backtest-kit

Modules

types

article

article/01_look_ahead_bias
article/02_second_order_chaos
article/03_claude_trader
article/04_option_hedging

cli

cli/readme

data

data/test-guidelines

demo/backtest

demo/backtest/readme

demo/live

demo/live/readme

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_temporal_isolation_and_look-ahead_prevention
design/10_architecture
design/11_layer_responsibilities
design/12_dependency_injection_system
design/13_context_propagation
design/14_event_system
design/15_public_api_reference
design/16_configuration_functions
design/17_component_registration_functions
design/18_backtest_api
design/19_live_trading_api
design/20_walker_api
design/21_persistence_utilities
design/22_exchange_functions
design/23_event_listeners
design/24_component_schemas
design/25_strategy_schemas
design/26_exchange_schemas
design/27_frame_schemas
design/28_risk_schemas
design/29_sizing_schemas
design/30_walker_schemas
design/31_optimizer_schemas
design/32_client_implementations
design/33_clientstrategy
design/34_clientexchange
design/35_clientframe
design/36_clientrisk
design/37_clientsizing
design/38_clientpartial
design/39_clientoptimizer
design/40_service_layer
design/41_service_architecture_overview
design/42_connection_services
design/43_schema_services
design/44_validation_services
design/45_global_services
design/46_logic_services
design/47_markdown_services
design/48_signal_lifecycle
design/49_signal_states
design/50_signal_generation_and_validation
design/51_scheduled_signals
design/52_signal_persistence
design/53_pnl_calculation
design/54_backtesting
design/55_backtest_execution_flow
design/56_timeframe_generation
design/57_fast-forward_simulation
design/58_live_trading
design/59_live_execution_flow
design/60_crash_recovery
design/61_real-time_monitoring
design/62_interval_throttling
design/63_walker_mode
design/64_walker_execution_flow
design/65_strategy_comparison
design/66_walker_reports
design/67_risk_management
design/68_risk_profiles
design/69_risk_validation
design/70_position_tracking
design/71_reporting_and_analytics
design/72_markdown_report_generation
design/73_performance_metrics
design/74_statistics_calculation
design/75_partial_profit_loss_tracking
design/76_heatmap_analytics
design/77_configuration
design/78_global_configuration
design/79_validation_parameters
design/80_timing_parameters
design/81_cross-cutting_concerns
design/82_logging_system
design/83_error_handling
design/84_persistence_layer
design/85_advanced_topics
design/86_custom_exchange_integration
design/87_custom_persistence_backends
design/88_custom_risk_validations
design/89_multi-symbol_strategies
design/90_ai-powered_strategy_optimization
design/91_optimizer_architecture
design/92_data_collection_pipeline
design/93_llm_integration
design/94_strategy_code_generation
design/95_training_vs_testing_ranges

