@backtest-kit/pinets 0.0.1 → 0.0.3

package/build/index.cjs

@@ -99,6 +99,9 @@ const cacheServices$1 = {
 const connectionServices$1 = {
     pineConnectionService: Symbol("pineConnectionService"),
 };
+const markdownServices$1 = {
+    pineMarkdownService: Symbol("pineMarkdownService"),
+};
 const TYPES = {
     ...baseServices,
     ...providerServices$1,
@@ -106,6 +109,7 @@ const TYPES = {
     ...dataServices$1,
     ...cacheServices$1,
     ...connectionServices$1,
+    ...markdownServices$1,
 };
 
 const MS_PER_MINUTE = 60000;
@@ -438,6 +442,155 @@ class PineConnectionService {
     }
 }
 
+const TABLE_ROWS_LIMIT = 48;
+const GET_METHOD_CONTEXT_FN = () => {
+    if (backtestKit.MethodContextService.hasContext()) {
+        const { exchangeName, frameName, strategyName } = backtestKit.lib.methodContextService.context;
+        return { exchangeName, frameName, strategyName };
+    }
+    return {
+        strategyName: "",
+        exchangeName: "",
+        frameName: "",
+    };
+};
+const GET_EXECUTION_CONTEXT_FN = () => {
+    if (backtestKit.ExecutionContextService.hasContext()) {
+        const { when } = backtestKit.lib.executionContextService.context;
+        return { when: when.toISOString() };
+    }
+    return {
+        when: "",
+    };
+};
+const DEFAULT_FORMAT = (v) => v !== null ? Number(v).toFixed(4) : "N/A";
+function isUnsafe(value) {
+    if (value === null)
+        return true;
+    if (typeof value !== "number")
+        return true;
+    if (isNaN(value))
+        return true;
+    if (!isFinite(value))
+        return true;
+    return false;
+}
+function extractRowAtIndex(plots, keys, index) {
+    let time = null;
+    for (const key of keys) {
+        const plotData = plots[key]?.data;
+        if (plotData && plotData[index]) {
+            time = plotData[index].time;
+            break;
+        }
+    }
+    if (time === null)
+        return null;
+    const row = { time };
+    for (const key of keys) {
+        const plotData = plots[key]?.data;
+        if (plotData && plotData[index]) {
+            const value = plotData[index].value;
+            row[key] = isUnsafe(value) ? null : value;
+        }
+        else {
+            row[key] = null;
+        }
+    }
+    return row;
+}
+function isRowWarmedUp(row, keys) {
+    for (const key of keys) {
+        if (!row[key]) {
+            return false;
+        }
+    }
+    return true;
+}
+function generateMarkdownTable(rows, keys, signalId) {
+    let markdown = "";
+    const { when: createdAt } = GET_EXECUTION_CONTEXT_FN();
+    markdown += `# PineScript Technical Analysis Dump\n\n`;
+    markdown += `**Signal ID**: ${String(signalId)}\n`;
+    if (createdAt) {
+        markdown += `**Current datetime**: ${String(createdAt)}\n`;
+    }
+    markdown += "\n";
+    const header = `| Timestamp | ${keys.join(" | ")} |\n`;
+    const separator = `| --- | ${keys.map(() => "---").join(" | ")} |\n`;
+    markdown += header;
+    markdown += separator;
+    for (const row of rows) {
+        const timestamp = new Date(row.time).toISOString();
+        const cells = keys.map((key) => DEFAULT_FORMAT(row[key]));
+        markdown += `| ${timestamp} | ${cells.join(" | ")} |\n`;
+    }
+    return markdown;
+}
+class PineMarkdownService {
+    constructor() {
+        this.loggerService = inject(TYPES.loggerService);
+        this.getData = (plots) => {
+            this.loggerService.log("pineMarkdownService getReport", {
+                plotCount: Object.keys(plots).length,
+            });
+            const keys = Object.keys(plots);
+            if (keys.length === 0) {
+                return;
+            }
+            const firstPlot = plots[keys[0]];
+            const dataLength = firstPlot?.data?.length ?? 0;
+            if (dataLength === 0) {
+                return;
+            }
+            const rows = [];
+            let warmupComplete = false;
+            for (let i = 0; i < dataLength; i++) {
+                const row = extractRowAtIndex(plots, keys, i);
+                if (!row)
+                    continue;
+                if (!warmupComplete) {
+                    if (isRowWarmedUp(row, keys)) {
+                        warmupComplete = true;
+                    }
+                    else {
+                        continue;
+                    }
+                }
+                rows.push(row);
+            }
+            return rows.slice(-TABLE_ROWS_LIMIT);
+        };
+        this.getReport = (signalId, plots) => {
+            this.loggerService.log("pineMarkdownService getReport", {
+                signalId,
+                plotCount: Object.keys(plots).length,
+            });
+            const rows = this.getData(plots);
+            const keys = Object.keys(plots);
+            return generateMarkdownTable(rows, keys, signalId);
+        };
+        this.dump = async (signalId, plots, taName, outputDir = `./dump/ta/${taName}`) => {
+            this.loggerService.log("pineMarkdownService dumpSignal", {
+                signalId,
+                plotCount: Object.keys(plots).length,
+                outputDir,
+            });
+            const content = this.getReport(signalId, plots);
+            const { exchangeName, frameName, strategyName } = GET_METHOD_CONTEXT_FN();
+            await backtestKit.Markdown.writeData(taName, content, {
+                path: outputDir,
+                file: `${String(signalId)}.md`,
+                symbol: "",
+                signalId: String(signalId),
+                strategyName,
+                exchangeName,
+                frameName,
+            });
+        };
+    }
+}
+
 {
     provide(TYPES.loggerService, () => new LoggerService());
 }
@@ -457,6 +610,9 @@ class PineConnectionService {
 {
     provide(TYPES.pineConnectionService, () => new PineConnectionService());
 }
+{
+    provide(TYPES.pineMarkdownService, () => new PineMarkdownService());
+}
 
