backtest-kit

Modules

types

demo/optimization

demo/optimization/readme

design

design/01_overview
design/02_key_features
design/03_installation_and_setup
design/04_quick_start_guide
design/05_core_concepts
design/06_execution_modes
design/07_signal_lifecycle_overview
design/08_component_registration
design/09_architecture
design/10_layer_responsibilities
design/11_dependency_injection_system
design/12_context_propagation
design/13_event_system
design/14_public_api_reference
design/15_configuration_functions
design/16_component_registration_functions
design/17_backtest_api
design/18_live_trading_api
design/19_walker_api
design/20_schedule_api
design/21_exchange_functions
design/22_event_listeners
design/23_component_types
design/24_strategy_schemas
design/25_exchange_schemas
design/26_frame_schemas
design/27_risk_schemas
design/28_sizing_schemas
design/29_walker_schemas
design/30_core_business_logic
design/31_clientstrategy
design/32_clientexchange
design/33_clientframe
design/34_clientrisk
design/35_clientsizing
design/36_service_layer
design/37_service_architecture_overview
design/38_connection_services
design/39_schema_services
design/40_validation_services
design/41_global_services
design/42_logic_services
design/43_markdown_services
design/44_signal_lifecycle
design/45_signal_states
design/46_signal_generation_and_validation
design/47_scheduled_signals
design/48_signal_persistence
design/49_pnl_calculation
design/50_backtesting
design/51_backtest_execution_flow
design/52_timeframe_generation
design/53_fast-forward_simulation
design/54_live_trading
design/55_live_execution_flow
design/56_crash_recovery
design/57_real-time_monitoring
design/58_interval_throttling
design/59_walker_mode
design/60_walker_execution_flow
design/61_strategy_comparison
design/62_walker_reports
design/63_risk_management
design/64_risk_profiles
design/65_risk_validation
design/66_position_tracking
design/67_reporting_and_analytics
design/68_markdown_report_generation
design/69_performance_metrics
design/70_statistics_calculation
design/71_configuration
design/72_global_configuration
design/73_validation_parameters
design/74_timing_parameters
design/75_cross-cutting_concerns
design/76_logging_system
design/77_error_handling
design/78_persistence_layer
design/79_advanced_topics
design/80_custom_exchange_integration
design/81_custom_persistence_backends
design/82_custom_risk_validations
design/83_multi-symbol_strategies

