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| <html class="default" lang="en" data-base=".."><head><meta charset="utf-8"/><meta http-equiv="x-ua-compatible" content="IE=edge"/><title>Performance | backtest-kit</title><meta name="description" content="Documentation for backtest-kit"/><meta name="viewport" content="width=device-width, initial-scale=1"/><link rel="stylesheet" href="../assets/style.css"/><link rel="stylesheet" href="../assets/highlight.css"/><script defer src="../assets/main.js"></script><script async src="../assets/icons.js" id="tsd-icons-script"></script><script async src="../assets/search.js" id="tsd-search-script"></script><script async src="../assets/navigation.js" id="tsd-nav-script"></script><script async src="../assets/hierarchy.js" id="tsd-hierarchy-script"></script></head><body><script>document.documentElement.dataset.theme = localStorage.getItem("tsd-theme") || "os";document.body.style.display="none";setTimeout(() => app?app.showPage():document.body.style.removeProperty("display"),500)</script><header class="tsd-page-toolbar"><div class="tsd-toolbar-contents container"><div class="table-cell" id="tsd-search"><div class="field"><label for="tsd-search-field" class="tsd-widget tsd-toolbar-icon search no-caption"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-search"></use></svg></label><input type="text" id="tsd-search-field" aria-label="Search"/></div><div class="field"><div id="tsd-toolbar-links"></div></div><ul class="results"><li class="state loading">Preparing search index...</li><li class="state failure">The search index is not available</li></ul><a href="../index.html" class="title">backtest-kit</a></div><div class="table-cell" id="tsd-widgets"><a href="#" class="tsd-widget tsd-toolbar-icon menu no-caption" data-toggle="menu" aria-label="Menu"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-menu"></use></svg></a></div></div></header><div class="container container-main"><div class="col-content"><div class="tsd-page-title"><ul class="tsd-breadcrumb"><li><a href="../modules.html">backtest-kit</a></li><li><a href="../modules/types.html">types</a></li><li><a href="types.Performance.html">Performance</a></li></ul><h1>Class Performance</h1></div><section class="tsd-panel tsd-comment"><div class="tsd-comment tsd-typography"><p>Performance class provides static methods for performance metrics analysis.</p> | |
| <p>Features:</p> | |
| <ul> | |
| <li>Get aggregated performance statistics by strategy</li> | |
| <li>Generate markdown reports with bottleneck analysis</li> | |
| <li>Save reports to disk</li> | |
| <li>Clear accumulated metrics</li> | |
| </ul> | |
| </div><div class="tsd-comment tsd-typography"><div class="tsd-tag-example"><h4 class="tsd-anchor-link"><a id="example" class="tsd-anchor"></a>Example<a href="#example" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h4><pre><code class="typescript"><span class="hl-4">import</span><span class="hl-1"> { </span><span class="hl-5">Performance</span><span class="hl-1">, </span><span class="hl-5">listenPerformance</span><span class="hl-1"> } </span><span class="hl-4">from</span><span class="hl-1"> </span><span class="hl-2">"backtest-kit"</span><span class="hl-1">;</span><br/><br/><span class="hl-6">// Subscribe to performance events</span><br/><span class="hl-0">listenPerformance</span><span class="hl-1">((</span><span class="hl-5">event</span><span class="hl-1">) </span><span class="hl-3">=></span><span class="hl-1"> {</span><br/><span class="hl-1"> </span><span class="hl-5">console</span><span class="hl-1">.</span><span class="hl-0">log</span><span class="hl-1">(</span><span class="hl-2">`</span><span class="hl-3">${</span><span class="hl-5">event</span><span class="hl-9">.</span><span class="hl-5">metricType</span><span class="hl-3">}</span><span class="hl-2">: </span><span class="hl-3">${</span><span class="hl-5">event</span><span class="hl-9">.</span><span class="hl-5">duration</span><span class="hl-9">.</span><span class="hl-0">toFixed</span><span class="hl-9">(</span><span class="hl-7">2</span><span class="hl-9">)</span><span class="hl-3">}</span><span class="hl-2">ms`</span><span class="hl-1">);</span><br/><span class="hl-1">});</span><br/><br/><span class="hl-6">// Run bt...