backtest-kit 5.9.0 → 5.10.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +17 -4
- package/build/index.cjs +254 -128
- package/build/index.mjs +254 -128
- package/package.json +1 -1
- package/types.d.ts +23 -7
package/package.json
CHANGED
package/types.d.ts
CHANGED
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@@ -2938,7 +2938,7 @@ interface IStrategy {
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* @param candles - Array of historical candle data
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* @returns Promise resolving to closed result (always completes signal)
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*/
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-
backtest: (symbol: string, strategyName: StrategyName, candles: ICandleData[]) => Promise<IStrategyBacktestResult>;
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+
backtest: (symbol: string, strategyName: StrategyName, candles: ICandleData[], frameEndTime: number) => Promise<IStrategyBacktestResult>;
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/**
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* Stops the strategy from generating new signals.
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*
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@@ -8417,6 +8417,7 @@ declare function writeMemory<T extends object = object>(dto: {
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bucketName: string;
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memoryId: string;
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value: T;
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description: string;
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}): Promise<void>;
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/**
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* Reads a value from memory scoped to the current signal.
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@@ -18458,9 +18459,9 @@ interface IMemoryInstance {
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* Write a value to memory.
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* @param memoryId - Unique entry identifier
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* @param value - Value to store
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-
* @param
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* @param description - Optional BM25 index string; defaults to JSON.stringify(value)
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*/
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-
writeMemory<T extends object = object>(memoryId: string, value: T,
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writeMemory<T extends object = object>(memoryId: string, value: T, description: string): Promise<void>;
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/**
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* Search memory using BM25 full-text scoring.
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* @param query - Search query string
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@@ -18541,14 +18542,14 @@ declare class MemoryAdapter implements TMemoryInstance {
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* @param dto.value - Value to store
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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* @param dto.
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* @param dto.description - Optional BM25 index string; defaults to JSON.stringify(value)
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*/
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writeMemory: <T extends object = object>(dto: {
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memoryId: string;
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value: T;
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signalId: string;
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bucketName: string;
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-
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description: string;
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}) => Promise<void>;
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/**
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* Search memory using BM25 full-text scoring.
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@@ -21069,6 +21070,21 @@ interface IBroker {
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/** Called when a DCA (average-buy) entry is committed. */
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onAverageBuyCommit(payload: BrokerAverageBuyPayload): Promise<void>;
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}
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/**
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* Constructor type for a broker adapter class.
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*
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* Used by `BrokerAdapter.useBrokerAdapter` to accept a class (not an instance).
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* All `IBroker` methods are optional — implement only what the adapter needs.
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*
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* @example
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* ```typescript
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* class MyBroker implements Partial<IBroker> {
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* async onSignalOpenCommit(payload: BrokerSignalOpenPayload) { ... }
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* }
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*
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* Broker.useBrokerAdapter(MyBroker); // MyBroker satisfies TBrokerCtor
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* ```
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*/
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type TBrokerCtor = new () => Partial<IBroker>;
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/**
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* Facade for broker integration — intercepts all commit* operations before DI-core mutations.
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@@ -23650,7 +23666,7 @@ declare class StrategyConnectionService implements TStrategy$1 {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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-
}, candles: ICandleData[]) => Promise<IStrategyTickResultClosed | IStrategyTickResultCancelled | IStrategyTickResultActive>;
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}, candles: ICandleData[], frameEndTime: number) => Promise<IStrategyTickResultClosed | IStrategyTickResultCancelled | IStrategyTickResultActive>;
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/**
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* Stops the specified strategy from generating new signals.
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*
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@@ -25046,7 +25062,7 @@ declare class StrategyCoreService implements TStrategy {
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* @param context - Execution context with strategyName, exchangeName, frameName
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* @returns Closed signal result with PNL
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*/
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backtest: (symbol: string, candles: ICandleData[], when: Date, backtest: boolean, context: {
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backtest: (symbol: string, candles: ICandleData[], frameEndTime: number, when: Date, backtest: boolean, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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