@backtest-kit/graph 6.10.0 → 6.12.0

package/README.md

@@ -99,7 +99,7 @@ npm install @backtest-kit/graph backtest-kit
 - 🔒 **Type-safe values**: TypeScript infers the return type of every node through the graph via generics
 - 🧱 **Two APIs**: Low-level `INode` for runtime/storage, high-level `TypedNode` + builders for authoring
 - 💾 **DB-ready serialization**: `serialize` / `deserialize` convert the graph to a flat `IFlatNode[]` list with `id` / `nodeIds`
-- 🔌 **Context-aware fetch**: `SourceNode.fetch` receives `(symbol, when, exchangeName)` from the execution context automatically
+- 🔌 **Context-aware fetch**: `SourceNode.fetch` receives `(symbol, when, currentPrice, exchangeName)` from the execution context automatically
 
 ## 📖 Usage
 
@@ -110,14 +110,14 @@ Use `sourceNode` and `outputNode` to define a typed computation graph. TypeScrip
 ```typescript
 import { sourceNode, outputNode, resolve } from '@backtest-kit/graph';
 
-// SourceNode<number> — fetch receives symbol, when, exchangeName from context
-const closePrice = sourceNode(async (symbol, when, exchangeName) => {
+// SourceNode<number> — fetch receives symbol, when, currentPrice, exchangeName from context
+const closePrice = sourceNode(async (symbol, when, currentPrice, exchangeName) => {
     const candles = await getCandles(symbol, '1h', 1, exchangeName);
     return candles[0].close; // number
 });
 
 // SourceNode<number>
-const volume = sourceNode(async (symbol, when, exchangeName) => {
+const volume = sourceNode(async (symbol, when, currentPrice, exchangeName) => {
     const candles = await getCandles(symbol, '1h', 1, exchangeName);
     return candles[0].volume; // number
 });
@@ -147,14 +147,14 @@ const signal: TypedNode = {
     nodes: [
         {
             type: NodeType.SourceNode,
-            fetch: async (symbol, when, exchangeName) => {
+            fetch: async (symbol, when, currentPrice, exchangeName) => {
                 const plots = await run(File.fromPath('timeframe_4h.pine'), { symbol, timeframe: '4h', limit: 100 });
                 return extract(plots, { allowLong: 'AllowLong', allowShort: 'AllowShort', noTrades: 'NoTrades' });
             },
         },
         {
             type: NodeType.SourceNode,
-            fetch: async (symbol, when, exchangeName) => {
+            fetch: async (symbol, when, currentPrice, exchangeName) => {
                 const plots = await run(File.fromPath('timeframe_15m.pine'), { symbol, timeframe: '15m', limit: 100 });
                 return extract(plots, { position: 'Signal', priceOpen: 'Close', priceTakeProfit: 'TakeProfit', priceStopLoss: 'StopLoss' });
             },
@@ -195,7 +195,7 @@ const result = outputNode(
 import { addStrategy } from 'backtest-kit';
 import { sourceNode, outputNode, resolve } from '@backtest-kit/graph';
 
-const rsi = sourceNode(async (symbol, when, exchangeName) => {
+const rsi = sourceNode(async (symbol, when, currentPrice, exchangeName) => {
     // ... compute RSI
     return 55.2;
 });
@@ -229,7 +229,7 @@ import NodeType from '@backtest-kit/graph/enum/NodeType';
 const priceNode: INode = {
     type: NodeType.SourceNode,
     description: 'Close price',
-    fetch: async (symbol, when, exchangeName) => 42,
+    fetch: async (symbol, when, currentPrice, exchangeName) => 42,
 };
 
 const outputNode: INode = {

package/build/index.cjs

@@ -50,10 +50,11 @@ async function resolve(node) {
     if (node.type === NodeType$1.SourceNode) {
         const { symbol, when } = backtestKit.lib.executionContextService.context;
         const { exchangeName } = backtestKit.lib.methodContextService.context;
-        return node.fetch(symbol, when, exchangeName);
+        const currentPrice = await backtestKit.getAveragePrice(symbol);
+        return await node.fetch(symbol, when, currentPrice, exchangeName);
     }
     const values = await Promise.all(node.nodes.map(resolve));
-    return node.compute(values);
+    return await node.compute(values);
 }
 