</span><br/><br/><span class="hl-6">// Get aggregated statistics</span><br/><span class="hl-3">const</span><span class="hl-1"> </span><span class="hl-8">stats</span><span class="hl-1"> = </span><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">Performance</span><span class="hl-1">.</span><span class="hl-0">getData</span><span class="hl-1">(</span><span class="hl-2">"my-strategy"</span><span class="hl-1">);</span><br/><span class="hl-5">console</span><span class="hl-1">.</span><span class="hl-0">log</span><span class="hl-1">(</span><span class="hl-2">"Total time:"</span><span class="hl-1">, </span><span class="hl-5">stats</span><span class="hl-1">.</span><span class="hl-5">totalDuration</span><span class="hl-1">);</span><br/><span class="hl-5">console</span><span class="hl-1">.</span><span class="hl-0">log</span><span class="hl-1">(</span><span class="hl-2">"Slowest operations:"</span><span class="hl-1">, </span><span class="hl-5">Object</span><span class="hl-1">.</span><span class="hl-0">values</span><span class="hl-1">(</span><span class="hl-5">stats</span><span class="hl-1">.</span><span class="hl-5">metricStats</span><span class="hl-1">)</span><br/><span class="hl-1"> .</span><span class="hl-0">sort</span><span class="hl-1">((</span><span class="hl-5">a</span><span class="hl-1">, </span><span class="hl-5">b</span><span class="hl-1">) </span><span class="hl-3">=></span><span class="hl-1"> </span><span class="hl-5">b</span><span class="hl-1">.</span><span class="hl-5">avgDuration</span><span class="hl-1"> - </span><span class="hl-5">a</span><span class="hl-1">.</span><span class="hl-5">avgDuration</span><span class="hl-1">)</span><br/><span class="hl-1"> .</span><span class="hl-0">slice</span><span class="hl-1">(</span><span class="hl-7">0</span><span class="hl-1">, </span><span class="hl-7">5</span><span class="hl-1">));</span><br/><br/><span class="hl-6">// Generate and save report</span><br/><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">Performance</span><span class="hl-1">.</span><span class="hl-0">dump</span><span class="hl-1">(</span><span class="hl-2">"BTCUSDT"</span><span class="hl-1">, </span><span class="hl-2">"my-strategy"</span><span class="hl-1">);</span> | |
| </code><button type="button">Copy</button></pre> | |
| </div></div></section><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L18782">types.d.ts:18782</a></li></ul></aside><section class="tsd-panel-group tsd-index-group"><section class="tsd-panel tsd-index-panel"><details class="tsd-index-content tsd-accordion" open><summary class="tsd-accordion-summary tsd-index-summary"><h5 class="tsd-index-heading uppercase" role="button" aria-expanded="false" tabIndex="0"><svg width="16" height="16" viewBox="0 0 16 16" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronSmall"></use></svg> Index</h5></summary><div class="tsd-accordion-details"><section class="tsd-index-section"><h3 class="tsd-index-heading">Constructors</h3><div class="tsd-index-list"><a href="types.Performance.html#constructor" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Constructor"><use href="../assets/icons.svg#icon-512"></use></svg><span>constructor</span></a> | |
| </div></section><section class="tsd-index-section"><h3 class="tsd-index-heading">Methods</h3><div class="tsd-index-list"><a href="types.Performance.html#dump" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Method"><use href="../assets/icons.svg#icon-2048"></use></svg><span>dump</span></a> | |
| <a href="types.Performance.html#getdata" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Method"><use href="../assets/icons.svg#icon-2048"></use></svg><span>get<wbr/>Data</span></a> | |
| <a href="types.Performance.html#getreport" class="tsd-index-link"><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Method"><use href="../assets/icons.svg#icon-2048"></use></svg><span>get<wbr/>Report</span></a> | |
