backtest-kit 5.6.5 → 5.6.6

package/build/index.cjs

@@ -35079,7 +35079,14 @@ function listenSignal(fn) {
  */
 function listenSignalOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SIGNAL_ONCE_METHOD_NAME);
-    return signalEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSignal(wrappedFn);
 }
 /**
  * Subscribes to live trading signal events with queued async processing.
@@ -35128,7 +35135,14 @@ function listenSignalLive(fn) {
  */
 function listenSignalLiveOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SIGNAL_LIVE_ONCE_METHOD_NAME);
-    return signalLiveEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSignalLive(wrappedFn);
 }
 /**
  * Subscribes to backtest signal events with queued async processing.
@@ -35177,7 +35191,14 @@ function listenSignalBacktest(fn) {
  */
 function listenSignalBacktestOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SIGNAL_BACKTEST_ONCE_METHOD_NAME);
-    return signalBacktestEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSignalBacktest(wrappedFn);
 }
 /**
  * Subscribes to recoverable execution errors with queued async processing.
@@ -35294,7 +35315,14 @@ function listenDoneLive(fn) {
  */
 function listenDoneLiveOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_DONE_LIVE_ONCE_METHOD_NAME);
-    return doneLiveSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenDoneLive(wrappedFn);
 }
 /**
  * Subscribes to backtest background execution completion events with queued async processing.
@@ -35357,7 +35385,14 @@ function listenDoneBacktest(fn) {
  */
 function listenDoneBacktestOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_DONE_BACKTEST_ONCE_METHOD_NAME);
-    return doneBacktestSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenDoneBacktest(wrappedFn);
 }
 /**
  * Subscribes to walker background execution completion events with queued async processing.
@@ -35416,7 +35451,14 @@ function listenDoneWalker(fn) {
  */
 function listenDoneWalkerOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_DONE_WALKER_ONCE_METHOD_NAME);
-    return doneWalkerSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenDoneWalker(wrappedFn);
 }
 /**
  * Subscribes to backtest progress events with queued async processing.
@@ -35597,7 +35639,14 @@ function listenWalker(fn) {
  */
 function listenWalkerOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_WALKER_ONCE_METHOD_NAME);
-    return walkerEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenWalker(wrappedFn);
 }
 /**
  * Subscribes to walker completion events with queued async processing.
@@ -35722,7 +35771,14 @@ function listenPartialProfitAvailable(fn) {
  */
 function listenPartialProfitAvailableOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_PARTIAL_PROFIT_ONCE_METHOD_NAME);
-    return partialProfitSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenPartialProfitAvailable(wrappedFn);
 }
 /**
  * Subscribes to partial loss level events with queued async processing.
@@ -35784,7 +35840,14 @@ function listenPartialLossAvailable(fn) {
  */
 function listenPartialLossAvailableOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_PARTIAL_LOSS_ONCE_METHOD_NAME);
-    return partialLossSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenPartialLossAvailable(wrappedFn);
 }
 /**
  * Subscribes to breakeven protection events with queued async processing.
@@ -35848,7 +35911,14 @@ function listenBreakevenAvailable(fn) {
  */
 function listenBreakevenAvailableOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_BREAKEVEN_ONCE_METHOD_NAME);
-    return breakevenSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenBreakevenAvailable(wrappedFn);
 }
 /**
  * Subscribes to risk rejection events with queued async processing.
@@ -35917,7 +35987,14 @@ function listenRisk(fn) {
  */
 function listenRiskOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_RISK_ONCE_METHOD_NAME);
-    return riskSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenRisk(wrappedFn);
 }
 /**
  * Subscribes to ping events during scheduled signal monitoring with queued async processing.
@@ -35944,7 +36021,16 @@ function listenRiskOnce(filterFn, fn) {
  */
 function listenSchedulePing(fn) {
     bt.loggerService.log(LISTEN_SCHEDULE_PING_METHOD_NAME);
-    return schedulePingSubject.subscribe(functoolsKit.queued(async (event) => fn(event)));
+    const wrappedFn = async (event) => {
+        if (await bt.strategyCoreService.hasScheduledSignal(event.backtest, event.symbol, {
+            strategyName: event.data.strategyName,
+            exchangeName: event.data.exchangeName,
+            frameName: event.data.frameName,
+        })) {
+            await fn(event);
+        }
+    };
+    return schedulePingSubject.subscribe(functoolsKit.queued(wrappedFn));
 }
 /**
  * Subscribes to filtered ping events with one-time execution.
@@ -35978,7 +36064,14 @@ function listenSchedulePing(fn) {
  */
 function listenSchedulePingOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SCHEDULE_PING_ONCE_METHOD_NAME);
-    return schedulePingSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSchedulePing(wrappedFn);
 }
 /**
  * Subscribes to active ping events with queued async processing.
@@ -36009,7 +36102,16 @@ function listenSchedulePingOnce(filterFn, fn) {
  */
 function listenActivePing(fn) {
     bt.loggerService.log(LISTEN_ACTIVE_PING_METHOD_NAME);
-    return activePingSubject.subscribe(functoolsKit.queued(async (event) => fn(event)));
+    const wrappedFn = async (event) => {
+        if (await bt.strategyCoreService.hasPendingSignal(event.backtest, event.symbol, {
+            strategyName: event.data.strategyName,
+            exchangeName: event.data.exchangeName,
+            frameName: event.data.frameName,
+        })) {
+            await fn(event);
+        }
+    };
+    return activePingSubject.subscribe(functoolsKit.queued(wrappedFn));
 }
 /**
  * Subscribes to filtered active ping events with one-time execution.
@@ -36043,7 +36145,14 @@ function listenActivePing(fn) {
  */
 function listenActivePingOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_ACTIVE_PING_ONCE_METHOD_NAME);
-    return activePingSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenActivePing(wrappedFn);
 }
 /**
  * Subscribes to strategy management events with queued async processing.
@@ -36115,7 +36224,14 @@ function listenStrategyCommit(fn) {
  */
 function listenStrategyCommitOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_STRATEGY_COMMIT_ONCE_METHOD_NAME);
-    return strategyCommitSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenStrategyCommit(wrappedFn);
 }
 /**
  * Subscribes to signal synchronization events with queued async processing.
@@ -36150,11 +36266,18 @@ function listenSyncOnce(filterFn, fn) {
     {
         console.error("listenSyncOnce is unwanted cause exchange integration should be implemented in Broker.useBrokerAdapter as an infrastructure domain layer");
         console.error("If you need to implement custom logic on signal open/close, please use signal(), signalBacktest(), signalLive() in addActionSchema handler");
-        console.error("If listenSyncOnce throws the exchange WILL EXECUTE the order!");
+        console.error("If listenSyncOnce throws the exchange will not execute the order!");
         console.error("");
         console.error("You have been warned!");
     }
-    return syncSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSync(wrappedFn);
 }
 /**
  * Subscribes to highest profit events with queued async processing.
@@ -36181,7 +36304,14 @@ function listenHighestProfit(fn) {
  */
 function listenHighestProfitOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_HIGHEST_PROFIT_ONCE_METHOD_NAME);
-    return highestProfitSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenHighestProfit(wrappedFn);
 }
 
