backtest-kit 9.0.2 → 9.0.4

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "9.0.2",
+  "version": "9.0.4",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -142,6 +142,95 @@ interface IFrame {
  */
 type FrameName = string;
 
+/**
+ * Service for tracking the latest candle timestamp per symbol-strategy-exchange-frame combination.
+ *
+ * Maintains a memoized BehaviorSubject per unique key that is updated on every strategy tick
+ * by StrategyConnectionService. Consumers can synchronously read the last known timestamp or
+ * await the first value if none has arrived yet.
+ *
+ * Primary use case: providing the current candle time outside of a tick execution context,
+ * e.g., when a command is triggered between ticks.
+ *
+ * Features:
+ * - One BehaviorSubject per (symbol, strategyName, exchangeName, frameName, backtest) key
+ * - Falls back to ExecutionContextService.context.when when called inside an execution context
+ * - Waits up to LISTEN_TIMEOUT ms for the first timestamp if none is cached yet
+ * - clear() disposes the BehaviorSubject for a single key or all keys
+ *
+ * Architecture:
+ * - Registered as singleton in DI container
+ * - Updated by StrategyConnectionService after each tick
+ * - Cleared by Backtest/Live/Walker at strategy start to prevent stale data
+ *
+ * @example
+ * ```typescript
+ * const ts = await backtest.timeMetaService.getTimestamp("BTCUSDT", context, false);
+ * ```
+ */
+declare class TimeMetaService {
+    private readonly loggerService;
+    private readonly executionContextService;
+    /**
+     * Memoized factory for BehaviorSubject streams keyed by (symbol, strategyName, exchangeName, frameName, backtest).
+     *
+     * Each subject holds the latest createdAt timestamp emitted by the strategy iterator for that key.
+     * Instances are cached until clear() is called.
+     */
+    private getSource;
+    /**
+     * Returns the current candle timestamp (in milliseconds) for the given symbol and context.
+     *
+     * When called inside an execution context (i.e., during a signal handler or action),
+     * reads the timestamp directly from ExecutionContextService.context.when.
+     * Otherwise, reads the last value from the cached BehaviorSubject. If no value has
+     * been emitted yet, waits up to LISTEN_TIMEOUT ms for the first tick before throwing.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param context - Strategy, exchange, and frame identifiers
+     * @param backtest - True if backtest mode, false if live mode
+     * @returns Unix timestamp in milliseconds of the latest processed candle
+     * @throws When no timestamp arrives within LISTEN_TIMEOUT ms
+     */
+    getTimestamp: (symbol: string, context: {
+        strategyName: string;
+        exchangeName: string;
+        frameName: string;
+    }, backtest: boolean) => Promise<number>;
+    /**
+     * Pushes a new timestamp value into the BehaviorSubject for the given key.
+     *
+     * Called by StrategyConnectionService after each strategy tick to keep
+     * the cached timestamp up to date.
+     *
+     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
+     * @param timestamp - The createdAt timestamp from the tick (milliseconds)
+     * @param context - Strategy, exchange, and frame identifiers
+     * @param backtest - True if backtest mode, false if live mode
+     */
+    next: (symbol: string, timestamp: number, context: {
+        strategyName: string;
+        exchangeName: string;
+        frameName: string;
+    }, backtest: boolean) => Promise<void>;
+    /**
+     * Disposes cached BehaviorSubject(s) to free memory and prevent stale data.
+     *
+     * When called without arguments, clears all memoized timestamp streams.
+     * When called with a payload, clears only the stream for the specified key.
+     * Should be called at strategy start (Backtest/Live/Walker) to reset state.
+     *
+     * @param payload - Optional key to clear a single stream; omit to clear all
+     */
+    clear: (payload?: {
+        symbol: string;
+        strategyName: string;
+        exchangeName: string;
+        frameName: string;
+        backtest: boolean;
+    }) => void;
+}
+
 /**
  * Risk rejection result type.
  * Can be void, null, or an IRiskRejectionResult object.