| </div></section></div></details></section></section><details class="tsd-panel-group tsd-member-group tsd-accordion" open><summary class="tsd-accordion-summary" data-key="section-Constructors"><h2><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg> Constructors</h2></summary><section><section class="tsd-panel tsd-member"><a id="constructor" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><span>constructor</span><a href="#constructor" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><ul class="tsd-signatures"><li class=""><div class="tsd-signature tsd-anchor-link"><a id="constructorperformance" class="tsd-anchor"></a><span class="tsd-signature-keyword">new</span> <span class="tsd-kind-constructor-signature">Performance</span><span class="tsd-signature-symbol">()</span><span class="tsd-signature-symbol">:</span> <a href="types.Performance.html" class="tsd-signature-type tsd-kind-class">Performance</a><a href="#constructorperformance" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></div><div class="tsd-description"><h4 class="tsd-returns-title">Returns <a href="types.Performance.html" class="tsd-signature-type tsd-kind-class">Performance</a></h4></div></li></ul></section></section></details><details class="tsd-panel-group tsd-member-group tsd-accordion" open><summary class="tsd-accordion-summary" data-key="section-Methods"><h2><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg> Methods</h2></summary><section><section class="tsd-panel tsd-member"><a id="dump" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><code class="tsd-tag">Static</code><span>dump</span><a href="#dump" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><ul class="tsd-signatures"><li class=""><div class="tsd-signature tsd-anchor-link"><a id="dump-1" class="tsd-anchor"></a><span class="tsd-kind-call-signature">dump</span><span class="tsd-signature-symbol">(</span><br/> <span class="tsd-kind-parameter">symbol</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">context</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-symbol">{</span> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span> <span class="tsd-signature-symbol">}</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">backtest</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">boolean</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">path</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">columns</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">Columns$8</span><span class="tsd-signature-symbol">[]</span><span class="tsd-signature-symbol">,</span><br/><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">Promise</span><span class="tsd-signature-symbol"><</span><span class="tsd-signature-type">void</span><span class="tsd-signature-symbol">></span><a href="#dump-1" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></div><div class="tsd-description"><div class="tsd-comment tsd-typography"><p>Saves performance report to disk.</p> | |
| <p>Creates directory if it doesn't exist. | |
| Default path: ./dump/performance/{strategyName}.md</p> | |
| </div><div class="tsd-parameters"><h4 class="tsd-parameters-title">Parameters</h4><ul class="tsd-parameter-list"><li><span><span class="tsd-kind-parameter">symbol</span>: <span class="tsd-signature-type">string</span></span><div class="tsd-comment tsd-typography"><p>Trading pair symbol</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li><span><span class="tsd-kind-parameter">context</span>: <span class="tsd-signature-symbol">{</span> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span> <span class="tsd-signature-symbol">}</span></span></li><li><span><code class="tsd-tag">Optional</code><span class="tsd-kind-parameter">backtest</span>: <span class="tsd-signature-type">boolean</span></span></li><li><span><code class="tsd-tag">Optional</code><span class="tsd-kind-parameter">path</span>: <span class="tsd-signature-type">string</span></span><div class="tsd-comment tsd-typography"><p>Optional custom directory path</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li><span><code class="tsd-tag">Optional</code><span class="tsd-kind-parameter">columns</span>: <span class="tsd-signature-type">Columns$8</span><span class="tsd-signature-symbol">[]</span></span><div class="tsd-comment tsd-typography"><p>Optional columns configuration for the report</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li></ul></div><h4 class="tsd-returns-title">Returns <span class="tsd-signature-type">Promise</span><span class="tsd-signature-symbol"><</span><span class="tsd-signature-type">void</span><span class="tsd-signature-symbol">></span></h4><div class="tsd-comment tsd-typography"><div class="tsd-tag-example"><h4 class="tsd-anchor-link"><a id="example-1" class="tsd-anchor"></a>Example<a href="#example-1" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h4><pre><code class="typescript"><span class="hl-6">// Save to default path: ./dump/performance/my-strategy.md</span><br/><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">Performance</span><span class="hl-1">.