backtest-kit 8.0.0 → 8.1.1

package/build/index.cjs

@@ -590,6 +590,20 @@ const GLOBAL_CONFIG = {
      * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
      */
     CC_ENABLE_PPPL_EVERYWHERE: false,
+    /**
+     * Enables long signals in strategies that are primarily designed for short signals.
+     * This allows the strategy to generate and manage long signals in addition to short signals, even if the original design was focused on short trading.
+     * This can help expand the strategy's applicability and take advantage of bullish market conditions, but may require additional logic to manage long signal behavior effectively.
+     *
+     * Default: false (long signals are only enabled in strategies that are designed for them, ensuring strategy logic is aligned with signal types)
+     */
+    CC_ENABLE_LONG_SIGNAL: true,
+    /**
+     * Enables short signals in strategies that are primarily designed for long signals.
+     * This allows the strategy to generate and manage short signals in addition to long signals, even if the original design was focused on long trading.
+     * This can help expand the strategy's applicability and take advantage of bearish market conditions, but may require additional logic to manage short signal behavior effectively.
+     */
+    CC_ENABLE_SHORT_SIGNAL: true,
     /**
      * Enables trailing logic (Trailing Take / Trailing Stop) without requiring absorption conditions.
      * Allows trailing mechanisms to be activated regardless of whether absorption has been detected.
@@ -4710,6 +4724,12 @@ const validateCommonSignal = (signal) => {
         if (signal.position !== "long" && signal.position !== "short") {
             errors.push(`position must be "long" or "short", got "${signal.position}"`);
         }
+        if (signal.position === "long" && !GLOBAL_CONFIG.CC_ENABLE_LONG_SIGNAL) {
+            errors.push(`Long signals are disabled (CC_ENABLE_LONG_SIGNAL=false)`);
+        }
+        if (signal.position === "short" && !GLOBAL_CONFIG.CC_ENABLE_SHORT_SIGNAL) {
+            errors.push(`Short signals are disabled (CC_ENABLE_SHORT_SIGNAL=false)`);
+        }
     }
     // ЗАЩИТА ОТ NaN/Infinity: все цены должны быть конечными числами
     {
@@ -21906,10 +21926,10 @@ let ReportStorage$a = class ReportStorage {
         const fallVariance = fallReturns.reduce((sum, r) => sum + Math.pow(r, 2), 0) / totalSignals;
         const fallDeviation = Math.sqrt(fallVariance);
         const sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
-        // Avg absolute peak drawdown per signal — used as denominator for Calmar and Recovery
-        const avgAbsFall = fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalSignals;
-        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
-        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
+        // Max absolute drawdown across all signals — used as denominator for Calmar and Recovery
+        const maxAbsFall = fallReturns.reduce((max, r) => Math.max(max, Math.abs(r)), 0);
+        const calmarRatio = maxAbsFall > 0 ? expectedYearlyReturns / maxAbsFall : 0;
+        const recoveryFactor = maxAbsFall > 0 ? totalPnl / maxAbsFall : 0;
         return {
             signalList: this._signalList,
             totalSignals,
@@ -22638,12 +22658,10 @@ let ReportStorage$9 = class ReportStorage {
             const fallDeviation = Math.sqrt(fallVariance);
             sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
         }
-        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
-        const avgAbsFall = totalClosed > 0
-            ? fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalClosed
-            : 0;
-        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
-        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
+        // Max absolute drawdown across all signals — denominator for Calmar and Recovery
+        const maxAbsFall = fallReturns.reduce((max, r) => Math.max(max, Math.abs(r)), 0);
+        const calmarRatio = maxAbsFall > 0 ? expectedYearlyReturns / maxAbsFall : 0;
+        const recoveryFactor = maxAbsFall > 0 ? totalPnl / maxAbsFall : 0;
         return {
             eventList: this._eventList,
             totalEvents: this._eventList.length,
@@ -24637,15 +24655,13 @@ class HeatmapStorage {
                 sortinoRatio = avgPnl / fallDeviation;
             }
         }
-        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
-        const avgAbsFall = signals.length > 0
-            ? fallReturns.reduce((acc, r) => acc + Math.abs(r), 0) / signals.length
-            : 0;
+        // Max absolute drawdown across all signals — denominator for Calmar and Recovery
+        const maxAbsFall = fallReturns.reduce((max, r) => Math.max(max, Math.abs(r)), 0);
         let calmarRatio = null;
         let recoveryFactor = null;
-        if (avgAbsFall > 0 && totalPnl !== null) {
-            calmarRatio = totalPnl / avgAbsFall;
-            recoveryFactor = totalPnl / avgAbsFall;
+        if (maxAbsFall > 0 && totalPnl !== null) {
+            calmarRatio = totalPnl / maxAbsFall;
+            recoveryFactor = totalPnl / maxAbsFall;
         }
         // Apply safe math checks
         if (isUnsafe(winRate))
@@ -50883,7 +50899,8 @@ class DumpAdapter {
             const unClose = signalEmitter
                 .filter(({ action }) => action === "closed")
                 .connect(({ signal }) => handleDispose(signal.id));
-            return functoolsKit.compose(() => unCancel(), () => unClose());
+            const unEnable = () => this.enable.clear();
+            return functoolsKit.compose(() => unCancel(), () => unClose(), () => unEnable());
         });
         /**
          * Deactivates the adapter by unsubscribing from signal lifecycle events.
