backtest-kit 7.5.0 → 7.6.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/build/index.cjs +786 -93
- package/build/index.mjs +781 -94
- package/package.json +1 -1
- package/types.d.ts +372 -3
package/package.json
CHANGED
package/types.d.ts
CHANGED
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@@ -9423,6 +9423,53 @@ declare function setSignalState<Value extends object = object>(dispatch: Value |
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9423
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initialValue: Value;
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}): Promise<Value>;
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/**
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* Reads the session value scoped to the current (symbol, strategy, exchange, frame) context.
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*
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* Session data persists across candles within a single run and can survive process
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* restarts in live mode — useful for caching LLM inference results, intermediate
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* indicator state, or any cross-candle accumulator that is not tied to a specific signal.
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*
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* Automatically detects backtest/live mode from execution context.
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*
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* @param symbol - Trading pair symbol
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* @returns Promise resolving to current session value, or null if not set
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*
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* @example
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* ```typescript
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* import { getSession } from "backtest-kit";
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*
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9442
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* const session = await getSession<{ lastLlmSignal: string }>("BTCUSDT");
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* if (session?.lastLlmSignal === "buy") {
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* // reuse cached LLM result instead of calling the model again
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* }
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* ```
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*/
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declare function getSessionData<Value extends object = object>(symbol: string): Promise<Value | null>;
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/**
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* Writes a session value scoped to the current (symbol, strategy, exchange, frame) context.
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9451
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*
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* Session data persists across candles within a single run and can survive process
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* restarts in live mode — useful for caching LLM inference results, intermediate
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9454
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* indicator state, or any cross-candle accumulator that is not tied to a specific signal.
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*
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* Pass null to clear the session.
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*
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* Automatically detects backtest/live mode from execution context.
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*
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* @param symbol - Trading pair symbol
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* @param value - New value or null to clear
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* @returns Promise that resolves when the session has been written
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*
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* @example
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* ```typescript
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* import { setSession } from "backtest-kit";
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*
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* await setSession("BTCUSDT", { lastLlmSignal: "buy" });
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* ```
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*/
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declare function setSessionData<Value extends object = object>(symbol: string, value: Value | null): Promise<void>;
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+
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/**
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* Updater function for setState — receives current value and returns the next value.
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* Used for functional updates to state, e.g. `setState(prev => ({ ...prev, peakPercent: newPeak }))`
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@@ -14023,6 +14070,11 @@ declare class PersistStateUtils {
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* All future persistence writes will be no-ops.
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*/
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useDummy: () => void;
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14073
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/**
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* Switches to the default JSON persist adapter.
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* All future persistence writes will use JSON storage.
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*/
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14077
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useJson: () => void;
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/**
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* Clears the memoized storage cache.
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* Call this when process.cwd() changes between strategy iterations
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@@ -14043,6 +14095,93 @@ declare class PersistStateUtils {
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* Used by StatePersistInstance for crash-safe state persistence.
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*/
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declare const PersistStateAdapter: PersistStateUtils;
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14098
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/**
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* Session data structure for session persistence.
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14100
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* Each session is identified by a unique id and contains an arbitrary JSON-serializable data object.
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14101
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*/
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14102
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type SessionData = {
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id: string;
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data: object | null;
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};
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14106
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/**
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* Utility class for managing session persistence.
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*
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* Features:
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* - Memoized storage instances per (strategyName, exchangeName, frameName) key
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* - Custom adapter support
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14112
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* - Atomic read/write operations
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*
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* Storage layout: ./dump/session/<strategyName>/<exchangeName>/<frameName>.json
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14115
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*
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14116
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* Used by SessionPersistInstance for crash-safe session persistence.
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14117
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*/
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14118
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declare class PersistSessionUtils {
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14119
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private PersistSessionFactory;
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14120
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private getSessionStorage;
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14121
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/**
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14122
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* Registers a custom persistence adapter.