</span><span class="hl-0">dump</span><span class="hl-1">(</span><span class="hl-2">"BTCUSDT"</span><span class="hl-1">, </span><span class="hl-2">"my-strategy"</span><span class="hl-1">);</span><br/><br/><span class="hl-6">// Save to custom path: ./reports/perf/my-strategy.md</span><br/><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">Performance</span><span class="hl-1">.</span><span class="hl-0">dump</span><span class="hl-1">(</span><span class="hl-2">"BTCUSDT"</span><span class="hl-1">, </span><span class="hl-2">"my-strategy"</span><span class="hl-1">, </span><span class="hl-2">"./reports/perf"</span><span class="hl-1">);</span> | |
| </code><button type="button">Copy</button></pre> | |
| </div></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L18865">types.d.ts:18865</a></li></ul></aside></div></li></ul></section><section class="tsd-panel tsd-member"><a id="getdata" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><code class="tsd-tag">Static</code><span>get<wbr/>Data</span><a href="#getdata" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><ul class="tsd-signatures"><li class=""><div class="tsd-signature tsd-anchor-link"><a id="getdata-1" class="tsd-anchor"></a><span class="tsd-kind-call-signature">getData</span><span class="tsd-signature-symbol">(</span><br/> <span class="tsd-kind-parameter">symbol</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">context</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-symbol">{</span> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span> <span class="tsd-signature-symbol">}</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">backtest</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">boolean</span><span class="tsd-signature-symbol">,</span><br/><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">Promise</span><span class="tsd-signature-symbol"><</span><a href="../interfaces/types.PerformanceStatisticsModel.html" class="tsd-signature-type tsd-kind-interface">PerformanceStatisticsModel</a><span class="tsd-signature-symbol">></span><a href="#getdata-1" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></div><div class="tsd-description"><div class="tsd-comment tsd-typography"><p>Gets aggregated performance statistics for a symbol-strategy pair.</p> | |
| <p>Returns detailed metrics grouped by operation type:</p> | |
| <ul> | |
| <li>Count, total duration, average, min, max</li> | |
| <li>Standard deviation for volatility</li> | |
| <li>Percentiles (median, P95, P99) for outlier detection</li> | |
| </ul> | |
| </div><div class="tsd-parameters"><h4 class="tsd-parameters-title">Parameters</h4><ul class="tsd-parameter-list"><li><span><span class="tsd-kind-parameter">symbol</span>: <span class="tsd-signature-type">string</span></span><div class="tsd-comment tsd-typography"><p>Trading pair symbol</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li><span><span class="tsd-kind-parameter">context</span>: <span class="tsd-signature-symbol">{</span> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span> <span class="tsd-signature-symbol">}</span></span></li><li><span><code class="tsd-tag">Optional</code><span class="tsd-kind-parameter">backtest</span>: <span class="tsd-signature-type">boolean</span></span></li></ul></div><h4 class="tsd-returns-title">Returns <span class="tsd-signature-type">Promise</span><span class="tsd-signature-symbol"><</span><a href="../interfaces/types.PerformanceStatisticsModel.html" class="tsd-signature-type tsd-kind-interface">PerformanceStatisticsModel</a><span class="tsd-signature-symbol">></span></h4><p>Performance statistics with aggregated metrics</p> | |