docs

docs
docs/class/ActionBase
docs/class/ActionConnectionService
docs/class/ActionCoreService
docs/class/ActionProxy
docs/class/ActionSchemaService
docs/class/ActionValidationService
docs/class/BacktestCommandService
docs/class/BacktestLogicPrivateService
docs/class/BacktestLogicPublicService
docs/class/BacktestMarkdownService
docs/class/BacktestReportService
docs/class/BacktestUtils
docs/class/BreakevenConnectionService
docs/class/BreakevenGlobalService
docs/class/BreakevenMarkdownService
docs/class/BreakevenReportService
docs/class/BreakevenUtils
docs/class/BrokerAdapter
docs/class/BrokerBase
docs/class/CacheUtils
docs/class/ClientAction
docs/class/ClientExchange
docs/class/ClientFrame
docs/class/ClientRisk
docs/class/ClientSizing
docs/class/ColumnValidationService
docs/class/ConfigValidationService
docs/class/ConstantUtils
docs/class/ExchangeConnectionService
docs/class/ExchangeCoreService
docs/class/ExchangeSchemaService
docs/class/ExchangeUtils
docs/class/ExchangeValidationService
docs/class/FrameConnectionService
docs/class/FrameCoreService
docs/class/FrameSchemaService
docs/class/FrameValidationService
docs/class/HeatMarkdownService
docs/class/HeatReportService
docs/class/HeatUtils
docs/class/HighestProfitMarkdownService
docs/class/HighestProfitReportService
docs/class/HighestProfitUtils
docs/class/LiveCommandService
docs/class/LiveLogicPrivateService
docs/class/LiveLogicPublicService
docs/class/LiveMarkdownService
docs/class/LiveReportService
docs/class/LiveUtils
docs/class/LogAdapter
docs/class/LoggerService
docs/class/MarkdownAdapter
docs/class/MarkdownFileBase
docs/class/MarkdownFolderBase
docs/class/MarkdownUtils
docs/class/NotificationAdapter
docs/class/NotificationBacktestAdapter
docs/class/NotificationLiveAdapter
docs/class/PartialConnectionService
docs/class/PartialGlobalService
docs/class/PartialMarkdownService
docs/class/PartialReportService
docs/class/PartialUtils
docs/class/Performance
docs/class/PerformanceMarkdownService
docs/class/PerformanceReportService
docs/class/PersistBase
docs/class/PersistBreakevenUtils
docs/class/PersistCandleUtils
docs/class/PersistLogUtils
docs/class/PersistMeasureUtils
docs/class/PersistNotificationUtils
docs/class/PersistPartialUtils
docs/class/PersistRiskUtils
docs/class/PersistScheduleUtils
docs/class/PersistSignalUtils
docs/class/PersistStorageUtils
docs/class/PositionSizeUtils
docs/class/PriceMetaService
docs/class/ReportAdapter
docs/class/ReportBase
docs/class/ReportUtils
docs/class/RiskConnectionService
docs/class/RiskGlobalService
docs/class/RiskMarkdownService
docs/class/RiskReportService
docs/class/RiskSchemaService
docs/class/RiskUtils
docs/class/RiskValidationService
docs/class/ScheduleMarkdownService
docs/class/ScheduleReportService
docs/class/ScheduleUtils
docs/class/SizingConnectionService
docs/class/SizingGlobalService
docs/class/SizingSchemaService
docs/class/SizingValidationService
docs/class/StorageAdapter
docs/class/StorageBacktestAdapter
docs/class/StorageLiveAdapter
docs/class/StrategyConnectionService
docs/class/StrategyCoreService
docs/class/StrategyMarkdownService
docs/class/StrategyReportService
docs/class/StrategySchemaService
docs/class/StrategyUtils
docs/class/StrategyValidationService
docs/class/SyncMarkdownService
docs/class/SyncReportService
docs/class/SyncUtils
docs/class/TimeMetaService
docs/class/WalkerCommandService
docs/class/WalkerLogicPrivateService
docs/class/WalkerLogicPublicService
docs/class/WalkerMarkdownService
docs/class/WalkerReportService
docs/class/WalkerSchemaService
docs/class/WalkerUtils
docs/class/WalkerValidationService
docs/function/addActionSchema
docs/function/addExchangeSchema
docs/function/addFrameSchema
docs/function/addRiskSchema
docs/function/addSizingSchema
docs/function/addStrategySchema
docs/function/addWalkerSchema
docs/function/checkCandles
docs/function/commitActivateScheduled
docs/function/commitAverageBuy
docs/function/commitBreakeven
docs/function/commitCancelScheduled
docs/function/commitClosePending
docs/function/commitPartialLoss
docs/function/commitPartialLossCost
docs/function/commitPartialProfit
docs/function/commitPartialProfitCost
docs/function/commitTrailingStop
docs/function/commitTrailingStopCost
docs/function/commitTrailingTake
docs/function/commitTrailingTakeCost
docs/function/dumpMessages
docs/function/formatPrice
