backtest-kit

Modules

types

article

article/01_look_ahead_bias
article/02_second_order_chaos

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/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/CacheUtils
docs/class/ClientExchange
docs/class/ClientFrame
docs/class/ClientOptimizer
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/LiveCommandService
docs/class/LiveLogicPrivateService
docs/class/LiveLogicPublicService
docs/class/LiveMarkdownService
docs/class/LiveReportService
docs/class/LiveUtils
docs/class/LoggerService
docs/class/MarkdownAdapter
docs/class/MarkdownUtils
docs/class/NotificationUtils
docs/class/OptimizerConnectionService
docs/class/OptimizerGlobalService
docs/class/OptimizerSchemaService
docs/class/OptimizerTemplateService
docs/class/OptimizerUtils
docs/class/OptimizerValidationService
docs/class/OutlineMarkdownService
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/PersistBreakevenUtils
docs/class/PersistPartialUtils
docs/class/PersistRiskUtils
docs/class/PersistScheduleUtils
docs/class/PersistSignalUtils
docs/class/PositionSizeUtils
docs/class/ReportAdapter
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/StrategyConnectionService
docs/class/StrategyCoreService
docs/class/StrategySchemaService
docs/class/StrategyValidationService
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/addExchange
docs/function/addFrame
docs/function/addOptimizer
docs/function/addRisk
docs/function/addSizing
docs/function/addStrategy
docs/function/addWalker
docs/function/breakeven
docs/function/cancel
docs/function/dumpSignal
docs/function/formatPrice
docs/function/formatQuantity
docs/function/getAveragePrice
docs/function/getCandles
docs/function/getColumns
docs/function/getConfig
docs/function/getDate
docs/function/getDefaultColumns
docs/function/getDefaultConfig
docs/function/getMode
docs/function/hasTradeContext
docs/function/listenBacktestProgress
docs/function/listenBreakeven
docs/function/listenBreakevenOnce
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/listenOptimizerProgress
docs/function/listenPartialLoss
docs/function/listenPartialLossOnce
docs/function/listenPartialProfit
docs/function/listenPartialProfitOnce
docs/function/listenPerformance
docs/function/listenPing
docs/function/listenPingOnce
docs/function/listenRisk
docs/function/listenRiskOnce
docs/function/listenSignal
docs/function/listenSignalBacktest
docs/function/listenSignalBacktestOnce
docs/function/listenSignalLive
docs/function/listenSignalLiveOnce
docs/function/listenSignalOnce
docs/function/listenValidation
docs/function/listenWalker
docs/function/listenWalkerComplete
docs/function/listenWalkerOnce
docs/function/listenWalkerProgress
docs/function/listExchanges
docs/function/listFrames
docs/function/listOptimizers
docs/function/listRisks
docs/function/listSizings
docs/function/listStrategies
docs/function/listWalkers
docs/function/partialLoss
docs/function/partialProfit
docs/function/setColumns
docs/function/setConfig
docs/function/setLogger
docs/function/stop
docs/function/trailingStop
docs/function/trailingTake
docs/function/validate
docs/interface/BacktestDoneNotification
docs/interface/BacktestStatisticsModel
docs/interface/BootstrapNotification
docs/interface/BreakevenContract
docs/interface/BreakevenEvent
docs/interface/BreakevenStatisticsModel
docs/interface/ColumnModel
docs/interface/CriticalErrorNotification
docs/interface/DoneContract
docs/interface/HeatmapStatisticsModel
docs/interface/IBreakeven
docs/interface/IBreakevenData
docs/interface/ICandleData
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/ILogger
docs/interface/IMarkdownDumpOptions
docs/interface/IMarkdownTarget