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14123
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*
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14124
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* @param Ctor - Custom PersistBase constructor
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14125
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*/
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usePersistSessionAdapter(Ctor: TPersistBaseCtor<string, SessionData>): void;
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14127
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/**
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14128
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* Initializes the storage for a given (strategyName, exchangeName, frameName) triple.
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*
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* @param strategyName - Strategy identifier
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14131
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* @param exchangeName - Exchange identifier
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14132
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* @param frameName - Frame identifier
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14133
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* @param initial - Whether this is the first initialization
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14134
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*/
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14135
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waitForInit: (strategyName: string, exchangeName: string, frameName: string, initial: boolean) => Promise<void>;
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14136
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/**
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14137
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* Reads a session entry from persistence storage.
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14138
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*
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Frame identifier
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* @returns Promise resolving to entry data or null if not found
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14143
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*/
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14144
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readSessionData: (strategyName: string, exchangeName: string, frameName: string) => Promise<SessionData | null>;
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14145
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/**
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14146
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* Writes a session entry to disk with atomic file writes.
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14147
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*
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* @param data - Entry data to persist
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14149
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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14151
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* @param frameName - Frame identifier
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14152
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*/
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14153
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writeSessionData: (data: SessionData, strategyName: string, exchangeName: string, frameName: string) => Promise<void>;
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14154
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/**
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14155
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+
* Switches to a dummy persist adapter that discards all writes.
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14156
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* All future persistence writes will be no-ops.
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14157
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*/
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14158
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+
useDummy: () => void;
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14159
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+
/**
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14160
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+
* Switches to the default JSON persist adapter.
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14161
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* All future persistence writes will use JSON storage.
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14162
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+
*/
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14163
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+
useJson: () => void;
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14164
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/**
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14165
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* Clears the memoized storage cache.
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14166
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+
* Call this when process.cwd() changes between strategy iterations
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14167
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* so new storage instances are created with the updated base path.
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14168
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*/
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14169
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clear: () => void;
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14170
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/**
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* Disposes of the session adapter and releases any resources.
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* Call this when a session is removed to clean up its associated storage.
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*
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* @param strategyName - Strategy identifier
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* @param exchangeName - Exchange identifier
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* @param frameName - Frame identifier
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*/
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dispose: (strategyName: string, exchangeName: string, frameName: string) => void;
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}
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14180
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/**
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14181
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* Global singleton instance of PersistSessionUtils.
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14182
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* Used by SessionPersistInstance for crash-safe session persistence.
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*/
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14184
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declare const PersistSessionAdapter: PersistSessionUtils;
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/**
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14048
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* Configuration interface for selective markdown service enablement.
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@@ -14890,7 +15029,7 @@ type RestoreSnapshot = () => void;
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* Allows temporarily detaching all subject subscriptions so that one session
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* does not interfere with another, then restoring them afterwards.
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*/
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14893
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-
declare class
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15032
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+
declare class SystemUtils {
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/**
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15034
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* Snapshots the current listener state of every global subject by replacing
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* their internal `_events` map with an empty object.
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@@ -14898,7 +15037,237 @@ declare class SessionUtils {
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*/
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createSnapshot: () => RestoreSnapshot;
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}
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14901
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-
declare const
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+
declare const System: SystemUtils;
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15041
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+
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15042
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/**
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15043
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* Interface for session instance implementations.
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15044
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* Defines the contract for local, persist, and dummy backends.
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15045
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+
*
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15046
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* Intended use: per-(symbol, strategy, exchange, frame) mutable session data
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15047
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* shared across strategy callbacks within a single run — e.g. caching LLM
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15048
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* inference results, intermediate indicator state, or cross-candle accumulators.
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15049
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+
*
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15050
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* Example shape:
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15051
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+
* ```ts
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15052
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* { lastLlmSignal: "buy" | "sell" | null; confirmedAt: number }
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15053
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* ```
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15054
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+
*/
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15055
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+
interface ISessionInstance {
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15056
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+
/**
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15057
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+
* Initialize the session instance.
