@backtest-kit/pinets 0.0.2 → 0.0.4

package/README.md

@@ -47,22 +47,22 @@ Create a Pine Script file (`strategy.pine`):
 
 ```pine
 //@version=5
-indicator("Signal Strategy")
+indicator("Signal Strategy 100 candles of 1H timeframe")
 
-// Indicators
-rsi = ta.rsi(close, 14)
-atr = ta.atr(14)
-ema_fast = ta.ema(close, 9)
-ema_slow = ta.ema(close, 21)
+// Indicators - faster settings for 1H
+rsi = ta.rsi(close, 10)
+atr = ta.atr(10)
+ema_fast = ta.ema(close, 7)
+ema_slow = ta.ema(close, 16)
 
 // Conditions
-long_cond = ta.crossover(ema_fast, ema_slow) and rsi < 70
-short_cond = ta.crossunder(ema_fast, ema_slow) and rsi > 30
+long_cond = ta.crossover(ema_fast, ema_slow) and rsi < 65
+short_cond = ta.crossunder(ema_fast, ema_slow) and rsi > 35
 
-// Levels
-sl_long = close - atr * 2
+// Levels - tighter SL, wider TP for better RR
+sl_long = close - atr * 1.5
 tp_long = close + atr * 3
-sl_short = close + atr * 2
+sl_short = close + atr * 1.5
 tp_short = close - atr * 3
 
 // Plots for extraction
@@ -70,7 +70,7 @@ plot(close, "Close")
 plot(long_cond ? 1 : short_cond ? -1 : 0, "Signal")
 plot(long_cond ? sl_long : sl_short, "StopLoss")
 plot(long_cond ? tp_long : tp_short, "TakeProfit")
-plot(240, "EstimatedTime")  // 4 hours in minutes
+plot(60, "EstimatedTime")  // 1 hour in minutes
 ```
 
