backtest-kit 6.5.1 → 6.7.0

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Files changed (4) hide show
  1. package/build/index.cjs +1858 -111
  2. package/build/index.mjs +1849 -112
  3. package/package.json +2 -2
  4. package/types.d.ts +1031 -132
package/types.d.ts CHANGED
@@ -2235,6 +2235,19 @@ interface ISignalRow extends ISignalDto {
2235
2235
  pnlPercentage: number;
2236
2236
  pnlCost: number;
2237
2237
  };
2238
+ /**
2239
+ * Worst price seen in loss direction during the life of this position.
2240
+ * Initialized at position open with priceOpen/pendingAt (pnl = 0).
2241
+ * Updated on every tick/candle when price moves toward SL (currentDistance < 0).
2242
+ * - For LONG: minimum VWAP price seen below effective entry
2243
+ * - For SHORT: maximum VWAP price seen above effective entry
2244
+ */
2245
+ _fall: {
2246
+ price: number;
2247
+ timestamp: number;
2248
+ pnlPercentage: number;
2249
+ pnlCost: number;
2250
+ };
2238
2251
  /** Unix timestamp in milliseconds when this signal was created/scheduled in backtest context or when getSignal was called in live context (before validation) */
2239
2252
  timestamp: number;
2240
2253
  }
@@ -3502,6 +3515,68 @@ interface IStrategy {
3502
3515
  * @returns Promise resolving to drawdown duration in minutes or null
3503
3516
  */
3504
3517
  getPositionDrawdownMinutes: (symbol: string, timestamp: number) => Promise<number | null>;
3518
+ /**
3519
+ * Returns the number of minutes elapsed since the highest profit price was recorded.
3520
+ *
3521
+ * Alias for getPositionDrawdownMinutes — measures how long the position has been
3522
+ * pulling back from its peak profit level.
3523
+ *
3524
+ * Returns null if no pending signal exists.
3525
+ *
3526
+ * @param symbol - Trading pair symbol
3527
+ * @param timestamp - Current Unix timestamp in milliseconds
3528
+ * @returns Promise resolving to minutes since last profit peak or null
3529
+ */
3530
+ getPositionHighestProfitMinutes: (symbol: string, timestamp: number) => Promise<number | null>;
3531
+ /**
3532
+ * Returns the number of minutes elapsed since the worst loss price was recorded.
3533
+ *
3534
+ * Measures how long ago the deepest drawdown point occurred.
3535
+ * Zero when called at the exact moment the trough was set.
3536
+ *
3537
+ * Returns null if no pending signal exists.
3538
+ *
3539
+ * @param symbol - Trading pair symbol
3540
+ * @param timestamp - Current Unix timestamp in milliseconds
3541
+ * @returns Promise resolving to minutes since last drawdown trough or null
3542
+ */
3543
+ getPositionMaxDrawdownMinutes: (symbol: string, timestamp: number) => Promise<number | null>;
3544
+ /**
3545
+ * Returns the worst price reached in the loss direction during this position's life.
3546
+ *
3547
+ * Returns null if no pending signal exists.
3548
+ *
3549
+ * @param symbol - Trading pair symbol
3550
+ * @returns Promise resolving to price or null
3551
+ */
3552
+ getPositionMaxDrawdownPrice: (symbol: string) => Promise<number | null>;
3553
+ /**
3554
+ * Returns the timestamp when the worst loss price was recorded during this position's life.
3555
+ *
3556
+ * Returns null if no pending signal exists.
3557
+ *
3558
+ * @param symbol - Trading pair symbol
3559
+ * @returns Promise resolving to timestamp in milliseconds or null
3560
+ */
3561
+ getPositionMaxDrawdownTimestamp: (symbol: string) => Promise<number | null>;
3562
+ /**
3563
+ * Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
3564
+ *
3565
+ * Returns null if no pending signal exists.
3566
+ *
3567
+ * @param symbol - Trading pair symbol
3568
+ * @returns Promise resolving to PnL percentage or null
3569
+ */
3570
+ getPositionMaxDrawdownPnlPercentage: (symbol: string) => Promise<number | null>;
3571
+ /**
3572
+ * Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
3573
+ *
3574
+ * Returns null if no pending signal exists.
3575
+ *
3576
+ * @param symbol - Trading pair symbol
3577
+ * @returns Promise resolving to PnL cost or null
3578
+ */
3579
+ getPositionMaxDrawdownPnlCost: (symbol: string) => Promise<number | null>;
3505
3580
  /**
3506
3581
  * Disposes the strategy instance and cleans up resources.
3507
3582
  *
@@ -4106,6 +4181,10 @@ interface BacktestStatisticsModel {
4106
4181
  certaintyRatio: number | null;
4107
4182
  /** Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better. */
4108
4183
  expectedYearlyReturns: number | null;
4184
+ /** Average peak PNL percentage across all signals (_peak.pnlPercentage), null if unsafe. Higher is better. */
4185
+ avgPeakPnl: number | null;
4186
+ /** Average fall PNL percentage across all signals (_fall.pnlPercentage), null if unsafe. Lower (more negative) means deeper drawdowns. */
4187
+ avgFallPnl: number | null;
4109
4188
  }
4110
4189
 
4111
4190
  /**
@@ -5349,6 +5428,115 @@ declare function getPositionHighestProfitBreakeven(symbol: string): Promise<bool
5349
5428
  * ```
5350
5429
  */
5351
5430
  declare function getPositionDrawdownMinutes(symbol: string): Promise<number>;
5431
+ /**
5432
+ * Returns the number of minutes elapsed since the highest profit price was recorded.
5433
+ *
5434
+ * Alias for getPositionDrawdownMinutes — measures how long the position has been
5435
+ * pulling back from its peak profit level.
5436
+ * Zero when called at the exact moment the peak was set.
5437
+ *
5438
+ * Returns null if no pending signal exists.
5439
+ *
5440
+ * @param symbol - Trading pair symbol
5441
+ * @returns Promise resolving to minutes since last profit peak or null
5442
+ *
5443
+ * @example
5444
+ * ```typescript
5445
+ * import { getPositionHighestProfitMinutes } from "backtest-kit";
5446
+ *
5447
+ * const minutes = await getPositionHighestProfitMinutes("BTCUSDT");
5448
+ * // e.g. 30 (30 minutes since the highest profit price)
5449
+ * ```
5450
+ */
5451
+ declare function getPositionHighestProfitMinutes(symbol: string): Promise<number>;
5452
+ /**
5453
+ * Returns the number of minutes elapsed since the worst loss price was recorded.
5454
+ *
5455
+ * Measures how long ago the deepest drawdown point occurred.
5456
+ * Zero when called at the exact moment the trough was set.
5457
+ *
5458
+ * Returns null if no pending signal exists.
5459
+ *
5460
+ * @param symbol - Trading pair symbol
5461
+ * @returns Promise resolving to minutes since last drawdown trough or null
5462
+ *
5463
+ * @example
5464
+ * ```typescript
5465
+ * import { getPositionMaxDrawdownMinutes } from "backtest-kit";
5466
+ *
5467
+ * const minutes = await getPositionMaxDrawdownMinutes("BTCUSDT");
5468
+ * // e.g. 15 (15 minutes since the worst loss price)
5469
+ * ```
5470
+ */
5471
+ declare function getPositionMaxDrawdownMinutes(symbol: string): Promise<number>;
5472
+ /**
5473
+ * Returns the worst price reached in the loss direction during this position's life.
5474
+ *
5475
+ * Returns null if no pending signal exists.
5476
+ *
5477
+ * @param symbol - Trading pair symbol
5478
+ * @returns Promise resolving to price or null
5479
+ *
5480
+ * @example
5481
+ * ```typescript
5482
+ * import { getPositionMaxDrawdownPrice } from "backtest-kit";
5483
+ *
5484
+ * const price = await getPositionMaxDrawdownPrice("BTCUSDT");
5485
+ * // e.g. 41000 (lowest price seen for a LONG position)
5486
+ * ```
5487
+ */
5488
+ declare function getPositionMaxDrawdownPrice(symbol: string): Promise<number>;
5489
+ /**
5490
+ * Returns the timestamp when the worst loss price was recorded during this position's life.
5491
+ *
5492
+ * Returns null if no pending signal exists.
5493
+ *
5494
+ * @param symbol - Trading pair symbol
5495
+ * @returns Promise resolving to timestamp in milliseconds or null
5496
+ *
5497
+ * @example
5498
+ * ```typescript
5499
+ * import { getPositionMaxDrawdownTimestamp } from "backtest-kit";
5500
+ *
5501
+ * const ts = await getPositionMaxDrawdownTimestamp("BTCUSDT");
5502
+ * // e.g. 1700000000000
5503
+ * ```
5504
+ */
5505
+ declare function getPositionMaxDrawdownTimestamp(symbol: string): Promise<number>;
5506
+ /**
5507
+ * Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
5508
+ *
5509
+ * Returns null if no pending signal exists.
5510
+ *
5511
+ * @param symbol - Trading pair symbol
5512
+ * @returns Promise resolving to PnL percentage or null
5513
+ *
5514
+ * @example
5515
+ * ```typescript
5516
+ * import { getPositionMaxDrawdownPnlPercentage } from "backtest-kit";
5517
+ *
5518
+ * const pnl = await getPositionMaxDrawdownPnlPercentage("BTCUSDT");
5519
+ * // e.g. -5.2 (deepest PnL percentage reached)
5520
+ * ```
5521
+ */
5522
+ declare function getPositionMaxDrawdownPnlPercentage(symbol: string): Promise<number>;
5523
+ /**
5524
+ * Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
5525
+ *
5526
+ * Returns null if no pending signal exists.
5527
+ *
5528
+ * @param symbol - Trading pair symbol
5529
+ * @returns Promise resolving to PnL cost or null
5530
+ *
5531
+ * @example
5532
+ * ```typescript
5533
+ * import { getPositionMaxDrawdownPnlCost } from "backtest-kit";
5534
+ *
5535
+ * const cost = await getPositionMaxDrawdownPnlCost("BTCUSDT");
5536
+ * // e.g. -52 (deepest PnL in quote currency)
5537
+ * ```
5538
+ */
5539
+ declare function getPositionMaxDrawdownPnlCost(symbol: string): Promise<number>;
5352
5540
  /**
5353
5541
  * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
5354
5542
  * Use this to prevent duplicate DCA entries at the same price area.
@@ -5653,6 +5841,13 @@ declare const GLOBAL_CONFIG: {
5653
5841
  * Default: 250 events
5654
5842
  */
5655
5843
  CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: number;
5844
+ /**
5845
+ * Maximum number of events to keep in max drawdown markdown report storage.
5846
+ * Older events are removed (FIFO) when this limit is exceeded.
5847
+ *
5848
+ * Default: 250 events
5849
+ */
5850
+ CC_MAX_MAX_DRAWDOWN_MARKDOWN_ROWS: number;
5656
5851
  /**
5657
5852
  * Maximum number of events to keep in live markdown report storage.
5658
5853
  * Older events are removed (FIFO) when this limit is exceeded.