 const commonServices = {
     loggerService: inject(TYPES.loggerService),
@@ -477,6 +633,9 @@ const cacheServices = {
 const connectionServices = {
     pineConnectionService: inject(TYPES.pineConnectionService),
 };
+const markdownServices = {
+    pineMarkdownService: inject(TYPES.pineMarkdownService),
+};
 const pine = {
     ...commonServices,
     ...providerServices,
@@ -484,6 +643,7 @@ const pine = {
     ...dataServices,
     ...cacheServices,
     ...connectionServices,
+    ...markdownServices,
 };
 init();
 
@@ -548,6 +708,7 @@ const SIGNAL_SCHEMA = {
 function toSignalDto(data) {
     if (data.position === 1) {
         return {
+            id: functoolsKit.randomString(),
             position: "long",
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,
@@ -557,6 +718,7 @@ function toSignalDto(data) {
     }
     if (data.position === -1) {
         return {
+            id: functoolsKit.randomString(),
             position: "short",
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,
@@ -578,9 +740,20 @@ async function getSignal(source, { symbol, timeframe, limit }) {
     return toSignalDto(data);
 }
 
+const DUMP_SIGNAL_METHOD_NAME = "dump.dumpSignal";
+async function dumpPineData(signalId, plots, taName, outputDir = "./dump/ta") {
+    pine.loggerService.log(DUMP_SIGNAL_METHOD_NAME, {
+        signalId,
+        plotCount: Object.keys(plots).length,
+        outputDir,
+    });
+    return await pine.pineMarkdownService.dump(signalId, plots, taName, outputDir);
+}
+
 exports.AXIS_SYMBOL = AXIS_SYMBOL;
 exports.Code = Code;
 exports.File = File;
+exports.dumpPineData = dumpPineData;
 exports.getSignal = getSignal;
 exports.lib = pine;
 exports.run = run;

package/build/index.mjs

@@ -1,7 +1,7 @@
 import { join } from 'path';
-import { getDate, getRawCandles } from 'backtest-kit';
+import { getDate, getRawCandles, Markdown, MethodContextService, lib, ExecutionContextService } from 'backtest-kit';
 import { createActivator } from 'di-kit';
-import { singleshot, memoize } from 'functools-kit';
+import { singleshot, memoize, randomString } from 'functools-kit';
 import fs from 'fs/promises';
 import { createRequire } from 'module';
 