@@ -51570,7 +51587,7 @@ class ReportUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
+        this.enable = functoolsKit.singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
             LOGGER_SERVICE$2.debug(REPORT_UTILS_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51624,8 +51641,11 @@ class ReportUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownReportService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return functoolsKit.compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables report services selectively.
          *
@@ -51676,6 +51696,11 @@ class ReportUtils {
                 strategy,
                 sync,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestReportService.unsubscribe();
             }
@@ -51837,7 +51862,7 @@ class MarkdownUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
+        this.enable = functoolsKit.singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
             LOGGER_SERVICE$1.debug(MARKDOWN_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51892,8 +51917,11 @@ class MarkdownUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownMarkdownService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return functoolsKit.compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables markdown report services selectively.
          *
@@ -51946,6 +51974,11 @@ class MarkdownUtils {
                 sync,
                 highest_profit,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestMarkdownService.unsubscribe();
             }

package/build/index.mjs

@@ -570,6 +570,20 @@ const GLOBAL_CONFIG = {
      * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
      */
     CC_ENABLE_PPPL_EVERYWHERE: false,
+    /**
+     * Enables long signals in strategies that are primarily designed for short signals.
+     * This allows the strategy to generate and manage long signals in addition to short signals, even if the original design was focused on short trading.
+     * This can help expand the strategy's applicability and take advantage of bullish market conditions, but may require additional logic to manage long signal behavior effectively.
+     *
+     * Default: false (long signals are only enabled in strategies that are designed for them, ensuring strategy logic is aligned with signal types)
+     */
+    CC_ENABLE_LONG_SIGNAL: true,
+    /**
+     * Enables short signals in strategies that are primarily designed for long signals.
+     * This allows the strategy to generate and manage short signals in addition to long signals, even if the original design was focused on long trading.
+     * This can help expand the strategy's applicability and take advantage of bearish market conditions, but may require additional logic to manage short signal behavior effectively.
+     */
+    CC_ENABLE_SHORT_SIGNAL: true,
     /**
      * Enables trailing logic (Trailing Take / Trailing Stop) without requiring absorption conditions.
      * Allows trailing mechanisms to be activated regardless of whether absorption has been detected.
@@ -4690,6 +4704,12 @@ const validateCommonSignal = (signal) => {
         if (signal.position !== "long" && signal.position !== "short") {
             errors.push(`position must be "long" or "short", got "${signal.position}"`);
         }
+        if (signal.position === "long" && !GLOBAL_CONFIG.CC_ENABLE_LONG_SIGNAL) {
+            errors.push(`Long signals are disabled (CC_ENABLE_LONG_SIGNAL=false)`);
+        }
+        if (signal.position === "short" && !GLOBAL_CONFIG.CC_ENABLE_SHORT_SIGNAL) {
+            errors.push(`Short signals are disabled (CC_ENABLE_SHORT_SIGNAL=false)`);
+        }
     }
     // ЗАЩИТА ОТ NaN/Infinity: все цены должны быть конечными числами
     {
@@ -21886,10 +21906,10 @@ let ReportStorage$a = class ReportStorage {
         const fallVariance = fallReturns.reduce((sum, r) => sum + Math.pow(r, 2), 0) / totalSignals;
         const fallDeviation = Math.sqrt(fallVariance);
         const sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
-        // Avg absolute peak drawdown per signal — used as denominator for Calmar and Recovery
-        const avgAbsFall = fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalSignals;
-        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
-        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
+        // Max absolute drawdown across all signals — used as denominator for Calmar and Recovery
+        const maxAbsFall = fallReturns.reduce((max, r) => Math.max(max, Math.abs(r)), 0);
+        const calmarRatio = maxAbsFall > 0 ? expectedYearlyReturns / maxAbsFall : 0;