@@ -5807,6 +6002,8 @@ declare const COLUMN_CONFIG: {
5807
6002
  sync_columns: ColumnModel<SyncEvent>[];
5808
6003
  /** Columns for highest profit milestone tracking events */
5809
6004
  highest_profit_columns: ColumnModel<HighestProfitEvent>[];
6005
+ /** Columns for max drawdown milestone tracking events */
6006
+ max_drawdown_columns: ColumnModel<MaxDrawdownEvent>[];
5810
6007
  /** Walker: PnL summary columns */
5811
6008
  walker_pnl_columns: ColumnModel<SignalData$1>[];
5812
6009
  /** Walker: strategy-level summary columns */
@@ -5886,6 +6083,7 @@ declare function getConfig(): {
5886
6083
  CC_MAX_BREAKEVEN_MARKDOWN_ROWS: number;
5887
6084
  CC_MAX_HEATMAP_MARKDOWN_ROWS: number;
5888
6085
  CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: number;
6086
+ CC_MAX_MAX_DRAWDOWN_MARKDOWN_ROWS: number;
5889
6087
  CC_MAX_LIVE_MARKDOWN_ROWS: number;
5890
6088
  CC_MAX_PARTIAL_MARKDOWN_ROWS: number;
5891
6089
  CC_MAX_RISK_MARKDOWN_ROWS: number;
@@ -5941,6 +6139,7 @@ declare function getDefaultConfig(): Readonly<{
5941
6139
  CC_MAX_BREAKEVEN_MARKDOWN_ROWS: number;
5942
6140
  CC_MAX_HEATMAP_MARKDOWN_ROWS: number;
5943
6141
  CC_MAX_HIGHEST_PROFIT_MARKDOWN_ROWS: number;
6142
+ CC_MAX_MAX_DRAWDOWN_MARKDOWN_ROWS: number;
5944
6143
  CC_MAX_LIVE_MARKDOWN_ROWS: number;
5945
6144
  CC_MAX_PARTIAL_MARKDOWN_ROWS: number;
5946
6145
  CC_MAX_RISK_MARKDOWN_ROWS: number;
@@ -6010,6 +6209,7 @@ declare function getColumns(): {
6010
6209
  strategy_columns: ColumnModel<StrategyEvent>[];
6011
6210
  sync_columns: ColumnModel<SyncEvent>[];
6012
6211
  highest_profit_columns: ColumnModel<HighestProfitEvent>[];
6212
+ max_drawdown_columns: ColumnModel<MaxDrawdownEvent>[];
6013
6213
  walker_pnl_columns: ColumnModel<SignalData$1>[];
6014
6214
  walker_strategy_columns: ColumnModel<IStrategyResult>[];
6015
6215
  };
@@ -6039,6 +6239,7 @@ declare function getDefaultColumns(): Readonly<{
6039
6239
  strategy_columns: ColumnModel<StrategyEvent>[];
6040
6240
  sync_columns: ColumnModel<SyncEvent>[];
6041
6241
  highest_profit_columns: ColumnModel<HighestProfitEvent>[];
6242
+ max_drawdown_columns: ColumnModel<MaxDrawdownEvent>[];
6042
6243
  walker_pnl_columns: ColumnModel<SignalData$1>[];
6043
6244
  walker_strategy_columns: ColumnModel<IStrategyResult>[];
6044
6245
  }>;
@@ -7112,6 +7313,35 @@ interface HighestProfitContract {
7112
7313
  backtest: boolean;
7113
7314
  }
7114
7315
 
7316
+ /**
7317
+ * Contract for max drawdown updates emitted by the framework.
7318
+ * This contract defines the structure of the data emitted when a new maximum drawdown is reached for an open position.
7319
+ * It includes contextual information about the strategy, exchange, frame, and the associated signal.
7320
+ * Consumers can use this information to implement custom logic based on drawdown milestones (e.g. dynamic stop-loss adjustments, risk management).
7321
+ * The backtest flag allows consumers to differentiate between live and backtest updates for appropriate handling.
7322
+ * Max drawdown events are crucial for monitoring and managing risk, as they indicate the largest peak-to-trough decline in the position's value.
7323
+ * By tracking max drawdown, traders can make informed decisions to protect capital and optimize position management strategies.
7324
+ * The framework emits max drawdown updates whenever a new drawdown level is reached, allowing consumers to react in real-time to changing market conditions and position performance.
7325
+ */
7326
+ interface MaxDrawdownContract {
7327
+ /** Trading symbol (e.g. "BTC/USDT") */
7328
+ symbol: string;
7329
+ /** Current price at the time of the max drawdown update */
7330
+ currentPrice: number;
7331
+ /** Timestamp of the max drawdown update (milliseconds since epoch) */
7332
+ timestamp: number;
7333
+ /** Strategy name for context */
7334
+ strategyName: StrategyName;
7335
+ /** Exchange name for context */
7336
+ exchangeName: ExchangeName;
7337
+ /** Frame name for context (e.g. "1m", "5m") */
7338
+ frameName: FrameName;
7339
+ /** Public signal data for the position associated with this max drawdown update */
7340
+ signal: IPublicSignalRow;
7341
+ /** Indicates if the update is from a backtest or live trading (true for backtest, false for live) */
7342
+ backtest: boolean;
7343
+ }
7344
+
7115
7345
  /**
7116
7346
  * Subscribes to all signal events with queued async processing.
7117
7347
  *
@@ -8148,6 +8378,25 @@ declare function listenHighestProfit(fn: (event: HighestProfitContract) => void)
8148
8378
  * @returns Unsubscribe function to cancel the listener before it fires
8149
8379
  */
8150
8380
  declare function listenHighestProfitOnce(filterFn: (event: HighestProfitContract) => boolean, fn: (event: HighestProfitContract) => void): () => void;
8381
+ /**
8382
+ * Subscribes to max drawdown events with queued async processing.
8383
+ * Emits when a signal reaches a new maximum drawdown level during its lifecycle.
8384
+ * Events are processed sequentially in order received, even if callback is async.
8385
+ * Uses queued wrapper to prevent concurrent execution of the callback.
8386
+ * Useful for tracking drawdown milestones and implementing dynamic risk management logic.
8387
+ * @param fn - Callback function to handle max drawdown events
8388
+ * @return Unsubscribe function to stop listening to events
8389
+ */
8390
+ declare function listenMaxDrawdown(fn: (event: MaxDrawdownContract) => void): () => void;
8391
+ /**
8392
+ * Subscribes to filtered max drawdown events with one-time execution.
8393
+ * Listens for events matching the filter predicate, then executes callback once
8394
+ * and automatically unsubscribes. Useful for waiting for specific drawdown conditions.
8395
+ * @param filterFn - Predicate to filter which events trigger the callback
8396
+ * @param fn - Callback function to handle the filtered event (called only once)
8397
+ * @return Unsubscribe function to cancel the listener before it fires
8398
+ */
8399
+ declare function listenMaxDrawdownOnce(filterFn: (event: MaxDrawdownContract) => boolean, fn: (event: MaxDrawdownContract) => void): () => void;
8151
8400
 
8152
8401
  /**
8153
8402
  * Checks if trade context is active (execution and method contexts).
@@ -8743,6 +8992,52 @@ declare function dumpJson(dto: {
8743
8992
  description: string;
8744
8993
  }): Promise<void>;
8745
8994
 
8995
+ /**
8996
+ * Full context required to run a function inside both method and execution scopes.
8997
+ *
8998
+ * Combines `IMethodContext` (schema routing: exchange, strategy, frame names) with
8999
+ * `IExecutionContext` (runtime state: symbol, timestamp, backtest flag).
9000
+ *
9001
+ * Passed as a single object to `runInContextInternal`, which splits and distributes
9002
+ * the fields between `MethodContextService` and `ExecutionContextService`.
9003
+ */
9004
+ interface IRunContext extends IMethodContext, IExecutionContext {
9005
+ }
9006
+ /**
9007
+ * A zero-argument function that may be synchronous or asynchronous.
9008
+ *
9009
+ * @template T - Return type of the function.
9010
+ */
9011
+ type Function$1<T extends unknown = any> = () => T | Promise<T>;
9012
+ /**
9013
+ * Runs a function inside a mock method and execution context.
9014
+ *
9015
+ * Useful in tests and scripts that need to call context-dependent services
9016
+ * (e.g. `getBacktestTimeframe`) without a real backtest runner.
9017
+ *
9018
+ * All context fields are optional; the defaults produce a minimal live-mode
9019
+ * environment pointing at placeholder schema names:
9020
+ * - `exchangeName` → `"mock-exchange"`
9021
+ * - `strategyName` → `"mock-strategy"`
9022
+ * - `frameName` → `"mock-frame"`
9023
+ * - `symbol` → `"BTCUSDT"`
9024
+ * - `backtest` → `false` (live mode)
9025
+ * - `when` → current minute boundary (`alignToInterval(new Date(), "1m")`)
9026
+ *
9027
+ * @param run - Zero-argument function to execute within the context.
9028
+ * @param context - Partial `IRunContext`; any omitted field falls back to its default.
9029
+ * @returns Promise resolving to the return value of `run`.
9030
+ *
9031
+ * @example
9032
+ * ```typescript
9033
+ * const price = await runInMockContext(
9034
+ * () => getEffectivePrice("BTCUSDT"),
9035
+ * { exchangeName: "binance", strategyName: "my-strategy", frameName: "1d" },
9036
+ * );
9037
+ * ```
9038
+ */
9039
+ declare function runInMockContext<T extends unknown = any>(run: Function$1<T>, { exchangeName, frameName, strategyName, symbol, backtest: isBacktest, when, }: Partial<IRunContext>): Promise<T>;
9040
+
8746
9041
  /**
8747
9042
  * Portfolio heatmap statistics for a single symbol.
8748
9043
  * Aggregated metrics across all strategies for one trading pair.
@@ -8780,6 +9075,10 @@ interface IHeatmapRow {
8780
9075
  maxLossStreak: number;
8781
9076
  /** Expectancy: (winRate * avgWin) - (lossRate * avgLoss) */
8782
9077
  expectancy: number | null;
9078
+ /** Average peak PNL percentage across all trades (_peak.pnlPercentage). Higher is better. */
9079
+ avgPeakPnl: number | null;
9080
+ /** Average fall PNL percentage across all trades (_fall.pnlPercentage). Closer to 0 is better. */
9081
+ avgFallPnl: number | null;
8783
9082
  }
8784
9083
 
8785
9084
  /**
@@ -10065,6 +10364,10 @@ interface TickEvent {
10065
10364
  pendingAt?: number;
10066
10365
  /** Timestamp when signal was created/scheduled (only for scheduled/waiting/opened/active/closed/cancelled) */
10067
10366
  scheduledAt?: number;
10367
+ /** Peak PNL percentage at best price during position (_peak.pnlPercentage, only for closed) */
10368
+ peakPnl?: number;
10369
+ /** Fall PNL percentage at worst price during position (_fall.pnlPercentage, only for closed) */
10370
+ fallPnl?: number;
10068
10371
  }
10069
10372
  /**
10070
10373
  * Statistical data calculated from live trading results.
