Implements TStrategy
Global service for strategy operations with execution context injection.
Wraps StrategyConnectionService with ExecutionContextService to inject symbol, when, and backtest parameters into the execution context.
Used internally by BacktestLogicPrivateService and LiveLogicPrivateService.
constructor();
loggerService: any
strategyConnectionService: any
strategySchemaService: any
riskValidationService: any
strategyValidationService: any
exchangeValidationService: any
frameValidationService: any
validate: any
Validates strategy and associated risk configuration.
Memoized to avoid redundant validations for the same symbol-strategy-exchange-frame combination. Logs validation activity.
getPendingSignal: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<IPublicSignalRow>
Retrieves the currently active pending signal for the symbol. If no active signal exists, returns null. Used internally for monitoring TP/SL and time expiration.
getTotalPercentClosed: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the percentage of the position currently held (not closed). 100 = nothing has been closed (full position), 0 = fully closed. Correctly accounts for DCA entries between partial closes.
getTotalCostClosed: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the cost basis in dollars of the position currently held (not closed). Correctly accounts for DCA entries between partial closes.
getPositionEffectivePrice: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the effective (DCA-averaged) entry price for the current pending signal.
This is the harmonic mean of all _entry prices, which is the correct cost-basis price used in all PNL calculations. With no DCA entries, equals the original priceOpen.
Returns null if no pending signal exists.
getPositionInvestedCount: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the number of DCA entries made for the current pending signal.
1 = original entry only (no DCA). Increases by 1 with each successful commitAverageBuy().
Returns null if no pending signal exists.
getPositionInvestedCost: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the total invested cost basis in dollars for the current pending signal.
Equal to entryCount × $100 (COST_BASIS_PER_ENTRY). 1 entry = $100, 2 entries = $200, etc.
Returns null if no pending signal exists.
getPositionPnlPercent: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the unrealized PNL percentage for the current pending signal at currentPrice.
Accounts for partial closes, DCA entries, slippage and fees (delegates to toProfitLossDto).
Returns null if no pending signal exists.
getPositionPnlCost: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the unrealized PNL in dollars for the current pending signal at currentPrice.
Calculated as: pnlPercentage / 100 × totalInvestedCost Accounts for partial closes, DCA entries, slippage and fees.
Returns null if no pending signal exists.
getPositionLevels: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number[]>
Returns the list of DCA entry prices for the current pending signal.
The first element is always the original priceOpen (initial entry). Each subsequent element is a price added by commitAverageBuy().
Returns null if no pending signal exists. Returns a single-element array [priceOpen] if no DCA entries were made.
getPositionPartials: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<{ type: "profit" | "loss"; percent: number; currentPrice: number; costBasisAtClose: number; entryCountAtClose: number; timestamp: number; }[]>
Returns the list of partial closes for the current pending signal.
Each entry records a partial profit or loss close event with its type, percent closed, price at close, cost basis snapshot, and entry count at close.
Returns null if no pending signal exists. Returns an empty array if no partial closes have been executed.
getPositionEntries: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<{ price: number; cost: number; timestamp: number; }[]>
Returns the list of DCA entry prices and costs for the current pending signal.
Each entry records the price and cost of a single position entry. The first element is always the original priceOpen (initial entry). Each subsequent element is an entry added by averageBuy().
Returns null if no pending signal exists. Returns a single-element array [{ price: priceOpen, cost }] if no DCA entries were made.
getScheduledSignal: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<IScheduledSignalRow>
Retrieves the currently active scheduled signal for the symbol. If no scheduled signal exists, returns null. Used internally for monitoring scheduled signal activation.
getBreakeven: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks if breakeven threshold has been reached for the current pending signal.
Validates strategy existence and delegates to connection service to check if price has moved far enough to cover transaction costs.
Does not require execution context as this is a state query operation.
getStopped: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks if the strategy has been stopped.
Validates strategy existence and delegates to connection service to retrieve the stopped state from the strategy instance.
tick: (symbol: string, when: Date, backtest: boolean, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<IStrategyTickResult>
Checks signal status at a specific timestamp.
