backtest-kit 9.0.0 → 9.0.1
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 +429 -208
- package/build/index.mjs +429 -209
- package/package.json +1 -1
- package/types.d.ts +144 -45
package/types.d.ts
CHANGED
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@@ -9593,15 +9593,23 @@ interface IStateInstance {
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waitForInit(initial: boolean): Promise<void>;
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/**
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* Read the current state value.
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* Returns `initialValue` when the stored `when` is greater than the requested `when`
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* (look-ahead bias protection).
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* @param when - Logical timestamp at which the read is happening
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* @returns Current state value
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*/
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-
getState<Value extends object = object>(): Promise<Value>;
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getState<Value extends object = object>(when: Date): Promise<Value>;
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/**
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* Update the state value.
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* A write with a smaller `when` overwrites an existing record —
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* that lets a restarted backtest reset live-written state without breaking live.
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* The dispatch updater receives the look-ahead-guarded current value
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* (or `initialValue` when the stored `when` is in the future).
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* @param dispatch - New value or updater function receiving current value
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* @param when - Logical timestamp this value belongs to
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* @returns Updated state value
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*/
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-
setState<Value extends object = object>(dispatch: Value | Dispatch<Value
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setState<Value extends object = object>(dispatch: Value | Dispatch<Value>, when: Date): Promise<Value>;
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/**
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* Releases any resources held by this instance.
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*/
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@@ -9650,12 +9658,14 @@ declare class StateBacktestAdapter implements TStateAdapter {
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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* @param dto.initialValue - Default value when no persisted state exists
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* @param dto.when - Logical timestamp at which the read is happening (look-ahead guard)
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* @returns Current state value
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*/
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getState: <Value extends object = object>(dto: {
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signalId: string;
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bucketName: BucketName;
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initialValue: object;
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when: Date;
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}) => Promise<Value>;
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/**
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* Update the state value for a signal.
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@@ -9663,12 +9673,14 @@ declare class StateBacktestAdapter implements TStateAdapter {
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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* @param dto.initialValue - Default value when no persisted state exists
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* @param dto.when - Logical timestamp this value belongs to
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* @returns Updated state value
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*/
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setState: <Value extends object = object>(dispatch: Value | Dispatch<Value>, dto: {
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signalId: string;
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bucketName: BucketName;
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initialValue: object;
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when: Date;
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}) => Promise<Value>;
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/**
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* Switches to in-memory adapter (default).
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@@ -9727,12 +9739,14 @@ declare class StateLiveAdapter implements TStateAdapter {
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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* @param dto.initialValue - Default value when no persisted state exists
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* @param dto.when - Logical timestamp at which the read is happening (look-ahead guard)
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* @returns Current state value
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*/
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getState: <Value extends object = object>(dto: {
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signalId: string;
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bucketName: BucketName;
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initialValue: object;
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when: Date;
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}) => Promise<Value>;
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/**
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* Update the state value for a signal.
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@@ -9740,12 +9754,14 @@ declare class StateLiveAdapter implements TStateAdapter {
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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* @param dto.initialValue - Default value when no persisted state exists
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* @param dto.when - Logical timestamp this value belongs to
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* @returns Updated state value
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*/
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setState: <Value extends object = object>(dispatch: Value | Dispatch<Value>, dto: {
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signalId: string;
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bucketName: BucketName;
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initialValue: object;
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when: Date;
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}) => Promise<Value>;
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/**
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* Switches to in-memory adapter.
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@@ -9804,6 +9820,7 @@ declare class StateAdapter {
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* @param dto.bucketName - Bucket name
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* @param dto.initialValue - Default value when no persisted state exists
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* @param dto.backtest - Flag indicating if the context is backtest or live
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* @param dto.when - Logical timestamp at which the read is happening (look-ahead guard)
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* @returns Current state value
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* @throws Error if adapter is not enabled
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*/
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@@ -9812,6 +9829,7 @@ declare class StateAdapter {
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bucketName: BucketName;
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initialValue: object;
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backtest: boolean;
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when: Date;
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}) => Promise<Value>;
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/**
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* Update the state value for a signal.
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@@ -9821,6 +9839,7 @@ declare class StateAdapter {
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* @param dto.bucketName - Bucket name
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* @param dto.initialValue - Default value when no persisted state exists
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* @param dto.backtest - Flag indicating if the context is backtest or live
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* @param dto.when - Logical timestamp this value belongs to
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* @returns Updated state value
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* @throws Error if adapter is not enabled
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*/
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@@ -9829,6 +9848,7 @@ declare class StateAdapter {
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bucketName: BucketName;
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initialValue: object;
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backtest: boolean;
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when: Date;
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}) => Promise<Value>;
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}
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/**
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@@ -12827,6 +12847,7 @@ type MeasureData = {
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type IntervalData = {
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id: string;
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data: unknown;
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when: Date;
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removed: boolean;
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};
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/**
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@@ -14532,7 +14553,7 @@ interface IPersistMeasureInstance {
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* @param key - Cache key within the bucket
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* @returns Promise that resolves when write is complete
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*/
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-
writeMeasureData(data: MeasureData, key: string): Promise<void>;
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writeMeasureData(data: MeasureData, key: string, when: Date): Promise<void>;
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/**
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* Soft-delete an entry by setting its `removed` flag.
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* File stays on disk, but subsequent reads return null.