@@ -10116,6 +10419,10 @@ interface LiveStatisticsModel {
10116
10419
  certaintyRatio: number | null;
10117
10420
  /** Expected yearly returns based on average trade duration and PNL, null if unsafe. Higher is better. */
10118
10421
  expectedYearlyReturns: number | null;
10422
+ /** Average peak PNL percentage across all closed signals (_peak.pnlPercentage), null if unsafe. Higher is better. */
10423
+ avgPeakPnl: number | null;
10424
+ /** Average fall PNL percentage across all closed signals (_fall.pnlPercentage), null if unsafe. Closer to 0 is better. */
10425
+ avgFallPnl: number | null;
10119
10426
  }
10120
10427
 
10121
10428
  /**
@@ -10133,6 +10440,10 @@ interface HeatmapStatisticsModel {
10133
10440
  portfolioSharpeRatio: number | null;
10134
10441
  /** Portfolio-wide total trades */
10135
10442
  portfolioTotalTrades: number;
10443
+ /** Trade-count-weighted average peak PNL across all symbols. Higher is better. */
10444
+ portfolioAvgPeakPnl: number | null;
10445
+ /** Trade-count-weighted average fall PNL across all symbols. Closer to 0 is better. */
10446
+ portfolioAvgFallPnl: number | null;
10136
10447
  }
10137
10448
 
10138
10449
  /**
@@ -10439,6 +10750,43 @@ interface HighestProfitStatisticsModel {
10439
10750
  totalEvents: number;
10440
10751
  }
10441
10752
 
10753
+ /**
10754
+ * Single max drawdown event recorded for a position.
10755
+ */
10756
+ interface MaxDrawdownEvent {
10757
+ /** Unix timestamp in milliseconds when the record was set */
10758
+ timestamp: number;
10759
+ /** Trading pair symbol */
10760
+ symbol: string;
10761
+ /** Strategy name */
10762
+ strategyName: string;
10763
+ /** Signal unique identifier */
10764
+ signalId: string;
10765
+ /** Position direction */
10766
+ position: IPublicSignalRow["position"];
10767
+ /** Unrealized PNL at the time the record was set */
10768
+ pnl: IStrategyPnL;
10769
+ /** Record price reached in the loss direction */
10770
+ currentPrice: number;
10771
+ /** Effective entry price at the time of the update */
10772
+ priceOpen: number;
10773
+ /** Take profit price */
10774
+ priceTakeProfit: number;
10775
+ /** Stop loss price */
10776
+ priceStopLoss: number;
10777
+ /** Whether the event occurred in backtest mode */
10778
+ backtest: boolean;
10779
+ }
10780
+ /**
10781
+ * Aggregated statistics model for max drawdown events.
10782
+ */
10783
+ interface MaxDrawdownStatisticsModel {
10784
+ /** Full list of recorded events (newest first) */
10785
+ eventList: MaxDrawdownEvent[];
10786
+ /** Total number of recorded events */
10787
+ totalEvents: number;
10788
+ }
10789
+
10442
10790
  /**
10443
10791
  * Risk rejection event data for report generation.
10444
10792
  * Contains all information about rejected signals due to risk limits.
@@ -11836,6 +12184,8 @@ interface IReportTarget {
11836
12184
  sync: boolean;
11837
12185
  /** Enable highest profit milestone event logging */
11838
12186
  highest_profit: boolean;
12187
+ /** Enable max drawdown milestone event logging */
12188
+ max_drawdown: boolean;
11839
12189
  }
11840
12190
  /**
11841
12191
  * Union type of all valid report names.
@@ -11987,7 +12337,7 @@ declare class ReportUtils {
11987
12337
  *
11988
12338
  * @returns Cleanup function that unsubscribes from all enabled services
11989
12339
  */
11990
- enable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, }?: Partial<IReportTarget>) => (...args: any[]) => any;
12340
+ enable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any;
11991
12341
  /**
11992
12342
  * Disables report services selectively.
11993
12343
  *
@@ -12024,7 +12374,7 @@ declare class ReportUtils {
12024
12374
  * Report.disable();
12025
12375
  * ```
12026
12376
  */
12027
- disable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, }?: Partial<IReportTarget>) => void;
12377
+ disable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => void;
12028
12378
  }
12029
12379
  /**
12030
12380
  * Report adapter with pluggable storage backend and instance memoization.
@@ -12124,6 +12474,8 @@ interface IMarkdownTarget {
12124
12474
  sync: boolean;
12125
12475
  /** Enable highest profit milestone tracking reports */
12126
12476
  highest_profit: boolean;
12477
+ /** Enable max drawdown milestone tracking reports */
12478
+ max_drawdown: boolean;
12127
12479
  }
12128
12480
  /** Symbol key for the singleshot waitForInit function on MarkdownFileBase instances. */
12129
12481
  declare const WAIT_FOR_INIT_SYMBOL: unique symbol;
@@ -12321,7 +12673,7 @@ declare class MarkdownUtils {
12321
12673
  *
12322
12674
  * @returns Cleanup function that unsubscribes from all enabled services
12323
12675
  */
12324
- enable: ({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any;
12676
+ enable: ({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any;
12325
12677
  /**
12326
12678
  * Disables markdown report services selectively.
12327
12679
  *
@@ -12359,7 +12711,7 @@ declare class MarkdownUtils {
12359
12711
  * Markdown.disable();
12360
12712
  * ```
12361
12713
  */
12362
- disable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, strategy, schedule, walker, sync, highest_profit, }?: Partial<IMarkdownTarget>) => void;
12714
+ disable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, strategy, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => void;
12363
12715
  }
12364
12716
  /**
12365
12717
  * Markdown adapter with pluggable storage backend and instance memoization.
@@ -12571,7 +12923,7 @@ declare const Log: LogAdapter;
12571
12923
  * @see ColumnModel for the base interface
12572
12924
  * @see IStrategyTickResultClosed for the signal data structure
12573
12925
  */
12574
- type Columns$a = ColumnModel<IStrategyTickResultClosed>;
12926
+ type Columns$b = ColumnModel<IStrategyTickResultClosed>;
12575
12927
  /**
12576
12928
  * Service for generating and saving backtest markdown reports.
12577
12929
  *
@@ -12665,7 +13017,7 @@ declare class BacktestMarkdownService {
12665
13017
  * console.log(markdown);
12666
13018
  * ```
12667
13019
  */
12668
- getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$a[]) => Promise<string>;
13020
+ getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$b[]) => Promise<string>;
12669
13021
  /**
12670
13022
  * Saves symbol-strategy report to disk.
12671
13023
  * Creates directory if it doesn't exist.
@@ -12690,7 +13042,7 @@ declare class BacktestMarkdownService {
12690
13042
  * await service.dump("BTCUSDT", "my-strategy", "binance", "1h", true, "./custom/path");
12691
13043
  * ```
12692
13044
  */
12693
- dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$a[]) => Promise<void>;
13045
+ dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$b[]) => Promise<void>;
12694
13046
  /**
12695
13047
  * Clears accumulated signal data from storage.
12696
13048
  * If payload is provided, clears only that specific symbol-strategy-exchange-frame-backtest combination's data.
@@ -13231,61 +13583,152 @@ declare class BacktestUtils {
13231
13583
  frameName: FrameName;
13232
13584
  }) => Promise<number>;
13233
13585
  /**
13234
- * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
13235
- * Use this to prevent duplicate DCA entries at the same price area.
13586
+ * Returns the number of minutes elapsed since the highest profit price was recorded.
13236
13587
  *
13237
- * Returns true if currentPrice is within [level - lowerStep, level + upperStep] for any level,
13238
- * where step = level * percent / 100.
13239
- * Returns false if no pending signal exists.
13588
+ * Alias for getPositionDrawdownMinutes measures how long the position has been
13589
+ * pulling back from its peak profit level.
13590
+ * Zero when called at the exact moment the peak was set.
13591
+ *
13592
+ * Returns null if no pending signal exists.
13240
13593
  *
13241
13594
  * @param symbol - Trading pair symbol
13242
- * @param currentPrice - Price to check against existing DCA levels
13243
13595
  * @param context - Execution context with strategyName, exchangeName, and frameName
13244
- * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
13245
- * @returns true if price overlaps an existing entry level (DCA not recommended)
13596
+ * @returns Minutes since last profit peak, or null if no active position
13246
13597
  */
13247
- getPositionEntryOverlap: (symbol: string, currentPrice: number, context: {
13598
+ getPositionHighestProfitMinutes: (symbol: string, context: {
13248
13599
  strategyName: StrategyName;
13249
13600
  exchangeName: ExchangeName;
13250
13601
  frameName: FrameName;
13251
- }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
13602
+ }) => Promise<number>;
13252
13603
  /**
13253
- * Checks whether the current price falls within the tolerance zone of any existing partial close price.
13254
- * Use this to prevent duplicate partial closes at the same price area.
13604
+ * Returns the number of minutes elapsed since the worst loss price was recorded.
13255
13605
  *
13256
- * Returns true if currentPrice is within [partial.currentPrice - lowerStep, partial.currentPrice + upperStep]
13257
- * for any partial, where step = partial.currentPrice * percent / 100.
13258
- * Returns false if no pending signal exists or no partials have been executed yet.
13606
+ * Measures how long ago the deepest drawdown point occurred.
13607
+ * Zero when called at the exact moment the trough was set.
13608
+ *
13609
+ * Returns null if no pending signal exists.
13259
13610
  *
13260
13611
  * @param symbol - Trading pair symbol
13261
- * @param currentPrice - Price to check against existing partial close prices
13262
13612
  * @param context - Execution context with strategyName, exchangeName, and frameName
13263
- * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
13264
- * @returns true if price overlaps an existing partial price (partial not recommended)
13613
+ * @returns Minutes since last drawdown trough, or null if no active position
13265
13614
  */
13266
- getPositionPartialOverlap: (symbol: string, currentPrice: number, context: {
13615
+ getPositionMaxDrawdownMinutes: (symbol: string, context: {
13267
13616
  strategyName: StrategyName;
13268
13617
  exchangeName: ExchangeName;
13269
13618
  frameName: FrameName;
13270
- }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
13619
+ }) => Promise<number>;
13271
13620
  /**
13272
- * Stops the strategy from generating new signals.
13621
+ * Returns the worst price reached in the loss direction during this position's life.
13273
13622
  *
13274
- * Sets internal flag to prevent strategy from opening new signals.
13275
- * Current active signal (if any) will complete normally.
13276
- * Backtest will stop at the next safe point (idle state or after signal closes).
13623
+ * Returns null if no pending signal exists.