Wraps strategy tick() with execution context containing symbol, timestamp, and backtest mode flag.
backtest: (symbol: string, candles: ICandleData[], frameEndTime: number, when: Date, backtest: boolean, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<...>
Runs fast backtest against candle array.
Wraps strategy backtest() with execution context containing symbol, timestamp, and backtest mode flag.
stopStrategy: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<void>
Stops the strategy from generating new signals.
Delegates to StrategyConnectionService.stop() to set internal flag. Does not require execution context.
cancelScheduled: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }, payload?: Partial<CommitPayload>) => Promise<void>
Cancels the scheduled signal without stopping the strategy.
Delegates to StrategyConnectionService.cancelScheduled() to clear scheduled signal and emit cancelled event through emitters. Does not require execution context.
closePending: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }, payload?: Partial<CommitPayload>) => Promise<void>
Closes the pending signal without stopping the strategy.
Clears the pending signal (active position). Does NOT affect scheduled signals or strategy operation. Does NOT set stop flag - strategy can continue generating new signals.
Delegates to StrategyConnectionService.closePending() to clear pending signal and emit closed event through emitters. Does not require execution context.
dispose: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<void>
Disposes the ClientStrategy instance for the given context.
Calls dispose on the strategy instance to clean up resources, then removes it from cache.
clear: (payload?: { symbol: string; strategyName: string; exchangeName: string; frameName: string; backtest: boolean; }) => Promise<void>
Clears the memoized ClientStrategy instance from cache.
Delegates to StrategyConnectionService.dispose() if payload provided, otherwise clears all strategy instances.
validatePartialProfit: (backtest: boolean, symbol: string, percentToClose: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks whether partialProfit would succeed without executing it.
Validates context, then delegates to StrategyConnectionService.validatePartialProfit().
partialProfit: (backtest: boolean, symbol: string, percentToClose: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Executes partial close at profit level (moving toward TP).
Validates strategy existence and delegates to connection service to close a percentage of the pending position at profit.
Does not require execution context as this is a direct state mutation.
validatePartialLoss: (backtest: boolean, symbol: string, percentToClose: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks whether partialLoss would succeed without executing it.
Validates context, then delegates to StrategyConnectionService.validatePartialLoss().
partialLoss: (backtest: boolean, symbol: string, percentToClose: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Executes partial close at loss level (moving toward SL).
Validates strategy existence and delegates to connection service to close a percentage of the pending position at loss.
Does not require execution context as this is a direct state mutation.
validateTrailingStop: (backtest: boolean, symbol: string, percentShift: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks whether trailingStop would succeed without executing it.
Validates context, then delegates to StrategyConnectionService.validateTrailingStop().
trailingStop: (backtest: boolean, symbol: string, percentShift: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Adjusts the trailing stop-loss distance for an active pending signal.
Validates strategy existence and delegates to connection service to update the stop-loss distance by a percentage adjustment.
Does not require execution context as this is a direct state mutation.
validateTrailingTake: (backtest: boolean, symbol: string, percentShift: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks whether trailingTake would succeed without executing it.
Validates context, then delegates to StrategyConnectionService.validateTrailingTake().
trailingTake: (backtest: boolean, symbol: string, percentShift: number, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Adjusts the trailing take-profit distance for an active pending signal. Validates context and delegates to StrategyConnectionService.
validateBreakeven: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks whether breakeven would succeed without executing it.
Validates context, then delegates to StrategyConnectionService.validateBreakeven().
breakeven: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Moves stop-loss to breakeven when price reaches threshold. Validates context and delegates to StrategyConnectionService.
activateScheduled: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }, payload?: Partial<CommitPayload>) => Promise<void>
Activates a scheduled signal early without waiting for price to reach priceOpen.
Validates strategy existence and delegates to connection service to set the activation flag. The actual activation happens on next tick().
validateAverageBuy: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks whether averageBuy would succeed without executing it.
Validates context, then delegates to StrategyConnectionService.validateAverageBuy().
averageBuy: (backtest: boolean, symbol: string, currentPrice: number, context: { strategyName: string; exchangeName: string; frameName: string; }, cost: number) => Promise<boolean>
Adds a new DCA entry to the active pending signal.