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@@ -14662,7 +14683,7 @@ declare class PersistMeasureUtils {
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* @param key - Cache key within the bucket
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* @returns Promise that resolves when write is complete
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*/
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writeMeasureData: (data: MeasureData, bucket: string, key: string) => Promise<void>;
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writeMeasureData: (data: MeasureData, bucket: string, key: string, when: Date) => Promise<void>;
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/**
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* Soft-deletes a measure entry in the given bucket by setting `removed: true`.
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* Lazily initializes the bucket instance on first access.
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@@ -14732,7 +14753,7 @@ interface IPersistIntervalInstance {
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* @param key - Marker key within the bucket
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* @returns Promise that resolves when write is complete
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*/
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-
writeIntervalData(data: IntervalData, key: string): Promise<void>;
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writeIntervalData(data: IntervalData, key: string, when: Date): Promise<void>;
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/**
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* Soft-delete a marker. After this call the function will fire again
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* on the next IntervalFileInstance.run call for the same key.
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@@ -14859,7 +14880,7 @@ declare class PersistIntervalUtils {
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* @param key - Marker key within the bucket
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* @returns Promise that resolves when write is complete
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*/
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writeIntervalData: (data: IntervalData, bucket: string, key: string) => Promise<void>;
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writeIntervalData: (data: IntervalData, bucket: string, key: string, when: Date) => Promise<void>;
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/**
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* Soft-deletes a marker in the given bucket by setting `removed: true`.
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* Lazily initializes the bucket instance on first access.
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@@ -14905,6 +14926,7 @@ type MemoryData = {
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data: object;
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removed: boolean;
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index: string;
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when: number;
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};
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/**
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* Per-context memory entry persistence instance interface.
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@@ -15375,6 +15397,7 @@ declare const PersistRecentAdapter: PersistRecentUtils;
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type StateData = {
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id: string;
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data: object;
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when: number;
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};
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/**
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* Per-context state persistence instance interface.
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@@ -15562,6 +15585,7 @@ declare const PersistStateAdapter: PersistStateUtils;
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type SessionData = {
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id: string;
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data: object | null;
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when: number;
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};
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/**
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* Per-context session persistence instance interface.
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@@ -16628,13 +16652,19 @@ interface ISessionInstance {
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/**
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* Write a new session value.
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* @param value - New value or null to clear
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* @param when - Logical timestamp this value belongs to.
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* A write with a smaller `when` overwrites an existing record —
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* that lets a restarted backtest reset live-written state.
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*/
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-
setData<Value extends object = object>(value: Value | null): Promise<void>;
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setData<Value extends object = object>(value: Value | null, when: Date): Promise<void>;
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/**
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* Read the current session value.
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-
*
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* Returns null when the stored `when` is greater than the requested `when`
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* (look-ahead bias protection).
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* @param when - Logical timestamp at which the read is happening
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* @returns Current session value, or null if not set / look-ahead
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*/
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-
getData<Value extends object = object>(): Promise<Value | null>;
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getData<Value extends object = object>(when: Date): Promise<Value | null>;
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/**
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* Releases any resources held by this instance.
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*/
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@@ -16671,13 +16701,14 @@ declare class SessionBacktestAdapter implements TSessionAdapter {
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* @param context.strategyName - Strategy identifier
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* @param context.exchangeName - Exchange identifier
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* @param context.frameName - Frame identifier
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-
* @
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* @param when - Logical timestamp at which the read is happening (look-ahead guard)
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* @returns Current session value, or null if not set / look-ahead
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*/
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getData: <Value extends object = object>(symbol: string, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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-
}) => Promise<Value | null>;
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}, when: Date) => Promise<Value | null>;
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/**
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* Update the session value for a backtest run.
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* @param symbol - Trading pair symbol
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@@ -16685,12 +16716,13 @@ declare class SessionBacktestAdapter implements TSessionAdapter {
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* @param context.strategyName - Strategy identifier
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* @param context.exchangeName - Exchange identifier
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* @param context.frameName - Frame identifier
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* @param when - Logical timestamp this value belongs to
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*/
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setData: <Value extends object = object>(symbol: string, value: Value | null, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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-
}) => Promise<void>;
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}, when: Date) => Promise<void>;
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/**
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* Switches to in-memory adapter (default).
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* All data lives in process memory only.
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@@ -16736,13 +16768,14 @@ declare class SessionLiveAdapter implements TSessionAdapter {
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* @param context.strategyName - Strategy identifier
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* @param context.exchangeName - Exchange identifier
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* @param context.frameName - Frame identifier
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-
* @
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* @param when - Logical timestamp at which the read is happening (look-ahead guard)
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* @returns Current session value, or null if not set / look-ahead
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*/
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getData: <Value extends object = object>(symbol: string, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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-
}) => Promise<Value | null>;
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}, when: Date) => Promise<Value | null>;
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/**
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* Update the session value for a live run.
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* @param symbol - Trading pair symbol
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@@ -16750,12 +16783,13 @@ declare class SessionLiveAdapter implements TSessionAdapter {
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* @param context.strategyName - Strategy identifier
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* @param context.exchangeName - Exchange identifier
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* @param context.frameName - Frame identifier
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* @param when - Logical timestamp this value belongs to
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*/
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setData: <Value extends object = object>(symbol: string, value: Value | null, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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-
}) => Promise<void>;
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+
}, when: Date) => Promise<void>;
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/**
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* Switches to in-memory adapter.
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* All data lives in process memory only.