13277
13624
  *
13278
13625
  * @param symbol - Trading pair symbol
13279
- * @param strategyName - Strategy name to stop
13280
- * @param context - Execution context with exchangeName and frameName
13281
- * @returns Promise that resolves when stop flag is set
13282
- *
13283
- * @example
13284
- * ```typescript
13285
- * // Stop strategy after some condition
13286
- * await Backtest.stop("BTCUSDT", "my-strategy", {
13287
- * exchangeName: "binance",
13288
- * frameName: "frame1",
13626
+ * @param context - Execution context with strategyName, exchangeName, and frameName
13627
+ * @returns price or null if no active position
13628
+ */
13629
+ getPositionMaxDrawdownPrice: (symbol: string, context: {
13630
+ strategyName: StrategyName;
13631
+ exchangeName: ExchangeName;
13632
+ frameName: FrameName;
13633
+ }) => Promise<number>;
13634
+ /**
13635
+ * Returns the timestamp when the worst loss price was recorded during this position's life.
13636
+ *
13637
+ * Returns null if no pending signal exists.
13638
+ *
13639
+ * @param symbol - Trading pair symbol
13640
+ * @param context - Execution context with strategyName, exchangeName, and frameName
13641
+ * @returns timestamp in milliseconds or null if no active position
13642
+ */
13643
+ getPositionMaxDrawdownTimestamp: (symbol: string, context: {
13644
+ strategyName: StrategyName;
13645
+ exchangeName: ExchangeName;
13646
+ frameName: FrameName;
13647
+ }) => Promise<number>;
13648
+ /**
13649
+ * Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
13650
+ *
13651
+ * Returns null if no pending signal exists.
13652
+ *
13653
+ * @param symbol - Trading pair symbol
13654
+ * @param context - Execution context with strategyName, exchangeName, and frameName
13655
+ * @returns PnL percentage or null if no active position
13656
+ */
13657
+ getPositionMaxDrawdownPnlPercentage: (symbol: string, context: {
13658
+ strategyName: StrategyName;
13659
+ exchangeName: ExchangeName;
13660
+ frameName: FrameName;
13661
+ }) => Promise<number>;
13662
+ /**
13663
+ * Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
13664
+ *
13665
+ * Returns null if no pending signal exists.
13666
+ *
13667
+ * @param symbol - Trading pair symbol
13668
+ * @param context - Execution context with strategyName, exchangeName, and frameName
13669
+ * @returns PnL cost or null if no active position
13670
+ */
13671
+ getPositionMaxDrawdownPnlCost: (symbol: string, context: {
13672
+ strategyName: StrategyName;
13673
+ exchangeName: ExchangeName;
13674
+ frameName: FrameName;
13675
+ }) => Promise<number>;
13676
+ /**
13677
+ * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
13678
+ * Use this to prevent duplicate DCA entries at the same price area.
13679
+ *
13680
+ * Returns true if currentPrice is within [level - lowerStep, level + upperStep] for any level,
13681
+ * where step = level * percent / 100.
13682
+ * Returns false if no pending signal exists.
13683
+ *
13684
+ * @param symbol - Trading pair symbol
13685
+ * @param currentPrice - Price to check against existing DCA levels
13686
+ * @param context - Execution context with strategyName, exchangeName, and frameName
13687
+ * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
13688
+ * @returns true if price overlaps an existing entry level (DCA not recommended)
13689
+ */
13690
+ getPositionEntryOverlap: (symbol: string, currentPrice: number, context: {
13691
+ strategyName: StrategyName;
13692
+ exchangeName: ExchangeName;
13693
+ frameName: FrameName;
13694
+ }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
13695
+ /**
13696
+ * Checks whether the current price falls within the tolerance zone of any existing partial close price.
13697
+ * Use this to prevent duplicate partial closes at the same price area.
13698
+ *
13699
+ * Returns true if currentPrice is within [partial.currentPrice - lowerStep, partial.currentPrice + upperStep]
13700
+ * for any partial, where step = partial.currentPrice * percent / 100.
13701
+ * Returns false if no pending signal exists or no partials have been executed yet.
13702
+ *
13703
+ * @param symbol - Trading pair symbol
13704
+ * @param currentPrice - Price to check against existing partial close prices
13705
+ * @param context - Execution context with strategyName, exchangeName, and frameName
13706
+ * @param ladder - Tolerance zone config; percentages in 0–100 format (default: 1.5% up and down)
13707
+ * @returns true if price overlaps an existing partial price (partial not recommended)
13708
+ */
13709
+ getPositionPartialOverlap: (symbol: string, currentPrice: number, context: {
13710
+ strategyName: StrategyName;
13711
+ exchangeName: ExchangeName;
13712
+ frameName: FrameName;
13713
+ }, ladder?: IPositionOverlapLadder) => Promise<boolean>;
13714
+ /**
13715
+ * Stops the strategy from generating new signals.
13716
+ *
13717
+ * Sets internal flag to prevent strategy from opening new signals.
13718
+ * Current active signal (if any) will complete normally.
13719
+ * Backtest will stop at the next safe point (idle state or after signal closes).
13720
+ *
13721
+ * @param symbol - Trading pair symbol
13722
+ * @param strategyName - Strategy name to stop
13723
+ * @param context - Execution context with exchangeName and frameName
13724
+ * @returns Promise that resolves when stop flag is set
13725
+ *
13726
+ * @example
13727
+ * ```typescript
13728
+ * // Stop strategy after some condition
13729
+ * await Backtest.stop("BTCUSDT", "my-strategy", {
13730
+ * exchangeName: "binance",
13731
+ * frameName: "frame1",
13289
13732
  * strategyName: "my-strategy"
13290
13733
  * });
13291
13734
  * ```
@@ -13747,7 +14190,7 @@ declare class BacktestUtils {
13747
14190
  strategyName: StrategyName;
13748
14191
  exchangeName: ExchangeName;
13749
14192
  frameName: FrameName;
13750
- }, columns?: Columns$a[]) => Promise<string>;
14193
+ }, columns?: Columns$b[]) => Promise<string>;
13751
14194
  /**
13752
14195
  * Saves strategy report to disk.
13753
14196
  *
@@ -13778,7 +14221,7 @@ declare class BacktestUtils {
13778
14221
  strategyName: StrategyName;
13779
14222
  exchangeName: ExchangeName;
13780
14223
  frameName: FrameName;
13781
- }, path?: string, columns?: Columns$a[]) => Promise<void>;
14224
+ }, path?: string, columns?: Columns$b[]) => Promise<void>;
13782
14225
  /**
13783
14226
  * Lists all active backtest instances with their current status.
13784
14227
  *
@@ -13852,7 +14295,7 @@ declare const Backtest: BacktestUtils;
13852
14295
  * @see ColumnModel for the base interface
13853
14296
  * @see TickEvent for the event data structure
13854
14297
  */
13855
- type Columns$9 = ColumnModel<TickEvent>;
14298
+ type Columns$a = ColumnModel<TickEvent>;
13856
14299
  /**
13857
14300
  * Service for generating and saving live trading markdown reports.
13858
14301
  *
@@ -13979,7 +14422,7 @@ declare class LiveMarkdownService {
13979
14422
  * console.log(markdown);
13980
14423
  * ```
13981
14424
  */
13982
- getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$9[]) => Promise<string>;
14425
+ getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$a[]) => Promise<string>;
13983
14426
  /**
13984
14427
  * Saves symbol-strategy report to disk.
13985
14428
  * Creates directory if it doesn't exist.
@@ -14004,7 +14447,7 @@ declare class LiveMarkdownService {
14004
14447
  * await service.dump("BTCUSDT", "my-strategy", "binance", "1h", false, "./custom/path");
14005
14448
  * ```
14006
14449
  */
14007
- dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$9[]) => Promise<void>;
14450
+ dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$a[]) => Promise<void>;
14008
14451
  /**
14009
14452
  * Clears accumulated event data from storage.
14010
14453
  * If payload is provided, clears only that specific symbol-strategy-exchange-frame-backtest combination's data.
@@ -14503,6 +14946,91 @@ declare class LiveUtils {
14503
14946
  strategyName: StrategyName;
14504
14947
  exchangeName: ExchangeName;
14505
14948
  }) => Promise<number>;
14949
+ /**
14950
+ * Returns the number of minutes elapsed since the highest profit price was recorded.
14951
+ *
14952
+ * Alias for getPositionDrawdownMinutes — measures how long the position has been
14953
+ * pulling back from its peak profit level.
14954
+ * Zero when called at the exact moment the peak was set.
14955
+ *
14956
+ * Returns null if no pending signal exists.
14957
+ *
14958
+ * @param symbol - Trading pair symbol
14959
+ * @param context - Execution context with strategyName and exchangeName
14960
+ * @returns Minutes since last profit peak, or null if no active position
14961
+ */
14962
+ getPositionHighestProfitMinutes: (symbol: string, context: {
14963
+ strategyName: StrategyName;
14964
+ exchangeName: ExchangeName;
14965
+ }) => Promise<number>;
14966
+ /**
14967
+ * Returns the number of minutes elapsed since the worst loss price was recorded.
14968
+ *
14969
+ * Measures how long ago the deepest drawdown point occurred.
14970
+ * Zero when called at the exact moment the trough was set.
14971
+ *
14972
+ * Returns null if no pending signal exists.
14973
+ *
14974
+ * @param symbol - Trading pair symbol
14975
+ * @param context - Execution context with strategyName and exchangeName
14976
+ * @returns Minutes since last drawdown trough, or null if no active position
14977
+ */
14978
+ getPositionMaxDrawdownMinutes: (symbol: string, context: {
14979
+ strategyName: StrategyName;
14980
+ exchangeName: ExchangeName;
14981
+ }) => Promise<number>;
14982
+ /**
14983
+ * Returns the worst price reached in the loss direction during this position's life.
14984
+ *
14985
+ * Returns null if no pending signal exists.
14986
+ *
14987
+ * @param symbol - Trading pair symbol
14988
+ * @param context - Execution context with strategyName and exchangeName
14989
+ * @returns price or null if no active position
14990
+ */
14991
+ getPositionMaxDrawdownPrice: (symbol: string, context: {
14992
+ strategyName: StrategyName;
14993
+ exchangeName: ExchangeName;
14994
+ }) => Promise<number>;
14995
+ /**
14996
+ * Returns the timestamp when the worst loss price was recorded during this position's life.
14997
+ *
14998
+ * Returns null if no pending signal exists.
14999
+ *
15000
+ * @param symbol - Trading pair symbol
15001
+ * @param context - Execution context with strategyName and exchangeName
15002
+ * @returns timestamp in milliseconds or null if no active position
15003
+ */
15004
+ getPositionMaxDrawdownTimestamp: (symbol: string, context: {
15005
+ strategyName: StrategyName;
15006
+ exchangeName: ExchangeName;
15007
+ }) => Promise<number>;
15008
+ /**
15009
+ * Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
15010
+ *
15011
+ * Returns null if no pending signal exists.
15012
+ *
15013
+ * @param symbol - Trading pair symbol
15014
+ * @param context - Execution context with strategyName and exchangeName
15015
+ * @returns PnL percentage or null if no active position
15016
+ */
15017
+ getPositionMaxDrawdownPnlPercentage: (symbol: string, context: {
15018
+ strategyName: StrategyName;
15019
+ exchangeName: ExchangeName;
15020
+ }) => Promise<number>;
15021
+ /**
15022
+ * Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
15023
+ *
15024
+ * Returns null if no pending signal exists.
