backtest-kit 6.15.0 → 7.0.0
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 +4 -2
- package/build/index.cjs +422 -13
- package/build/index.mjs +420 -14
- package/package.json +2 -2
- package/types.d.ts +233 -7
package/package.json
CHANGED
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@@ -1,6 +1,6 @@
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{
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"name": "backtest-kit",
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"version": "
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"version": "7.0.0",
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"description": "A TypeScript library for trading system backtest",
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"author": {
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"name": "Petr Tripolsky",
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@@ -12,7 +12,7 @@
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"url": "http://paypal.me/tripolskypetr"
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},
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"license": "MIT",
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"homepage": "https://backtest-kit.github.io/documents/
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"homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
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"keywords": [
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"backtesting",
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"backtest",
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package/types.d.ts
CHANGED
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@@ -63,9 +63,9 @@ type TExecutionContextService = InstanceType<typeof ExecutionContextService>;
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*
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* Minutes: 1m, 3m, 5m, 15m, 30m
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* Hours: 1h, 2h, 4h, 6h, 8h, 12h
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* Days: 1d
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* Days: 1d
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*/
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type FrameInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "12h" | "1d"
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type FrameInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "12h" | "1d";
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/**
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* Frame parameters passed to ClientFrame constructor.
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* Extends IFrameSchema with logger instance for internal logging.
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@@ -1053,6 +1053,53 @@ interface ActivePingContract {
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timestamp: number;
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}
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/**
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* Contract for idle ping events when no signal is active.
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*
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* Emitted by idlePingSubject every tick/minute when there is no pending
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* or scheduled signal being monitored.
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* Used for tracking idle strategy lifecycle.
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*
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* Consumers:
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* - User callbacks via listenIdlePing() / listenIdlePingOnce()
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*/
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interface IdlePingContract {
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/**
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* Trading pair symbol (e.g., "BTCUSDT").
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*/
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symbol: string;
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/**
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* Strategy name that is in idle state.
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*/
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strategyName: StrategyName;
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/**
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* Exchange name where this strategy is running.
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*/
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exchangeName: ExchangeName;
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/**
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* Frame name (if backtest)
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*/
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frameName: FrameName;
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/**
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* Current market price of the symbol at the time of the ping.
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*/
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currentPrice: number;
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/**
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* Execution mode flag.
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* - true: Event from backtest execution (historical candle data)
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* - false: Event from live trading (real-time tick)
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*/
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backtest: boolean;
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/**
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* Event timestamp in milliseconds since Unix epoch.
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*
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* Timing semantics:
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* - Live mode: when.getTime() at the moment of ping
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* - Backtest mode: candle.timestamp of the candle being processed
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*/
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timestamp: number;
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}
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/**
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* Contract for risk rejection events.
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*
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* @param backtest - True for backtest mode, false for live trading
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*/
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onPingActive(event: ActivePingContract, actionName: ActionName, strategyName: StrategyName, frameName: FrameName, backtest: boolean): void | Promise<void>;
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/**
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* Called every tick when no signal is active (idle state).
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*
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* Triggered by: StrategyConnectionService via idlePingSubject
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* Frequency: Every tick while no signal is pending or scheduled
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*
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* @param event - Idle ping data with current price and context
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* @param actionName - Action identifier
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* @param strategyName - Strategy identifier
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* @param frameName - Timeframe identifier
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* @param backtest - True for backtest mode, false for live trading
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*/
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onPingIdle(event: IdlePingContract, actionName: ActionName, strategyName: StrategyName, frameName: FrameName, backtest: boolean): void | Promise<void>;
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/**
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* Called when signal is rejected by risk management.
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*
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* @param event - Active pending signal monitoring data
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*/
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pingActive(event: ActivePingContract): void | Promise<void>;
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/**
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* Handles idle ping events when no signal is active.
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*
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* Emitted by: StrategyConnectionService via idlePingSubject
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* Source: CREATE_COMMIT_IDLE_PING_FN callback in StrategyConnectionService
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* Frequency: Every tick while no signal is pending or scheduled
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*
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* @param event - Idle ping data with current price and context
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*/
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pingIdle(event: IdlePingContract): void | Promise<void>;
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/**
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* Handles risk rejection events when signals fail risk validation.
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*
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/**
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* Candle time interval for fetching historical data.