| <div class="tsd-comment tsd-typography"><div class="tsd-tag-example"><h4 class="tsd-anchor-link"><a id="example-2" class="tsd-anchor"></a>Example<a href="#example-2" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h4><pre><code class="typescript"><span class="hl-3">const</span><span class="hl-1"> </span><span class="hl-8">stats</span><span class="hl-1"> = </span><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">Performance</span><span class="hl-1">.</span><span class="hl-0">getData</span><span class="hl-1">(</span><span class="hl-2">"BTCUSDT"</span><span class="hl-1">, </span><span class="hl-2">"my-strategy"</span><span class="hl-1">);</span><br/><br/><span class="hl-6">// Find slowest operation type</span><br/><span class="hl-3">const</span><span class="hl-1"> </span><span class="hl-8">slowest</span><span class="hl-1"> = </span><span class="hl-5">Object</span><span class="hl-1">.</span><span class="hl-0">values</span><span class="hl-1">(</span><span class="hl-5">stats</span><span class="hl-1">.</span><span class="hl-5">metricStats</span><span class="hl-1">)</span><br/><span class="hl-1"> .</span><span class="hl-0">sort</span><span class="hl-1">((</span><span class="hl-5">a</span><span class="hl-1">, </span><span class="hl-5">b</span><span class="hl-1">) </span><span class="hl-3">=></span><span class="hl-1"> </span><span class="hl-5">b</span><span class="hl-1">.</span><span class="hl-5">avgDuration</span><span class="hl-1"> - </span><span class="hl-5">a</span><span class="hl-1">.</span><span class="hl-5">avgDuration</span><span class="hl-1">)[</span><span class="hl-7">0</span><span class="hl-1">];</span><br/><span class="hl-5">console</span><span class="hl-1">.</span><span class="hl-0">log</span><span class="hl-1">(</span><span class="hl-2">`Slowest: </span><span class="hl-3">${</span><span class="hl-5">slowest</span><span class="hl-9">.</span><span class="hl-5">metricType</span><span class="hl-3">}</span><span class="hl-2"> (</span><span class="hl-3">${</span><span class="hl-5">slowest</span><span class="hl-9">.</span><span class="hl-5">avgDuration</span><span class="hl-9">.</span><span class="hl-0">toFixed</span><span class="hl-9">(</span><span class="hl-7">2</span><span class="hl-9">)</span><span class="hl-3">}</span><span class="hl-2">ms avg)`</span><span class="hl-1">);</span><br/><br/><span class="hl-6">// Check for outliers</span><br/><span class="hl-4">for</span><span class="hl-1"> (</span><span class="hl-3">const</span><span class="hl-1"> </span><span class="hl-8">metric</span><span class="hl-1"> </span><span class="hl-3">of</span><span class="hl-1"> </span><span class="hl-5">Object</span><span class="hl-1">.</span><span class="hl-0">values</span><span class="hl-1">(</span><span class="hl-5">stats</span><span class="hl-1">.</span><span class="hl-5">metricStats</span><span class="hl-1">)) {</span><br/><span class="hl-1"> </span><span class="hl-4">if</span><span class="hl-1"> (</span><span class="hl-5">metric</span><span class="hl-1">.</span><span class="hl-5">p99</span><span class="hl-1"> > </span><span class="hl-5">metric</span><span class="hl-1">.</span><span class="hl-5">avgDuration</span><span class="hl-1"> * </span><span class="hl-7">5</span><span class="hl-1">) {</span><br/><span class="hl-1"> </span><span class="hl-5">console</span><span class="hl-1">.</span><span class="hl-0">warn</span><span class="hl-1">(</span><span class="hl-2">`High variance in </span><span class="hl-3">${</span><span class="hl-5">metric</span><span class="hl-9">.</span><span class="hl-5">metricType</span><span class="hl-3">}</span><span class="hl-2">: P99=</span><span class="hl-3">${</span><span class="hl-5">metric</span><span class="hl-9">.</span><span class="hl-5">p99</span><span class="hl-3">}</span><span class="hl-2">ms, Avg=</span><span class="hl-3">${</span><span class="hl-5">metric</span><span class="hl-9">.</span><span class="hl-5">avgDuration</span><span class="hl-3">}</span><span class="hl-2">ms`</span><span class="hl-1">);</span><br/><span class="hl-1"> }</span><br/><span class="hl-1">}</span> | |
| </code><button type="button">Copy</button></pre> | |
