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Documentation Index

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setConfig lets you override any subset of Backtest Kit’s global execution parameters before starting backtests or live sessions. All parameters have validated defaults; calling setConfig with a partial object merges your overrides into the current configuration without resetting unspecified fields.

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setConfig

setConfig(config: Partial<GlobalConfig>, _unsafe?: boolean): void
​
config
Partial<GlobalConfig>
required
Partial configuration object. Only the keys you provide are updated; all other settings remain unchanged.
​
_unsafe
boolean
Skip configuration validation checks. Intended for internal testing and testbed environments only.
Never use _unsafe = true in production code. Bypassing validation can lead to unprofitable signal configurations that pass TP/SL checks but are guaranteed to lose after fees and slippage.

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getConfig

Returns a shallow copy of the current global configuration. Use for inspection without risking accidental mutations. 
getConfig(): GlobalConfig

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getDefaultConfig

Returns a read-only reference to the original default configuration. Use to reset a specific field or compare current values against defaults. 
getDefaultConfig(): Readonly<GlobalConfig>

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Configuration Options

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CC_PERCENT_SLIPPAGE
number
default:"0.1"
Percentage slippage applied once on entry and once on exit (two transactions total). Simulates market impact and order book depth. 0.1 = 0.1% per transaction.
​
CC_PERCENT_FEE
number
default:"0.1"
Exchange fee percentage per transaction. Applied twice for entry + exit. 0.1 = 0.1% per transaction (0.2% round-trip).
​
CC_SCHEDULE_AWAIT_MINUTES
number
default:"120"
Maximum minutes a scheduled signal waits for price to reach priceOpen before being auto-cancelled with reason: "timeout". Set to Infinity to disable timeouts.
​
CC_AVG_PRICE_CANDLES_COUNT
number
default:"5"
Number of 1-minute candles used to compute VWAP in getAveragePrice. Higher values produce smoother prices but add latency to the price signal.
​
CC_ORDER_BOOK_TIME_OFFSET_MINUTES
number
default:"10"
Window size in minutes for order book time-range alignment. Controls how from and to are computed for getOrderBook requests.
​
CC_ORDER_BOOK_MAX_DEPTH_LEVELS
number
default:"20"
Default number of price levels requested from each side (bids and asks) when depth is not explicitly passed to getOrderBook.
​
CC_AGGREGATED_TRADES_MAX_MINUTES
number
Maximum minutes per aggregated trades window. Dictates the [from, to] span for getAggregatedTrades and each pagination chunk. Required by exchanges like Binance that cap the time range per request.
​
CC_MIN_TAKEPROFIT_DISTANCE_PERCENT
number
default:"0.5"
Minimum distance between priceOpen and priceTakeProfit as a percentage. Must exceed total round-trip costs (slippage + fees) to ensure profitable trades. The framework rejects signals that fail this check.
​
CC_MIN_STOPLOSS_DISTANCE_PERCENT
number
default:"0.5"
Minimum distance between priceOpen and priceStopLoss. Prevents signals from being stopped out immediately by normal market noise.
​
CC_MAX_STOPLOSS_DISTANCE_PERCENT
number
default:"20"
Maximum stop-loss distance. Prevents catastrophically wide SL levels that would expose the full position to excessive loss.
​
CC_POSITION_ENTRY_COST
number
default:"100"
Default dollar cost for each position entry (ISignalDto.cost default and each DCA entry via commitAverageBuy).
​
CC_ENABLE_DCA_EVERYWHERE
boolean
default:"false"
When true, commitAverageBuy is accepted even if currentPrice is not a new all-time low entry price — only requires price to be below priceOpen. Allows averaging even after price has rebounded.
​
CC_BREAKEVEN_THRESHOLD
number
default:"0.2"
Additional profit buffer required beyond round-trip costs before breakeven can be set. Adds a safety margin: threshold = (CC_PERCENT_SLIPPAGE + CC_PERCENT_FEE) * 2 + CC_BREAKEVEN_THRESHOLD.

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Example

import { setConfig, setLogger } from 'backtest-kit';

setLogger({
  log: console.log,
  debug: console.debug,
  info: console.info,
  warn: console.warn,
});

setConfig({
  CC_PERCENT_SLIPPAGE: 0.05,         // tighter exchange
  CC_PERCENT_FEE: 0.075,             // maker/taker rebate tier
  CC_SCHEDULE_AWAIT_MINUTES: 60,     // 1-hour pending timeout
  CC_AVG_PRICE_CANDLES_COUNT: 3,     // faster VWAP response
  CC_ORDER_BOOK_TIME_OFFSET_MINUTES: 5,
  CC_ORDER_BOOK_MAX_DEPTH_LEVELS: 50,
  CC_AGGREGATED_TRADES_MAX_MINUTES: 120,
  CC_POSITION_ENTRY_COST: 200,       // $200 per DCA unit
});

// Inspect the result
const cfg = getConfig();
console.log('Slippage:', cfg.CC_PERCENT_SLIPPAGE);
console.log('Fee:', cfg.CC_PERCENT_FEE);
Call setConfig before registering any schemas (addExchangeSchema, addStrategySchema) for the configuration to take effect for all framework services.

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