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*/
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type CandleInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "1d"
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type CandleInterval = "1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "1d";
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/** Numeric type that can be undefined (used for optional numeric values) */
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type Num = number | undefined;
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interface IPublicCandleData {
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@@ -6722,7 +6792,7 @@ declare function addExchangeSchema(exchangeSchema: IExchangeSchema): void;
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*
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* @param frameSchema - Frame configuration object
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* @param frameSchema.frameName - Unique frame identifier
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* @param frameSchema.interval - Timeframe interval ("1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "12h" | "1d"
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* @param frameSchema.interval - Timeframe interval ("1m" | "3m" | "5m" | "15m" | "30m" | "1h" | "2h" | "4h" | "6h" | "8h" | "12h" | "1d")
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* @param frameSchema.startDate - Start date for timeframe generation
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* @param frameSchema.endDate - End date for timeframe generation
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* @param frameSchema.callbacks - Optional callback for timeframe events
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@@ -8753,6 +8823,23 @@ declare function listenActivePing(fn: (event: ActivePingContract) => void): () =
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* ```
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*/
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declare function listenActivePingOnce(filterFn: (event: ActivePingContract) => boolean, fn: (event: ActivePingContract) => void): () => void;
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/**
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* Subscribes to idle ping events with queued async processing.
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*
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* Emits every tick when there is no pending or scheduled signal being monitored.
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*
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* @param fn - Callback function to handle idle ping events
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* @returns Unsubscribe function to stop listening
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*/
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declare function listenIdlePing(fn: (event: IdlePingContract) => void): () => void;
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/**
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* Subscribes to filtered idle ping events with one-time execution.
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*
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* @param filterFn - Predicate to filter events
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* @param fn - Callback function to handle the matching event
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* @returns Unsubscribe function to cancel the listener before it fires
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*/
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declare function listenIdlePingOnce(filterFn: (event: IdlePingContract) => boolean, fn: (event: IdlePingContract) => void): () => void;
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/**
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* Subscribes to strategy management events with queued async processing.
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*
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@@ -9178,6 +9265,32 @@ declare function getAggregatedTrades(symbol: string, limit?: number): Promise<IA
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* ```
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*/
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declare function getLatestSignal(symbol: string): Promise<IPublicSignalRow | null>;
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/**
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* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
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*
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* Does not distinguish between active and closed signals — measures time since
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* whichever signal was recorded last. Useful for cooldown logic after a stop-loss.
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*
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* Searches backtest storage first, then live storage.
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* Returns null if no signal exists at all.
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*
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* Automatically detects backtest/live mode from execution context.
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*
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* @param symbol - Trading pair symbol
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* @param timestamp - Current timestamp in milliseconds
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* @returns Promise resolving to whole minutes since the latest signal was created, or null
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*
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* @example
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* ```typescript
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* import { getMinutesSinceLatestSignalCreated } from "backtest-kit";
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*
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* const minutes = await getMinutesSinceLatestSignalCreated("BTCUSDT");
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* if (minutes !== null && minutes < 24 * 60) {
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* return; // cooldown — skip new signal for 24 hours after last signal
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* }
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* ```
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*/
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declare function getMinutesSinceLatestSignalCreated(symbol: string): Promise<number | null>;
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/**
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* Writes a value to memory scoped to the current signal.
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@@ -20677,6 +20790,17 @@ interface IRecentUtils {
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* @returns The latest signal or null if not found
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*/
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getLatestSignal(symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean): Promise<IPublicSignalRow | null>;
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/**
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* Returns the number of minutes elapsed since the latest signal's timestamp.
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* @param symbol - Trading pair symbol
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Frame identifier
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* @param backtest - Flag indicating if the context is backtest or live
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* @param currentTimestamp - Current timestamp in milliseconds
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* @returns Minutes since the latest signal, or null if no signal found
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*/
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getMinutesSinceLatestSignalCreated(timestamp: number, symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean): Promise<number | null>;
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}
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/**
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* Constructor type for recent signal storage adapters.
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@@ -20711,6 +20835,18 @@ declare class RecentBacktestAdapter implements IRecentUtils {
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* @returns The latest signal or null if not found
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*/
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getLatestSignal: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<IPublicSignalRow | null>;
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/**
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* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
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* Proxies call to the underlying storage adapter.
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* @param timestamp - Current timestamp in milliseconds
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* @param symbol - Trading pair symbol
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Frame identifier
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* @param backtest - Flag indicating if the context is backtest or live
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* @returns Whole minutes since the latest signal was created, or null if no signal found
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*/
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getMinutesSinceLatestSignalCreated: (timestamp: number, symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<number | null>;
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/**
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* Sets the storage adapter constructor.