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15058
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+
* @param initial - Whether this is the first initialization
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15059
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+
*/
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15060
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+
waitForInit(initial: boolean): Promise<void>;
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15061
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+
/**
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15062
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+
* Write a new session value.
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15063
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+
* @param value - New value or null to clear
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15064
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+
*/
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15065
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+
setData<Value extends object = object>(value: Value | null): Promise<void>;
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15066
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+
/**
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15067
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+
* Read the current session value.
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15068
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+
* @returns Current session value, or null if not set
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15069
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+
*/
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15070
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+
getData<Value extends object = object>(): Promise<Value | null>;
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15071
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+
/**
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15072
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+
* Releases any resources held by this instance.
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15073
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+
*/
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15074
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+
dispose(): Promise<void>;
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15075
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+
}
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15076
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+
/**
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15077
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+
* Constructor type for session instance implementations.
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15078
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+
* Used for swapping backends via SessionBacktestAdapter / SessionLiveAdapter.
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15079
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+
*/
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15080
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+
type TSessionInstanceCtor = new (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => ISessionInstance;
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15081
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+
/**
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15082
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+
* Public surface of SessionBacktestAdapter / SessionLiveAdapter — ISessionInstance minus waitForInit and dispose.
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15083
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+
* waitForInit and dispose are managed internally by the adapter.
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15084
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+
*/
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15085
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+
type TSessionAdapter = {
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15086
|
+
[key in Exclude<keyof ISessionInstance, "waitForInit" | "dispose">]: any;
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15087
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+
};
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15088
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+
/**
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15089
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+
* Backtest session adapter with pluggable storage backend.
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15090
|
+
*
|
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15091
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+
* Features:
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15092
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+
* - Adapter pattern for swappable session instance implementations
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15093
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+
* - Default backend: SessionLocalInstance (in-memory, no disk persistence)
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15094
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+
* - Alternative backends: SessionPersistInstance, SessionDummyInstance
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15095
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+
* - Convenience methods: useLocal(), usePersist(), useDummy(), useSessionAdapter()
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15096
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+
* - Memoized instances per (symbol, strategyName, exchangeName, frameName) tuple
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15097
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+
*/
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15098
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+
declare class SessionBacktestAdapter implements TSessionAdapter {
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15099
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+
private SessionFactory;
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15100
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+
private getInstance;
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15101
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+
/**
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15102
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+
* Read the current session value for a backtest run.
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15103
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+
* @param symbol - Trading pair symbol
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15104
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+
* @param context.strategyName - Strategy identifier
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15105
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+
* @param context.exchangeName - Exchange identifier
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15106
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+
* @param context.frameName - Frame identifier
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15107
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+
* @returns Current session value, or null if not set
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15108
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+
*/
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15109
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+
getData: <Value extends object = object>(symbol: string, context: {
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15110
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+
strategyName: StrategyName;
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15111
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+
exchangeName: ExchangeName;
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15112
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+
frameName: FrameName;
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15113
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+
}) => Promise<Value | null>;
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15114
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+
/**
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15115
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+
* Update the session value for a backtest run.
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15116
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+
* @param symbol - Trading pair symbol
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15117
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+
* @param value - New value or null to clear
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15118
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+
* @param context.strategyName - Strategy identifier
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15119
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+
* @param context.exchangeName - Exchange identifier
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15120
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+
* @param context.frameName - Frame identifier
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15121
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+
*/
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15122
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+
setData: <Value extends object = object>(symbol: string, value: Value | null, context: {
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15123
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+
strategyName: StrategyName;
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15124
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+
exchangeName: ExchangeName;
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15125
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+
frameName: FrameName;
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15126
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}) => Promise<void>;
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15127
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+
/**
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15128
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+
* Switches to in-memory adapter (default).
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15129
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* All data lives in process memory only.
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15130
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+
*/
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15131
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+
useLocal: () => void;
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15132
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+
/**
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15133
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+
* Switches to file-system backed adapter.
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15134
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+
* Data is persisted to disk via PersistSessionAdapter.
