Interface BeforeStartContract

Contract for the beforeStart lifecycle event of strategy execution.

Emitted by the engine immediately before it begins iterating the strategy for a given symbol — after validation and context setup, but before the first candle/tick is processed. Used by subscribers to perform initialization that should happen exactly once per run: opening log files, resetting per-run accumulators, sending a "run started" notification, snapshotting initial state, etc.

Guarantees:

  • Fires exactly once per run() invocation, before any signal is yielded.
  • Always paired with an AfterEndContract event for the same run, even if the iterator is interrupted, throws, or is cancelled externally. If beforeStart fires, afterEnd is guaranteed to fire afterwards.
  • Listener errors are caught and routed to the global errorEmitter; they never abort the run.

Mode differences:

  • In backtest mode, when is the planned start of the frame (from FrameSchemaService.startDate, aligned to 1-minute boundary). It is the intended beginning of the historical replay, not wall-clock time.
  • In live mode, when is the current wall-clock time aligned to the 1-minute boundary.

See

AfterEndContract — the paired completion event.

interface BeforeStartContract {
    backtest: boolean;
    currentPrice: number;
    exchangeName: string;
    frameName: string;
    strategyName: string;
    symbol: string;
    timestamp: number;
    when: Date;
}

Properties

backtest currentPrice exchangeName frameName strategyName symbol timestamp when

Properties

backtest

backtest: boolean

true if this event was emitted from a backtest run, false if from a live trading run. Use this to branch listener logic without inspecting other fields.

currentPrice

currentPrice: number

Average symbol price observed at the moment the event was emitted, fetched from ExchangeConnectionService.getAveragePrice(symbol). Provided as a convenience so subscribers don't need to query the exchange themselves.

exchangeName

exchangeName: string

Name of the exchange providing market data for this run.

frameName

frameName: string

Name of the frame (timeframe / date range) for the run. Empty string in live mode, where frames are not used.

strategyName

strategyName: string

Name of the strategy being executed. Use this to demultiplex events when subscribing globally to runs across multiple strategies on the same symbol.

symbol

symbol: string

Trading symbol the run is for (e.g., "BTCUSDT", "ETHUSDT"). Same value that was passed to Backtest.run / Live.run.

timestamp

timestamp: number

Same value as when, expressed as milliseconds since the Unix epoch. Provided so subscribers can avoid calling .getTime() and to keep the payload trivially serialisable (e.g., for forwarding over IPC or writing to a log).

when

when: Date

Event time as a Date instance.

In backtest: the planned start of the frame (aligned to 1-minute boundary). Represents intended start time, not the moment of emission.

In live: wall-clock now, aligned to 1-minute boundary.

Always equal to new Date(timestamp).

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