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@@ -16797,13 +16831,14 @@ declare class SessionAdapter {
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* @param context.exchangeName - Exchange identifier
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* @param context.frameName - Frame identifier
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* @param backtest - Flag indicating if the context is backtest or live
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-
* @
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* @param when - Logical timestamp at which the read is happening (look-ahead guard)
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* @returns Current session value, or null if not set / look-ahead
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*/
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getData: <Value extends object = object>(symbol: string, context: {
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strategyName: StrategyName;
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exchangeName: ExchangeName;
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frameName: FrameName;
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-
}, backtest: boolean) => Promise<Value | null>;
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+
}, backtest: boolean, when: Date) => Promise<Value | null>;
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|
/**
|
|
16808
16843
|
* Update the session value for a signal.
|
|
16809
16844
|
* Routes to SessionBacktest or SessionLive based on backtest.
|
|
@@ -16813,12 +16848,13 @@ declare class SessionAdapter {
|
|
|
16813
16848
|
* @param context.exchangeName - Exchange identifier
|
|
16814
16849
|
* @param context.frameName - Frame identifier
|
|
16815
16850
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
16851
|
+
* @param when - Logical timestamp this value belongs to
|
|
16816
16852
|
*/
|
|
16817
16853
|
setData: <Value extends object = object>(symbol: string, value: Value | null, context: {
|
|
16818
16854
|
strategyName: StrategyName;
|
|
16819
16855
|
exchangeName: ExchangeName;
|
|
16820
16856
|
frameName: FrameName;
|
|
16821
|
-
}, backtest: boolean) => Promise<void>;
|
|
16857
|
+
}, backtest: boolean, when: Date) => Promise<void>;
|
|
16822
16858
|
}
|
|
16823
16859
|
/**
|
|
16824
16860
|
* Global singleton instance of SessionAdapter.
|
|
@@ -23707,23 +23743,28 @@ interface IRecentUtils {
|
|
|
23707
23743
|
handleActivePing(event: ActivePingContract): Promise<void>;
|
|
23708
23744
|
/**
|
|
23709
23745
|
* Retrieves the latest active signal for the given context.
|
|
23746
|
+
* Returns null if the stored signal's `timestamp` is greater than the requested `when`
|
|
23747
|
+
* (look-ahead bias protection).
|
|
23710
23748
|
* @param symbol - Trading pair symbol
|
|
23711
23749
|
* @param strategyName - Strategy identifier
|
|
23712
23750
|
* @param exchangeName - Exchange identifier
|
|
23713
23751
|
* @param frameName - Frame identifier
|
|
23714
23752
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
23715
|
-
* @
|
|
23753
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
23754
|
+
* @returns The latest signal or null if not found / shadowed by look-ahead
|
|
23716
23755
|
*/
|
|
23717
|
-
getLatestSignal(symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean): Promise<IPublicSignalRow | null>;
|
|
23756
|
+
getLatestSignal(symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, when: Date): Promise<IPublicSignalRow | null>;
|
|
23718
23757
|
/**
|
|
23719
23758
|
* Returns the number of minutes elapsed since the latest signal's timestamp.
|
|
23759
|
+
* `timestamp` doubles as the look-ahead cutoff — a signal whose `timestamp`
|
|
23760
|
+
* exceeds the requested one is treated as not yet visible.
|
|
23761
|
+
* @param timestamp - Current timestamp in milliseconds (also serves as look-ahead cutoff)
|
|
23720
23762
|
* @param symbol - Trading pair symbol
|
|
23721
23763
|
* @param strategyName - Strategy identifier
|
|
23722
23764
|
* @param exchangeName - Exchange identifier
|
|
23723
23765
|
* @param frameName - Frame identifier
|
|
23724
23766
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
23725
|
-
* @
|
|
23726
|
-
* @returns Minutes since the latest signal, or null if no signal found
|
|
23767
|
+
* @returns Minutes since the latest signal, or null if no signal found / shadowed by look-ahead
|
|
23727
23768
|
*/
|
|
23728
23769
|
getMinutesSinceLatestSignalCreated(timestamp: number, symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean): Promise<number | null>;
|
|
23729
23770
|
}
|
|
@@ -23757,19 +23798,22 @@ declare class RecentBacktestAdapter implements IRecentUtils {
|
|
|
23757
23798
|
* @param exchangeName - Exchange identifier
|
|
23758
23799
|
* @param frameName - Frame identifier
|
|
23759
23800
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
23760
|
-
* @
|
|
23801
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
23802
|
+
* @returns The latest signal or null if not found / shadowed by look-ahead
|
|
23761
23803
|
*/
|
|
23762
|
-
getLatestSignal: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<IPublicSignalRow | null>;
|
|
23804
|
+
getLatestSignal: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, when: Date) => Promise<IPublicSignalRow | null>;
|
|
23763
23805
|
/**
|
|
23764
23806
|
* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
|
|
23765
|
-
* Proxies call to the underlying storage adapter.
|
|
23766
|
-
*
|
|
23807
|
+
* Proxies call to the underlying storage adapter. `timestamp` doubles as the
|
|
23808
|
+
* look-ahead cutoff — a signal whose `timestamp` exceeds the requested one is
|
|
23809
|
+
* treated as not yet visible.