 const BACKTEST_METHOD_NAME_RUN = "BacktestUtils.run";

package/build/index.mjs

@@ -35059,7 +35059,14 @@ function listenSignal(fn) {
  */
 function listenSignalOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SIGNAL_ONCE_METHOD_NAME);
-    return signalEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSignal(wrappedFn);
 }
 /**
  * Subscribes to live trading signal events with queued async processing.
@@ -35108,7 +35115,14 @@ function listenSignalLive(fn) {
  */
 function listenSignalLiveOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SIGNAL_LIVE_ONCE_METHOD_NAME);
-    return signalLiveEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSignalLive(wrappedFn);
 }
 /**
  * Subscribes to backtest signal events with queued async processing.
@@ -35157,7 +35171,14 @@ function listenSignalBacktest(fn) {
  */
 function listenSignalBacktestOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SIGNAL_BACKTEST_ONCE_METHOD_NAME);
-    return signalBacktestEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSignalBacktest(wrappedFn);
 }
 /**
  * Subscribes to recoverable execution errors with queued async processing.
@@ -35274,7 +35295,14 @@ function listenDoneLive(fn) {
  */
 function listenDoneLiveOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_DONE_LIVE_ONCE_METHOD_NAME);
-    return doneLiveSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenDoneLive(wrappedFn);
 }
 /**
  * Subscribes to backtest background execution completion events with queued async processing.
@@ -35337,7 +35365,14 @@ function listenDoneBacktest(fn) {
  */
 function listenDoneBacktestOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_DONE_BACKTEST_ONCE_METHOD_NAME);
-    return doneBacktestSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenDoneBacktest(wrappedFn);
 }
 /**
  * Subscribes to walker background execution completion events with queued async processing.
@@ -35396,7 +35431,14 @@ function listenDoneWalker(fn) {
  */
 function listenDoneWalkerOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_DONE_WALKER_ONCE_METHOD_NAME);
-    return doneWalkerSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenDoneWalker(wrappedFn);
 }
 /**
  * Subscribes to backtest progress events with queued async processing.
@@ -35577,7 +35619,14 @@ function listenWalker(fn) {
  */
 function listenWalkerOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_WALKER_ONCE_METHOD_NAME);
-    return walkerEmitter.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenWalker(wrappedFn);
 }
 /**
  * Subscribes to walker completion events with queued async processing.
@@ -35702,7 +35751,14 @@ function listenPartialProfitAvailable(fn) {
  */
 function listenPartialProfitAvailableOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_PARTIAL_PROFIT_ONCE_METHOD_NAME);
-    return partialProfitSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenPartialProfitAvailable(wrappedFn);
 }
 /**
  * Subscribes to partial loss level events with queued async processing.
@@ -35764,7 +35820,14 @@ function listenPartialLossAvailable(fn) {
  */
 function listenPartialLossAvailableOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_PARTIAL_LOSS_ONCE_METHOD_NAME);
-    return partialLossSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenPartialLossAvailable(wrappedFn);
 }
 /**
  * Subscribes to breakeven protection events with queued async processing.
@@ -35828,7 +35891,14 @@ function listenBreakevenAvailable(fn) {
  */
 function listenBreakevenAvailableOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_BREAKEVEN_ONCE_METHOD_NAME);
-    return breakevenSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenBreakevenAvailable(wrappedFn);
 }
 /**
  * Subscribes to risk rejection events with queued async processing.
@@ -35897,7 +35967,14 @@ function listenRisk(fn) {
  */
 function listenRiskOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_RISK_ONCE_METHOD_NAME);
-    return riskSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenRisk(wrappedFn);
 }
 /**
  * Subscribes to ping events during scheduled signal monitoring with queued async processing.