15025
+ *
15026
+ * @param symbol - Trading pair symbol
15027
+ * @param context - Execution context with strategyName and exchangeName
15028
+ * @returns PnL cost or null if no active position
15029
+ */
15030
+ getPositionMaxDrawdownPnlCost: (symbol: string, context: {
15031
+ strategyName: StrategyName;
15032
+ exchangeName: ExchangeName;
15033
+ }) => Promise<number>;
14506
15034
  /**
14507
15035
  * Checks whether the current price falls within the tolerance zone of any existing DCA entry level.
14508
15036
  * Use this to prevent duplicate DCA entries at the same price area.
@@ -14988,7 +15516,7 @@ declare class LiveUtils {
14988
15516
  getReport: (symbol: string, context: {
14989
15517
  strategyName: StrategyName;
14990
15518
  exchangeName: ExchangeName;
14991
- }, columns?: Columns$9[]) => Promise<string>;
15519
+ }, columns?: Columns$a[]) => Promise<string>;
14992
15520
  /**
14993
15521
  * Saves strategy report to disk.
14994
15522
  *
@@ -15018,7 +15546,7 @@ declare class LiveUtils {
15018
15546
  dump: (symbol: string, context: {
15019
15547
  strategyName: StrategyName;
15020
15548
  exchangeName: ExchangeName;
15021
- }, path?: string, columns?: Columns$9[]) => Promise<void>;
15549
+ }, path?: string, columns?: Columns$a[]) => Promise<void>;
15022
15550
  /**
15023
15551
  * Lists all active live trading instances with their current status.
15024
15552
  *
@@ -15088,7 +15616,7 @@ declare const Live: LiveUtils;
15088
15616
  * @see ColumnModel for the base interface
15089
15617
  * @see ScheduledEvent for the event data structure
15090
15618
  */
15091
- type Columns$8 = ColumnModel<ScheduledEvent>;
15619
+ type Columns$9 = ColumnModel<ScheduledEvent>;
15092
15620
  /**
15093
15621
  * Service for generating and saving scheduled signals markdown reports.
15094
15622
  *
@@ -15199,7 +15727,7 @@ declare class ScheduleMarkdownService {
15199
15727
  * console.log(markdown);
15200
15728
  * ```
15201
15729
  */
15202
- getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$8[]) => Promise<string>;
15730
+ getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$9[]) => Promise<string>;
15203
15731
  /**
15204
15732
  * Saves symbol-strategy report to disk.
15205
15733
  * Creates directory if it doesn't exist.
@@ -15224,7 +15752,7 @@ declare class ScheduleMarkdownService {
15224
15752
  * await service.dump("BTCUSDT", "my-strategy", "binance", "1h", false, "./custom/path");
15225
15753
  * ```
15226
15754
  */
15227
- dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$8[]) => Promise<void>;
15755
+ dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$9[]) => Promise<void>;
15228
15756
  /**
15229
15757
  * Clears accumulated event data from storage.
15230
15758
  * If payload is provided, clears only that specific symbol-strategy-exchange-frame-backtest combination's data.
@@ -15314,7 +15842,7 @@ declare class ScheduleUtils {
15314
15842
  strategyName: StrategyName;
15315
15843
  exchangeName: ExchangeName;
15316
15844
  frameName: FrameName;
15317
- }, backtest?: boolean, columns?: Columns$8[]) => Promise<string>;
15845
+ }, backtest?: boolean, columns?: Columns$9[]) => Promise<string>;
15318
15846
  /**
15319
15847
  * Saves strategy report to disk.
15320
15848
  *
@@ -15336,7 +15864,7 @@ declare class ScheduleUtils {
15336
15864
  strategyName: StrategyName;
15337
15865
  exchangeName: ExchangeName;
15338
15866
  frameName: FrameName;
15339
- }, backtest?: boolean, path?: string, columns?: Columns$8[]) => Promise<void>;
15867
+ }, backtest?: boolean, path?: string, columns?: Columns$9[]) => Promise<void>;
15340
15868
  }
15341
15869
  /**
15342
15870
  * Singleton instance of ScheduleUtils for convenient scheduled signals reporting.
@@ -15382,7 +15910,7 @@ declare const Schedule: ScheduleUtils;
15382
15910
  * @see ColumnModel for the base interface
15383
15911
  * @see MetricStats for the metric data structure
15384
15912
  */
15385
- type Columns$7 = ColumnModel<MetricStats>;
15913
+ type Columns$8 = ColumnModel<MetricStats>;
15386
15914
  /**
15387
15915
  * Service for collecting and analyzing performance metrics.
15388
15916
  *
@@ -15489,7 +16017,7 @@ declare class PerformanceMarkdownService {
15489
16017
  * console.log(markdown);
15490
16018
  * ```
15491
16019
  */
15492
- getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$7[]) => Promise<string>;
16020
+ getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$8[]) => Promise<string>;
15493
16021
  /**
15494
16022
  * Saves performance report to disk.
15495
16023
  *
@@ -15510,7 +16038,7 @@ declare class PerformanceMarkdownService {
15510
16038
  * await performanceService.dump("BTCUSDT", "my-strategy", "binance", "1h", false, "./custom/path");
15511
16039
  * ```
15512
16040
  */
15513
- dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$7[]) => Promise<void>;
16041
+ dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$8[]) => Promise<void>;
15514
16042
  /**
15515
16043
  * Clears accumulated performance data from storage.
15516
16044
  *
@@ -15618,7 +16146,7 @@ declare class Performance {
15618
16146
  strategyName: StrategyName;
15619
16147
  exchangeName: ExchangeName;
15620
16148
  frameName: FrameName;
15621
- }, backtest?: boolean, columns?: Columns$7[]): Promise<string>;
16149
+ }, backtest?: boolean, columns?: Columns$8[]): Promise<string>;
15622
16150
  /**
15623
16151
  * Saves performance report to disk.
15624
16152
  *
@@ -15643,7 +16171,7 @@ declare class Performance {
15643
16171
  strategyName: StrategyName;
15644
16172
  exchangeName: ExchangeName;
15645
16173
  frameName: FrameName;
15646
- }, backtest?: boolean, path?: string, columns?: Columns$7[]): Promise<void>;
16174
+ }, backtest?: boolean, path?: string, columns?: Columns$8[]): Promise<void>;
15647
16175
  }
15648
16176
 
15649
16177
  /**
@@ -16074,7 +16602,7 @@ declare const Walker: WalkerUtils;
16074
16602
  * @see ColumnModel for the base interface
16075
16603
  * @see IHeatmapRow for the row data structure
16076
16604
  */
16077
- type Columns$6 = ColumnModel<IHeatmapRow>;
16605
+ type Columns$7 = ColumnModel<IHeatmapRow>;
16078
16606
  /**
16079
16607
  * Portfolio Heatmap Markdown Service.
16080
16608
  *
@@ -16209,7 +16737,7 @@ declare class HeatMarkdownService {
16209
16737
  * // | ETHUSDT | +12.3% | 1.85 | -3.1% | 38 |
16210
16738
  * ```
16211
16739
  */
16212
- getReport: (strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$6[]) => Promise<string>;
16740
+ getReport: (strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$7[]) => Promise<string>;
16213
16741
  /**
16214
16742
  * Generates the heatmap report and writes it to disk.
16215
16743
  *
@@ -16237,7 +16765,7 @@ declare class HeatMarkdownService {
16237
16765
  * await service.dump("my-strategy", "binance", "frame1", true, "./reports");
16238
16766
  * ```
16239
16767
  */
16240
- dump: (strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$6[]) => Promise<void>;
16768
+ dump: (strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$7[]) => Promise<void>;
16241
16769
  /**
16242
16770
  * Evicts memoized `HeatmapStorage` instances, releasing all accumulated signal data.
16243
16771
  *
@@ -16373,7 +16901,7 @@ declare class HeatUtils {
16373
16901
  strategyName: StrategyName;
16374
16902
  exchangeName: ExchangeName;
16375
16903
  frameName: FrameName;
16376
- }, backtest?: boolean, columns?: Columns$6[]) => Promise<string>;
16904
+ }, backtest?: boolean, columns?: Columns$7[]) => Promise<string>;
16377
16905
  /**
16378
16906
  * Saves heatmap report to disk for a strategy.
16379
16907
  *
@@ -16406,7 +16934,7 @@ declare class HeatUtils {
16406
16934
  strategyName: StrategyName;
16407
16935
  exchangeName: ExchangeName;
16408
16936
  frameName: FrameName;
16409
- }, backtest?: boolean, path?: string, columns?: Columns$6[]) => Promise<void>;
16937
+ }, backtest?: boolean, path?: string, columns?: Columns$7[]) => Promise<void>;
16410
16938
  }
16411
16939
  /**
16412
16940
  * Singleton instance of HeatUtils for convenient heatmap operations.
@@ -16560,7 +17088,7 @@ declare const PositionSize: typeof PositionSizeUtils;
16560
17088
  * @see ColumnModel for the base interface
16561
17089
  * @see PartialEvent for the event data structure
16562
17090
  */
16563
- type Columns$5 = ColumnModel<PartialEvent>;
17091
+ type Columns$6 = ColumnModel<PartialEvent>;
16564
17092
  /**
16565
17093
  * Service for generating and saving partial profit/loss markdown reports.
16566
17094
  *
@@ -16682,7 +17210,7 @@ declare class PartialMarkdownService {
16682
17210
  * console.log(markdown);
16683
17211
  * ```
16684
17212
  */
16685
- getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$5[]) => Promise<string>;
17213
+ getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$6[]) => Promise<string>;
16686
17214
  /**
16687
17215
  * Saves symbol-strategy report to disk.
16688
17216
  * Creates directory if it doesn't exist.
@@ -16707,7 +17235,7 @@ declare class PartialMarkdownService {
16707
17235
  * await service.dump("BTCUSDT", "my-strategy", "binance", "1h", false, "./custom/path");
16708
17236
  * ```
16709
17237
  */
16710
- dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$5[]) => Promise<void>;
17238
+ dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$6[]) => Promise<void>;
16711
17239
  /**
16712
17240
  * Clears accumulated event data from storage.
16713
17241
  * If payload is provided, clears only that specific symbol-strategy-exchange-frame-backtest combination's data.
@@ -16843,7 +17371,7 @@ declare class PartialUtils {
16843
17371
  strategyName: StrategyName;
16844
17372
  exchangeName: ExchangeName;
16845
17373
  frameName: FrameName;
16846
- }, backtest?: boolean, columns?: Columns$5[]) => Promise<string>;
17374
+ }, backtest?: boolean, columns?: Columns$6[]) => Promise<string>;
16847
17375
  /**
16848
17376
  * Generates and saves markdown report to file.
16849
17377
  *
@@ -16880,7 +17408,7 @@ declare class PartialUtils {
16880
17408
  strategyName: StrategyName;
16881
17409
  exchangeName: ExchangeName;
16882
17410
  frameName: FrameName;
16883
- }, backtest?: boolean, path?: string, columns?: Columns$5[]) => Promise<void>;
17411
+ }, backtest?: boolean, path?: string, columns?: Columns$6[]) => Promise<void>;
16884
17412
  }
16885
17413
  /**
16886
17414
  * Global singleton instance of PartialUtils.