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* All future storage operations will use this adapter.
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* @returns The latest signal or null if not found
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*/
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getLatestSignal: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<IPublicSignalRow | null>;
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/**
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* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
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* Proxies call to the underlying storage adapter.
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* @param timestamp - Current timestamp in milliseconds
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* @param symbol - Trading pair symbol
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Frame identifier
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* @param backtest - Flag indicating if the context is backtest or live
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* @returns Whole minutes since the latest signal was created, or null if no signal found
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*/
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getMinutesSinceLatestSignalCreated: (timestamp: number, symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<number | null>;
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/**
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* Sets the storage adapter constructor.
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* All future storage operations will use this adapter.
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@@ -20819,6 +20967,20 @@ declare class RecentAdapter {
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exchangeName: ExchangeName;
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frameName: FrameName;
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}) => Promise<IPublicSignalRow | null>;
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/**
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* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
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* Searches backtest storage first, then live storage.
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* @param timestamp - Current timestamp in milliseconds
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* @param symbol - Trading pair symbol
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* @param context - Execution context with strategyName, exchangeName, and frameName
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* @returns Whole minutes since the latest signal was created, or null if no signal found
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* @throws Error if RecentAdapter is not enabled
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*/
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getMinutesSinceLatestSignalCreated: (timestamp: number, symbol: string, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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}) => Promise<number | null>;
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}
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/**
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* Global singleton instance of RecentAdapter.
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@@ -23377,6 +23539,21 @@ declare class ActionBase implements IPublicAction {
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* ```
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*/
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pingActive(event: ActivePingContract, source?: string): void | Promise<void>;
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/**
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* Handles idle ping events when no signal is active.
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*
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* Called every tick while no signal is pending or scheduled.
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* Use to monitor idle strategy state and implement entry condition logic.
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*
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* Triggered by: ActionCoreService.pingIdle() via StrategyConnectionService
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* Source: idlePingSubject.next() in CREATE_COMMIT_IDLE_PING_FN callback
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* Frequency: Every tick while no signal is pending or scheduled
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*
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* Default implementation: Logs idle ping event.
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*
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* @param event - Idle ping data with symbol, strategy info, current price, timestamp
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*/
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pingIdle(event: IdlePingContract, source?: string): void | Promise<void>;
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/**
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* Handles risk rejection events when signals fail risk validation.
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*
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@@ -24583,6 +24760,11 @@ declare const schedulePingSubject: Subject<SchedulePingContract>;
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* Allows users to track active signal lifecycle and implement custom dynamic management logic.
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*/
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declare const activePingSubject: Subject<ActivePingContract>;
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/**
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* Idle ping emitter for strategy idle state events.
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* Emits every tick when there is no pending or scheduled signal being monitored.
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*/
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declare const idlePingSubject: Subject<IdlePingContract>;
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/**
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* Strategy management signal emitter.
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* Emits when strategy management actions are executed:
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@@ -24632,6 +24814,7 @@ declare const emitters_doneWalkerSubject: typeof doneWalkerSubject;
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declare const emitters_errorEmitter: typeof errorEmitter;
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declare const emitters_exitEmitter: typeof exitEmitter;
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declare const emitters_highestProfitSubject: typeof highestProfitSubject;
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+
declare const emitters_idlePingSubject: typeof idlePingSubject;
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declare const emitters_maxDrawdownSubject: typeof maxDrawdownSubject;
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declare const emitters_partialLossSubject: typeof partialLossSubject;
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declare const emitters_partialProfitSubject: typeof partialProfitSubject;