+        const recoveryFactor = maxAbsFall > 0 ? totalPnl / maxAbsFall : 0;
         return {
             signalList: this._signalList,
             totalSignals,
@@ -22618,12 +22638,10 @@ let ReportStorage$9 = class ReportStorage {
             const fallDeviation = Math.sqrt(fallVariance);
             sortinoRatio = fallDeviation > 0 ? avgPnl / fallDeviation : 0;
         }
-        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
-        const avgAbsFall = totalClosed > 0
-            ? fallReturns.reduce((sum, r) => sum + Math.abs(r), 0) / totalClosed
-            : 0;
-        const calmarRatio = avgAbsFall > 0 ? expectedYearlyReturns / avgAbsFall : 0;
-        const recoveryFactor = avgAbsFall > 0 ? totalPnl / avgAbsFall : 0;
+        // Max absolute drawdown across all signals — denominator for Calmar and Recovery
+        const maxAbsFall = fallReturns.reduce((max, r) => Math.max(max, Math.abs(r)), 0);
+        const calmarRatio = maxAbsFall > 0 ? expectedYearlyReturns / maxAbsFall : 0;
+        const recoveryFactor = maxAbsFall > 0 ? totalPnl / maxAbsFall : 0;
         return {
             eventList: this._eventList,
             totalEvents: this._eventList.length,
@@ -24617,15 +24635,13 @@ class HeatmapStorage {
                 sortinoRatio = avgPnl / fallDeviation;
             }
         }
-        // Avg absolute peak drawdown per signal — denominator for Calmar and Recovery
-        const avgAbsFall = signals.length > 0
-            ? fallReturns.reduce((acc, r) => acc + Math.abs(r), 0) / signals.length
-            : 0;
+        // Max absolute drawdown across all signals — denominator for Calmar and Recovery
+        const maxAbsFall = fallReturns.reduce((max, r) => Math.max(max, Math.abs(r)), 0);
         let calmarRatio = null;
         let recoveryFactor = null;
-        if (avgAbsFall > 0 && totalPnl !== null) {
-            calmarRatio = totalPnl / avgAbsFall;
-            recoveryFactor = totalPnl / avgAbsFall;
+        if (maxAbsFall > 0 && totalPnl !== null) {
+            calmarRatio = totalPnl / maxAbsFall;
+            recoveryFactor = totalPnl / maxAbsFall;
         }
         // Apply safe math checks
         if (isUnsafe(winRate))
@@ -50863,7 +50879,8 @@ class DumpAdapter {
             const unClose = signalEmitter
                 .filter(({ action }) => action === "closed")
                 .connect(({ signal }) => handleDispose(signal.id));
-            return compose(() => unCancel(), () => unClose());
+            const unEnable = () => this.enable.clear();
+            return compose(() => unCancel(), () => unClose(), () => unEnable());
         });
         /**
          * Deactivates the adapter by unsubscribing from signal lifecycle events.
@@ -51550,7 +51567,7 @@ class ReportUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
+        this.enable = singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, risk = false, schedule = false, walker = false, strategy = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$2) => {
             LOGGER_SERVICE$2.debug(REPORT_UTILS_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51604,8 +51621,11 @@ class ReportUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownReportService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables report services selectively.
          *
@@ -51656,6 +51676,11 @@ class ReportUtils {
                 strategy,
                 sync,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestReportService.unsubscribe();
             }
@@ -51817,7 +51842,7 @@ class MarkdownUtils {
          *
          * @returns Cleanup function that unsubscribes from all enabled services
          */
-        this.enable = ({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
+        this.enable = singleshot(({ backtest: bt = false, breakeven = false, heat = false, live = false, partial = false, performance = false, strategy = false, risk = false, schedule = false, walker = false, sync = false, highest_profit = false, max_drawdown = false, } = WILDCARD_TARGET$1) => {
             LOGGER_SERVICE$1.debug(MARKDOWN_METHOD_NAME_ENABLE, {
                 backtest: bt,
                 breakeven,
@@ -51872,8 +51897,11 @@ class MarkdownUtils {
             if (max_drawdown) {
                 unList.push(backtest.maxDrawdownMarkdownService.subscribe());
             }
+            {
+                unList.push(() => this.enable.clear());
+            }
             return compose(...unList.map((un) => () => void un()));
-        };
+        });
         /**
          * Disables markdown report services selectively.