@@ -96,6 +96,9 @@ const cacheServices$1 = {
 const connectionServices$1 = {
     pineConnectionService: Symbol("pineConnectionService"),
 };
+const markdownServices$1 = {
+    pineMarkdownService: Symbol("pineMarkdownService"),
+};
 const TYPES = {
     ...baseServices,
     ...providerServices$1,
@@ -103,6 +106,7 @@ const TYPES = {
     ...dataServices$1,
     ...cacheServices$1,
     ...connectionServices$1,
+    ...markdownServices$1,
 };
 
 const MS_PER_MINUTE = 60000;
@@ -435,6 +439,155 @@ class PineConnectionService {
     }
 }
 
+const TABLE_ROWS_LIMIT = 48;
+const GET_METHOD_CONTEXT_FN = () => {
+    if (MethodContextService.hasContext()) {
+        const { exchangeName, frameName, strategyName } = lib.methodContextService.context;
+        return { exchangeName, frameName, strategyName };
+    }
+    return {
+        strategyName: "",
+        exchangeName: "",
+        frameName: "",
+    };
+};
+const GET_EXECUTION_CONTEXT_FN = () => {
+    if (ExecutionContextService.hasContext()) {
+        const { when } = lib.executionContextService.context;
+        return { when: when.toISOString() };
+    }
+    return {
+        when: "",
+    };
+};
+const DEFAULT_FORMAT = (v) => v !== null ? Number(v).toFixed(4) : "N/A";
+function isUnsafe(value) {
+    if (value === null)
+        return true;
+    if (typeof value !== "number")
+        return true;
+    if (isNaN(value))
+        return true;
+    if (!isFinite(value))
+        return true;
+    return false;
+}
+function extractRowAtIndex(plots, keys, index) {
+    let time = null;
+    for (const key of keys) {
+        const plotData = plots[key]?.data;
+        if (plotData && plotData[index]) {
+            time = plotData[index].time;
+            break;
+        }
+    }
+    if (time === null)
+        return null;
+    const row = { time };
+    for (const key of keys) {
+        const plotData = plots[key]?.data;
+        if (plotData && plotData[index]) {
+            const value = plotData[index].value;
+            row[key] = isUnsafe(value) ? null : value;
+        }
+        else {
+            row[key] = null;
+        }
+    }
+    return row;
+}
+function isRowWarmedUp(row, keys) {
+    for (const key of keys) {
+        if (!row[key]) {
+            return false;
+        }
+    }
+    return true;
+}
+function generateMarkdownTable(rows, keys, signalId) {
+    let markdown = "";
+    const { when: createdAt } = GET_EXECUTION_CONTEXT_FN();
+    markdown += `# PineScript Technical Analysis Dump\n\n`;
+    markdown += `**Signal ID**: ${String(signalId)}\n`;
+    if (createdAt) {
+        markdown += `**Current datetime**: ${String(createdAt)}\n`;
+    }
+    markdown += "\n";
+    const header = `| Timestamp | ${keys.join(" | ")} |\n`;
+    const separator = `| --- | ${keys.map(() => "---").join(" | ")} |\n`;
+    markdown += header;
+    markdown += separator;
+    for (const row of rows) {
+        const timestamp = new Date(row.time).toISOString();
+        const cells = keys.map((key) => DEFAULT_FORMAT(row[key]));
+        markdown += `| ${timestamp} | ${cells.join(" | ")} |\n`;
+    }
+    return markdown;
+}
+class PineMarkdownService {
+    constructor() {
+        this.loggerService = inject(TYPES.loggerService);
+        this.getData = (plots) => {
+            this.loggerService.log("pineMarkdownService getReport", {
+                plotCount: Object.keys(plots).length,
+            });
+            const keys = Object.keys(plots);
+            if (keys.length === 0) {
+                return;
+            }
+            const firstPlot = plots[keys[0]];
+            const dataLength = firstPlot?.data?.length ?? 0;
+            if (dataLength === 0) {
+                return;
+            }
+            const rows = [];
+            let warmupComplete = false;
+            for (let i = 0; i < dataLength; i++) {
+                const row = extractRowAtIndex(plots, keys, i);
+                if (!row)
+                    continue;
+                if (!warmupComplete) {
+                    if (isRowWarmedUp(row, keys)) {
+                        warmupComplete = true;
+                    }
+                    else {
+                        continue;
+                    }
+                }
+                rows.push(row);
+            }
+            return rows.slice(-TABLE_ROWS_LIMIT);
+        };
+        this.getReport = (signalId, plots) => {
+            this.loggerService.log("pineMarkdownService getReport", {
+                signalId,
+                plotCount: Object.keys(plots).length,
+            });
+            const rows = this.getData(plots);
+            const keys = Object.keys(plots);
+            return generateMarkdownTable(rows, keys, signalId);
+        };
+        this.dump = async (signalId, plots, taName, outputDir = `./dump/ta/${taName}`) => {
+            this.loggerService.log("pineMarkdownService dumpSignal", {
+                signalId,
+                plotCount: Object.keys(plots).length,
+                outputDir,
+            });
+            const content = this.getReport(signalId, plots);
+            const { exchangeName, frameName, strategyName } = GET_METHOD_CONTEXT_FN();
+            await Markdown.writeData(taName, content, {
+                path: outputDir,
+                file: `${String(signalId)}.md`,
+                symbol: "",
+                signalId: String(signalId),
+                strategyName,
+                exchangeName,
+                frameName,
+            });
+        };
+    }
+}
+
 {
     provide(TYPES.loggerService, () => new LoggerService());
 }
@@ -454,6 +607,9 @@ class PineConnectionService {
 {
     provide(TYPES.pineConnectionService, () => new PineConnectionService());
 }
+{
+    provide(TYPES.pineMarkdownService, () => new PineMarkdownService());
+}
 