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@@ -24652,7 +24835,7 @@ declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
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declare const emitters_walkerEmitter: typeof walkerEmitter;
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declare const emitters_walkerStopSubject: typeof walkerStopSubject;
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declare namespace emitters {
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-
export { emitters_activePingSubject as activePingSubject, emitters_backtestScheduleOpenSubject as backtestScheduleOpenSubject, emitters_breakevenSubject as breakevenSubject, emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_highestProfitSubject as highestProfitSubject, emitters_maxDrawdownSubject as maxDrawdownSubject, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_schedulePingSubject as schedulePingSubject, emitters_shutdownEmitter as shutdownEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_signalNotifySubject as signalNotifySubject, emitters_strategyCommitSubject as strategyCommitSubject, emitters_syncSubject as syncSubject, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
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|
+
export { emitters_activePingSubject as activePingSubject, emitters_backtestScheduleOpenSubject as backtestScheduleOpenSubject, emitters_breakevenSubject as breakevenSubject, emitters_doneBacktestSubject as doneBacktestSubject, emitters_doneLiveSubject as doneLiveSubject, emitters_doneWalkerSubject as doneWalkerSubject, emitters_errorEmitter as errorEmitter, emitters_exitEmitter as exitEmitter, emitters_highestProfitSubject as highestProfitSubject, emitters_idlePingSubject as idlePingSubject, emitters_maxDrawdownSubject as maxDrawdownSubject, emitters_partialLossSubject as partialLossSubject, emitters_partialProfitSubject as partialProfitSubject, emitters_performanceEmitter as performanceEmitter, emitters_progressBacktestEmitter as progressBacktestEmitter, emitters_progressWalkerEmitter as progressWalkerEmitter, emitters_riskSubject as riskSubject, emitters_schedulePingSubject as schedulePingSubject, emitters_shutdownEmitter as shutdownEmitter, emitters_signalBacktestEmitter as signalBacktestEmitter, emitters_signalEmitter as signalEmitter, emitters_signalLiveEmitter as signalLiveEmitter, emitters_signalNotifySubject as signalNotifySubject, emitters_strategyCommitSubject as strategyCommitSubject, emitters_syncSubject as syncSubject, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
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}
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/**
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@@ -25662,6 +25845,22 @@ declare class ActionCoreService implements TAction$1 {
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exchangeName: ExchangeName;
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|
frameName: FrameName;
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|
}) => Promise<void>;
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|
+
/**
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25849
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+
* Routes idle ping event to all registered actions for the strategy.
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+
*
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+
* Retrieves action list from strategy schema (IStrategySchema.actions)
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+
* and invokes the pingIdle handler on each ClientAction instance sequentially.
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+
* Called every tick when there is no pending or scheduled signal being monitored.
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+
*
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+
* @param backtest - Whether running in backtest mode (true) or live mode (false)
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+
* @param event - Idle state monitoring data
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+
* @param context - Strategy execution context with strategyName, exchangeName, frameName
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+
*/
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+
pingIdle: (backtest: boolean, event: IdlePingContract, context: {
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+
strategyName: StrategyName;
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+
exchangeName: ExchangeName;
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+
frameName: FrameName;
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+
}) => Promise<void>;
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/**
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|
* Routes risk rejection event to all registered actions for the strategy.
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*
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@@ -27444,7 +27643,7 @@ declare class StrategyConnectionService implements TStrategy$1 {
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|
* Features:
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|
* - Generates timestamp arrays for backtest iteration
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* - Singleshot caching prevents redundant generation
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-
* - Configurable interval spacing (1m to
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+
* - Configurable interval spacing (1m to 1d)
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* - Callback support for validation and logging
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*
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* Used by BacktestLogicPrivateService to iterate through historical periods.
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@@ -27751,6 +27950,16 @@ declare class ActionProxy implements IPublicAction {
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* @returns Promise resolving to user's pingActive() result or null on error
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*/
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|
pingActive(event: ActivePingContract): Promise<any>;
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+
/**
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+
* Handles idle ping events with error capture.
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+
*
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|
+
* Wraps the user's pingIdle() method to catch and log any errors.
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+
* Called every tick while no signal is pending or scheduled.
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|
+
*
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27959
|
+
* @param event - Idle ping data with symbol, strategy info, current price, timestamp
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27960
|
+
* @returns Promise resolving to user's pingIdle() result or null on error
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27961
|
+
*/
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27962
|
+
pingIdle(event: IdlePingContract): Promise<any>;
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|
/**
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27755
27964
|
* Handles risk rejection events with error capture.
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|
*
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@@ -27906,6 +28115,10 @@ declare class ClientAction implements IAction {
|
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28115
|
* Handles active ping events during active pending signal monitoring.