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15135
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+
*/
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15136
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+
usePersist: () => void;
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15137
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+
/**
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15138
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+
* Switches to dummy adapter that discards all writes.
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15139
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+
*/
|
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15140
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+
useDummy: () => void;
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15141
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+
/**
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15142
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+
* Switches to a custom session adapter implementation.
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15143
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+
* @param Ctor - Constructor for the custom session instance
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15144
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+
*/
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15145
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+
useSessionAdapter: (Ctor: TSessionInstanceCtor) => void;
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15146
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+
/**
|
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15147
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+
* Clears the memoized instance cache.
|
|
15148
|
+
* Call this when process.cwd() changes between strategy iterations
|
|
15149
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+
* so new instances are created with the updated base path.
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15150
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+
*/
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15151
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+
clear: () => void;
|
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15152
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+
}
|
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15153
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+
/**
|
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15154
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+
* Live trading session adapter with pluggable storage backend.
|
|
15155
|
+
*
|
|
15156
|
+
* Features:
|
|
15157
|
+
* - Adapter pattern for swappable session instance implementations
|
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15158
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+
* - Default backend: SessionPersistInstance (file-system backed, survives restarts)
|
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15159
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+
* - Alternative backends: SessionLocalInstance, SessionDummyInstance
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15160
|
+
* - Convenience methods: useLocal(), usePersist(), useDummy(), useSessionAdapter()
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15161
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+
* - Memoized instances per (symbol, strategyName, exchangeName, frameName) tuple
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|
15162
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+
*/
|
|
15163
|
+
declare class SessionLiveAdapter implements TSessionAdapter {
|
|
15164
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+
private SessionFactory;
|
|
15165
|
+
private getInstance;
|
|
15166
|
+
/**
|
|
15167
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+
* Read the current session value for a live run.
|
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15168
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+
* @param symbol - Trading pair symbol
|
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15169
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+
* @param context.strategyName - Strategy identifier
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15170
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+
* @param context.exchangeName - Exchange identifier
|
|
15171
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+
* @param context.frameName - Frame identifier
|
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15172
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+
* @returns Current session value, or null if not set
|
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15173
|
+
*/
|
|
15174
|
+
getData: <Value extends object = object>(symbol: string, context: {
|
|
15175
|
+
strategyName: StrategyName;
|
|
15176
|
+
exchangeName: ExchangeName;
|
|
15177
|
+
frameName: FrameName;
|
|
15178
|
+
}) => Promise<Value | null>;
|
|
15179
|
+
/**
|
|
15180
|
+
* Update the session value for a live run.
|
|
15181
|
+
* @param symbol - Trading pair symbol
|
|
15182
|
+
* @param value - New value or null to clear
|
|
15183
|
+
* @param context.strategyName - Strategy identifier
|
|
15184
|
+
* @param context.exchangeName - Exchange identifier
|
|
15185
|
+
* @param context.frameName - Frame identifier
|
|
15186
|
+
*/
|
|
15187
|
+
setData: <Value extends object = object>(symbol: string, value: Value | null, context: {
|
|
15188
|
+
strategyName: StrategyName;
|
|
15189
|
+
exchangeName: ExchangeName;
|
|
15190
|
+
frameName: FrameName;
|
|
15191
|
+
}) => Promise<void>;
|
|
15192
|
+
/**
|
|
15193
|
+
* Switches to in-memory adapter.
|
|
15194
|
+
* All data lives in process memory only.
|
|
15195
|
+
*/
|
|
15196
|
+
useLocal: () => void;
|
|
15197
|
+
/**
|
|
15198
|
+
* Switches to file-system backed adapter (default).
|
|
15199
|
+
* Data is persisted to disk via PersistSessionAdapter.
|
|
15200
|
+
*/
|
|
15201
|
+
usePersist: () => void;
|
|
15202
|
+
/**
|
|
15203
|
+
* Switches to dummy adapter that discards all writes.
|
|
15204
|
+
*/
|
|
15205
|
+
useDummy: () => void;
|
|
15206
|
+
/**
|
|
15207
|
+
* Switches to a custom session adapter implementation.