@@ -281,8 +370,8 @@ interface IRiskParams extends IRiskSchema {
     exchangeName: ExchangeName;
     /** Logger service for debug output */
     logger: ILogger;
-    /** Execution context service (symbol, when, backtest flag) */
-    execution: TExecutionContextService;
+    /** Time context service (when date in backtest/live to prevent look ahead bias) */
+    time: TimeMetaService;
     /** True if backtest mode, false if live mode */
     backtest: boolean;
     /**
@@ -4933,6 +5022,43 @@ declare function getRiskSchema(riskName: RiskName): IRiskSchema;
  */
 declare function getActionSchema(actionName: ActionName): IActionSchema;
 
+/**
+ * Blocks until the schema registries needed to start trading are populated.
+ *
+ * Polls `exchangeValidationService`, `frameValidationService` and
+ * `strategyValidationService` once per second for up to `MAX_WAIT_SECONDS`
+ * seconds. The loop exits as soon as the required registries are non-empty
+ * for the given mode:
+ *
+ * - Backtest mode (`isBacktest = true`): exchange, frame and strategy schemas
+ *   must all be registered (frames define the historical window).
+ * - Live mode (`isBacktest = false`): only exchange and strategy schemas are
+ *   required — frames are unused.
+ *
+ * Useful at startup when schemas are registered asynchronously (lazy imports,
+ * remote config, plugin loading) and the caller wants to delay `Backtest`/
+ * `Live` invocation until everything is ready. If the timeout elapses without
+ * the registries filling in, the function returns silently — the caller is
+ * expected to surface a clearer error from the subsequent `Backtest`/`Live`
+ * call (e.g. "no strategy registered").
+ *
+ * @param isBacktest - Whether to additionally require a registered frame schema. Defaults to `true`.
+ * @returns Promise that resolves when the registries are ready or the timeout elapses.
+ *
+ * @example
+ * ```typescript
+ * import { waitForReady, Backtest } from "backtest-kit";
+ *
+ * import "./schemas/exchange";
+ * import "./schemas/strategy";
+ * import "./schemas/frame";
+ *
+ * await waitForReady();
+ * Backtest.background("BTCUSDT", { strategyName, exchangeName, frameName });
+ * ```
+ */
+declare function waitForReady(isBacktest?: boolean): Promise<void>;
+
 /**
  * Tolerance zone configuration for DCA overlap detection.
  * Percentages are in 0–100 format (e.g. 5 means 5%).
@@ -13161,16 +13287,18 @@ interface IPersistRiskInstance {
     /**
      * Read persisted active positions for this context.
      *
+     * @param when - Logical timestamp at which the read is happening (reserved for API consistency)
      * @returns Promise resolving to position entries (empty array if none persisted)
      */
-    readPositionData(): Promise<RiskData>;
+    readPositionData(when: Date): Promise<RiskData>;
     /**
      * Write active positions for this context.
      *
      * @param riskRow - Position entries to persist
+     * @param when - Logical timestamp this write belongs to (reserved for API consistency)
      * @returns Promise that resolves when write is complete
      */
-    writePositionData(riskRow: RiskData): Promise<void>;
+    writePositionData(riskRow: RiskData, when: Date): Promise<void>;
 }
 /**
  * Default file-based implementation of IPersistRiskInstance.
@@ -13214,14 +13342,15 @@ declare class PersistRiskInstance implements IPersistRiskInstance {
      *
      * @returns Promise resolving to positions (empty array if none persisted)
      */
-    readPositionData(): Promise<RiskData>;
+    readPositionData(_when: Date): Promise<RiskData>;
     /**
      * Writes the positions array using the fixed STORAGE_KEY.
      *
      * @param riskRow - Position entries to persist
+     * @param when - Logical timestamp (reserved for API consistency; not used)
      * @returns Promise that resolves when write is complete
      */
-    writePositionData(riskRow: RiskData): Promise<void>;
+    writePositionData(riskRow: RiskData, _when: Date): Promise<void>;
 }
 /**
  * Constructor type for IPersistRiskInstance.
@@ -13262,9 +13391,10 @@ declare class PersistRiskUtils {
      *
      * @param riskName - Risk profile identifier
      * @param exchangeName - Exchange identifier
+     * @param when - Logical timestamp at which the read is happening (reserved for API consistency)
      * @returns Promise resolving to position entries (empty array if none)
      */
-    readPositionData: (riskName: RiskName, exchangeName: ExchangeName) => Promise<RiskData>;
+    readPositionData: (riskName: RiskName, exchangeName: ExchangeName, when: Date) => Promise<RiskData>;
     /**
      * Writes active positions for the given risk context.