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28116
|
*/
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28117
|
pingActive(event: ActivePingContract): Promise<void>;
|
|
28118
|
+
/**
|
|
28119
|
+
* Handles idle ping events when no signal is active.
|
|
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|
+
*/
|
|
28121
|
+
pingIdle(event: IdlePingContract): Promise<void>;
|
|
27909
28122
|
/**
|
|
27910
28123
|
* Handles risk rejection events when signals fail risk validation.
|
|
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|
*/
|
|
@@ -28093,6 +28306,19 @@ declare class ActionConnectionService implements TAction {
|
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28306
|
exchangeName: ExchangeName;
|
|
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28307
|
frameName: FrameName;
|
|
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28308
|
}) => Promise<void>;
|
|
28309
|
+
/**
|
|
28310
|
+
* Routes idle ping event to appropriate ClientAction instance.
|
|
28311
|
+
*
|
|
28312
|
+
* @param event - Idle ping event data
|
|
28313
|
+
* @param backtest - Whether running in backtest mode
|
|
28314
|
+
* @param context - Execution context with action name, strategy name, exchange name, frame name
|
|
28315
|
+
*/
|
|
28316
|
+
pingIdle: (event: IdlePingContract, backtest: boolean, context: {
|
|
28317
|
+
actionName: ActionName;
|
|
28318
|
+
strategyName: StrategyName;
|
|
28319
|
+
exchangeName: ExchangeName;
|
|
28320
|
+
frameName: FrameName;
|
|
28321
|
+
}) => Promise<void>;
|
|
28096
28322
|
/**
|
|
28097
28323
|
* Routes riskRejection event to appropriate ClientAction instance.
|
|
28098
28324
|
*
|
|
@@ -32210,4 +32436,4 @@ declare const getTotalClosed: (signal: Signal) => {
|
|
|
32210
32436
|
remainingCostBasis: number;
|
|
32211
32437
|
};
|
|
32212
32438
|
|
|
32213
|
-
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, Dump, 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 IDumpContext, type IDumpInstance, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type IMemoryInstance, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IRecentUtils, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalIntervalDto, 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, Interval, type IntervalData, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MarkdownWriter, MaxDrawdown, type MaxDrawdownContract, type MaxDrawdownEvent, type MaxDrawdownStatisticsModel, type MeasureData, Memory, type MemoryData, type MessageModel, type MessageRole, type MessageToolCall, 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, PersistIntervalAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistMemoryAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRecentAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, Position, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Recent, RecentBacktest, type RecentData, RecentLive, Reflect, Report, ReportBase, type ReportName, ReportWriter, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, Session, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInfoContract, type SignalInfoNotification, 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 TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TRecentUtilsCtor, 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, commitSignalNotify, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, dumpAgentAnswer, dumpError, dumpJson, dumpRecord, dumpTable, dumpText, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getLatestSignal, getMaxDrawdownDistancePnlCost, getMaxDrawdownDistancePnlPercentage, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionActiveMinutes, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestMaxDrawdownPnlCost, getPositionHighestMaxDrawdownPnlPercentage, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitDistancePnlCost, getPositionHighestProfitDistancePnlPercentage, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getPositionWaitingMinutes, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasNoPendingSignal, hasNoScheduledSignal, hasTradeContext, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listMemory, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenMaxDrawdown, listenMaxDrawdownOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalNotify, listenSignalNotifyOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, runInMockContext, searchMemory, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, warmCandles, writeMemory };
|
|
32439
|
+
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, Dump, 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 IDumpContext, type IDumpInstance, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type IMemoryInstance, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IRecentUtils, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalIntervalDto, 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 IdlePingContract, type InfoErrorNotification, Interval, type IntervalData, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MarkdownWriter, MaxDrawdown, type MaxDrawdownContract, type MaxDrawdownEvent, type MaxDrawdownStatisticsModel, type MeasureData, Memory, type MemoryData, type MessageModel, type MessageRole, type MessageToolCall, 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, PersistIntervalAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistMemoryAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRecentAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, Position, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Recent, RecentBacktest, type RecentData, RecentLive, Reflect, Report, ReportBase, type ReportName, ReportWriter, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, Session, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInfoContract, type SignalInfoNotification, 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 TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TRecentUtilsCtor, 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, commitSignalNotify, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, dumpAgentAnswer, dumpError, dumpJson, dumpRecord, dumpTable, dumpText, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getLatestSignal, getMaxDrawdownDistancePnlCost, getMaxDrawdownDistancePnlPercentage, getMinutesSinceLatestSignalCreated, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionActiveMinutes, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestMaxDrawdownPnlCost, getPositionHighestMaxDrawdownPnlPercentage, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitDistancePnlCost, getPositionHighestProfitDistancePnlPercentage, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getPositionWaitingMinutes, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasNoPendingSignal, hasNoScheduledSignal, hasTradeContext, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listMemory, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenIdlePing, listenIdlePingOnce, listenMaxDrawdown, listenMaxDrawdownOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalNotify, listenSignalNotifyOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, runInMockContext, searchMemory, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, warmCandles, writeMemory };
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