|
|
15208
|
+
* @param Ctor - Constructor for the custom session instance
|
|
15209
|
+
*/
|
|
15210
|
+
useSessionAdapter: (Ctor: TSessionInstanceCtor) => void;
|
|
15211
|
+
/**
|
|
15212
|
+
* Clears the memoized instance cache.
|
|
15213
|
+
* Call this when process.cwd() changes between strategy iterations
|
|
15214
|
+
* so new instances are created with the updated base path.
|
|
15215
|
+
*/
|
|
15216
|
+
clear: () => void;
|
|
15217
|
+
}
|
|
15218
|
+
/**
|
|
15219
|
+
* Main session adapter that manages both backtest and live session storage.
|
|
15220
|
+
*
|
|
15221
|
+
* Features:
|
|
15222
|
+
* - Routes all operations to SessionBacktest or SessionLive based on the backtest flag
|
|
15223
|
+
*/
|
|
15224
|
+
declare class SessionAdapter {
|
|
15225
|
+
/**
|
|
15226
|
+
* Read the current session value for a signal.
|
|
15227
|
+
* Routes to SessionBacktest or SessionLive based on backtest.
|
|
15228
|
+
* @param symbol - Trading pair symbol
|
|
15229
|
+
* @param context.strategyName - Strategy identifier
|
|
15230
|
+
* @param context.exchangeName - Exchange identifier
|
|
15231
|
+
* @param context.frameName - Frame identifier
|
|
15232
|
+
* @param backtest - Flag indicating if the context is backtest or live
|
|
15233
|
+
* @returns Current session value, or null if not set
|
|
15234
|
+
*/
|
|
15235
|
+
getData: <Value extends object = object>(symbol: string, context: {
|
|
15236
|
+
strategyName: StrategyName;
|
|
15237
|
+
exchangeName: ExchangeName;
|
|
15238
|
+
frameName: FrameName;
|
|
15239
|
+
}, backtest: boolean) => Promise<Value | null>;
|
|
15240
|
+
/**
|
|
15241
|
+
* Update the session value for a signal.
|
|
15242
|
+
* Routes to SessionBacktest or SessionLive based on backtest.
|
|
15243
|
+
* @param symbol - Trading pair symbol
|
|
15244
|
+
* @param value - New value or null to clear
|
|
15245
|
+
* @param context.strategyName - Strategy identifier
|
|
15246
|
+
* @param context.exchangeName - Exchange identifier
|
|
15247
|
+
* @param context.frameName - Frame identifier
|
|
15248
|
+
* @param backtest - Flag indicating if the context is backtest or live
|
|
15249
|
+
*/
|
|
15250
|
+
setData: <Value extends object = object>(symbol: string, value: Value | null, context: {
|
|
15251
|
+
strategyName: StrategyName;
|
|
15252
|
+
exchangeName: ExchangeName;
|
|
15253
|
+
frameName: FrameName;
|
|
15254
|
+
}, backtest: boolean) => Promise<void>;
|
|
15255
|
+
}
|
|
15256
|
+
/**
|
|
15257
|
+
* Global singleton instance of SessionAdapter.
|
|
15258
|
+
* Provides unified session management for backtest and live trading.
|
|
15259
|
+
*/
|
|
15260
|
+
declare const Session: SessionAdapter;
|
|
15261
|
+
/**
|
|
15262
|
+
* Global singleton instance of SessionLiveAdapter.
|
|
15263
|
+
* Provides live trading session storage with pluggable backends.
|
|
15264
|
+
*/
|
|
15265
|
+
declare const SessionLive: SessionLiveAdapter;
|
|
15266
|
+
/**
|
|
15267
|
+
* Global singleton instance of SessionBacktestAdapter.
|
|
15268
|
+
* Provides backtest session storage with pluggable backends.
|
|
15269
|
+
*/
|
|
15270
|
+
declare const SessionBacktest: SessionBacktestAdapter;
|
|
14902
15271
|
|
|
14903
15272
|
/**
|
|
14904
15273
|
* Type alias for column configuration used in backtest markdown reports.