|
|
23810
|
+
* @param timestamp - Current timestamp in milliseconds (also serves as look-ahead cutoff)
|
|
23767
23811
|
* @param symbol - Trading pair symbol
|
|
23768
23812
|
* @param strategyName - Strategy identifier
|
|
23769
23813
|
* @param exchangeName - Exchange identifier
|
|
23770
23814
|
* @param frameName - Frame identifier
|
|
23771
23815
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
23772
|
-
* @returns Whole minutes since the latest signal was created, or null if no signal found
|
|
23816
|
+
* @returns Whole minutes since the latest signal was created, or null if no signal found / shadowed by look-ahead
|
|
23773
23817
|
*/
|
|
23774
23818
|
getMinutesSinceLatestSignalCreated: (timestamp: number, symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<number | null>;
|
|
23775
23819
|
/**
|
|
@@ -23819,19 +23863,22 @@ declare class RecentLiveAdapter implements IRecentUtils {
|
|
|
23819
23863
|
* @param exchangeName - Exchange identifier
|
|
23820
23864
|
* @param frameName - Frame identifier
|
|
23821
23865
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
23822
|
-
* @
|
|
23866
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
23867
|
+
* @returns The latest signal or null if not found / shadowed by look-ahead
|
|
23823
23868
|
*/
|
|
23824
|
-
getLatestSignal: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<IPublicSignalRow | null>;
|
|
23869
|
+
getLatestSignal: (symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean, when: Date) => Promise<IPublicSignalRow | null>;
|
|
23825
23870
|
/**
|
|
23826
23871
|
* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
|
|
23827
|
-
* Proxies call to the underlying storage adapter.
|
|
23828
|
-
*
|
|
23872
|
+
* Proxies call to the underlying storage adapter. `timestamp` doubles as the
|
|
23873
|
+
* look-ahead cutoff — a signal whose `timestamp` exceeds the requested one is
|
|
23874
|
+
* treated as not yet visible.
|
|
23875
|
+
* @param timestamp - Current timestamp in milliseconds (also serves as look-ahead cutoff)
|
|
23829
23876
|
* @param symbol - Trading pair symbol
|
|
23830
23877
|
* @param strategyName - Strategy identifier
|
|
23831
23878
|
* @param exchangeName - Exchange identifier
|
|
23832
23879
|
* @param frameName - Frame identifier
|
|
23833
23880
|
* @param backtest - Flag indicating if the context is backtest or live
|
|
23834
|
-
* @returns Whole minutes since the latest signal was created, or null if no signal found
|
|
23881
|
+
* @returns Whole minutes since the latest signal was created, or null if no signal found / shadowed by look-ahead
|
|
23835
23882
|
*/
|
|
23836
23883
|
getMinutesSinceLatestSignalCreated: (timestamp: number, symbol: string, strategyName: StrategyName, exchangeName: ExchangeName, frameName: FrameName, backtest: boolean) => Promise<number | null>;
|
|
23837
23884
|
/**
|
|
@@ -23880,32 +23927,37 @@ declare class RecentAdapter {
|
|
|
23880
23927
|
/**
|
|
23881
23928
|
* Retrieves the latest active signal for the given symbol and context.
|
|
23882
23929
|
* Searches backtest storage first, then live storage.
|
|
23930
|
+
* Returns null if the stored signal's `timestamp` is greater than the requested `when`
|
|
23931
|
+
* (look-ahead bias protection).
|
|
23883
23932
|
*
|
|
23884
23933
|
* @param symbol - Trading pair symbol
|
|
23885
23934
|
* @param context - Execution context with strategyName, exchangeName, and frameName
|
|
23886
|
-
* @param
|
|
23887
|
-
* @returns The latest signal or null if not found
|
|
23935
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
23936
|
+
* @returns The latest signal or null if not found / shadowed by look-ahead
|
|
23888
23937
|
* @throws Error if RecentAdapter is not enabled
|
|
23889
23938
|
*/
|
|
23890
23939
|
getLatestSignal: (symbol: string, context: {
|
|
23891
23940
|
strategyName: StrategyName;
|
|
23892
23941
|
exchangeName: ExchangeName;
|
|
23893
23942
|
frameName: FrameName;
|
|
23894
|
-
}) => Promise<IPublicSignalRow | null>;
|
|
23943
|
+
}, when: Date) => Promise<IPublicSignalRow | null>;
|
|
23895
23944
|
/**
|
|
23896
23945
|
* Returns the number of whole minutes elapsed since the latest signal's creation timestamp.
|
|
23897
23946
|
* Searches backtest storage first, then live storage.
|
|
23898
|
-
*
|
|
23947
|
+
* `when` doubles as the look-ahead cutoff — a signal whose `timestamp` exceeds
|
|
23948
|
+
* `when.getTime()` is treated as not yet visible — and as the "now" against
|
|
23949
|
+
* which elapsed minutes are computed.
|
|
23899
23950
|
* @param symbol - Trading pair symbol
|
|
23900
23951
|
* @param context - Execution context with strategyName, exchangeName, and frameName
|
|
23901
|
-
* @
|
|
23952
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead cutoff + "now")
|
|
23953
|
+
* @returns Whole minutes since the latest signal was created, or null if no signal found / shadowed by look-ahead
|
|
23902
23954
|
* @throws Error if RecentAdapter is not enabled
|
|
23903
23955
|
*/
|
|
23904
23956
|
getMinutesSinceLatestSignalCreated: (symbol: string, context: {
|
|
23905
23957
|
strategyName: StrategyName;
|
|
23906
23958
|
exchangeName: ExchangeName;
|
|
23907
23959
|
frameName: FrameName;
|
|
23908
|
-
}) => Promise<number | null>;
|
|
23960
|
+
}, when: Date) => Promise<number | null>;
|
|
23909
23961
|
}
|
|
23910
23962
|
/**
|
|
23911
23963
|
* Global singleton instance of RecentAdapter.