| </div></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L18812">types.d.ts:18812</a></li></ul></aside></div></li></ul></section><section class="tsd-panel tsd-member"><a id="getreport" class="tsd-anchor"></a><h3 class="tsd-anchor-link"><code class="tsd-tag">Static</code><span>get<wbr/>Report</span><a href="#getreport" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h3><ul class="tsd-signatures"><li class=""><div class="tsd-signature tsd-anchor-link"><a id="getreport-1" class="tsd-anchor"></a><span class="tsd-kind-call-signature">getReport</span><span class="tsd-signature-symbol">(</span><br/> <span class="tsd-kind-parameter">symbol</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">context</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-symbol">{</span> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span> <span class="tsd-signature-symbol">}</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">backtest</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">boolean</span><span class="tsd-signature-symbol">,</span><br/> <span class="tsd-kind-parameter">columns</span><span class="tsd-signature-symbol">?:</span> <span class="tsd-signature-type">Columns$8</span><span class="tsd-signature-symbol">[]</span><span class="tsd-signature-symbol">,</span><br/><span class="tsd-signature-symbol">)</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">Promise</span><span class="tsd-signature-symbol"><</span><span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">></span><a href="#getreport-1" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></div><div class="tsd-description"><div class="tsd-comment tsd-typography"><p>Generates markdown report with performance analysis.</p> | |
| <p>Report includes:</p> | |
| <ul> | |
| <li>Time distribution across operation types</li> | |
| <li>Detailed metrics table with statistics</li> | |
| <li>Percentile analysis for bottleneck detection</li> | |
| </ul> | |
| </div><div class="tsd-parameters"><h4 class="tsd-parameters-title">Parameters</h4><ul class="tsd-parameter-list"><li><span><span class="tsd-kind-parameter">symbol</span>: <span class="tsd-signature-type">string</span></span><div class="tsd-comment tsd-typography"><p>Trading pair symbol</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li><li><span><span class="tsd-kind-parameter">context</span>: <span class="tsd-signature-symbol">{</span> <span class="tsd-kind-property">exchangeName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">frameName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">;</span> <span class="tsd-kind-property">strategyName</span><span class="tsd-signature-symbol">:</span> <span class="tsd-signature-type">string</span> <span class="tsd-signature-symbol">}</span></span></li><li><span><code class="tsd-tag">Optional</code><span class="tsd-kind-parameter">backtest</span>: <span class="tsd-signature-type">boolean</span></span></li><li><span><code class="tsd-tag">Optional</code><span class="tsd-kind-parameter">columns</span>: <span class="tsd-signature-type">Columns$8</span><span class="tsd-signature-symbol">[]</span></span><div class="tsd-comment tsd-typography"><p>Optional columns configuration for the report</p> | |
| </div><div class="tsd-comment tsd-typography"></div></li></ul></div><h4 class="tsd-returns-title">Returns <span class="tsd-signature-type">Promise</span><span class="tsd-signature-symbol"><</span><span class="tsd-signature-type">string</span><span class="tsd-signature-symbol">></span></h4><p>Markdown formatted report string</p> | |
| <div class="tsd-comment tsd-typography"><div class="tsd-tag-example"><h4 class="tsd-anchor-link"><a id="example-3" class="tsd-anchor"></a>Example<a href="#example-3" aria-label="Permalink" class="tsd-anchor-icon"><svg viewBox="0 0 24 24" aria-hidden="true"><use href="../assets/icons.svg#icon-anchor"></use></svg></a></h4><pre><code class="typescript"><span class="hl-3">const</span><span class="hl-1"> </span><span class="hl-8">markdown</span><span class="hl-1"> = </span><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">Performance</span><span class="hl-1">.</span><span class="hl-0">getReport</span><span class="hl-1">(</span><span class="hl-2">"BTCUSDT"</span><span class="hl-1">, </span><span class="hl-2">"my-strategy"</span><span class="hl-1">);</span><br/><span class="hl-5">console</span><span class="hl-1">.</span><span class="hl-0">log</span><span class="hl-1">(</span><span class="hl-5">markdown</span><span class="hl-1">);</span><br/><br/><span class="hl-6">// Or save to file</span><br/><span class="hl-4">import</span><span class="hl-1"> </span><span class="hl-5">fs</span><span class="hl-1"> </span><span class="hl-4">from</span><span class="hl-1"> </span><span class="hl-2">"fs/promises"</span><span class="hl-1">;</span><br/><span class="hl-4">await</span><span class="hl-1"> </span><span class="hl-5">fs</span><span class="hl-1">.</span><span class="hl-0">writeFile</span><span class="hl-1">(</span><span class="hl-2">"performance-report.md"</span><span class="hl-1">, </span><span class="hl-5">markdown</span><span class="hl-1">);</span> | |