docs

docs/api-reference
docs/api-reference/class/BacktestCommandService
docs/api-reference/class/BacktestLogicPrivateService
docs/api-reference/class/BacktestLogicPublicService
docs/api-reference/class/BacktestMarkdownService
docs/api-reference/class/BacktestUtils
docs/api-reference/class/ClientExchange
docs/api-reference/class/ClientFrame
docs/api-reference/class/ClientOptimizer
docs/api-reference/class/ClientRisk
docs/api-reference/class/ClientSizing
docs/api-reference/class/ConstantUtils
docs/api-reference/class/ExchangeConnectionService
docs/api-reference/class/ExchangeGlobalService
docs/api-reference/class/ExchangeSchemaService
docs/api-reference/class/ExchangeValidationService
docs/api-reference/class/FrameConnectionService
docs/api-reference/class/FrameGlobalService
docs/api-reference/class/FrameSchemaService
docs/api-reference/class/FrameValidationService
docs/api-reference/class/HeatMarkdownService
docs/api-reference/class/HeatUtils
docs/api-reference/class/LiveCommandService
docs/api-reference/class/LiveLogicPrivateService
docs/api-reference/class/LiveLogicPublicService
docs/api-reference/class/LiveMarkdownService
docs/api-reference/class/LiveUtils
docs/api-reference/class/LoggerService
docs/api-reference/class/OptimizerConnectionService
docs/api-reference/class/OptimizerGlobalService
docs/api-reference/class/OptimizerSchemaService
docs/api-reference/class/OptimizerTemplateService
docs/api-reference/class/OptimizerUtils
docs/api-reference/class/OptimizerValidationService
docs/api-reference/class/PartialConnectionService
docs/api-reference/class/PartialGlobalService
docs/api-reference/class/PartialMarkdownService
docs/api-reference/class/PartialUtils
docs/api-reference/class/Performance
docs/api-reference/class/PerformanceMarkdownService
docs/api-reference/class/PersistPartialUtils
docs/api-reference/class/PersistRiskUtils
docs/api-reference/class/PersistScheduleUtils
docs/api-reference/class/PersistSignalUtils
docs/api-reference/class/PositionSizeUtils
docs/api-reference/class/RiskConnectionService
docs/api-reference/class/RiskGlobalService
docs/api-reference/class/RiskSchemaService
docs/api-reference/class/RiskValidationService
docs/api-reference/class/ScheduleMarkdownService
docs/api-reference/class/ScheduleUtils
docs/api-reference/class/SizingConnectionService
docs/api-reference/class/SizingGlobalService
docs/api-reference/class/SizingSchemaService
docs/api-reference/class/SizingValidationService
docs/api-reference/class/StrategyConnectionService
docs/api-reference/class/StrategyGlobalService
docs/api-reference/class/StrategySchemaService
docs/api-reference/class/StrategyValidationService
docs/api-reference/class/WalkerCommandService
docs/api-reference/class/WalkerLogicPrivateService
docs/api-reference/class/WalkerLogicPublicService
docs/api-reference/class/WalkerMarkdownService
docs/api-reference/class/WalkerSchemaService
docs/api-reference/class/WalkerUtils
docs/api-reference/class/WalkerValidationService
docs/api-reference/function/addExchange
docs/api-reference/function/addFrame
docs/api-reference/function/addOptimizer
docs/api-reference/function/addRisk
docs/api-reference/function/addSizing
docs/api-reference/function/addStrategy
docs/api-reference/function/addWalker
docs/api-reference/function/formatPrice
docs/api-reference/function/formatQuantity
docs/api-reference/function/getAveragePrice
docs/api-reference/function/getCandles
docs/api-reference/function/getDate
docs/api-reference/function/getMode
docs/api-reference/function/listenBacktestProgress
docs/api-reference/function/listenDoneBacktest
docs/api-reference/function/listenDoneBacktestOnce
docs/api-reference/function/listenDoneLive
docs/api-reference/function/listenDoneLiveOnce
docs/api-reference/function/listenDoneWalker
docs/api-reference/function/listenDoneWalkerOnce
docs/api-reference/function/listenError
docs/api-reference/function/listenExit
docs/api-reference/function/listenOptimizerProgress
docs/api-reference/function/listenPartialLoss
docs/api-reference/function/listenPartialLossOnce
docs/api-reference/function/listenPartialProfit
docs/api-reference/function/listenPartialProfitOnce
docs/api-reference/function/listenPerformance
docs/api-reference/function/listenSignal
docs/api-reference/function/listenSignalBacktest
docs/api-reference/function/listenSignalBacktestOnce
docs/api-reference/function/listenSignalLive
docs/api-reference/function/listenSignalLiveOnce
docs/api-reference/function/listenSignalOnce
docs/api-reference/function/listenValidation
docs/api-reference/function/listenWalker
docs/api-reference/function/listenWalkerComplete
docs/api-reference/function/listenWalkerOnce
docs/api-reference/function/listenWalkerProgress
docs/api-reference/function/listExchanges
docs/api-reference/function/listFrames
docs/api-reference/function/listOptimizers
docs/api-reference/function/listRisks
docs/api-reference/function/listSizings
docs/api-reference/function/listStrategies
docs/api-reference/function/listWalkers
docs/api-reference/function/setConfig
docs/api-reference/function/setLogger
docs/api-reference/interface/BacktestStatistics
docs/api-reference/interface/DoneContract
docs/api-reference/interface/ICandleData
docs/api-reference/interface/IEntity
docs/api-reference/interface/IExchange