 const commonServices = {
     loggerService: inject(TYPES.loggerService),
@@ -474,6 +630,9 @@ const cacheServices = {
 const connectionServices = {
     pineConnectionService: inject(TYPES.pineConnectionService),
 };
+const markdownServices = {
+    pineMarkdownService: inject(TYPES.pineMarkdownService),
+};
 const pine = {
     ...commonServices,
     ...providerServices,
@@ -481,6 +640,7 @@ const pine = {
     ...dataServices,
     ...cacheServices,
     ...connectionServices,
+    ...markdownServices,
 };
 init();
 
@@ -545,6 +705,7 @@ const SIGNAL_SCHEMA = {
 function toSignalDto(data) {
     if (data.position === 1) {
         return {
+            id: randomString(),
             position: "long",
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,
@@ -554,6 +715,7 @@ function toSignalDto(data) {
     }
     if (data.position === -1) {
         return {
+            id: randomString(),
             position: "short",
             priceOpen: data.priceOpen,
             priceTakeProfit: data.priceTakeProfit,
@@ -575,4 +737,14 @@ async function getSignal(source, { symbol, timeframe, limit }) {
     return toSignalDto(data);
 }
 
-export { AXIS_SYMBOL, Code, File, getSignal, pine as lib, run, setLogger, usePine };
+const DUMP_SIGNAL_METHOD_NAME = "dump.dumpSignal";
+async function dumpPineData(signalId, plots, taName, outputDir = "./dump/ta") {
+    pine.loggerService.log(DUMP_SIGNAL_METHOD_NAME, {
+        signalId,
+        plotCount: Object.keys(plots).length,
+        outputDir,
+    });
+    return await pine.pineMarkdownService.dump(signalId, plots, taName, outputDir);
+}
+
+export { AXIS_SYMBOL, Code, File, dumpPineData, getSignal, pine as lib, run, setLogger, usePine };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/pinets",
-  "version": "0.0.1",
+  "version": "0.0.3",
   "description": "Run TradingView Pine Script strategies in Node.js self hosted environment. Execute existing Pine Script indicators and generate trading signals with 1:1 syntax compatibility via PineTS runtime.",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1,4 +1,3 @@
-import { TPineCtor as TPineCtor$1 } from 'src/interface/Pine.interface';
 import { CandleInterval, ISignalDto } from 'backtest-kit';
 
 declare class Code {
@@ -18,8 +17,6 @@ declare class File {
     static isFile: (value: unknown) => value is File;
 }
 