docs/function/formatQuantity
docs/function/getActionSchema
docs/function/getAggregatedTrades
docs/function/getAveragePrice
docs/function/getBacktestTimeframe
docs/function/getBreakeven
docs/function/getCandles
docs/function/getColumns
docs/function/getConfig
docs/function/getContext
docs/function/getDate
docs/function/getDefaultColumns
docs/function/getDefaultConfig
docs/function/getExchangeSchema
docs/function/getFrameSchema
docs/function/getMode
docs/function/getNextCandles
docs/function/getOrderBook
docs/function/getPendingSignal
docs/function/getPositionCountdownMinutes
docs/function/getPositionDrawdownMinutes
docs/function/getPositionEffectivePrice
docs/function/getPositionEntries
docs/function/getPositionEntryOverlap
docs/function/getPositionEstimateMinutes
docs/function/getPositionHighestPnlCost
docs/function/getPositionHighestPnlPercentage
docs/function/getPositionHighestProfitBreakeven
docs/function/getPositionHighestProfitPrice
docs/function/getPositionHighestProfitTimestamp
docs/function/getPositionInvestedCost
docs/function/getPositionInvestedCount
docs/function/getPositionLevels
docs/function/getPositionPartialOverlap
docs/function/getPositionPartials
docs/function/getPositionPnlCost
docs/function/getPositionPnlPercent
docs/function/getRawCandles
docs/function/getRiskSchema
docs/function/getScheduledSignal
docs/function/getSizingSchema
docs/function/getStrategySchema
docs/function/getSymbol
docs/function/getTimestamp
docs/function/getTotalCostClosed
docs/function/getTotalPercentClosed
docs/function/getWalkerSchema
docs/function/hasTradeContext
docs/function/listenActivePing
docs/function/listenActivePingOnce
docs/function/listenBacktestProgress
docs/function/listenBreakevenAvailable
docs/function/listenBreakevenAvailableOnce
docs/function/listenDoneBacktest
docs/function/listenDoneBacktestOnce
docs/function/listenDoneLive
docs/function/listenDoneLiveOnce
docs/function/listenDoneWalker
docs/function/listenDoneWalkerOnce
docs/function/listenError
docs/function/listenExit
docs/function/listenHighestProfit
docs/function/listenHighestProfitOnce
docs/function/listenPartialLossAvailable
docs/function/listenPartialLossAvailableOnce
docs/function/listenPartialProfitAvailable
docs/function/listenPartialProfitAvailableOnce
docs/function/listenPerformance
docs/function/listenRisk
docs/function/listenRiskOnce
docs/function/listenSchedulePing
docs/function/listenSchedulePingOnce
docs/function/listenSignal
docs/function/listenSignalBacktest
docs/function/listenSignalBacktestOnce
docs/function/listenSignalLive
docs/function/listenSignalLiveOnce
docs/function/listenSignalOnce
docs/function/listenStrategyCommit
docs/function/listenStrategyCommitOnce
docs/function/listenSync
docs/function/listenSyncOnce
docs/function/listenValidation
docs/function/listenWalker
docs/function/listenWalkerComplete
docs/function/listenWalkerOnce
docs/function/listenWalkerProgress
docs/function/listExchangeSchema
docs/function/listFrameSchema
docs/function/listRiskSchema
docs/function/listSizingSchema
docs/function/listStrategySchema
docs/function/listWalkerSchema
docs/function/overrideActionSchema
docs/function/overrideExchangeSchema
docs/function/overrideFrameSchema
docs/function/overrideRiskSchema
docs/function/overrideSizingSchema
docs/function/overrideStrategySchema
docs/function/overrideWalkerSchema
docs/function/setColumns
docs/function/setConfig
docs/function/setLogger
docs/function/shutdown
docs/function/stopStrategy
docs/function/validate
docs/function/warmCandles
docs/interface/ActivateScheduledCommit
docs/interface/ActivateScheduledCommitNotification
docs/interface/ActivePingContract
docs/interface/AverageBuyCommit
docs/interface/AverageBuyCommitNotification
docs/interface/BacktestStatisticsModel
docs/interface/BreakevenAvailableNotification
docs/interface/BreakevenCommit
docs/interface/BreakevenCommitNotification
docs/interface/BreakevenContract
docs/interface/BreakevenEvent
docs/interface/BreakevenStatisticsModel
docs/interface/CancelScheduledCommit
docs/interface/CancelScheduledCommitNotification
docs/interface/ClosePendingCommit
docs/interface/ClosePendingCommitNotification
docs/interface/ColumnModel
docs/interface/CriticalErrorNotification
docs/interface/DoneContract
docs/interface/HeatmapStatisticsModel
docs/interface/HighestProfitContract
docs/interface/HighestProfitEvent