|
|
@@ -33675,4 +34044,4 @@ declare const getTotalClosed: (signal: Signal) => {
|
|
|
33675
34044
|
remainingCostBasis: number;
|
|
33676
34045
|
};
|
|
33677
34046
|
|
|
33678
|
-
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, type CommitPayload, Constant, type CriticalErrorNotification, type DoneContract, Dump, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type IBroker, type ICandleData, type ICommitRow, type IDumpContext, type IDumpInstance, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type IMemoryInstance, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IRecentUtils, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalIntervalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStateInstance, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type IdlePingContract, type InfoErrorNotification, Interval, type IntervalData, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MarkdownWriter, MaxDrawdown, type MaxDrawdownContract, type MaxDrawdownEvent, type MaxDrawdownStatisticsModel, type MeasureData, Memory, MemoryBacktest, MemoryBacktestAdapter, type MemoryData, MemoryLive, MemoryLiveAdapter, type MessageModel, type MessageRole, type MessageToolCall, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistIntervalAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistMemoryAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRecentAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStateAdapter, PersistStorageAdapter, Position, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Recent, RecentBacktest, type RecentData, RecentLive, Reflect, Report, ReportBase, type ReportName, ReportWriter, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, Session, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInfoContract, type SignalInfoNotification, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, State, StateBacktest, StateBacktestAdapter, type StateData, StateLive, StateLiveAdapter, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, type TBrokerCtor, type TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TRecentUtilsCtor, type TReportBase, type TStateInstanceCtor, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitSignalNotify, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, createSignalState, dumpAgentAnswer, dumpError, dumpJson, dumpRecord, dumpTable, dumpText, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getLatestSignal, getMaxDrawdownDistancePnlCost, getMaxDrawdownDistancePnlPercentage, getMinutesSinceLatestSignalCreated, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionActiveMinutes, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestMaxDrawdownPnlCost, getPositionHighestMaxDrawdownPnlPercentage, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitDistancePnlCost, getPositionHighestProfitDistancePnlPercentage, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getPositionWaitingMinutes, getRawCandles, getRiskSchema, getScheduledSignal, getSignalState, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasNoPendingSignal, hasNoScheduledSignal, hasTradeContext, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listMemory, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenIdlePing, listenIdlePingOnce, listenMaxDrawdown, listenMaxDrawdownOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalNotify, listenSignalNotifyOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, runInMockContext, searchMemory, set, setColumns, setConfig, setLogger, setSignalState, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, warmCandles, writeMemory };
|
|
34047
|
+
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, type CommitPayload, Constant, type CriticalErrorNotification, type DoneContract, Dump, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, HighestProfit, type HighestProfitContract, type HighestProfitEvent, type HighestProfitStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IAggregatedTradeData, type IBidData, type IBreakevenCommitRow, type IBroker, type ICandleData, type ICommitRow, type IDumpContext, type IDumpInstance, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type ILog, type ILogEntry, type ILogger, type IMarkdownDumpOptions, type IMemoryInstance, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicCandleData, type IPublicSignalRow, type IRecentUtils, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISessionInstance, type ISignalDto, type ISignalIntervalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStateInstance, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type IdlePingContract, type InfoErrorNotification, Interval, type IntervalData, Live, type LiveStatisticsModel, Log, type