-declare function usePine<T = TPineCtor$1>(ctor: T): void;
-
 type PlotData = {
     time: number;
     value: number;
@@ -32,6 +29,19 @@ type PlotRecord = {
     plots: PlotModel;
 };
 
+interface IProvider {
+    getMarketData(tickerId: string, timeframe: string, limit?: number, sDate?: number, eDate?: number): Promise<any>;
+    getSymbolInfo(tickerId: string): Promise<any>;
+}
+
+type TPineCtor = (source: IProvider, tickerId: string, timeframe: string, limit: number) => IPine;
+interface IPine {
+    ready(): Promise<void>;
+    run(code: string): Promise<PlotRecord>;
+}
+
+declare function usePine<T = TPineCtor>(ctor: T): void;
+
 type PlotExtractConfig<T = number> = {
     plot: string;
     barsBack?: number;
@@ -72,6 +82,9 @@ interface IParams {
 }
 declare function getSignal(source: File | Code, { symbol, timeframe, limit }: IParams): Promise<ISignalDto | null>;
 
+type ResultId$1 = string | number;
+declare function dumpPineData(signalId: ResultId$1, plots: PlotModel, taName: string, outputDir?: string): Promise<void>;
+
 interface CandleModel {
     openTime: number;
     open: number;
@@ -91,17 +104,6 @@ interface SymbolInfoModel {
     timezone: string;
 }
 
-interface IProvider {
-    getMarketData(tickerId: string, timeframe: string, limit?: number, sDate?: number, eDate?: number): Promise<any>;
-    getSymbolInfo(tickerId: string): Promise<any>;
-}
-
-type TPineCtor = (source: IProvider, tickerId: string, timeframe: string, limit: number) => IPine;
-interface IPine {
-    ready(): Promise<void>;
-    run(code: string): Promise<PlotRecord>;
-}
-
 declare const AXIS_SYMBOL = "_AXIS";
 declare class AxisProviderService implements IProvider {
     private readonly loggerService;
@@ -146,7 +148,20 @@ declare class PineCacheService {
     clear: (path?: string, baseDir?: string) => Promise<void>;
 }
 
+type ResultId = string | number;
+interface IPlotRow {
+    time: number;
+    [key: string]: number | null;
+}
+declare class PineMarkdownService {
+    private readonly loggerService;
+    getData: (plots: PlotModel) => IPlotRow[];
+    getReport: (signalId: ResultId, plots: PlotModel) => string;
+    dump: (signalId: ResultId, plots: PlotModel, taName: string, outputDir?: string) => Promise<void>;
+}
+
 declare const pine: {
+    pineMarkdownService: PineMarkdownService;
     pineConnectionService: PineConnectionService;
     pineCacheService: PineCacheService;
     pineDataService: PineDataService;
@@ -156,4 +171,4 @@ declare const pine: {
     loggerService: LoggerService;
 };
 
-export { AXIS_SYMBOL, type CandleModel, Code, File, type ILogger, type IPine, type IProvider, type PlotExtractConfig, type PlotMapping, type PlotModel, type PlotRecord, type SymbolInfoModel, type TPineCtor, getSignal, pine as lib, run, setLogger, usePine };
+export { AXIS_SYMBOL, type CandleModel, Code, File, type ILogger, type IPine, type IProvider, type PlotExtractConfig, type PlotMapping, type PlotModel, type PlotRecord, type SymbolInfoModel, type TPineCtor, dumpPineData, getSignal, pine as lib, run, setLogger, usePine };