docs/interface/IMethodContext
docs/interface/InfoErrorNotification
docs/interface/IOptimizer
docs/interface/IOptimizerCallbacks
docs/interface/IOptimizerData
docs/interface/IOptimizerFetchArgs
docs/interface/IOptimizerFilterArgs
docs/interface/IOptimizerParams
docs/interface/IOptimizerRange
docs/interface/IOptimizerSchema
docs/interface/IOptimizerSource
docs/interface/IOptimizerSourceFn
docs/interface/IOptimizerStrategy
docs/interface/IOptimizerTemplate
docs/interface/IPartial
docs/interface/IPartialData
docs/interface/IPersistBase
docs/interface/IPositionSizeATRParams
docs/interface/IPositionSizeFixedPercentageParams
docs/interface/IPositionSizeKellyParams
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/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/IWalkerCallbacks
docs/interface/IWalkerResults
docs/interface/IWalkerSchema
docs/interface/IWalkerStrategyResult
docs/interface/LiveDoneNotification
docs/interface/LiveStatisticsModel
docs/interface/MessageModel
docs/interface/MetricStats
docs/interface/PartialEvent
docs/interface/PartialLossContract
docs/interface/PartialLossNotification
docs/interface/PartialProfitContract
docs/interface/PartialProfitNotification
docs/interface/PartialStatisticsModel
docs/interface/PerformanceContract
docs/interface/PerformanceStatisticsModel
docs/interface/PingContract
docs/interface/ProgressBacktestContract
docs/interface/ProgressBacktestNotification
docs/interface/ProgressOptimizerContract
docs/interface/ProgressWalkerContract
docs/interface/RiskContract
docs/interface/RiskEvent
docs/interface/RiskRejectionNotification
docs/interface/RiskStatisticsModel
docs/interface/ScheduledEvent
docs/interface/ScheduleStatisticsModel
docs/interface/SignalCancelledNotification
docs/interface/SignalClosedNotification
docs/interface/SignalData$1
docs/interface/SignalOpenedNotification
docs/interface/SignalScheduledNotification
docs/interface/TickEvent
docs/interface/ValidateArgs
docs/interface/ValidationErrorNotification
docs/interface/WalkerCompleteContract
docs/interface/WalkerContract
docs/interface/WalkerStatisticsModel
docs/interface/WalkerStopContract
docs/type/Args
docs/type/BreakevenData
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/EntityId
docs/type/Enum
docs/type/ExchangeName
docs/type/FrameInterval
docs/type/FrameName
docs/type/Function
docs/type/GlobalConfig
docs/type/IBacktestLogicPrivateService
docs/type/ILiveLogicPrivateService
docs/type/ISizingCalculateParams
docs/type/ISizingParams
docs/type/ISizingSchema
docs/type/IStrategyBacktestResult
docs/type/IStrategyTickResult
docs/type/IWalkerLogicPrivateService
docs/type/MarkdownName
docs/type/MessageRole
docs/type/NotificationModel
docs/type/OptimizerName
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/RowId
docs/type/ScheduleData
docs/type/SignalData
docs/type/SignalInterval
docs/type/SizingName
docs/type/Source
docs/type/StrategyCancelReason
docs/type/StrategyCloseReason
docs/type/StrategyColumn
docs/type/StrategyName
docs/type/TBacktestLogicPrivateService
docs/type/TBacktestLogicPublicService
docs/type/TBreakeven
docs/type/TExchange
docs/type/TExecutionContextService
docs/type/TFrame
docs/type/TLiveLogicPrivateService
docs/type/TLiveLogicPublicService
docs/type/TMarkdownBase
docs/type/TMarkdownBaseCtor
docs/type/TOptimizer
docs/type/TOptimizer$1
docs/type/TPartial
docs/type/TPersistBase
docs/type/TPersistBaseCtor
docs/type/TReportBase
docs/type/TReportBaseCtor
docs/type/TRisk
docs/type/TRisk$1
docs/type/TSizing
docs/type/TSizing$1
docs/type/TStrategy
docs/type/TStrategy$1
docs/type/TWalkerLogicPrivateService
docs/type/TWalkerLogicPublicService
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