          *
@@ -51926,6 +51954,11 @@ class MarkdownUtils {
                 sync,
                 highest_profit,
             });
+            if (this.enable.hasValue()) {
+                const lastSubscription = this.enable();
+                lastSubscription();
+                return;
+            }
             if (bt) {
                 backtest.backtestMarkdownService.unsubscribe();
             }

package/package.json

@@ -1,86 +1,86 @@
-{
-  "name": "backtest-kit",
-  "version": "8.0.0",
-  "description": "A TypeScript library for trading system backtest",
-  "author": {
-    "name": "Petr Tripolsky",
-    "email": "tripolskypetr@gmail.com",
-    "url": "https://github.com/tripolskypetr"
-  },
-  "funding": {
-    "type": "individual",
-    "url": "http://paypal.me/tripolskypetr"
-  },
-  "license": "MIT",
-  "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
-  "keywords": [
-    "backtesting",
-    "backtest",
-    "finance",
-    "trading",
-    "candles",
-    "indicators",
-    "multi value",
-    "multi symbol",
-    "framework"
-  ],
-  "files": [
-    "build",
-    "types.d.ts",
-    "README.md"
-  ],
-  "repository": {
-    "type": "git",
-    "url": "https://github.com/tripolskypetr/backtest-kit",
-    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
-  },
-  "bugs": {
-    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
-  },
-  "scripts": {
-    "build": "rollup -c",
-    "test": "npm run build && node ./test/index.mjs",
-    "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
-    "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
-    "docs:uml": "npm run build && node ./scripts/uml.mjs",
-    "docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
-    "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
-  },
-  "main": "build/index.cjs",
-  "module": "build/index.mjs",
-  "source": "src/index.ts",
-  "types": "./types.d.ts",
-  "exports": {
-    "require": "./build/index.cjs",
-    "types": "./types.d.ts",
-    "import": "./build/index.mjs",
-    "default": "./build/index.cjs"
-  },
-  "devDependencies": {
-    "@rollup/plugin-typescript": "11.1.6",
-    "@types/node": "22.9.0",
-    "glob": "11.0.1",
-    "plantuml": "0.0.2",
-    "rimraf": "6.0.1",
-    "rollup": "3.29.5",
-    "rollup-plugin-dts": "6.1.1",
-    "rollup-plugin-peer-deps-external": "2.2.4",
-    "ts-morph": "27.0.2",
-    "tslib": "2.7.0",
-    "typedoc": "0.27.9",
-    "worker-testbed": "2.0.0"
-  },
-  "peerDependencies": {
-    "typescript": "^5.0.0"
-  },
-  "dependencies": {
-    "di-kit": "^1.1.1",
-    "di-scoped": "^1.0.21",
-    "di-singleton": "^1.0.5",
-    "functools-kit": "^2.3.0",
-    "get-moment-stamp": "^1.1.2"
-  },
-  "publishConfig": {
-    "access": "public"
-  }
-}
+{
+  "name": "backtest-kit",
+  "version": "8.1.1",
+  "description": "A TypeScript library for trading system backtest",
+  "author": {
+    "name": "Petr Tripolsky",
+    "email": "tripolskypetr@gmail.com",
+    "url": "https://github.com/tripolskypetr"
+  },
+  "funding": {
+    "type": "individual",
+    "url": "http://paypal.me/tripolskypetr"
+  },
+  "license": "MIT",
+  "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
+  "keywords": [
+    "backtesting",
+    "backtest",
+    "finance",
+    "trading",
+    "candles",
+    "indicators",
+    "multi value",
+    "multi symbol",
+    "framework"
+  ],
+  "files": [
+    "build",
+    "types.d.ts",
+    "README.md"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/tripolskypetr/backtest-kit",
+    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
+  },
+  "bugs": {
+    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
+  },
+  "scripts": {
+    "build": "rollup -c",
+    "test": "npm run build && node ./test/index.mjs",
+    "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
+    "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
+    "docs:uml": "npm run build && node ./scripts/uml.mjs",
+    "docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
+    "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
+  },
+  "main": "build/index.cjs",
+  "module": "build/index.mjs",
+  "source": "src/index.ts",
+  "types": "./types.d.ts",
+  "exports": {
+    "require": "./build/index.cjs",
+    "types": "./types.d.ts",
+    "import": "./build/index.mjs",
+    "default": "./build/index.cjs"
+  },
+  "devDependencies": {
+    "@rollup/plugin-typescript": "11.1.6",
+    "@types/node": "22.9.0",
+    "glob": "11.0.1",
+    "plantuml": "0.0.2",
+    "rimraf": "6.0.1",
+    "rollup": "3.29.5",
+    "rollup-plugin-dts": "6.1.1",
+    "rollup-plugin-peer-deps-external": "2.2.4",
+    "ts-morph": "27.0.2",
+    "tslib": "2.7.0",
+    "typedoc": "0.27.9",
+    "worker-testbed": "2.0.0"
+  },
+  "peerDependencies": {
+    "typescript": "^5.0.0"
+  },
+  "dependencies": {
+    "di-kit": "^1.1.1",
+    "di-scoped": "^1.0.21",
+    "di-singleton": "^1.0.5",
+    "functools-kit": "^2.3.0",
+    "get-moment-stamp": "^1.1.2"
+  },
+  "publishConfig": {
+    "access": "public"
+  }
+}

package/types.d.ts

@@ -6484,6 +6484,20 @@ declare const GLOBAL_CONFIG: {
      * Default: false (PPPL logic is only applied when it does not break the direction of exits, ensuring clearer profit/loss outcomes)
      */
     CC_ENABLE_PPPL_EVERYWHERE: boolean;
+    /**
+     * Enables long signals in strategies that are primarily designed for short signals.