|
|
@@ -24400,38 +24452,46 @@ interface IMemoryInstance {
|
|
|
24400
24452
|
* @param memoryId - Unique entry identifier
|
|
24401
24453
|
* @param value - Value to store
|
|
24402
24454
|
* @param description - Optional BM25 index string; defaults to JSON.stringify(value)
|
|
24455
|
+
* @param when - Logical timestamp this entry belongs to (look-ahead guard)
|
|
24403
24456
|
*/
|
|
24404
|
-
writeMemory<T extends object = object>(memoryId: string, value: T, description: string): Promise<void>;
|
|
24457
|
+
writeMemory<T extends object = object>(memoryId: string, value: T, description: string, when: Date): Promise<void>;
|
|
24405
24458
|
/**
|
|
24406
24459
|
* Search memory using BM25 full-text scoring.
|
|
24460
|
+
* Filters out entries whose `when` is greater than the requested `when`.
|
|
24407
24461
|
* @param query - Search query string
|
|
24462
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
24408
24463
|
* @returns Array of matching entries with scores
|
|
24409
24464
|
*/
|
|
24410
|
-
searchMemory<T extends object = object>(query: string, settings?: SearchSettings): Promise<Array<{
|
|
24465
|
+
searchMemory<T extends object = object>(query: string, when: Date, settings?: SearchSettings): Promise<Array<{
|
|
24411
24466
|
memoryId: string;
|
|
24412
24467
|
score: number;
|
|
24413
24468
|
content: T;
|
|
24414
24469
|
}>>;
|
|
24415
24470
|
/**
|
|
24416
24471
|
* List all entries in memory.
|
|
24472
|
+
* Filters out entries whose `when` is greater than the requested `when`.
|
|
24473
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
24417
24474
|
* @returns Array of all stored entries
|
|
24418
24475
|
*/
|
|
24419
|
-
listMemory<T extends object = object>(): Promise<Array<{
|
|
24476
|
+
listMemory<T extends object = object>(when: Date): Promise<Array<{
|
|
24420
24477
|
memoryId: string;
|
|
24421
24478
|
content: T;
|
|
24422
24479
|
}>>;
|
|
24423
24480
|
/**
|
|
24424
24481
|
* Remove an entry from memory.
|
|
24425
24482
|
* @param memoryId - Unique entry identifier
|
|
24483
|
+
* @param when - Logical timestamp (kept for API consistency; removal is by UUID)
|
|
24426
24484
|
*/
|
|
24427
|
-
removeMemory(memoryId: string): Promise<void>;
|
|
24485
|
+
removeMemory(memoryId: string, when: Date): Promise<void>;
|
|
24428
24486
|
/**
|
|
24429
24487
|
* Read a single entry from memory.
|
|
24488
|
+
* Behaves as not-found if the stored `when` is greater than the requested `when`.
|
|
24430
24489
|
* @param memoryId - Unique entry identifier
|
|
24490
|
+
* @param when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
24431
24491
|
* @returns Entry value
|
|
24432
|
-
* @throws Error if entry not found
|
|
24492
|
+
* @throws Error if entry not found (or shadowed by look-ahead)
|
|
24433
24493
|
*/
|
|
24434
|
-
readMemory<T extends object = object>(memoryId: string): Promise<T>;
|
|
24494
|
+
readMemory<T extends object = object>(memoryId: string, when: Date): Promise<T>;
|
|
24435
24495
|
/**
|
|
24436
24496
|
* Releases any resources held by this instance.
|
|
24437
24497
|
*/
|
|
@@ -24480,6 +24540,7 @@ declare class MemoryBacktestAdapter implements TMemoryInstance {
|
|
|
24480
24540
|
* @param dto.signalId - Signal identifier
|
|
24481
24541
|
* @param dto.bucketName - Bucket name
|
|
24482
24542
|
* @param dto.description - BM25 index string; defaults to JSON.stringify(value)
|
|
24543
|
+
* @param dto.when - Logical timestamp this entry belongs to (look-ahead guard)
|
|
24483
24544
|
*/
|
|
24484
24545
|
writeMemory: <T extends object = object>(dto: {
|
|
24485
24546
|
memoryId: string;
|
|
@@ -24487,18 +24548,21 @@ declare class MemoryBacktestAdapter implements TMemoryInstance {
|
|
|
24487
24548
|
signalId: string;
|
|
24488
24549
|
bucketName: string;
|
|
24489
24550
|
description: string;
|
|
24551
|
+
when: Date;
|
|
24490
24552
|
}) => Promise<void>;
|
|
24491
24553
|
/**
|
|
24492
24554
|
* Search memory using BM25 full-text scoring.