Validates strategy existence and delegates to connection service to add a new averaging entry to the position.
hasPendingSignal: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks if there is an active pending signal for the symbol. Validates strategy existence and delegates to connection service to check if a pending signal exists for the symbol. Does not require execution context as this is a state query operation.
hasScheduledSignal: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Checks if there is a waiting scheduled signal for the symbol. Validates strategy existence and delegates to connection service to check if a scheduled signal exists for the symbol. Does not require execution context as this is a state query operation.
getPositionEstimateMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the original estimated duration for the current pending signal.
Validates strategy existence and delegates to connection service. Returns null if no pending signal exists.
getPositionCountdownMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the remaining time before the position expires, clamped to zero.
Validates strategy existence and delegates to connection service. Returns null if no pending signal exists.
getPositionActiveMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the number of minutes the position has been active since it opened.
getPositionWaitingMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the number of minutes the scheduled signal has been waiting for activation.
getPositionHighestProfitPrice: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the best price reached in the profit direction during this position's life.
getPositionHighestProfitTimestamp: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the timestamp when the best profit price was recorded during this position's life.
getPositionHighestPnlPercentage: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the PnL percentage at the moment the best profit price was recorded during this position's life.
getPositionHighestPnlCost: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the PnL cost (in quote currency) at the moment the best profit price was recorded during this position's life.
getPositionHighestProfitBreakeven: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<boolean>
Returns whether breakeven was mathematically reachable at the highest profit price.
getPositionDrawdownMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the number of minutes elapsed since the highest profit price was recorded.
Validates strategy existence and delegates to connection service. Returns null if no pending signal exists.
getPositionHighestProfitMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the number of minutes elapsed since the highest profit price was recorded.
Alias for getPositionDrawdownMinutes — measures how long the position has been pulling back from its peak profit level.
Validates strategy existence and delegates to connection service. Returns null if no pending signal exists.
getPositionMaxDrawdownMinutes: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the number of minutes elapsed since the worst loss price was recorded.
Measures how long ago the deepest drawdown point occurred. Zero when called at the exact moment the trough was set.
Validates strategy existence and delegates to connection service. Returns null if no pending signal exists.
getPositionMaxDrawdownPrice: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the worst price reached in the loss direction during this position's life.
getPositionMaxDrawdownTimestamp: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the timestamp when the worst loss price was recorded during this position's life.
getPositionMaxDrawdownPnlPercentage: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the PnL percentage at the moment the worst loss price was recorded during this position's life.
getPositionMaxDrawdownPnlCost: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the PnL cost (in quote currency) at the moment the worst loss price was recorded during this position's life.
getPositionHighestProfitDistancePnlPercentage: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the distance in PnL percentage between the current price and the highest profit peak.
Delegates to StrategyConnectionService.getPositionHighestProfitDistancePnlPercentage(). Returns null if no pending signal exists.
getPositionHighestProfitDistancePnlCost: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the distance in PnL cost between the current price and the highest profit peak.
Delegates to StrategyConnectionService.getPositionHighestProfitDistancePnlCost(). Returns null if no pending signal exists.
getPositionHighestMaxDrawdownPnlPercentage: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the distance in PnL percentage between the current price and the worst drawdown trough.
Delegates to StrategyConnectionService.getPositionHighestMaxDrawdownPnlPercentage(). Returns null if no pending signal exists.
getPositionHighestMaxDrawdownPnlCost: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the distance in PnL cost between the current price and the worst drawdown trough.
Delegates to StrategyConnectionService.getPositionHighestMaxDrawdownPnlCost(). Returns null if no pending signal exists.
getMaxDrawdownDistancePnlPercentage: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the peak-to-trough PnL percentage distance between the position's highest profit and deepest drawdown.
Delegates to StrategyConnectionService.getMaxDrawdownDistancePnlPercentage(). Returns null if no pending signal exists.
getMaxDrawdownDistancePnlCost: (backtest: boolean, symbol: string, context: { strategyName: string; exchangeName: string; frameName: string; }) => Promise<number>
Returns the peak-to-trough PnL cost distance between the position's highest profit and deepest drawdown.
Delegates to StrategyConnectionService.getMaxDrawdownDistancePnlCost(). Returns null if no pending signal exists.