docs/interface/HighestProfitStatisticsModel
docs/interface/IAction
docs/interface/IActionCallbacks
docs/interface/IActionParams
docs/interface/IActionSchema
docs/interface/IActivateScheduledCommitRow
docs/interface/IAggregatedTradeData
docs/interface/IAverageBuyCommitRow
docs/interface/IBidData
docs/interface/IBreakeven
docs/interface/IBreakevenCommitRow
docs/interface/IBreakevenData
docs/interface/IBroker
docs/interface/ICacheCandlesParams
docs/interface/ICandleData
docs/interface/ICheckCandlesParams
docs/interface/ICommitRowBase
docs/interface/IEntity
docs/interface/IExchange
docs/interface/IExchangeCallbacks
docs/interface/IExchangeParams
docs/interface/IExchangeSchema
docs/interface/IExecutionContext
docs/interface/IFrame
docs/interface/IFrameCallbacks
docs/interface/IFrameParams
docs/interface/IFrameSchema
docs/interface/IHeatmapRow
docs/interface/ILog
docs/interface/ILogEntry
docs/interface/ILogger
docs/interface/IMarkdownDumpOptions
docs/interface/IMarkdownTarget
docs/interface/IMethodContext
docs/interface/InfoErrorNotification
docs/interface/INotificationUtils
docs/interface/IOrderBookData
docs/interface/IParseArgsParams
docs/interface/IParseArgsResult
docs/interface/IPartial
docs/interface/IPartialData
docs/interface/IPartialLossCommitRow
docs/interface/IPartialProfitCommitRow
docs/interface/IPersistBase
docs/interface/IPositionOverlapLadder
docs/interface/IPositionSizeATRParams
docs/interface/IPositionSizeFixedPercentageParams
docs/interface/IPositionSizeKellyParams
docs/interface/IPublicCandleData
docs/interface/IPublicSignalRow
docs/interface/IReportDumpOptions
docs/interface/IReportTarget
docs/interface/IRisk
docs/interface/IRiskActivePosition
docs/interface/IRiskCallbacks
docs/interface/IRiskCheckArgs
docs/interface/IRiskParams
docs/interface/IRiskRejectionResult
docs/interface/IRiskSchema
docs/interface/IRiskSignalRow
docs/interface/IRiskValidation
docs/interface/IRiskValidationFn
docs/interface/IRiskValidationPayload
docs/interface/IScheduledSignalCancelRow
docs/interface/IScheduledSignalRow
docs/interface/ISignalDto
docs/interface/ISignalRow
docs/interface/ISizing
docs/interface/ISizingCalculateParamsATR
docs/interface/ISizingCalculateParamsBase
docs/interface/ISizingCalculateParamsFixedPercentage
docs/interface/ISizingCalculateParamsKelly
docs/interface/ISizingCallbacks
docs/interface/ISizingParamsATR
docs/interface/ISizingParamsFixedPercentage
docs/interface/ISizingParamsKelly
docs/interface/ISizingSchemaATR
docs/interface/ISizingSchemaBase
docs/interface/ISizingSchemaFixedPercentage
docs/interface/ISizingSchemaKelly
docs/interface/IStorageSignalRowBase
docs/interface/IStorageSignalRowCancelled
docs/interface/IStorageSignalRowClosed
docs/interface/IStorageSignalRowOpened
docs/interface/IStorageSignalRowScheduled
docs/interface/IStorageUtils
docs/interface/IStrategy
docs/interface/IStrategyCallbacks
docs/interface/IStrategyPnL
docs/interface/IStrategyResult
docs/interface/IStrategySchema
docs/interface/IStrategyTickResultActive
docs/interface/IStrategyTickResultCancelled
docs/interface/IStrategyTickResultClosed
docs/interface/IStrategyTickResultIdle
docs/interface/IStrategyTickResultOpened
docs/interface/IStrategyTickResultScheduled
docs/interface/IStrategyTickResultWaiting
docs/interface/ITrailingStopCommitRow
docs/interface/ITrailingTakeCommitRow
docs/interface/IWalkerCallbacks
docs/interface/IWalkerResults
docs/interface/IWalkerSchema
docs/interface/IWalkerStrategyResult
docs/interface/LiveStatisticsModel
docs/interface/Message
docs/interface/MetricStats
docs/interface/PartialEvent
docs/interface/PartialLossAvailableNotification
docs/interface/PartialLossCommit
docs/interface/PartialLossCommitNotification
docs/interface/PartialLossContract
docs/interface/PartialProfitAvailableNotification
docs/interface/PartialProfitCommit
docs/interface/PartialProfitCommitNotification
docs/interface/PartialProfitContract
docs/interface/PartialStatisticsModel
docs/interface/PerformanceContract
docs/interface/PerformanceStatisticsModel
docs/interface/ProgressBacktestContract
docs/interface/ProgressWalkerContract
docs/interface/RiskContract
docs/interface/RiskEvent
docs/interface/RiskRejectionNotification
docs/interface/RiskStatisticsModel
docs/interface/ScheduledEvent
docs/interface/SchedulePingContract
docs/interface/ScheduleStatisticsModel
docs/interface/Signal