|
|
24493
24555
|
* @param dto.query - Search query string
|
|
24494
24556
|
* @param dto.signalId - Signal identifier
|
|
24495
24557
|
* @param dto.bucketName - Bucket name
|
|
24558
|
+
* @param dto.when - Logical timestamp at which the search is happening (look-ahead guard)
|
|
24496
24559
|
* @returns Matching entries sorted by relevance score
|
|
24497
24560
|
*/
|
|
24498
24561
|
searchMemory: <T extends object = object>(dto: {
|
|
24499
24562
|
query: string;
|
|
24500
24563
|
signalId: string;
|
|
24501
24564
|
bucketName: string;
|
|
24565
|
+
when: Date;
|
|
24502
24566
|
settings?: SearchSettings;
|
|
24503
24567
|
}) => Promise<{
|
|
24504
24568
|
memoryId: string;
|
|
@@ -24509,11 +24573,13 @@ declare class MemoryBacktestAdapter implements TMemoryInstance {
|
|
|
24509
24573
|
* List all entries in memory.
|
|
24510
24574
|
* @param dto.signalId - Signal identifier
|
|
24511
24575
|
* @param dto.bucketName - Bucket name
|
|
24576
|
+
* @param dto.when - Logical timestamp at which the list is happening (look-ahead guard)
|
|
24512
24577
|
* @returns Array of all stored entries
|
|
24513
24578
|
*/
|
|
24514
24579
|
listMemory: <T extends object = object>(dto: {
|
|
24515
24580
|
signalId: string;
|
|
24516
24581
|
bucketName: string;
|
|
24582
|
+
when: Date;
|
|
24517
24583
|
}) => Promise<{
|
|
24518
24584
|
memoryId: string;
|
|
24519
24585
|
content: T;
|
|
@@ -24523,17 +24589,20 @@ declare class MemoryBacktestAdapter implements TMemoryInstance {
|
|
|
24523
24589
|
* @param dto.memoryId - Unique entry identifier
|
|
24524
24590
|
* @param dto.signalId - Signal identifier
|
|
24525
24591
|
* @param dto.bucketName - Bucket name
|
|
24592
|
+
* @param dto.when - Logical timestamp (kept for API consistency; removal is by UUID)
|
|
24526
24593
|
*/
|
|
24527
24594
|
removeMemory: (dto: {
|
|
24528
24595
|
memoryId: string;
|
|
24529
24596
|
signalId: string;
|
|
24530
24597
|
bucketName: string;
|
|
24598
|
+
when: Date;
|
|
24531
24599
|
}) => Promise<void>;
|
|
24532
24600
|
/**
|
|
24533
24601
|
* Read a single entry from memory.
|
|
24534
24602
|
* @param dto.memoryId - Unique entry identifier
|
|
24535
24603
|
* @param dto.signalId - Signal identifier
|
|
24536
24604
|
* @param dto.bucketName - Bucket name
|
|
24605
|
+
* @param dto.when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
24537
24606
|
* @returns Entry value
|
|
24538
24607
|
* @throws Error if entry not found
|
|
24539
24608
|
*/
|
|
@@ -24541,6 +24610,7 @@ declare class MemoryBacktestAdapter implements TMemoryInstance {
|
|
|
24541
24610
|
memoryId: string;
|
|
24542
24611
|
signalId: string;
|
|
24543
24612
|
bucketName: string;
|
|
24613
|
+
when: Date;
|
|
24544
24614
|
}) => Promise<T>;
|
|
24545
24615
|
/**
|
|
24546
24616
|
* Switches to in-memory BM25 adapter (default).
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@@ -24596,6 +24666,7 @@ declare class MemoryLiveAdapter implements TMemoryInstance {
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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|
* @param dto.description - BM25 index string; defaults to JSON.stringify(value)
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+
* @param dto.when - Logical timestamp this entry belongs to (look-ahead guard)
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|
*/
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|
writeMemory: <T extends object = object>(dto: {
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|
memoryId: string;
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@@ -24603,18 +24674,21 @@ declare class MemoryLiveAdapter implements TMemoryInstance {
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signalId: string;
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bucketName: string;
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description: string;
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+
when: Date;
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|
}) => Promise<void>;
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/**
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|
* Search memory using BM25 full-text scoring.
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* @param dto.query - Search query string
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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+
* @param dto.when - Logical timestamp at which the search is happening (look-ahead guard)
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|
* @returns Matching entries sorted by relevance score
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|
*/
|
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|
searchMemory: <T extends object = object>(dto: {
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query: string;
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signalId: string;
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|
bucketName: string;
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+
when: Date;
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settings?: SearchSettings;
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}) => Promise<{
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memoryId: string;
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|
* List all entries in memory.
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* @param dto.signalId - Signal identifier
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* @param dto.bucketName - Bucket name
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|
+
* @param dto.when - Logical timestamp at which the list is happening (look-ahead guard)
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|
* @returns Array of all stored entries
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|
*/
|
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|
listMemory: <T extends object = object>(dto: {
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|
signalId: string;
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|
bucketName: string;
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|
+
when: Date;
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|
}) => Promise<{
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memoryId: string;
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|
content: T;
|
|
@@ -24639,17 +24715,20 @@ declare class MemoryLiveAdapter implements TMemoryInstance {
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|
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|
* @param dto.memoryId - Unique entry identifier
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|
* @param dto.signalId - Signal identifier
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|
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|
* @param dto.bucketName - Bucket name
|
|
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|
+
* @param dto.when - Logical timestamp (kept for API consistency; removal is by UUID)
|
|
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|
*/
|
|
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|
removeMemory: (dto: {
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|
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|
memoryId: string;
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|
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|
signalId: string;
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|
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|
bucketName: string;
|
|
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|
+
when: Date;
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|
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|
}) => Promise<void>;
|
|
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|
/**
|
|
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|
* Read a single entry from memory.