@@ -16901,7 +17429,7 @@ declare const Partial$1: PartialUtils;
16901
17429
  /**
16902
17430
  * Type alias for column configuration used in highest profit markdown reports.
16903
17431
  */
16904
- type Columns$4 = ColumnModel<HighestProfitEvent>;
17432
+ type Columns$5 = ColumnModel<HighestProfitEvent>;
16905
17433
  /**
16906
17434
  * Service for generating and saving highest profit markdown reports.
16907
17435
  *
@@ -16977,63 +17505,185 @@ declare class HighestProfitMarkdownService {
16977
17505
  * `eventList` (newest first) and `totalEvents`
16978
17506
  * @throws {Error} If `subscribe()` has not been called before this method
16979
17507
  */
16980
- getData: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<HighestProfitStatisticsModel>;
17508
+ getData: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<HighestProfitStatisticsModel>;
17509
+ /**
17510
+ * Generates a markdown highest profit report for the given context.
17511
+ *
17512
+ * Delegates to `ReportStorage.getReport`. The resulting string includes a
17513
+ * markdown table (newest events first) followed by the total event count.
17514
+ *
17515
+ * @param symbol - Trading pair symbol (e.g. `"BTCUSDT"`)
17516
+ * @param strategyName - Strategy identifier
17517
+ * @param exchangeName - Exchange identifier (e.g. `"binance"`)
17518
+ * @param frameName - Backtest frame identifier; empty string for live mode
17519
+ * @param backtest - `true` for backtest mode, `false` for live mode
17520
+ * @param columns - Column definitions controlling the table layout;
17521
+ * defaults to `COLUMN_CONFIG.highest_profit_columns`
17522
+ * @returns Promise resolving to the full markdown string
17523
+ * @throws {Error} If `subscribe()` has not been called before this method
17524
+ */
17525
+ getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$5[]) => Promise<string>;
17526
+ /**
17527
+ * Generates the highest profit report and writes it to disk.
17528
+ *
17529
+ * Delegates to `ReportStorage.dump`. The filename follows the pattern:
17530
+ * - Backtest: `{symbol}_{strategyName}_{exchangeName}_{frameName}_backtest-{timestamp}.md`
17531
+ * - Live: `{symbol}_{strategyName}_{exchangeName}_live-{timestamp}.md`
17532
+ *
17533
+ * @param symbol - Trading pair symbol (e.g. `"BTCUSDT"`)
17534
+ * @param strategyName - Strategy identifier
17535
+ * @param exchangeName - Exchange identifier (e.g. `"binance"`)
17536
+ * @param frameName - Backtest frame identifier; empty string for live mode
17537
+ * @param backtest - `true` for backtest mode, `false` for live mode
17538
+ * @param path - Directory to write the file into; defaults to `"./dump/highest_profit"`
17539
+ * @param columns - Column definitions for table formatting;
17540
+ * defaults to `COLUMN_CONFIG.highest_profit_columns`
17541
+ * @throws {Error} If `subscribe()` has not been called before this method
17542
+ */
17543
+ dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$5[]) => Promise<void>;
17544
+ /**
17545
+ * Evicts memoized `ReportStorage` instances, releasing all accumulated event data.
17546
+ *
17547
+ * - With `payload` — clears only the storage bucket identified by
17548
+ * `(symbol, strategyName, exchangeName, frameName, backtest)`;
17549
+ * subsequent calls for that combination start from an empty state.
17550
+ * - Without `payload` — clears **all** storage buckets.
17551
+ *
17552
+ * Also called internally by the unsubscribe closure returned from `subscribe()`.
17553
+ *
17554
+ * @param payload - Optional scope to restrict which bucket is cleared;
17555
+ * omit to clear everything
17556
+ *
17557
+ * @example
17558
+ * ```typescript
17559
+ * // Clear one specific context
17560
+ * await service.clear({ symbol: "BTCUSDT", strategyName: "my-strategy", exchangeName: "binance", frameName: "1m-btc", backtest: true });
17561
+ *
17562
+ * // Clear all contexts
17563
+ * await service.clear();
17564
+ * ```
17565
+ */
17566
+ clear: (payload?: {
17567
+ symbol: string;
17568
+ strategyName: StrategyName;
17569
+ exchangeName: ExchangeName;
17570
+ frameName: FrameName;
17571
+ backtest: boolean;
17572
+ }) => Promise<void>;
17573
+ }
17574
+
17575
+ /**
17576
+ * Utility class for accessing highest profit reports and statistics.
17577
+ *
17578
+ * Provides static-like methods (via singleton instance) to retrieve data
17579
+ * accumulated by HighestProfitMarkdownService from highestProfitSubject events.
17580
+ *
17581
+ * @example
17582
+ * ```typescript
17583
+ * import { HighestProfit } from "backtest-kit";
17584
+ *
17585
+ * const stats = await HighestProfit.getData("BTCUSDT", { strategyName, exchangeName, frameName });
17586
+ * const report = await HighestProfit.getReport("BTCUSDT", { strategyName, exchangeName, frameName });
17587
+ * await HighestProfit.dump("BTCUSDT", { strategyName, exchangeName, frameName });
17588
+ * ```
17589
+ */
17590
+ declare class HighestProfitUtils {
17591
+ /**
17592
+ * Retrieves statistical data from accumulated highest profit events.
17593
+ *
17594
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
17595
+ * @param context - Execution context
17596
+ * @param backtest - Whether to query backtest data
17597
+ * @returns Promise resolving to HighestProfitStatisticsModel
17598
+ */
17599
+ getData: (symbol: string, context: {
17600
+ strategyName: StrategyName;
17601
+ exchangeName: ExchangeName;
17602
+ frameName: FrameName;
17603
+ }, backtest?: boolean) => Promise<HighestProfitStatisticsModel>;
17604
+ /**
17605
+ * Generates a markdown report with all highest profit events for a symbol-strategy pair.
17606
+ *
17607
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
17608
+ * @param context - Execution context
17609
+ * @param backtest - Whether to query backtest data
17610
+ * @param columns - Optional column configuration
17611
+ * @returns Promise resolving to markdown formatted report string
17612
+ */
17613
+ getReport: (symbol: string, context: {
17614
+ strategyName: StrategyName;
17615
+ exchangeName: ExchangeName;
17616
+ frameName: FrameName;
17617
+ }, backtest?: boolean, columns?: Columns$5[]) => Promise<string>;
17618
+ /**
17619
+ * Generates and saves a markdown report to file.
17620
+ *
17621
+ * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
17622
+ * @param context - Execution context
17623
+ * @param backtest - Whether to query backtest data
17624
+ * @param path - Output directory path (default: "./dump/highest_profit")
17625
+ * @param columns - Optional column configuration
17626
+ */
17627
+ dump: (symbol: string, context: {
17628
+ strategyName: StrategyName;
17629
+ exchangeName: ExchangeName;
17630
+ frameName: FrameName;
17631
+ }, backtest?: boolean, path?: string, columns?: Columns$5[]) => Promise<void>;
17632
+ }
17633
+ /**
17634
+ * Global singleton instance of HighestProfitUtils.
17635
+ */
17636
+ declare const HighestProfit: HighestProfitUtils;
17637
+
17638
+ /**
17639
+ * Type alias for column configuration used in max drawdown markdown reports.
17640
+ */
17641
+ type Columns$4 = ColumnModel<MaxDrawdownEvent>;
17642
+ /**
17643
+ * Service for generating and saving max drawdown markdown reports.
17644
+ *
17645
+ * Listens to maxDrawdownSubject and accumulates events per
17646
+ * symbol-strategy-exchange-frame combination. Provides getData(),
17647
+ * getReport(), and dump() methods matching the HighestProfit pattern.
17648
+ */
17649
+ declare class MaxDrawdownMarkdownService {
17650
+ private readonly loggerService;
17651
+ private getStorage;
17652
+ /**
17653
+ * Subscribes to `maxDrawdownSubject` to start receiving `MaxDrawdownContract`
17654
+ * events. Protected against multiple subscriptions via `singleshot`.
17655
+ *
17656
+ * @returns Unsubscribe function; calling it tears down the subscription and
17657
+ * clears all accumulated data
17658
+ */
17659
+ subscribe: (() => () => void) & functools_kit.ISingleshotClearable;
17660
+ /**
17661
+ * Detaches from `maxDrawdownSubject` and clears all accumulated data.
17662
+ *
17663
+ * If `subscribe()` was never called, does nothing.
17664
+ */
17665
+ unsubscribe: () => Promise<void>;
17666
+ /**
17667
+ * Handles a single `MaxDrawdownContract` event emitted by `maxDrawdownSubject`.
17668
+ */
17669
+ private tick;
16981
17670
  /**
16982
- * Generates a markdown highest profit report for the given context.
16983
- *
16984
- * Delegates to `ReportStorage.getReport`. The resulting string includes a
16985
- * markdown table (newest events first) followed by the total event count.
16986
- *
16987
- * @param symbol - Trading pair symbol (e.g. `"BTCUSDT"`)
16988
- * @param strategyName - Strategy identifier
16989
- * @param exchangeName - Exchange identifier (e.g. `"binance"`)
16990
- * @param frameName - Backtest frame identifier; empty string for live mode
16991
- * @param backtest - `true` for backtest mode, `false` for live mode
16992
- * @param columns - Column definitions controlling the table layout;
16993
- * defaults to `COLUMN_CONFIG.highest_profit_columns`
16994
- * @returns Promise resolving to the full markdown string
16995
- * @throws {Error} If `subscribe()` has not been called before this method
17671
+ * Returns accumulated max drawdown statistics for the given context.
17672
+ */
17673
+ getData: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<MaxDrawdownStatisticsModel>;
17674
+ /**
17675
+ * Generates a markdown max drawdown report for the given context.
16996
17676
  */
16997
17677
  getReport: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, columns?: Columns$4[]) => Promise<string>;
16998
17678
  /**
16999
- * Generates the highest profit report and writes it to disk.
17000
- *
17001
- * Delegates to `ReportStorage.dump`. The filename follows the pattern:
17002
- * - Backtest: `{symbol}_{strategyName}_{exchangeName}_{frameName}_backtest-{timestamp}.md`
17003
- * - Live: `{symbol}_{strategyName}_{exchangeName}_live-{timestamp}.md`
17004
- *
17005
- * @param symbol - Trading pair symbol (e.g. `"BTCUSDT"`)
17006
- * @param strategyName - Strategy identifier
17007
- * @param exchangeName - Exchange identifier (e.g. `"binance"`)
17008
- * @param frameName - Backtest frame identifier; empty string for live mode
17009
- * @param backtest - `true` for backtest mode, `false` for live mode
17010
- * @param path - Directory to write the file into; defaults to `"./dump/highest_profit"`
17011
- * @param columns - Column definitions for table formatting;
17012
- * defaults to `COLUMN_CONFIG.highest_profit_columns`
17013
- * @throws {Error} If `subscribe()` has not been called before this method
17679
+ * Generates the max drawdown report and writes it to disk.