@@ -35924,7 +36001,16 @@ function listenRiskOnce(filterFn, fn) {
  */
 function listenSchedulePing(fn) {
     bt.loggerService.log(LISTEN_SCHEDULE_PING_METHOD_NAME);
-    return schedulePingSubject.subscribe(queued(async (event) => fn(event)));
+    const wrappedFn = async (event) => {
+        if (await bt.strategyCoreService.hasScheduledSignal(event.backtest, event.symbol, {
+            strategyName: event.data.strategyName,
+            exchangeName: event.data.exchangeName,
+            frameName: event.data.frameName,
+        })) {
+            await fn(event);
+        }
+    };
+    return schedulePingSubject.subscribe(queued(wrappedFn));
 }
 /**
  * Subscribes to filtered ping events with one-time execution.
@@ -35958,7 +36044,14 @@ function listenSchedulePing(fn) {
  */
 function listenSchedulePingOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_SCHEDULE_PING_ONCE_METHOD_NAME);
-    return schedulePingSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSchedulePing(wrappedFn);
 }
 /**
  * Subscribes to active ping events with queued async processing.
@@ -35989,7 +36082,16 @@ function listenSchedulePingOnce(filterFn, fn) {
  */
 function listenActivePing(fn) {
     bt.loggerService.log(LISTEN_ACTIVE_PING_METHOD_NAME);
-    return activePingSubject.subscribe(queued(async (event) => fn(event)));
+    const wrappedFn = async (event) => {
+        if (await bt.strategyCoreService.hasPendingSignal(event.backtest, event.symbol, {
+            strategyName: event.data.strategyName,
+            exchangeName: event.data.exchangeName,
+            frameName: event.data.frameName,
+        })) {
+            await fn(event);
+        }
+    };
+    return activePingSubject.subscribe(queued(wrappedFn));
 }
 /**
  * Subscribes to filtered active ping events with one-time execution.
@@ -36023,7 +36125,14 @@ function listenActivePing(fn) {
  */
 function listenActivePingOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_ACTIVE_PING_ONCE_METHOD_NAME);
-    return activePingSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenActivePing(wrappedFn);
 }
 /**
  * Subscribes to strategy management events with queued async processing.
@@ -36095,7 +36204,14 @@ function listenStrategyCommit(fn) {
  */
 function listenStrategyCommitOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_STRATEGY_COMMIT_ONCE_METHOD_NAME);
-    return strategyCommitSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenStrategyCommit(wrappedFn);
 }
 /**
  * Subscribes to signal synchronization events with queued async processing.
@@ -36130,11 +36246,18 @@ function listenSyncOnce(filterFn, fn) {
     {
         console.error("listenSyncOnce is unwanted cause exchange integration should be implemented in Broker.useBrokerAdapter as an infrastructure domain layer");
         console.error("If you need to implement custom logic on signal open/close, please use signal(), signalBacktest(), signalLive() in addActionSchema handler");
-        console.error("If listenSyncOnce throws the exchange WILL EXECUTE the order!");
+        console.error("If listenSyncOnce throws the exchange will not execute the order!");
         console.error("");
         console.error("You have been warned!");
     }
-    return syncSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenSync(wrappedFn);
 }
 /**
  * Subscribes to highest profit events with queued async processing.
@@ -36161,7 +36284,14 @@ function listenHighestProfit(fn) {
  */
 function listenHighestProfitOnce(filterFn, fn) {
     bt.loggerService.log(LISTEN_HIGHEST_PROFIT_ONCE_METHOD_NAME);
-    return highestProfitSubject.filter(filterFn).once(fn);
+    let disposeFn;
+    const wrappedFn = async (event) => {
+        if (filterFn(event)) {
+            await fn(event);
+            disposeFn && disposeFn();
+        }
+    };
+    return disposeFn = listenHighestProfit(wrappedFn);
 }
 
 const BACKTEST_METHOD_NAME_RUN = "BacktestUtils.run";

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "5.6.5",
+  "version": "5.6.6",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",