      * Lazily initializes the instance on first access.
@@ -13272,9 +13402,10 @@ declare class PersistRiskUtils {
      * @param riskRow - Position entries to persist
      * @param riskName - Risk profile identifier
      * @param exchangeName - Exchange identifier
+     * @param when - Logical timestamp this write belongs to (reserved for API consistency)
      * @returns Promise that resolves when write is complete
      */
-    writePositionData: (riskRow: RiskData, riskName: RiskName, exchangeName: ExchangeName) => Promise<void>;
+    writePositionData: (riskRow: RiskData, riskName: RiskName, exchangeName: ExchangeName, when: Date) => Promise<void>;
     /**
      * Clears the memoized instance cache.
      * Call when process.cwd() changes between strategy iterations.
@@ -13503,17 +13634,19 @@ interface IPersistPartialInstance {
      * Read persisted partial data for a specific signal.
      *
      * @param signalId - Signal identifier
+     * @param when - Logical timestamp at which the read is happening (reserved for API consistency)
      * @returns Promise resolving to partial data record (empty object if none persisted)
      */
-    readPartialData(signalId: string): Promise<PartialData>;
+    readPartialData(signalId: string, when: Date): Promise<PartialData>;
     /**
      * Write partial data for a specific signal.
      *
      * @param data - Partial data record to persist
      * @param signalId - Signal identifier
+     * @param when - Logical timestamp this write belongs to (reserved for API consistency)
      * @returns Promise that resolves when write is complete
      */
-    writePartialData(data: PartialData, signalId: string): Promise<void>;
+    writePartialData(data: PartialData, signalId: string, when: Date): Promise<void>;
 }
 /**
  * Default file-based implementation of IPersistPartialInstance.
@@ -13558,15 +13691,16 @@ declare class PersistPartialInstance implements IPersistPartialInstance {
      * @param signalId - Signal identifier
      * @returns Promise resolving to partial data record (empty object if not found)
      */
-    readPartialData(signalId: string): Promise<PartialData>;
+    readPartialData(signalId: string, _when: Date): Promise<PartialData>;
     /**
      * Writes the partial data for the given signal using `signalId` as the entity key.
      *
      * @param data - Partial data record to persist
      * @param signalId - Signal identifier
+     * @param when - Logical timestamp (reserved for API consistency; not used)
      * @returns Promise that resolves when write is complete
      */
-    writePartialData(data: PartialData, signalId: string): Promise<void>;
+    writePartialData(data: PartialData, signalId: string, _when: Date): Promise<void>;
 }
 /**
  * Constructor type for IPersistPartialInstance.
@@ -13610,9 +13744,10 @@ declare class PersistPartialUtils {
      * @param strategyName - Strategy identifier
      * @param signalId - Signal identifier
      * @param exchangeName - Exchange identifier
+     * @param when - Logical timestamp at which the read is happening (reserved for API consistency)
      * @returns Promise resolving to partial data record (empty object if none)
      */
-    readPartialData: (symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName) => Promise<PartialData>;
+    readPartialData: (symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName, when: Date) => Promise<PartialData>;
     /**
      * Writes partial data for the given context and signalId.
      * Lazily initializes the instance on first access.
@@ -13622,9 +13757,10 @@ declare class PersistPartialUtils {
      * @param strategyName - Strategy identifier
      * @param signalId - Signal identifier
      * @param exchangeName - Exchange identifier
+     * @param when - Logical timestamp this write belongs to (reserved for API consistency)
      * @returns Promise that resolves when write is complete
      */
-    writePartialData: (partialData: PartialData, symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName) => Promise<void>;
+    writePartialData: (partialData: PartialData, symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName, when: Date) => Promise<void>;
     /**
      * Clears the memoized instance cache.
      * Call when process.cwd() changes between strategy iterations.
@@ -13683,17 +13819,19 @@ interface IPersistBreakevenInstance {
      * Read persisted breakeven data for a specific signal.
      *
      * @param signalId - Signal identifier
+     * @param when - Logical timestamp at which the read is happening (reserved for API consistency)
      * @returns Promise resolving to breakeven data record (empty object if none persisted)
      */
-    readBreakevenData(signalId: string): Promise<BreakevenData>;
+    readBreakevenData(signalId: string, when: Date): Promise<BreakevenData>;
     /**
      * Write breakeven data for a specific signal.