17014
17680
  */
17015
17681
  dump: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, path?: string, columns?: Columns$4[]) => Promise<void>;
17016
17682
  /**
17017
17683
  * Evicts memoized `ReportStorage` instances, releasing all accumulated event data.
17018
17684
  *
17019
- * - With `payload` — clears only the storage bucket identified by
17020
- * `(symbol, strategyName, exchangeName, frameName, backtest)`;
17021
- * subsequent calls for that combination start from an empty state.
17685
+ * - With `payload` — clears only the storage bucket for that combination.
17022
17686
  * - Without `payload` — clears **all** storage buckets.
17023
- *
17024
- * Also called internally by the unsubscribe closure returned from `subscribe()`.
17025
- *
17026
- * @param payload - Optional scope to restrict which bucket is cleared;
17027
- * omit to clear everything
17028
- *
17029
- * @example
17030
- * ```typescript
17031
- * // Clear one specific context
17032
- * await service.clear({ symbol: "BTCUSDT", strategyName: "my-strategy", exchangeName: "binance", frameName: "1m-btc", backtest: true });
17033
- *
17034
- * // Clear all contexts
17035
- * await service.clear();
17036
- * ```
17037
17687
  */
17038
17688
  clear: (payload?: {
17039
17689
  symbol: string;
@@ -17045,36 +17695,36 @@ declare class HighestProfitMarkdownService {
17045
17695
  }
17046
17696
 
17047
17697
  /**
17048
- * Utility class for accessing highest profit reports and statistics.
17698
+ * Utility class for accessing max drawdown reports and statistics.
17049
17699
  *
17050
17700
  * Provides static-like methods (via singleton instance) to retrieve data
17051
- * accumulated by HighestProfitMarkdownService from highestProfitSubject events.
17701
+ * accumulated by MaxDrawdownMarkdownService from maxDrawdownSubject events.
17052
17702
  *
17053
17703
  * @example
17054
17704
  * ```typescript
17055
- * import { HighestProfit } from "backtest-kit";
17705
+ * import { MaxDrawdown } from "backtest-kit";
17056
17706
  *
17057
- * const stats = await HighestProfit.getData("BTCUSDT", { strategyName, exchangeName, frameName });
17058
- * const report = await HighestProfit.getReport("BTCUSDT", { strategyName, exchangeName, frameName });
17059
- * await HighestProfit.dump("BTCUSDT", { strategyName, exchangeName, frameName });
17707
+ * const stats = await MaxDrawdown.getData("BTCUSDT", { strategyName, exchangeName, frameName });
17708
+ * const report = await MaxDrawdown.getReport("BTCUSDT", { strategyName, exchangeName, frameName });
17709
+ * await MaxDrawdown.dump("BTCUSDT", { strategyName, exchangeName, frameName });
17060
17710
  * ```
17061
17711
  */
17062
- declare class HighestProfitUtils {
17712
+ declare class MaxDrawdownUtils {
17063
17713
  /**
17064
- * Retrieves statistical data from accumulated highest profit events.
17714
+ * Retrieves statistical data from accumulated max drawdown events.
17065
17715
  *
17066
17716
  * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
17067
17717
  * @param context - Execution context
17068
17718
  * @param backtest - Whether to query backtest data
17069
- * @returns Promise resolving to HighestProfitStatisticsModel
17719
+ * @returns Promise resolving to MaxDrawdownStatisticsModel
17070
17720
  */
17071
17721
  getData: (symbol: string, context: {
17072
17722
  strategyName: StrategyName;
17073
17723
  exchangeName: ExchangeName;
17074
17724
  frameName: FrameName;
17075
- }, backtest?: boolean) => Promise<HighestProfitStatisticsModel>;
17725
+ }, backtest?: boolean) => Promise<MaxDrawdownStatisticsModel>;
17076
17726
  /**
17077
- * Generates a markdown report with all highest profit events for a symbol-strategy pair.
17727
+ * Generates a markdown report with all max drawdown events for a symbol-strategy pair.
17078
17728
  *
17079
17729
  * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
17080
17730
  * @param context - Execution context
@@ -17093,7 +17743,7 @@ declare class HighestProfitUtils {
17093
17743
  * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
17094
17744
  * @param context - Execution context
17095
17745
  * @param backtest - Whether to query backtest data
17096
- * @param path - Output directory path (default: "./dump/highest_profit")
17746
+ * @param path - Output directory path (default: "./dump/max_drawdown")
17097
17747
  * @param columns - Optional column configuration
17098
17748
  */
17099
17749
  dump: (symbol: string, context: {
@@ -17103,9 +17753,9 @@ declare class HighestProfitUtils {
17103
17753
  }, backtest?: boolean, path?: string, columns?: Columns$4[]) => Promise<void>;
17104
17754
  }
17105
17755
  /**
17106
- * Global singleton instance of HighestProfitUtils.
17756
+ * Global singleton instance of MaxDrawdownUtils.
17107
17757
  */
17108
- declare const HighestProfit: HighestProfitUtils;
17758
+ declare const MaxDrawdown: MaxDrawdownUtils;
17109
17759
 
17110
17760
  /**
17111
17761
  * Utility class containing predefined trading constants for take-profit and stop-loss levels.
@@ -21946,6 +22596,12 @@ declare const backtestScheduleOpenSubject: Subject<IStrategyTickResultOpened>;
21946
22596
  * Allows users to track profit milestones and implement custom management logic based on profit levels.
21947
22597
  */
21948
22598
  declare const highestProfitSubject: Subject<HighestProfitContract>;
22599
+ /**
22600
+ * Max drawdown emitter for real-time risk tracking.
22601
+ * Emits updates on the maximum drawdown experienced for an open position.
22602
+ * Allows users to track drawdown levels and implement custom risk management logic based on drawdown thresholds.
22603
+ */
22604
+ declare const maxDrawdownSubject: Subject<MaxDrawdownContract>;
21949
22605
 
21950
22606
  declare const emitters_activePingSubject: typeof activePingSubject;
21951
22607
  declare const emitters_backtestScheduleOpenSubject: typeof backtestScheduleOpenSubject;
@@ -21956,6 +22612,7 @@ declare const emitters_doneWalkerSubject: typeof doneWalkerSubject;
21956
22612
  declare const emitters_errorEmitter: typeof errorEmitter;
21957
22613
  declare const emitters_exitEmitter: typeof exitEmitter;
21958
22614
  declare const emitters_highestProfitSubject: typeof highestProfitSubject;
22615
+ declare const emitters_maxDrawdownSubject: typeof maxDrawdownSubject;
21959
22616
  declare const emitters_partialLossSubject: typeof partialLossSubject;
21960
22617
  declare const emitters_partialProfitSubject: typeof partialProfitSubject;
21961
22618
  declare const emitters_performanceEmitter: typeof performanceEmitter;
@@ -21974,7 +22631,7 @@ declare const emitters_walkerCompleteSubject: typeof walkerCompleteSubject;
21974
22631
  declare const emitters_walkerEmitter: typeof walkerEmitter;
21975
22632
  declare const emitters_walkerStopSubject: typeof walkerStopSubject;
21976
22633
  declare namespace emitters {
21977
- 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_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_strategyCommitSubject as strategyCommitSubject, emitters_syncSubject as syncSubject, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
22634
+ 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_strategyCommitSubject as strategyCommitSubject, emitters_syncSubject as syncSubject, emitters_validationSubject as validationSubject, emitters_walkerCompleteSubject as walkerCompleteSubject, emitters_walkerEmitter as walkerEmitter, emitters_walkerStopSubject as walkerStopSubject };
21978
22635
  }
21979
22636
 
21980
22637
  /**
@@ -24010,6 +24667,110 @@ declare class StrategyConnectionService implements TStrategy$1 {
24010
24667
  exchangeName: ExchangeName;
24011
24668
  frameName: FrameName;
24012
24669
  }) => Promise<number | null>;
24670
+ /**
24671
+ * Returns the number of minutes elapsed since the highest profit price was recorded.
24672
+ *
24673
+ * Alias for getPositionDrawdownMinutes — measures how long the position has been
24674
+ * pulling back from its peak profit level.
24675
+ *
24676
+ * Resolves current timestamp via timeMetaService and delegates to
24677
+ * ClientStrategy.getPositionHighestProfitMinutes().
24678
+ * Returns null if no pending signal exists.
24679
+ *
24680
+ * @param backtest - Whether running in backtest mode
24681
+ * @param symbol - Trading pair symbol
24682
+ * @param context - Execution context with strategyName, exchangeName, frameName
24683
+ * @returns Promise resolving to minutes since last profit peak or null
24684
+ */
24685
+ getPositionHighestProfitMinutes: (backtest: boolean, symbol: string, context: {
24686
+ strategyName: StrategyName;
24687
+ exchangeName: ExchangeName;
24688
+ frameName: FrameName;
24689
+ }) => Promise<number | null>;
24690
+ /**
24691
+ * Returns the number of minutes elapsed since the worst loss price was recorded.
24692
+ *
24693
+ * Measures how long ago the deepest drawdown point occurred.
24694
+ * Zero when called at the exact moment the trough was set.
24695
+ *
24696
+ * Resolves current timestamp via timeMetaService and delegates to
24697
+ * ClientStrategy.getPositionMaxDrawdownMinutes().
24698
+ * Returns null if no pending signal exists.
24699
+ *
24700
+ * @param backtest - Whether running in backtest mode
24701
+ * @param symbol - Trading pair symbol
24702
+ * @param context - Execution context with strategyName, exchangeName, frameName
24703
+ * @returns Promise resolving to minutes since last drawdown trough or null
24704
+ */
24705
+ getPositionMaxDrawdownMinutes: (backtest: boolean, symbol: string, context: {
24706
+ strategyName: StrategyName;
24707
+ exchangeName: ExchangeName;
24708
+ frameName: FrameName;
24709
+ }) => Promise<number | null>;
24710
+ /**
24711
+ * Returns the worst price reached in the loss direction during this position's life.
24712
+ *
24713
+ * Delegates to ClientStrategy.getPositionMaxDrawdownPrice().
24714
+ * Returns null if no pending signal exists.
24715
+ *
24716
+ * @param backtest - Whether running in backtest mode
24717
+ * @param symbol - Trading pair symbol
24718
+ * @param context - Execution context with strategyName, exchangeName, frameName
24719
+ * @returns Promise resolving to price or null
24720
+ */
24721
+ getPositionMaxDrawdownPrice: (backtest: boolean, symbol: string, context: {
24722
+ strategyName: StrategyName;
24723
+ exchangeName: ExchangeName;
24724
+ frameName: FrameName;
24725
+ }) => Promise<number | null>;
24726
+ /**
24727
+ * Returns the timestamp when the worst loss price was recorded during this position's life.
24728
+ *
24729
+ * Delegates to ClientStrategy.getPositionMaxDrawdownTimestamp().
24730
+ * Returns null if no pending signal exists.