LogData, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MarkdownWriter, MaxDrawdown, type MaxDrawdownContract, type MaxDrawdownEvent, type MaxDrawdownStatisticsModel, type MeasureData, Memory, MemoryBacktest, MemoryBacktestAdapter, type MemoryData, MemoryLive, MemoryLiveAdapter, type MessageModel, type MessageRole, type MessageToolCall, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistIntervalAdapter, PersistLogAdapter, PersistMeasureAdapter, PersistMemoryAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRecentAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSessionAdapter, PersistSignalAdapter, PersistStateAdapter, PersistStorageAdapter, Position, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Recent, RecentBacktest, type RecentData, RecentLive, Reflect, Report, ReportBase, type ReportName, ReportWriter, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, Session, SessionBacktest, type SessionData, SessionLive, type SignalCancelledNotification, type SignalCloseContract, type SignalClosedNotification, type SignalData, type SignalInfoContract, type SignalInfoNotification, type SignalInterval, type SignalOpenContract, type SignalOpenedNotification, type SignalScheduledNotification, type SignalSyncCloseNotification, type SignalSyncContract, type SignalSyncOpenNotification, State, StateBacktest, StateBacktestAdapter, type StateData, StateLive, StateLiveAdapter, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, Sync, type SyncEvent, type SyncStatisticsModel, System, type TBrokerCtor, type TDumpInstanceCtor, type TLogCtor, type TMarkdownBase, type TMemoryInstanceCtor, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TRecentUtilsCtor, type TReportBase, type TSessionInstanceCtor, type TStateInstanceCtor, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitAverageBuy, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialLossCost, commitPartialProfit, commitPartialProfitCost, commitSignalNotify, commitTrailingStop, commitTrailingStopCost, commitTrailingTake, commitTrailingTakeCost, createSignalState, dumpAgentAnswer, dumpError, dumpJson, dumpRecord, dumpTable, dumpText, emitters, formatPrice, formatQuantity, get, getActionSchema, getAggregatedTrades, getAveragePrice, getBacktestTimeframe, getBreakeven, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getEffectivePriceOpen, getExchangeSchema, getFrameSchema, getLatestSignal, getMaxDrawdownDistancePnlCost, getMaxDrawdownDistancePnlPercentage, getMinutesSinceLatestSignalCreated, getMode, getNextCandles, getOrderBook, getPendingSignal, getPositionActiveMinutes, getPositionCountdownMinutes, getPositionDrawdownMinutes, getPositionEffectivePrice, getPositionEntries, getPositionEntryOverlap, getPositionEstimateMinutes, getPositionHighestMaxDrawdownPnlCost, getPositionHighestMaxDrawdownPnlPercentage, getPositionHighestPnlCost, getPositionHighestPnlPercentage, getPositionHighestProfitBreakeven, getPositionHighestProfitDistancePnlCost, getPositionHighestProfitDistancePnlPercentage, getPositionHighestProfitMinutes, getPositionHighestProfitPrice, getPositionHighestProfitTimestamp, getPositionInvestedCost, getPositionInvestedCount, getPositionLevels, getPositionMaxDrawdownMinutes, getPositionMaxDrawdownPnlCost, getPositionMaxDrawdownPnlPercentage, getPositionMaxDrawdownPrice, getPositionMaxDrawdownTimestamp, getPositionPartialOverlap, getPositionPartials, getPositionPnlCost, getPositionPnlPercent, getPositionWaitingMinutes, getRawCandles, getRiskSchema, getScheduledSignal, getSessionData, getSignalState, getSizingSchema, getStrategySchema, getSymbol, getTimestamp, getTotalClosed, getTotalCostClosed, getTotalPercentClosed, getWalkerSchema, hasNoPendingSignal, hasNoScheduledSignal, hasTradeContext, investedCostToPercent, backtest as lib, listExchangeSchema, listFrameSchema, listMemory, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenHighestProfit, listenHighestProfitOnce, listenIdlePing, listenIdlePingOnce, listenMaxDrawdown, listenMaxDrawdownOnce, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalNotify, listenSignalNotifyOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenSync, listenSyncOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, percentDiff, percentToCloseCost, percentValue, readMemory, removeMemory, roundTicks, runInMockContext, searchMemory, set, setColumns, setConfig, setLogger, setSessionData, setSignalState, shutdown, slPercentShiftToPrice, slPriceToPercentShift, stopStrategy, toProfitLossDto, tpPercentShiftToPrice, tpPriceToPercentShift, validate, validateCommonSignal, validatePendingSignal, validateScheduledSignal, validateSignal, waitForCandle, warmCandles, writeMemory };
|