|
|
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|
* @param dto.memoryId - Unique entry identifier
|
|
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|
* @param dto.signalId - Signal identifier
|
|
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24730
|
* @param dto.bucketName - Bucket name
|
|
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|
+
* @param dto.when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
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|
* @returns Entry value
|
|
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|
* @throws Error if entry not found
|
|
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|
*/
|
|
@@ -24657,6 +24736,7 @@ declare class MemoryLiveAdapter implements TMemoryInstance {
|
|
|
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24736
|
memoryId: string;
|
|
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|
signalId: string;
|
|
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|
bucketName: string;
|
|
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|
+
when: Date;
|
|
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|
}) => Promise<T>;
|
|
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24741
|
/**
|
|
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24742
|
* Switches to in-memory BM25 adapter.
|
|
@@ -24717,6 +24797,7 @@ declare class MemoryAdapter {
|
|
|
24717
24797
|
* @param dto.bucketName - Bucket name
|
|
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24798
|
* @param dto.description - BM25 index string; defaults to JSON.stringify(value)
|
|
24719
24799
|
* @param dto.backtest - Flag indicating if the context is backtest or live
|
|
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|
+
* @param dto.when - Logical timestamp this entry belongs to (look-ahead guard)
|
|
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|
*/
|
|
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24802
|
writeMemory: <T extends object = object>(dto: {
|
|
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24803
|
memoryId: string;
|
|
@@ -24725,6 +24806,7 @@ declare class MemoryAdapter {
|
|
|
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24806
|
bucketName: string;
|
|
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24807
|
description: string;
|
|
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24808
|
backtest: boolean;
|
|
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|
+
when: Date;
|
|
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|
}) => Promise<void>;
|
|
24729
24811
|
/**
|
|
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24812
|
* Search memory using BM25 full-text scoring.
|
|
@@ -24733,6 +24815,7 @@ declare class MemoryAdapter {
|
|
|
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|
* @param dto.signalId - Signal identifier
|
|
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24816
|
* @param dto.bucketName - Bucket name
|
|
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24817
|
* @param dto.backtest - Flag indicating if the context is backtest or live
|
|
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|
+
* @param dto.when - Logical timestamp at which the search is happening (look-ahead guard)
|
|
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|
* @returns Matching entries sorted by relevance score
|
|
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|
*/
|
|
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|
searchMemory: <T extends object = object>(dto: {
|
|
@@ -24741,6 +24824,7 @@ declare class MemoryAdapter {
|
|
|
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|
bucketName: string;
|
|
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24825
|
settings?: SearchSettings;
|
|
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|
backtest: boolean;
|
|
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|
+
when: Date;
|
|
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|
}) => Promise<{
|
|
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|
memoryId: string;
|
|
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|
score: number;
|
|
@@ -24752,12 +24836,14 @@ declare class MemoryAdapter {
|
|
|
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|
* @param dto.signalId - Signal identifier
|
|
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|
* @param dto.bucketName - Bucket name
|
|
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|
* @param dto.backtest - Flag indicating if the context is backtest or live
|
|
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|
+
* @param dto.when - Logical timestamp at which the list is happening (look-ahead guard)
|
|
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|
* @returns Array of all stored entries
|
|
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|
*/
|
|
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|
listMemory: <T extends object = object>(dto: {
|
|
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|
signalId: string;
|
|
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|
bucketName: string;
|
|
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|
backtest: boolean;
|
|
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|
+
when: Date;
|
|
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|
}) => Promise<{
|
|
24762
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|
memoryId: string;
|
|
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|
content: T;
|
|
@@ -24769,12 +24855,14 @@ declare class MemoryAdapter {
|
|
|
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|
* @param dto.signalId - Signal identifier
|
|
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24856
|
* @param dto.bucketName - Bucket name
|
|
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24857
|
* @param dto.backtest - Flag indicating if the context is backtest or live
|
|
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|
+
* @param dto.when - Logical timestamp (kept for API consistency; removal is by UUID)
|
|
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24859
|
*/
|
|
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24860
|
removeMemory: (dto: {
|
|
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24861
|
memoryId: string;
|
|
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24862
|
signalId: string;
|
|
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24863
|
bucketName: string;
|
|
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|
backtest: boolean;
|
|
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|
+
when: Date;
|
|
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24866
|
}) => Promise<void>;
|
|
24779
24867
|
/**
|
|
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24868
|
* Read a single entry from memory.
|
|
@@ -24783,6 +24871,7 @@ declare class MemoryAdapter {
|
|
|
24783
24871
|
* @param dto.signalId - Signal identifier
|
|
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24872
|
* @param dto.bucketName - Bucket name
|
|
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24873
|
* @param dto.backtest - Flag indicating if the context is backtest or live
|
|
24874
|
+
* @param dto.when - Logical timestamp at which the read is happening (look-ahead guard)
|
|
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24875
|
* @returns Entry value
|
|
24787
24876
|
* @throws Error if entry not found
|
|
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24877
|
*/
|
|
@@ -24791,6 +24880,7 @@ declare class MemoryAdapter {
|
|
|
24791
24880
|
signalId: string;
|
|
24792
24881
|
bucketName: string;
|
|
24793
24882
|
backtest: boolean;
|
|
24883
|
+
when: Date;
|
|
24794
24884
|
}) => Promise<T>;
|
|
24795
24885
|
}
|
|
24796
24886
|
/**
|
|
@@ -28052,6 +28142,15 @@ declare namespace emitters {
|
|
|
28052
28142
|
*/
|
|
28053
28143
|
declare const alignToInterval: (date: Date, interval: CandleInterval) => Date;
|
|
28054
28144
|
|
|
28145
|
+
/**
|
|
28146
|
+
* Returns the step in milliseconds for a given candle interval.