docs/api-reference/interface/IExchangeCallbacks
docs/api-reference/interface/IExchangeParams
docs/api-reference/interface/IExchangeSchema
docs/api-reference/interface/IExecutionContext
docs/api-reference/interface/IFrame
docs/api-reference/interface/IFrameCallbacks
docs/api-reference/interface/IFrameParams
docs/api-reference/interface/IFrameSchema
docs/api-reference/interface/IHeatmapRow
docs/api-reference/interface/IHeatmapStatistics
docs/api-reference/interface/ILogger
docs/api-reference/interface/IMethodContext
docs/api-reference/interface/IOptimizer
docs/api-reference/interface/IOptimizerCallbacks
docs/api-reference/interface/IOptimizerData
docs/api-reference/interface/IOptimizerFetchArgs
docs/api-reference/interface/IOptimizerFilterArgs
docs/api-reference/interface/IOptimizerParams
docs/api-reference/interface/IOptimizerRange
docs/api-reference/interface/IOptimizerSchema
docs/api-reference/interface/IOptimizerSource
docs/api-reference/interface/IOptimizerSourceFn
docs/api-reference/interface/IOptimizerStrategy
docs/api-reference/interface/IOptimizerTemplate
docs/api-reference/interface/IPartial
docs/api-reference/interface/IPartialData
docs/api-reference/interface/IPersistBase
docs/api-reference/interface/IPositionSizeATRParams
docs/api-reference/interface/IPositionSizeFixedPercentageParams
docs/api-reference/interface/IPositionSizeKellyParams
docs/api-reference/interface/IRisk
docs/api-reference/interface/IRiskActivePosition
docs/api-reference/interface/IRiskCallbacks
docs/api-reference/interface/IRiskCheckArgs
docs/api-reference/interface/IRiskParams
docs/api-reference/interface/IRiskSchema
docs/api-reference/interface/IRiskValidation
docs/api-reference/interface/IRiskValidationFn
docs/api-reference/interface/IRiskValidationPayload
docs/api-reference/interface/IScheduledSignalRow
docs/api-reference/interface/ISignalDto
docs/api-reference/interface/ISignalRow
docs/api-reference/interface/ISizing
docs/api-reference/interface/ISizingCalculateParamsATR
docs/api-reference/interface/ISizingCalculateParamsBase
docs/api-reference/interface/ISizingCalculateParamsFixedPercentage
docs/api-reference/interface/ISizingCalculateParamsKelly
docs/api-reference/interface/ISizingCallbacks
docs/api-reference/interface/ISizingParamsATR
docs/api-reference/interface/ISizingParamsFixedPercentage
docs/api-reference/interface/ISizingParamsKelly
docs/api-reference/interface/ISizingSchemaATR
docs/api-reference/interface/ISizingSchemaBase
docs/api-reference/interface/ISizingSchemaFixedPercentage
docs/api-reference/interface/ISizingSchemaKelly
docs/api-reference/interface/IStrategy
docs/api-reference/interface/IStrategyCallbacks
docs/api-reference/interface/IStrategyPnL
docs/api-reference/interface/IStrategySchema
docs/api-reference/interface/IStrategyTickResultActive
docs/api-reference/interface/IStrategyTickResultCancelled
docs/api-reference/interface/IStrategyTickResultClosed
docs/api-reference/interface/IStrategyTickResultIdle
docs/api-reference/interface/IStrategyTickResultOpened
docs/api-reference/interface/IStrategyTickResultScheduled
docs/api-reference/interface/IWalkerCallbacks
docs/api-reference/interface/IWalkerResults
docs/api-reference/interface/IWalkerSchema
docs/api-reference/interface/IWalkerStrategyResult
docs/api-reference/interface/LiveStatistics
docs/api-reference/interface/MessageModel
docs/api-reference/interface/MetricStats
docs/api-reference/interface/PartialEvent
docs/api-reference/interface/PartialLossContract
docs/api-reference/interface/PartialProfitContract
docs/api-reference/interface/PartialStatistics
docs/api-reference/interface/PerformanceContract
docs/api-reference/interface/PerformanceStatistics
docs/api-reference/interface/ProgressBacktestContract
docs/api-reference/interface/ProgressOptimizerContract
docs/api-reference/interface/ProgressWalkerContract
docs/api-reference/interface/ScheduledEvent
docs/api-reference/interface/ScheduleStatistics
docs/api-reference/interface/TickEvent
docs/api-reference/interface/WalkerContract
docs/api-reference/type/CandleInterval
docs/api-reference/type/EntityId
docs/api-reference/type/ExchangeName
docs/api-reference/type/FrameInterval
docs/api-reference/type/FrameName
docs/api-reference/type/GlobalConfig
docs/api-reference/type/ISizingCalculateParams
docs/api-reference/type/ISizingParams
docs/api-reference/type/ISizingSchema
docs/api-reference/type/IStrategyBacktestResult
docs/api-reference/type/IStrategyTickResult
docs/api-reference/type/MessageRole
docs/api-reference/type/OptimizerName
docs/api-reference/type/PartialData
docs/api-reference/type/PartialLevel
docs/api-reference/type/PerformanceMetricType
docs/api-reference/type/RiskData
docs/api-reference/type/RiskMap
docs/api-reference/type/RiskName
docs/api-reference/type/RowId
docs/api-reference/type/ScheduleData
docs/api-reference/type/SignalData
docs/api-reference/type/SignalInterval
docs/api-reference/type/SizingName
docs/api-reference/type/Source
docs/api-reference/type/StrategyCloseReason
docs/api-reference/type/StrategyName
docs/api-reference/type/TExecutionContextService
docs/api-reference/type/TOptimizer
docs/api-reference/type/TPersistBase
docs/api-reference/type/TPersistBaseCtor
docs/api-reference/type/WalkerMetric
docs/api-reference/type/WalkerName
docs/api-reference/type/WalkerStatistics
docs/internals