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, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, 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, listenHighestProfit, listenHighestProfitOnce, 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 };