+     * This allows the strategy to generate and manage long signals in addition to short signals, even if the original design was focused on short trading.
+     * This can help expand the strategy's applicability and take advantage of bullish market conditions, but may require additional logic to manage long signal behavior effectively.
+     *
+     * Default: false (long signals are only enabled in strategies that are designed for them, ensuring strategy logic is aligned with signal types)
+     */
+    CC_ENABLE_LONG_SIGNAL: boolean;
+    /**
+     * Enables short signals in strategies that are primarily designed for long signals.
+     * This allows the strategy to generate and manage short signals in addition to long signals, even if the original design was focused on long trading.
+     * This can help expand the strategy's applicability and take advantage of bearish market conditions, but may require additional logic to manage short signal behavior effectively.
+     */
+    CC_ENABLE_SHORT_SIGNAL: boolean;
     /**
      * Enables trailing logic (Trailing Take / Trailing Stop) without requiring absorption conditions.
      * Allows trailing mechanisms to be activated regardless of whether absorption has been detected.
@@ -6632,6 +6646,8 @@ declare function getConfig(): {
     CC_ENABLE_CANDLE_FETCH_MUTEX: boolean;
     CC_ENABLE_DCA_EVERYWHERE: boolean;
     CC_ENABLE_PPPL_EVERYWHERE: boolean;
+    CC_ENABLE_LONG_SIGNAL: boolean;
+    CC_ENABLE_SHORT_SIGNAL: boolean;
     CC_ENABLE_TRAILING_EVERYWHERE: boolean;
     CC_POSITION_ENTRY_COST: number;
 };
@@ -6688,6 +6704,8 @@ declare function getDefaultConfig(): Readonly<{
     CC_ENABLE_CANDLE_FETCH_MUTEX: boolean;
     CC_ENABLE_DCA_EVERYWHERE: boolean;
     CC_ENABLE_PPPL_EVERYWHERE: boolean;
+    CC_ENABLE_LONG_SIGNAL: boolean;
+    CC_ENABLE_SHORT_SIGNAL: boolean;
     CC_ENABLE_TRAILING_EVERYWHERE: boolean;
     CC_POSITION_ENTRY_COST: number;
 }>;
@@ -14735,7 +14753,7 @@ declare class ReportUtils {
      *
      * @returns Cleanup function that unsubscribes from all enabled services
      */
-    enable: ({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any;
+    enable: (({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any) & functools_kit.ISingleshotClearable<({ backtest: bt, breakeven, heat, live, partial, performance, risk, schedule, walker, strategy, sync, highest_profit, max_drawdown, }?: Partial<IReportTarget>) => (...args: any[]) => any>;
     /**
      * Disables report services selectively.
      *
@@ -14852,7 +14870,7 @@ declare class MarkdownUtils {
      *
      * @returns Cleanup function that unsubscribes from all enabled services
      */
-    enable: ({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any;
+    enable: (({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any) & functools_kit.ISingleshotClearable<({ backtest: bt, breakeven, heat, live, partial, performance, strategy, risk, schedule, walker, sync, highest_profit, max_drawdown, }?: Partial<IMarkdownTarget>) => (...args: any[]) => any>;
     /**
      * Disables markdown report services selectively.
      *