|
|
28147
|
+
* For example, for "15m" interval, it returns 900000 (15 * 60 * 1000).
|
|
28148
|
+
*
|
|
28149
|
+
* @param interval - Candle interval (e.g., "1m", "15m", "1h")
|
|
28150
|
+
* @returns Step in milliseconds corresponding to the interval
|
|
28151
|
+
*/
|
|
28152
|
+
declare const intervalStepMs: (interval: CandleInterval) => number;
|
|
28153
|
+
|
|
28055
28154
|
/**
|
|
28056
28155
|
* Waits for the next candle interval to start and returns the timestamp of the new candle.
|
|
28057
28156
|
* @param {CandleInterval} interval - The candle interval (e.g., "1m", "1h") to wait for.
|
|
@@ -35727,4 +35826,4 @@ declare const getTotalClosed: (signal: Signal) => {
|
|
|
35727
35826
|
remainingCostBasis: number;
|
|
35728
35827
|
};
|
|
35729
35828
|
|
|
35730
|
-
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 IPersistBreakevenInstance, type IPersistCandleInstance, type IPersistIntervalInstance, type IPersistLogInstance, type IPersistMeasureInstance, type IPersistMemoryInstance, type IPersistNotificationInstance, type IPersistPartialInstance, type IPersistRecentInstance, type IPersistRiskInstance, type IPersistScheduleInstance, type IPersistSessionInstance, type IPersistSignalInstance, type IPersistStateInstance, type IPersistStorageInstance, 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, PersistBreakevenInstance, PersistCandleAdapter, PersistCandleInstance, PersistIntervalAdapter, PersistIntervalInstance, PersistLogAdapter, PersistLogInstance, PersistMeasureAdapter, PersistMeasureInstance, PersistMemoryAdapter, PersistMemoryInstance, PersistNotificationAdapter, PersistNotificationInstance, PersistPartialAdapter, PersistPartialInstance, PersistRecentAdapter, PersistRecentInstance, PersistRiskAdapter, PersistRiskInstance, PersistScheduleAdapter, PersistScheduleInstance, PersistSessionAdapter, PersistSessionInstance, PersistSignalAdapter, PersistSignalInstance, PersistStateAdapter, PersistStateInstance, PersistStorageAdapter, PersistStorageInstance, 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 TPersistBreakevenInstanceCtor, type TPersistCandleInstanceCtor, type TPersistIntervalInstanceCtor, type TPersistLogInstanceCtor, type TPersistMeasureInstanceCtor, type TPersistMemoryInstanceCtor, type TPersistNotificationInstanceCtor, type TPersistPartialInstanceCtor, type TPersistRecentInstanceCtor, type TPersistRiskInstanceCtor, type TPersistScheduleInstanceCtor, type TPersistSessionInstanceCtor, type TPersistSignalInstanceCtor, type TPersistStateInstanceCtor, type TPersistStorageInstanceCtor, 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, getClosePrice, 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 };
|
|
35829
|
+
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 IPersistBreakevenInstance, type IPersistCandleInstance, type IPersistIntervalInstance, type IPersistLogInstance, type IPersistMeasureInstance, type IPersistMemoryInstance, type IPersistNotificationInstance, type IPersistPartialInstance, type IPersistRecentInstance, type IPersistRiskInstance, type IPersistScheduleInstance, type IPersistSessionInstance, type IPersistSignalInstance, type IPersistStateInstance, type IPersistStorageInstance, 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, PersistBreakevenInstance, PersistCandleAdapter, PersistCandleInstance, PersistIntervalAdapter, PersistIntervalInstance, PersistLogAdapter, PersistLogInstance, PersistMeasureAdapter, PersistMeasureInstance, PersistMemoryAdapter, PersistMemoryInstance, PersistNotificationAdapter, PersistNotificationInstance, PersistPartialAdapter, PersistPartialInstance, PersistRecentAdapter, PersistRecentInstance, PersistRiskAdapter, PersistRiskInstance, PersistScheduleAdapter, PersistScheduleInstance, PersistSessionAdapter, PersistSessionInstance, PersistSignalAdapter, PersistSignalInstance, PersistStateAdapter, PersistStateInstance, PersistStorageAdapter, PersistStorageInstance, 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 TPersistBreakevenInstanceCtor, type TPersistCandleInstanceCtor, type TPersistIntervalInstanceCtor, type TPersistLogInstanceCtor, type TPersistMeasureInstanceCtor, type TPersistMemoryInstanceCtor, type TPersistNotificationInstanceCtor, type TPersistPartialInstanceCtor, type TPersistRecentInstanceCtor, type TPersistRiskInstanceCtor, type TPersistScheduleInstanceCtor, type TPersistSessionInstanceCtor, type TPersistSignalInstanceCtor, type TPersistStateInstanceCtor, type TPersistStorageInstanceCtor, 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, getClosePrice, 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, intervalStepMs, 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 };
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