| </code><button type="button">Copy</button></pre> | |
| </div></div><aside class="tsd-sources"><ul><li>Defined in <a href="https://github.com/tripolskypetr/backtest-kit/blob/b93fe7a5178c040a7a01701ecef340babde42e22/types.d.ts#L18840">types.d.ts:18840</a></li></ul></aside></div></li></ul></section></section></details></div><div class="col-sidebar"><div class="page-menu"><div class="tsd-navigation settings"><details class="tsd-accordion"><summary class="tsd-accordion-summary"><h3><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>Settings</h3></summary><div class="tsd-accordion-details"><div class="tsd-filter-visibility"><span class="settings-label">Member Visibility</span><ul id="tsd-filter-options"><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-protected" name="protected"/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>Protected</span></label></li><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-inherited" name="inherited" checked/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>Inherited</span></label></li><li class="tsd-filter-item"><label class="tsd-filter-input"><input type="checkbox" id="tsd-filter-external" name="external"/><svg width="32" height="32" viewBox="0 0 32 32" aria-hidden="true"><rect class="tsd-checkbox-background" width="30" height="30" x="1" y="1" rx="6" fill="none"></rect><path class="tsd-checkbox-checkmark" d="M8.35422 16.8214L13.2143 21.75L24.6458 10.25" stroke="none" stroke-width="3.5" stroke-linejoin="round" fill="none"></path></svg><span>External</span></label></li></ul></div><div class="tsd-theme-toggle"><label class="settings-label" for="tsd-theme">Theme</label><select id="tsd-theme"><option value="os">OS</option><option value="light">Light</option><option value="dark">Dark</option></select></div></div></details></div><details open class="tsd-accordion tsd-page-navigation"><summary class="tsd-accordion-summary"><h3><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>On This Page</h3></summary><div class="tsd-accordion-details"><details open class="tsd-accordion tsd-page-navigation-section"><summary class="tsd-accordion-summary" data-key="section-Constructors"><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>Constructors</summary><div><a href="#constructor" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Constructor"><use href="../assets/icons.svg#icon-512"></use></svg><span>constructor</span></a></div></details><details open class="tsd-accordion tsd-page-navigation-section"><summary class="tsd-accordion-summary" data-key="section-Methods"><svg width="20" height="20" viewBox="0 0 24 24" fill="none" aria-hidden="true"><use href="../assets/icons.svg#icon-chevronDown"></use></svg>Methods</summary><div><a href="#dump" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Method"><use href="../assets/icons.svg#icon-2048"></use></svg><span>dump</span></a><a href="#getdata" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Method"><use href="../assets/icons.svg#icon-2048"></use></svg><span>get<wbr/>Data</span></a><a href="#getreport" class=""><svg class="tsd-kind-icon" viewBox="0 0 24 24" aria-label="Method"><use href="../assets/icons.svg#icon-2048"></use></svg><span>get<wbr/>Report</span></a></div></details></div></details></div><div class="site-menu"><nav class="tsd-navigation"><a href="../modules.html">backtest-kit</a><ul class="tsd-small-nested-navigation" id="tsd-nav-container"><li>Loading...</li></ul></nav></div></div></div><footer><p class="tsd-generator">Generated using <a href="https://typedoc.org/" target="_blank">TypeDoc</a></p></footer><div class="overlay"></div></body></html> | |
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