private

private/classes
private/functions
private/interfaces

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On This Page

Modules
article
demo/backtest
demo/live
demo/optimization
design
design/01_overviewdesign/02_key_featuresdesign/03_installation_and_setupdesign/04_quick_start_guidedesign/05_core_conceptsdesign/06_execution_modesdesign/07_signal_lifecycle_overviewdesign/08_component_registrationdesign/09_temporal_isolation_and_look-ahead_preventiondesign/10_architecturedesign/11_layer_responsibilitiesdesign/12_dependency_injection_systemdesign/13_context_propagationdesign/14_event_systemdesign/15_public_api_referencedesign/16_configuration_functionsdesign/17_component_registration_functionsdesign/18_backtest_apidesign/19_live_trading_apidesign/20_walker_apidesign/21_persistence_utilitiesdesign/22_exchange_functionsdesign/23_event_listenersdesign/24_component_schemasdesign/25_strategy_schemasdesign/26_exchange_schemasdesign/27_frame_schemasdesign/28_risk_schemasdesign/29_sizing_schemasdesign/30_walker_schemasdesign/31_optimizer_schemasdesign/32_client_implementationsdesign/33_clientstrategydesign/34_clientexchangedesign/35_clientframedesign/36_clientriskdesign/37_clientsizingdesign/38_clientpartialdesign/39_clientoptimizerdesign/40_service_layerdesign/41_service_architecture_overviewdesign/42_connection_servicesdesign/43_schema_servicesdesign/44_validation_servicesdesign/45_global_servicesdesign/46_logic_servicesdesign/47_markdown_servicesdesign/48_signal_lifecycledesign/49_signal_statesdesign/50_signal_generation_and_validationdesign/51_scheduled_signalsdesign/52_signal_persistencedesign/53_pnl_calculationdesign/54_backtestingdesign/55_backtest_execution_flowdesign/56_timeframe_generationdesign/57_fast-forward_simulationdesign/58_live_tradingdesign/59_live_execution_flowdesign/60_crash_recoverydesign/61_real-time_monitoringdesign/62_interval_throttlingdesign/63_walker_modedesign/64_walker_execution_flowdesign/65_strategy_comparisondesign/66_walker_reportsdesign/67_risk_managementdesign/68_risk_profilesdesign/69_risk_validationdesign/70_position_trackingdesign/71_reporting_and_analyticsdesign/72_markdown_report_generationdesign/73_performance_metricsdesign/74_statistics_calculationdesign/75_partial_profit_loss_trackingdesign/76_heatmap_analyticsdesign/77_configurationdesign/78_global_configurationdesign/79_validation_parametersdesign/80_timing_parametersdesign/81_cross-cutting_concernsdesign/82_logging_systemdesign/83_error_handlingdesign/84_persistence_layerdesign/85_advanced_topicsdesign/86_custom_exchange_integrationdesign/87_custom_persistence_backendsdesign/88_custom_risk_validationsdesign/89_multi-symbol_strategiesdesign/90_ai-powered_strategy_optimizationdesign/91_optimizer_architecturedesign/92_data_collection_pipelinedesign/93_llm_integrationdesign/94_strategy_code_generationdesign/95_training_vs_testing_ranges
docs
docsdocs/class/BacktestCommandServicedocs/class/BacktestLogicPrivateServicedocs/class/BacktestLogicPublicServicedocs/class/BacktestMarkdownServicedocs/class/BacktestReportServicedocs/class/BacktestUtilsdocs/class/BreakevenConnectionServicedocs/class/BreakevenGlobalServicedocs/class/BreakevenMarkdownServicedocs/class/BreakevenReportServicedocs/class/BreakevenUtilsdocs/class/CacheUtilsdocs/class/ClientExchangedocs/class/ClientFramedocs/class/ClientOptimizerdocs/class/ClientRiskdocs/class/ClientSizingdocs/class/ColumnValidationServicedocs/class/ConfigValidationServicedocs/class/ConstantUtilsdocs/class/ExchangeConnectionServicedocs/class/ExchangeCoreServicedocs/class/ExchangeSchemaServicedocs/class/ExchangeUtilsdocs/class/ExchangeValidationServicedocs/class/FrameConnectionServicedocs/class/FrameCoreServicedocs/class/FrameSchemaServicedocs/class/FrameValidationServicedocs/class/HeatMarkdownServicedocs/class/HeatReportServicedocs/class/HeatUtilsdocs/class/LiveCommandServicedocs/class/LiveLogicPrivateServicedocs/class/LiveLogicPublicServicedocs/class/LiveMarkdownServicedocs/class/LiveReportServicedocs/class/LiveUtilsdocs/class/LoggerServicedocs/class/MarkdownAdapterdocs/class/MarkdownUtilsdocs/class/NotificationUtilsdocs/class/OptimizerConnectionServicedocs/class/OptimizerGlobalServicedocs/class/OptimizerSchemaServicedocs/class/OptimizerTemplateServicedocs/class/OptimizerUtilsdocs/class/OptimizerValidationServicedocs/class/OutlineMarkdownServicedocs/class/PartialConnectionServicedocs/class/PartialGlobalServicedocs/class/PartialMarkdownServicedocs/class/PartialReportServicedocs/class/PartialUtilsdocs/class/Performancedocs/class/PerformanceMarkdownServicedocs/class/PerformanceReportServicedocs/class/PersistBreakevenUtilsdocs/class/PersistPartialUtilsdocs/class/PersistRiskUtilsdocs/class/PersistScheduleUtilsdocs/class/PersistSignalUtilsdocs/class/PositionSizeUtilsdocs/class/ReportAdapterdocs/class/ReportUtilsdocs/class/RiskConnectionServicedocs/class/RiskGlobalServicedocs/class/RiskMarkdownServicedocs/class/RiskReportServicedocs/class/RiskSchemaServicedocs/class/RiskUtilsdocs/class/RiskValidationServicedocs/class/ScheduleMarkdownServicedocs/class/ScheduleReportServicedocs/class/ScheduleUtilsdocs/class/SizingConnectionServicedocs/class/SizingGlobalServicedocs/class/SizingSchemaServicedocs/class/SizingValidationServicedocs/class/StrategyConnectionServicedocs/class/StrategyCoreServicedocs/class/StrategySchemaServicedocs/class/StrategyValidationServicedocs/class/WalkerCommandServicedocs/class/WalkerLogicPrivateServicedocs/class/WalkerLogicPublicServicedocs/class/WalkerMarkdownServicedocs/class/WalkerReportServicedocs/class/WalkerSchemaServicedocs/class/WalkerUtilsdocs/class/WalkerValidationServicedocs/function/addExchangedocs/function/addFramedocs/function/addOptimizerdocs/function/addRiskdocs/function/addSizingdocs/function/addStrategydocs/function/addWalkerdocs/function/breakevendocs/function/canceldocs/function/dumpSignaldocs/function/formatPricedocs/function/formatQuantitydocs/function/getAveragePricedocs/function/getCandlesdocs/function/getColumnsdocs/function/getConfigdocs/function/getDatedocs/function/getDefaultColumnsdocs/function/getDefaultConfigdocs/function/getModedocs/function/hasTradeContextdocs/function/listenBacktestProgressdocs/function/listenBreakevendocs/function/listenBreakevenOncedocs/function/listenDoneBacktestdocs/function/listenDoneBacktestOncedocs/function/listenDoneLivedocs/function/listenDoneLiveOncedocs/function/listenDoneWalkerdocs/function/listenDoneWalkerOncedocs/function/listenErrordocs/function/listenExitdocs/function/listenOptimizerProgressdocs/function/listenPartialLossdocs/function/listenPartialLossOncedocs/function/listenPartialProfitdocs/function/listenPartialProfitOncedocs/function/listenPerformancedocs/function/listenPingdocs/function/listenPingOncedocs/function/listenRiskdocs/function/listenRiskOncedocs/function/listenSignaldocs/function/listenSignalBacktestdocs/function/listenSignalBacktestOncedocs/function/listenSignalLivedocs/function/listenSignalLiveOncedocs/function/listenSignalOncedocs/function/listenValidationdocs/function/listenWalkerdocs/function/listenWalkerCompletedocs/function/listenWalkerOncedocs/function/listenWalkerProgressdocs/function/listExchangesdocs/function/listFramesdocs/function/listOptimizersdocs/function/listRisksdocs/function/listSizingsdocs/function/listStrategiesdocs/function/listWalkersdocs/function/partialLossdocs/function/partialProfitdocs/function/setColumnsdocs/function/setConfigdocs/function/setLoggerdocs/function/stopdocs/function/trailingStopdocs/function/trailingTakedocs/function/validatedocs/interface/BacktestDoneNotificationdocs/interface/BacktestStatisticsModeldocs/interface/BootstrapNotificationdocs/interface/BreakevenContractdocs/interface/BreakevenEventdocs/interface/BreakevenStatisticsModeldocs/interface/ColumnModeldocs/interface/CriticalErrorNotificationdocs/interface/DoneContractdocs/interface/HeatmapStatisticsModeldocs/interface/IBreak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example
private