      *
      * @param data - Breakeven data record to persist
      * @param signalId - Signal identifier
+     * @param when - Logical timestamp this write belongs to (reserved for API consistency)
      * @returns Promise that resolves when write is complete
      */
-    writeBreakevenData(data: BreakevenData, signalId: string): Promise<void>;
+    writeBreakevenData(data: BreakevenData, signalId: string, when: Date): Promise<void>;
 }
 /**
  * Default file-based implementation of IPersistBreakevenInstance.
@@ -13738,15 +13876,16 @@ declare class PersistBreakevenInstance implements IPersistBreakevenInstance {
      * @param signalId - Signal identifier
      * @returns Promise resolving to breakeven data record (empty object if not found)
      */
-    readBreakevenData(signalId: string): Promise<BreakevenData>;
+    readBreakevenData(signalId: string, _when: Date): Promise<BreakevenData>;
     /**
      * Writes the breakeven data for the given signal using `signalId` as the entity key.
      *
      * @param data - Breakeven data record to persist
      * @param signalId - Signal identifier
+     * @param when - Logical timestamp (reserved for API consistency; not used)
      * @returns Promise that resolves when write is complete
      */
-    writeBreakevenData(data: BreakevenData, signalId: string): Promise<void>;
+    writeBreakevenData(data: BreakevenData, signalId: string, _when: Date): Promise<void>;
 }
 /**
  * Constructor type for IPersistBreakevenInstance.
@@ -13810,9 +13949,10 @@ declare class PersistBreakevenUtils {
      * @param strategyName - Strategy identifier
      * @param signalId - Signal identifier
      * @param exchangeName - Exchange identifier
+     * @param when - Logical timestamp at which the read is happening (reserved for API consistency)
      * @returns Promise resolving to breakeven data record (empty object if none)
      */
-    readBreakevenData: (symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName) => Promise<BreakevenData>;
+    readBreakevenData: (symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName, when: Date) => Promise<BreakevenData>;
     /**
      * Writes breakeven data for the given context and signalId.
      * Lazily initializes the instance on first access.
@@ -13822,9 +13962,10 @@ declare class PersistBreakevenUtils {
      * @param strategyName - Strategy identifier
      * @param signalId - Signal identifier
      * @param exchangeName - Exchange identifier
+     * @param when - Logical timestamp this write belongs to (reserved for API consistency)
      * @returns Promise that resolves when write is complete
      */
-    writeBreakevenData: (breakevenData: BreakevenData, symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName) => Promise<void>;
+    writeBreakevenData: (breakevenData: BreakevenData, symbol: string, strategyName: StrategyName, signalId: string, exchangeName: ExchangeName, when: Date) => Promise<void>;
     /**
      * Clears the memoized instance cache.
      * Call when process.cwd() changes between strategy iterations.
@@ -28907,6 +29048,7 @@ declare class ClientRisk implements IRisk {
         strategyName: StrategyName;
         riskName: RiskName;
         exchangeName: ExchangeName;
+        frameName: string;
     }): Promise<void>;
     /**
      * Checks if a signal should be allowed based on risk limits.
@@ -29330,9 +29472,7 @@ declare class RiskConnectionService implements TRisk$1 {
         setLogger: (logger: ILogger) => void;
     };
     readonly riskSchemaService: RiskSchemaService;
-    readonly executionContextService: {
-        readonly context: IExecutionContext;
-    };
+    readonly timeMetaService: TimeMetaService;
     /**
      * Action core service injected from DI container.
      */
@@ -29492,6 +29632,7 @@ declare class PartialConnectionService implements IPartial {
      * Action core service injected from DI container.
      */
     readonly actionCoreService: ActionCoreService;
+    readonly timeMetaService: TimeMetaService;
     /**
      * Memoized factory function for ClientPartial instances.
      *
@@ -29608,6 +29749,7 @@ declare class BreakevenConnectionService implements IBreakeven {
      * Action core service injected from DI container.
      */
     readonly actionCoreService: ActionCoreService;
+    readonly timeMetaService: TimeMetaService;
     /**
      * Memoized factory function for ClientBreakeven instances.