docs/interface/Signal$1
docs/interface/Signal$2
docs/interface/SignalCancelledNotification
docs/interface/SignalCloseContract
docs/interface/SignalClosedNotification
docs/interface/SignalCommitBase
docs/interface/SignalData$1
docs/interface/SignalOpenContract
docs/interface/SignalOpenedNotification
docs/interface/SignalScheduledNotification
docs/interface/SignalSyncBase
docs/interface/SignalSyncCloseNotification
docs/interface/SignalSyncOpenNotification
docs/interface/StrategyEvent
docs/interface/StrategyStatisticsModel
docs/interface/SyncEvent
docs/interface/SyncStatisticsModel
docs/interface/TickEvent
docs/interface/TrailingStopCommit
docs/interface/TrailingStopCommitNotification
docs/interface/TrailingTakeCommit
docs/interface/TrailingTakeCommitNotification
docs/interface/ValidateArgs
docs/interface/ValidationErrorNotification
docs/interface/WalkerCompleteContract
docs/interface/WalkerContract
docs/interface/WalkerStatisticsModel
docs/interface/WalkerStopContract
docs/type/ActionName
docs/type/Args
docs/type/BaseRole
docs/type/BreakevenData
docs/type/BrokerAverageBuyPayload
docs/type/BrokerBreakevenPayload
docs/type/BrokerPartialLossPayload
docs/type/BrokerPartialProfitPayload
docs/type/BrokerSignalClosePayload
docs/type/BrokerSignalOpenPayload
docs/type/BrokerTrailingStopPayload
docs/type/BrokerTrailingTakePayload
docs/type/CacheFileFunction
docs/type/CacheFileKeyArgs
docs/type/CandleData
docs/type/CandleInterval
docs/type/ColumnConfig
docs/type/Columns
docs/type/Columns$1
docs/type/Columns$2
docs/type/Columns$3
docs/type/Columns$4
docs/type/Columns$5
docs/type/Columns$6
docs/type/Columns$7
docs/type/Columns$8
docs/type/Columns$9
docs/type/Columns$a
docs/type/DropFirst
docs/type/EntityId
docs/type/Enum
docs/type/ExchangeName
docs/type/FrameInterval
docs/type/FrameName
docs/type/Function
docs/type/GlobalConfig
docs/type/IBacktestLogicPrivateService
docs/type/ICommitRow
docs/type/ILiveLogicPrivateService
docs/type/IPublicAction
docs/type/ISizingCalculateParams
docs/type/ISizingParams
docs/type/ISizingSchema
docs/type/IStorageSignalRow
docs/type/IStrategyBacktestResult
docs/type/IStrategyTickResult
docs/type/IWalkerLogicPrivateService
docs/type/LogData
docs/type/MarkdownName
docs/type/MeasureData
docs/type/NotificationData
docs/type/NotificationModel
docs/type/Num
docs/type/PartialData
docs/type/PartialLevel
docs/type/PerformanceMetricType
docs/type/PnlColumn
docs/type/ReportName
docs/type/ResultId
docs/type/RiskData
docs/type/RiskMap
docs/type/RiskName
docs/type/RiskRejection
docs/type/ScheduleData
docs/type/SignalData
docs/type/SignalInterval
docs/type/SignalSyncContract
docs/type/SizingName
docs/type/StorageData
docs/type/StorageId
docs/type/StrategyActionType
docs/type/StrategyCancelReason
docs/type/StrategyCloseReason
docs/type/StrategyColumn
docs/type/StrategyCommitContract
docs/type/StrategyName
docs/type/SyncActionType
docs/type/TAction
docs/type/TAction$1
docs/type/TActionCtor
docs/type/TActionSchema
docs/type/TBacktestLogicPrivateService
docs/type/TBacktestLogicPublicService
docs/type/TBreakeven
docs/type/TBrokerCtor
docs/type/TExchange
docs/type/TExchangeSchema
docs/type/TExecutionContextService
docs/type/TFrame
docs/type/TFrameSchema
docs/type/TLiveLogicPrivateService
docs/type/TLiveLogicPublicService
docs/type/TLogCtor
docs/type/TMarkdownBase
docs/type/TMarkdownBaseCtor
docs/type/TNotificationUtilsCtor
docs/type/TPartial
docs/type/TPersistBase
docs/type/TPersistBaseCtor
docs/type/TReportBase
docs/type/TReportBaseCtor
docs/type/TRisk
docs/type/TRisk$1
docs/type/TRiskSchema
docs/type/TSizing
docs/type/TSizing$1
docs/type/TSizingSchema
docs/type/TStorageUtilsCtor
docs/type/TStrategy
docs/type/TStrategy$1
docs/type/TStrategySchema
docs/type/TWalkerLogicPrivateService
docs/type/TWalkerLogicPublicService
docs/type/TWalkerSchema
docs/type/WalkerMetric
docs/type/WalkerName

example

example/01_getting_started
example/02_first_backtest
example/03_understanding_signals
example/04_live_trading
example/05_risk_management
example/06_ai_optimization
example/07_llm_trading

packages/front

packages/front/readme

packages/graph

packages/graph/readme

packages/ollama

packages/ollama/readme

packages/pinets

packages/pinets/readme

packages/sidekick

packages/sidekick/readme

packages/signals

packages/signals/readme

private

private/classes
private/functions
private/interfaces