backtest-kit 6.1.0 → 6.2.0

package/build/index.cjs

@@ -19398,6 +19398,22 @@ const walker_strategy_columns = [
             : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "firstEventTime",
+        label: "First Event",
+        format: (data) => data.firstEventTime !== null
+            ? new Date(data.firstEventTime).toISOString()
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "lastEventTime",
+        label: "Last Event",
+        format: (data) => data.lastEventTime !== null
+            ? new Date(data.lastEventTime).toISOString()
+            : "N/A",
+        isVisible: () => true,
+    },
 ];
 /**
  * Column configuration for walker PNL table in markdown reports.
@@ -22206,10 +22222,19 @@ let ReportStorage$6 = class ReportStorage {
         if (data.strategyName === data.bestStrategy) {
             this._bestStats = data.stats;
         }
+        const signals = data.stats.signalList;
+        const firstEventTime = signals.length > 0
+            ? signals.reduce((acc, s) => s.signal.pendingAt < acc ? s.signal.pendingAt : acc, signals[0].signal.pendingAt)
+            : null;
+        const lastEventTime = signals.length > 0
+            ? signals.reduce((acc, s) => s.closeTimestamp > acc ? s.closeTimestamp : acc, signals[0].closeTimestamp)
+            : null;
         this._strategyResults.unshift({
             strategyName: data.strategyName,
             stats: data.stats,
             metricValue: isUnsafe$1(data.metricValue) ? null : data.metricValue,
+            firstEventTime,
+            lastEventTime,
         });
     }
     /**
@@ -28052,6 +28077,13 @@ class WalkerReportService {
          */
         this.tick = async (data) => {
             this.loggerService.log(WALKER_REPORT_METHOD_NAME_TICK, { data });
+            const signals = data.stats.signalList;
+            const firstEventTime = signals.length > 0
+                ? signals.reduce((acc, s) => s.signal.pendingAt < acc ? s.signal.pendingAt : acc, signals[0].signal.pendingAt)
+                : null;
+            const lastEventTime = signals.length > 0
+                ? signals.reduce((acc, s) => s.closeTimestamp > acc ? s.closeTimestamp : acc, signals[0].closeTimestamp)
+                : null;
             await Report.writeData("walker", {
                 timestamp: getContextTimestamp(),
                 walkerName: data.walkerName,
@@ -28076,6 +28108,8 @@ class WalkerReportService {
                 annualizedSharpeRatio: data.stats.annualizedSharpeRatio,
                 certaintyRatio: data.stats.certaintyRatio,
                 expectedYearlyReturns: data.stats.expectedYearlyReturns,
+                firstEventTime,
+                lastEventTime,
             }, {
                 symbol: data.symbol,
                 strategyName: data.strategyName,

package/build/index.mjs

@@ -19378,6 +19378,22 @@ const walker_strategy_columns = [
             : "N/A",
         isVisible: () => true,
     },
+    {
+        key: "firstEventTime",
+        label: "First Event",
+        format: (data) => data.firstEventTime !== null
+            ? new Date(data.firstEventTime).toISOString()
+            : "N/A",
+        isVisible: () => true,
+    },
+    {
+        key: "lastEventTime",
+        label: "Last Event",
+        format: (data) => data.lastEventTime !== null
+            ? new Date(data.lastEventTime).toISOString()
+            : "N/A",
+        isVisible: () => true,
+    },
 ];
 /**
  * Column configuration for walker PNL table in markdown reports.
@@ -22186,10 +22202,19 @@ let ReportStorage$6 = class ReportStorage {
         if (data.strategyName === data.bestStrategy) {
             this._bestStats = data.stats;
         }
+        const signals = data.stats.signalList;
+        const firstEventTime = signals.length > 0
+            ? signals.reduce((acc, s) => s.signal.pendingAt < acc ? s.signal.pendingAt : acc, signals[0].signal.pendingAt)
+            : null;
+        const lastEventTime = signals.length > 0
+            ? signals.reduce((acc, s) => s.closeTimestamp > acc ? s.closeTimestamp : acc, signals[0].closeTimestamp)
+            : null;
         this._strategyResults.unshift({
             strategyName: data.strategyName,
             stats: data.stats,
             metricValue: isUnsafe$1(data.metricValue) ? null : data.metricValue,
+            firstEventTime,
+            lastEventTime,
         });
     }
     /**
@@ -28032,6 +28057,13 @@ class WalkerReportService {
          */
         this.tick = async (data) => {
             this.loggerService.log(WALKER_REPORT_METHOD_NAME_TICK, { data });
+            const signals = data.stats.signalList;
+            const firstEventTime = signals.length > 0
+                ? signals.reduce((acc, s) => s.signal.pendingAt < acc ? s.signal.pendingAt : acc, signals[0].signal.pendingAt)
+                : null;
+            const lastEventTime = signals.length > 0
+                ? signals.reduce((acc, s) => s.closeTimestamp > acc ? s.closeTimestamp : acc, signals[0].closeTimestamp)
+                : null;
             await Report.writeData("walker", {
                 timestamp: getContextTimestamp(),
                 walkerName: data.walkerName,
@@ -28056,6 +28088,8 @@ class WalkerReportService {
                 annualizedSharpeRatio: data.stats.annualizedSharpeRatio,
                 certaintyRatio: data.stats.certaintyRatio,
                 expectedYearlyReturns: data.stats.expectedYearlyReturns,
+                firstEventTime,
+                lastEventTime,
             }, {
                 symbol: data.symbol,
                 strategyName: data.strategyName,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "6.1.0",
+  "version": "6.2.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -10311,6 +10311,10 @@ interface IStrategyResult {
     stats: BacktestStatisticsModel;
     /** Value of the optimization metric (null if invalid) */
     metricValue: number | null;
+    /** Timestamp of the first signal event (pendingAt of earliest signal), null if no signals */
+    firstEventTime: number | null;
+    /** Timestamp of the last signal event (closeTimestamp of latest signal), null if no signals */
+    lastEventTime: number | null;
 }
 /**
  * Alias for walker statistics result interface.