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Vladyslav Tarasenko
Vladyslav Tarasenko

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Build and Test Trading Strategies in Seconds with trading-cycle 🧠📈

#typescript #javascript #programming #cryptocurrency

Have you ever wanted a flexible, zero-bloat engine to build, test, and iterate on trading strategies — without digging through mountains of boilerplate code?

Let me introduce you to trading-cycle — a modular, blazing-fast core for backtesting trading logic in JavaScript/TypeScript.

Designed to be lightweight, extensible, and unapologetically developer-friendly.

No magic. No assumptions. Just powerful building blocks.

Why I Built This

Most open-source trading frameworks are either:

  • bloated and hard to extend, or
  • too minimal, lacking support for real-world conditions.

trading-cycle is my take on solving that. It provides:

  • A powerful event-driven pipeline to simulate ticks.
  • A core + handlers architecture for full customization.
  • Built-in presets so you can start in seconds.

And yes, it's written in TypeScript, typed from top to bottom.

⚙️ Installation 

npm install trading-cycle
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This gives you:

  • The full version, including indicators like Renko, logic handlers, candles, etc.
  • The light version, for when you want just the core.

🚀 Quick Start 

import {
  TradingCycle,
  defaultPreset,
  handlers,
} from 'trading-cycle/full';

const cycle = new TradingCycle(handlers, defaultPreset);

// your data: ticks from CSV or real-time
ticks.forEach(tick => cycle.execute(tick));

console.log(cycle.state); // inspect the result
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Want just the bare bones?

import { TradingCycle } from 'trading-cycle/light';
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🧩 Plug-and-Play Handlers

Built-in modules you can use out of the box:

Candles,
PositiveValues,
NegativeValues,
Renko,
TimeRenko,
TestLogic,
PositiveTimeLength,
NegativeTimeLength,
FakeTrader,
LogCandle,
RenkoCounter
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Customize the flow using presets or your own HandlerConfig[].

💡 Writing Your Own Handler

You can write a handler in ~10 lines. Here's the idea:

class MyHandler extends AbstractHandler {
  prev = 0;

  doExecute() {
    if (this.v.close < this.prev) {
      this.prev = this.v.close;
      return this.v;
    }
    this.prev = this.v.close;
    return undefined;
  }
}
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📄 CSV-Based Backtests 

const cycle = new TradingCycle(handlers, defaultPreset);

// Load and parse your CSV into ticks
for (const tick of ticks) {
  cycle.execute(tick);
}

console.log(cycle.state); // final results
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Use your own indicators, logic, trader bots — or combine with built-ins.

🧪 CI/CD + Code Coverage

All PRs go through:

  • yarn lint
  • jest unit tests
  • Code coverage via Codecov
  • Node.js 18 on GitHub Actions 
- name: Run tests
  run: yarn test --coverage

- name: Upload to Codecov
  uses: codecov/codecov-action@v3
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Fully automated. No manual steps.

📦 Bundle Size

trading-cycle is lean:

Version Minified Gzipped
Full ~4.1kb ~1.7kb
Light Even smaller ⚡️

🔍 API Overview 

new TradingCycle(handlers, config);
cycle.execute(tick);
cycle.state // final outputs
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Handlers can:

  • read inputs (this.v)
  • track internal state (this._s)
  • emit values when ready

👨‍💻 Made with ❤️ by @vladtarrow

MIT licensed. Contributions welcome. PRs and GitHub stars fuel this project.

👉 Try it now 

npm install trading-cycle
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And start simulating strategies without friction.

Have questions? Want to show off your own handlers? Drop a comment below or open an issue 💬

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