24731
+ *
24732
+ * @param backtest - Whether running in backtest mode
24733
+ * @param symbol - Trading pair symbol
24734
+ * @param context - Execution context with strategyName, exchangeName, frameName
24735
+ * @returns Promise resolving to timestamp in milliseconds or null
24736
+ */
24737
+ getPositionMaxDrawdownTimestamp: (backtest: boolean, symbol: string, context: {
24738
+ strategyName: StrategyName;
24739
+ exchangeName: ExchangeName;
24740
+ frameName: FrameName;
24741
+ }) => Promise<number | null>;
24742
+ /**
24743
+ * Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
24744
+ *
24745
+ * Delegates to ClientStrategy.getPositionMaxDrawdownPnlPercentage().
24746
+ * Returns null if no pending signal exists.
24747
+ *
24748
+ * @param backtest - Whether running in backtest mode
24749
+ * @param symbol - Trading pair symbol
24750
+ * @param context - Execution context with strategyName, exchangeName, frameName
24751
+ * @returns Promise resolving to PnL percentage or null
24752
+ */
24753
+ getPositionMaxDrawdownPnlPercentage: (backtest: boolean, symbol: string, context: {
24754
+ strategyName: StrategyName;
24755
+ exchangeName: ExchangeName;
24756
+ frameName: FrameName;
24757
+ }) => Promise<number | null>;
24758
+ /**
24759
+ * Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
24760
+ *
24761
+ * Delegates to ClientStrategy.getPositionMaxDrawdownPnlCost().
24762
+ * Returns null if no pending signal exists.
24763
+ *
24764
+ * @param backtest - Whether running in backtest mode
24765
+ * @param symbol - Trading pair symbol
24766
+ * @param context - Execution context with strategyName, exchangeName, frameName
24767
+ * @returns Promise resolving to PnL cost or null
24768
+ */
24769
+ getPositionMaxDrawdownPnlCost: (backtest: boolean, symbol: string, context: {
24770
+ strategyName: StrategyName;
24771
+ exchangeName: ExchangeName;
24772
+ frameName: FrameName;
24773
+ }) => Promise<number | null>;
24013
24774
  /**
24014
24775
  * Disposes the ClientStrategy instance for the given context.
24015
24776
  *
@@ -25887,6 +26648,96 @@ declare class StrategyCoreService implements TStrategy {
25887
26648
  exchangeName: ExchangeName;
25888
26649
  frameName: FrameName;
25889
26650
  }) => Promise<number | null>;
26651
+ /**
26652
+ * Returns the number of minutes elapsed since the highest profit price was recorded.
26653
+ *
26654
+ * Alias for getPositionDrawdownMinutes — measures how long the position has been
26655
+ * pulling back from its peak profit level.
26656
+ *
26657
+ * Validates strategy existence and delegates to connection service.
26658
+ * Returns null if no pending signal exists.
26659
+ *
26660
+ * @param backtest - Whether running in backtest mode
26661
+ * @param symbol - Trading pair symbol
26662
+ * @param context - Execution context with strategyName, exchangeName, frameName
26663
+ * @returns Promise resolving to minutes since last profit peak or null
26664
+ */
26665
+ getPositionHighestProfitMinutes: (backtest: boolean, symbol: string, context: {
26666
+ strategyName: StrategyName;
26667
+ exchangeName: ExchangeName;
26668
+ frameName: FrameName;
26669
+ }) => Promise<number | null>;
26670
+ /**
26671
+ * Returns the number of minutes elapsed since the worst loss price was recorded.
26672
+ *
26673
+ * Measures how long ago the deepest drawdown point occurred.
26674
+ * Zero when called at the exact moment the trough was set.
26675
+ *
26676
+ * Validates strategy existence and delegates to connection service.
26677
+ * Returns null if no pending signal exists.
26678
+ *
26679
+ * @param backtest - Whether running in backtest mode
26680
+ * @param symbol - Trading pair symbol
26681
+ * @param context - Execution context with strategyName, exchangeName, frameName
26682
+ * @returns Promise resolving to minutes since last drawdown trough or null
26683
+ */
26684
+ getPositionMaxDrawdownMinutes: (backtest: boolean, symbol: string, context: {
26685
+ strategyName: StrategyName;
26686
+ exchangeName: ExchangeName;
26687
+ frameName: FrameName;
26688
+ }) => Promise<number | null>;
26689
+ /**
26690
+ * Returns the worst price reached in the loss direction during this position's life.
26691
+ *
26692
+ * @param backtest - Whether running in backtest mode
26693
+ * @param symbol - Trading pair symbol
26694
+ * @param context - Execution context with strategyName, exchangeName, frameName
26695
+ * @returns Promise resolving to price or null
26696
+ */
26697
+ getPositionMaxDrawdownPrice: (backtest: boolean, symbol: string, context: {
26698
+ strategyName: StrategyName;
26699
+ exchangeName: ExchangeName;
26700
+ frameName: FrameName;
26701
+ }) => Promise<number | null>;
26702
+ /**
26703
+ * Returns the timestamp when the worst loss price was recorded during this position's life.
26704
+ *
26705
+ * @param backtest - Whether running in backtest mode
26706
+ * @param symbol - Trading pair symbol
26707
+ * @param context - Execution context with strategyName, exchangeName, frameName
26708
+ * @returns Promise resolving to timestamp in milliseconds or null
26709
+ */
26710
+ getPositionMaxDrawdownTimestamp: (backtest: boolean, symbol: string, context: {
26711
+ strategyName: StrategyName;
26712
+ exchangeName: ExchangeName;
26713
+ frameName: FrameName;
26714
+ }) => Promise<number | null>;
26715
+ /**
26716
+ * Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
26717
+ *
26718
+ * @param backtest - Whether running in backtest mode
26719
+ * @param symbol - Trading pair symbol
26720
+ * @param context - Execution context with strategyName, exchangeName, frameName
26721
+ * @returns Promise resolving to PnL percentage or null
26722
+ */
26723
+ getPositionMaxDrawdownPnlPercentage: (backtest: boolean, symbol: string, context: {
26724
+ strategyName: StrategyName;
26725
+ exchangeName: ExchangeName;
26726
+ frameName: FrameName;
26727
+ }) => Promise<number | null>;
26728
+ /**
26729
+ * Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
26730
+ *
26731
+ * @param backtest - Whether running in backtest mode
26732
+ * @param symbol - Trading pair symbol
26733
+ * @param context - Execution context with strategyName, exchangeName, frameName
26734
+ * @returns Promise resolving to PnL cost or null
26735
+ */
26736
+ getPositionMaxDrawdownPnlCost: (backtest: boolean, symbol: string, context: {
26737
+ strategyName: StrategyName;
26738
+ exchangeName: ExchangeName;
26739
+ frameName: FrameName;
26740
+ }) => Promise<number | null>;
25890
26741
  }
25891
26742
 
25892
26743
  /**
@@ -28426,6 +29277,52 @@ declare class HighestProfitReportService {
28426
29277
  unsubscribe: () => Promise<void>;
28427
29278
  }
28428
29279
 
29280
+ /**
29281
+ * Service for logging max drawdown events to the JSONL report database.
29282
+ *
29283
+ * Listens to maxDrawdownSubject and writes each new drawdown record to
29284
+ * Report.writeData() for persistence and analytics.
29285
+ */
29286
+ declare class MaxDrawdownReportService {
29287
+ private readonly loggerService;
29288
+ /**
29289
+ * Handles a single `MaxDrawdownContract` event emitted by `maxDrawdownSubject`.
29290
+ *
29291
+ * Writes a JSONL record to the `"max_drawdown"` report database via
29292
+ * `Report.writeData`, capturing the full signal snapshot at the moment
29293
+ * the new drawdown record was set:
29294
+ * - `timestamp`, `symbol`, `strategyName`, `exchangeName`, `frameName`, `backtest`
29295
+ * - `signalId`, `position`, `currentPrice`
29296
+ * - `priceOpen`, `priceTakeProfit`, `priceStopLoss` (effective values from the signal)
29297
+ *
29298
+ * `strategyName` and signal-level fields are sourced from `data.signal`
29299
+ * rather than the contract root.
29300
+ *
29301
+ * @param data - `MaxDrawdownContract` payload containing `symbol`,
29302
+ * `signal`, `currentPrice`, `backtest`, `timestamp`, `exchangeName`,
29303
+ * `frameName`
29304
+ */
29305
+ private tick;
29306
+ /**
29307
+ * Subscribes to `maxDrawdownSubject` to start persisting drawdown records.
29308
+ * Protected against multiple subscriptions via `singleshot` — subsequent
29309
+ * calls return the same unsubscribe function without re-subscribing.
29310
+ *
29311
+ * The returned unsubscribe function clears the `singleshot` state and
29312
+ * detaches from `maxDrawdownSubject`.
29313
+ *
29314
+ * @returns Unsubscribe function; calling it tears down the subscription
29315
+ */
29316
+ subscribe: (() => () => void) & functools_kit.ISingleshotClearable;
29317
+ /**
29318
+ * Detaches from `maxDrawdownSubject`, stopping further JSONL writes.
29319
+ *
29320
+ * Calls the unsubscribe closure returned by `subscribe()`.
29321
+ * If `subscribe()` was never called, does nothing.
29322
+ */
29323
+ unsubscribe: () => Promise<void>;
29324
+ }
29325
+
28429
29326
  declare const backtest: {
28430
29327
  exchangeValidationService: ExchangeValidationService;
28431
29328
  strategyValidationService: StrategyValidationService;
@@ -28448,6 +29345,7 @@ declare const backtest: {
28448
29345
  strategyReportService: StrategyReportService;
28449
29346
  syncReportService: SyncReportService;
28450
29347
  highestProfitReportService: HighestProfitReportService;
29348
+ maxDrawdownReportService: MaxDrawdownReportService;
28451
29349
  backtestMarkdownService: BacktestMarkdownService;
28452
29350
  liveMarkdownService: LiveMarkdownService;
28453
29351
  scheduleMarkdownService: ScheduleMarkdownService;
@@ -28460,6 +29358,7 @@ declare const backtest: {
28460
29358
  strategyMarkdownService: StrategyMarkdownService;
28461
29359
  syncMarkdownService: SyncMarkdownService;
28462
29360
  highestProfitMarkdownService: HighestProfitMarkdownService;
29361
+ maxDrawdownMarkdownService: MaxDrawdownMarkdownService;
28463
29362
  backtestLogicPublicService: BacktestLogicPublicService;
28464
29363
  liveLogicPublicService: LiveLogicPublicService;
28465
29364
  walkerLogicPublicService: WalkerLogicPublicService;
@@ -28579,4 +29478,4 @@ declare const getTotalClosed: (signal: Signal) => {
28579
29478
  remainingCostBasis: number;
28580
29479
  };
28581
29480
 
28582
- 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 IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, type MeasureData, 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, PersistLogAdapter, PersistMeasureAdapter, PersistMemoryAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, type TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, 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, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getRawCandles, getRiskSchema, getScheduledSignal, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, 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, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, searchMemory, set, setColumns, setConfig, setLogger, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, warmCandles, writeMemory };
29481
+ 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 IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, 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, PersistLogAdapter, PersistMeasureAdapter, PersistMemoryAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, type TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, 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, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, 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, 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 };