      *
@@ -29653,95 +29795,6 @@ declare class BreakevenConnectionService implements IBreakeven {
     clear: (symbol: string, data: IPublicSignalRow, priceClose: number, backtest: boolean) => Promise<void>;
 }
 
-/**
- * Service for tracking the latest candle timestamp per symbol-strategy-exchange-frame combination.
- *
- * Maintains a memoized BehaviorSubject per unique key that is updated on every strategy tick
- * by StrategyConnectionService. Consumers can synchronously read the last known timestamp or
- * await the first value if none has arrived yet.
- *
- * Primary use case: providing the current candle time outside of a tick execution context,
- * e.g., when a command is triggered between ticks.
- *
- * Features:
- * - One BehaviorSubject per (symbol, strategyName, exchangeName, frameName, backtest) key
- * - Falls back to ExecutionContextService.context.when when called inside an execution context
- * - Waits up to LISTEN_TIMEOUT ms for the first timestamp if none is cached yet
- * - clear() disposes the BehaviorSubject for a single key or all keys
- *
- * Architecture:
- * - Registered as singleton in DI container
- * - Updated by StrategyConnectionService after each tick
- * - Cleared by Backtest/Live/Walker at strategy start to prevent stale data
- *
- * @example
- * ```typescript
- * const ts = await backtest.timeMetaService.getTimestamp("BTCUSDT", context, false);
- * ```
- */
-declare class TimeMetaService {
-    private readonly loggerService;
-    private readonly executionContextService;
-    /**
-     * Memoized factory for BehaviorSubject streams keyed by (symbol, strategyName, exchangeName, frameName, backtest).
-     *
-     * Each subject holds the latest createdAt timestamp emitted by the strategy iterator for that key.
-     * Instances are cached until clear() is called.
-     */
-    private getSource;
-    /**
-     * Returns the current candle timestamp (in milliseconds) for the given symbol and context.
-     *
-     * When called inside an execution context (i.e., during a signal handler or action),
-     * reads the timestamp directly from ExecutionContextService.context.when.
-     * Otherwise, reads the last value from the cached BehaviorSubject. If no value has
-     * been emitted yet, waits up to LISTEN_TIMEOUT ms for the first tick before throwing.
-     *
-     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
-     * @param context - Strategy, exchange, and frame identifiers
-     * @param backtest - True if backtest mode, false if live mode
-     * @returns Unix timestamp in milliseconds of the latest processed candle
-     * @throws When no timestamp arrives within LISTEN_TIMEOUT ms
-     */
-    getTimestamp: (symbol: string, context: {
-        strategyName: string;
-        exchangeName: string;
-        frameName: string;
-    }, backtest: boolean) => Promise<number>;
-    /**
-     * Pushes a new timestamp value into the BehaviorSubject for the given key.
-     *
-     * Called by StrategyConnectionService after each strategy tick to keep
-     * the cached timestamp up to date.
-     *
-     * @param symbol - Trading pair symbol (e.g., "BTCUSDT")
-     * @param timestamp - The createdAt timestamp from the tick (milliseconds)
-     * @param context - Strategy, exchange, and frame identifiers
-     * @param backtest - True if backtest mode, false if live mode
-     */
-    next: (symbol: string, timestamp: number, context: {
-        strategyName: string;
-        exchangeName: string;
-        frameName: string;
-    }, backtest: boolean) => Promise<void>;
-    /**
-     * Disposes cached BehaviorSubject(s) to free memory and prevent stale data.
-     *
-     * When called without arguments, clears all memoized timestamp streams.
-     * When called with a payload, clears only the stream for the specified key.
-     * Should be called at strategy start (Backtest/Live/Walker) to reset state.
-     *
-     * @param payload - Optional key to clear a single stream; omit to clear all
-     */
-    clear: (payload?: {
-        symbol: string;
-        strategyName: string;
-        exchangeName: string;
-        frameName: string;
-        backtest: boolean;
-    }) => void;
-}
-
 /**
  * Service for tracking the latest market price per symbol-strategy-exchange-frame combination.
  *
@@ -35834,4 +35887,4 @@ declare const getTotalClosed: (signal: Signal) => {
     remainingCostBasis: number;
 };
 
-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 };
+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, waitForReady, warmCandles, writeMemory };