 /**

package/build/index.mjs

@@ -1,4 +1,4 @@
-import { ExecutionContextService, MethodContextService, lib } from 'backtest-kit';
+import { ExecutionContextService, MethodContextService, lib, getAveragePrice } from 'backtest-kit';
 import { randomString } from 'functools-kit';
 
 var NodeType;
@@ -48,10 +48,11 @@ async function resolve(node) {
     if (node.type === NodeType$1.SourceNode) {
         const { symbol, when } = lib.executionContextService.context;
         const { exchangeName } = lib.methodContextService.context;
-        return node.fetch(symbol, when, exchangeName);
+        const currentPrice = await getAveragePrice(symbol);
+        return await node.fetch(symbol, when, currentPrice, exchangeName);
     }
     const values = await Promise.all(node.nodes.map(resolve));
-    return node.compute(values);
+    return await node.compute(values);
 }
 
 /**

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/graph",
-  "version": "6.10.0",
+  "version": "6.12.0",
   "description": "Compose backtest-kit computations as a typed directed acyclic graph. Define source nodes that fetch market data and output nodes that compute derived values — then resolve the whole graph in topological order.",
   "author": {
     "name": "Petr Tripolsky",
@@ -67,17 +67,17 @@
     "ts-morph": "27.0.2",
     "tslib": "2.7.0",
     "typedoc": "0.27.9",
-    "backtest-kit": "6.10.0",
+    "backtest-kit": "6.12.0",
     "worker-testbed": "2.0.0"
   },
   "peerDependencies": {
-    "backtest-kit": "^6.10.0",
+    "backtest-kit": "^6.12.0",
     "typescript": "^5.0.0"
   },
   "dependencies": {
     "di-kit": "^1.1.1",
     "di-scoped": "^1.0.21",
-    "functools-kit": "^2.0.1",
+    "functools-kit": "^2.0.2",
     "get-moment-stamp": "^1.1.2"
   },
   "publishConfig": {

package/types.d.ts

@@ -27,7 +27,7 @@ interface INode {
      * Источник данных для SourceNode.
      * Вызывается при вычислении узла без входящих зависимостей.
      */
-    fetch?: (symbol: string, when: Date, exchangeName: ExchangeName) => Promise<Value> | Value;
+    fetch?: (symbol: string, when: Date, currentPrice: number, exchangeName: ExchangeName) => Promise<Value> | Value;
     /**
      * Функция вычисления для OutputNode.
      * Получает на вход массив значений, возвращённых fetch/compute
@@ -60,7 +60,7 @@ type InferNodeValue<T extends TypedNode> = T extends SourceNode<infer V> ? V : T
 type SourceNode<T extends Value = Value> = {
     type: NodeType.SourceNode;
     description?: string;
-    fetch: (symbol: string, when: Date, exchangeName: ExchangeName) => Promise<T> | T;
+    fetch: (symbol: string, when: Date, currentPrice: number, exchangeName: ExchangeName) => Promise<T> | T;
 };
 /**
  * Узел вычисления. TNodes — tuple входящих зависимостей,
@@ -79,7 +79,7 @@ type OutputNode<TNodes extends TypedNode[] = TypedNode[], TResult extends Value
  */
 type TypedNode = SourceNode<Value> | OutputNode<TypedNode[], Value>;
 
-declare const sourceNode: <T extends Value>(fetch: (symbol: string, when: Date, exchangeName: ExchangeName) => Promise<T> | T) => SourceNode<T>;
+declare const sourceNode: <T extends Value>(fetch: (symbol: string, when: Date, currentPrice: number, exchangeName: ExchangeName) => Promise<T> | T) => SourceNode<T>;
 declare const outputNode: <TNodes extends TypedNode[], TResult extends Value = Value>(compute: (values: InferValues<TNodes>) => Promise<TResult> | TResult, ...nodes: TNodes) => OutputNode<TNodes, TResult>;
 
 /**
@@ -124,7 +124,7 @@ interface IFlatNode {
      * Источник данных для SourceNode — не сериализуется в БД,
      * восстанавливается на стороне приложения.
      */
-    fetch?: (symbol: string, when: Date, exchangeName: ExchangeName) => Promise<Value> | Value;
+    fetch?: (symbol: string, when: Date, currentPrice: number, exchangeName: ExchangeName) => Promise<Value> | Value;
     /**
      * Функция вычисления для OutputNode — не сериализуется в БД,
      * восстанавливается на стороне приложения.