Function dumpSignal

  • dumpSignal(
        signalId: string | number,
        history: MessageModel[],
        signal: ISignalDto,
        outputDir?: string,
    ): Promise<void>

    Dumps signal data and LLM conversation history to markdown files. Used by AI-powered strategies to save debug logs for analysis.

    Creates a directory structure with:

    • 00_system_prompt.md - System messages and output summary
    • XX_user_message.md - Each user message in separate file (numbered)
    • XX_llm_output.md - Final LLM output with signal data

    Skips if directory already exists to avoid overwriting previous results.

    Parameters

    • signalId: string | number

      Unique identifier for the result (used as directory name, e.g., UUID)

    • history: MessageModel[]

      Array of message models from LLM conversation

    • signal: ISignalDto

      Signal DTO returned by LLM (position, priceOpen, TP, SL, etc.)

    • OptionaloutputDir: string

      Output directory path (default: "./dump/strategy")

    Returns Promise<void>

    Promise that resolves when all files are written

    Example

    import { dumpSignal, getCandles } from "backtest-kit";
    import { v4 as uuid } from "uuid";

    addStrategy({
      strategyName: "llm-strategy",
      interval: "5m",
      getSignal: async (symbol) => {
        const messages = [];

        // Build multi-timeframe analysis conversation
        const candles1h = await getCandles(symbol, "1h", 24);
        messages.push(
          { role: "user", content: `Analyze 1h trend:\n${formatCandles(candles1h)}` },
          { role: "assistant", content: "Trend analyzed" }
        );

        const candles5m = await getCandles(symbol, "5m", 24);
        messages.push(
          { role: "user", content: `Analyze 5m structure:\n${formatCandles(candles5m)}` },
          { role: "assistant", content: "Structure analyzed" }
        );

        // Request signal
        messages.push({
          role: "user",
          content: "Generate trading signal. Use position: 'wait' if uncertain."
        });

        const resultId = uuid();
        const signal = await llmRequest(messages);

        // Save conversation and result for debugging
        await dumpSignal(resultId, messages, signal);

        return signal;
      }
    });

    // Creates: ./dump/strategy/{uuid}/00_system_prompt.md
    //          ./dump/strategy/{uuid}/01_user_message.md (1h analysis)
    //          ./dump/strategy/{uuid}/02_assistant_message.md
    //          ./dump/strategy/{uuid}/03_user_message.md (5m analysis)
    //          ./dump/strategy/{uuid}/04_assistant_message.md
    //          ./dump/strategy/{uuid}/05_user_message.md (signal request)
    //          ./dump/strategy/{uuid}/06_llm_output.md (final signal)

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