 Use it in your strategy:
@@ -88,7 +88,7 @@ addStrategy({
 
     return await getSignal(source, {
       symbol,
-      timeframe: '5m',
+      timeframe: '1h',
       limit: 100,
     });
   }
@@ -131,28 +131,29 @@ const signal = await getSignal(source, {
 For advanced use cases, extract any Pine `plot()` with custom mapping:
 
 ```typescript
-import { File, run } from '@backtest-kit/pinets';
+import { File, run, extract } from '@backtest-kit/pinets';
 
 const source = File.fromPath('indicators.pine');
 
-const data = await run(source, {
+const plots = await run(source, {
   symbol: 'ETHUSDT',
   timeframe: '1h',
   limit: 200,
-  mapping: {
-    // Simple: plot name -> number
-    rsi: 'RSI',
-    macd: 'MACD',
-
-    // Advanced: with transform and lookback
-    prevRsi: {
-      plot: 'RSI',
-      barsBack: 1,  // Previous bar value
-    },
-    trendStrength: {
-      plot: 'ADX',
-      transform: (v) => v > 25 ? 'strong' : 'weak',
-    },
+});
+
+const data = extract(plots, {
+  // Simple: plot name -> number
+  rsi: 'RSI',
+  macd: 'MACD',
+
+  // Advanced: with transform and lookback
+  prevRsi: {
+    plot: 'RSI',
+    barsBack: 1,  // Previous bar value
+  },
+  trendStrength: {
+    plot: 'ADX',
+    transform: (v) => v > 25 ? 'strong' : 'weak',
   },
 });
 

package/build/index.cjs

@@ -442,6 +442,27 @@ 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)
@@ -488,8 +509,13 @@ function isRowWarmedUp(row, keys) {
 }
 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\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 = `| --- | ${keys.map(() => "---").join(" | ")} |\n`;
     markdown += header;
@@ -510,12 +536,12 @@ class PineMarkdownService {
             });
             const keys = Object.keys(plots);
             if (keys.length === 0) {
-                return;
+                return [];
             }
             const firstPlot = plots[keys[0]];
             const dataLength = firstPlot?.data?.length ?? 0;
             if (dataLength === 0) {
-                return;
+                return [];
             }
             const rows = [];
             let warmupComplete = false;
@@ -533,7 +559,7 @@ class PineMarkdownService {
                 }
                 rows.push(row);
             }
-            return rows;
+            return rows.slice(-TABLE_ROWS_LIMIT);
         };
         this.getReport = (signalId, plots) => {
             this.loggerService.log("pineMarkdownService getReport", {
@@ -551,14 +577,15 @@ class PineMarkdownService {
                 outputDir,
             });
             const content = this.getReport(signalId, plots);
+            const { exchangeName, frameName, strategyName } = GET_METHOD_CONTEXT_FN();
             await backtestKit.Markdown.writeData(taName, content, {
                 path: outputDir,
                 file: `${String(signalId)}.md`,
                 symbol: "",
                 signalId: String(signalId),
-                strategyName: "",
-                exchangeName: "",
-                frameName: "",
+                strategyName,
+                exchangeName,
+                frameName,
             });
         };
     }
@@ -628,7 +655,7 @@ function usePine(ctor) {
     pine.pineConnectionService.usePine(ctor);
 }
 
-const METHOD_NAME_RUN$1 = "run.run";
+const METHOD_NAME_RUN$2 = "run.run";
 const GET_SOURCE_FN$1 = async (source) => {
     if (File.isFile(source)) {
         const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
@@ -639,16 +666,23 @@ const GET_SOURCE_FN$1 = async (source) => {
     }
     throw new Error("Source must be a File or Code instance");
 };
-async function run(source, { symbol, timeframe, mapping, limit }) {
-    pine.loggerService.info(METHOD_NAME_RUN$1, {
+async function run(source, { symbol, timeframe, limit }) {
+    pine.loggerService.info(METHOD_NAME_RUN$2, {
         source,
         symbol,
         timeframe,
-        mapping,
         limit,
     });
     const script = await GET_SOURCE_FN$1(source);
     const { plots } = await pine.pineJobService.run(script, symbol, timeframe, limit);
+    return plots;
+}
+
+const METHOD_NAME_RUN$1 = "extract.extract";
+async function extract(plots, mapping) {
+    pine.loggerService.info(METHOD_NAME_RUN$1, {
+        mapping,
+    });
     return pine.pineDataService.extract(plots, mapping);
 }
 
@@ -714,7 +748,7 @@ async function getSignal(source, { symbol, timeframe, limit }) {
 }
 
 const DUMP_SIGNAL_METHOD_NAME = "dump.dumpSignal";
-async function dumpPineData(signalId, plots, taName, outputDir = "./dump/ta") {
+async function dumpPlotData(signalId, plots, taName, outputDir = "./dump/ta") {
     pine.loggerService.log(DUMP_SIGNAL_METHOD_NAME, {
         signalId,
         plotCount: Object.keys(plots).length,
@@ -726,7 +760,8 @@ async function dumpPineData(signalId, plots, taName, outputDir = "./dump/ta") {
 exports.AXIS_SYMBOL = AXIS_SYMBOL;
 exports.Code = Code;
 exports.File = File;
-exports.dumpPineData = dumpPineData;
+exports.dumpPlotData = dumpPlotData;
+exports.extract = extract;
 exports.getSignal = getSignal;
 exports.lib = pine;
 exports.run = run;

package/build/index.mjs

@@ -1,5 +1,5 @@
 import { join } from 'path';
-import { getDate, getRawCandles, Markdown } from 'backtest-kit';
+import { getDate, getRawCandles, Markdown, MethodContextService, lib, ExecutionContextService } from 'backtest-kit';
 import { createActivator } from 'di-kit';
 import { singleshot, memoize, randomString } from 'functools-kit';
 import fs from 'fs/promises';
@@ -439,6 +439,27 @@ 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)
@@ -485,8 +506,13 @@ function isRowWarmedUp(row, keys) {
 }
 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\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 = `| --- | ${keys.map(() => "---").join(" | ")} |\n`;
     markdown += header;
@@ -507,12 +533,12 @@ class PineMarkdownService {
             });
             const keys = Object.keys(plots);
             if (keys.length === 0) {
-                return;
+                return [];
             }
             const firstPlot = plots[keys[0]];
             const dataLength = firstPlot?.data?.length ?? 0;
             if (dataLength === 0) {
-                return;
+                return [];
             }
             const rows = [];
             let warmupComplete = false;
@@ -530,7 +556,7 @@ class PineMarkdownService {
                 }
                 rows.push(row);
             }
-            return rows;
+            return rows.slice(-TABLE_ROWS_LIMIT);
         };
         this.getReport = (signalId, plots) => {
             this.loggerService.log("pineMarkdownService getReport", {
@@ -548,14 +574,15 @@ class PineMarkdownService {
                 outputDir,
             });
             const content = this.getReport(signalId, plots);
+            const { exchangeName, frameName, strategyName } = GET_METHOD_CONTEXT_FN();
             await Markdown.writeData(taName, content, {
                 path: outputDir,
                 file: `${String(signalId)}.md`,
                 symbol: "",
                 signalId: String(signalId),
-                strategyName: "",
-                exchangeName: "",
-                frameName: "",
+                strategyName,
+                exchangeName,
+                frameName,
             });
         };
     }
@@ -625,7 +652,7 @@ function usePine(ctor) {
     pine.pineConnectionService.usePine(ctor);
 }
 
-const METHOD_NAME_RUN$1 = "run.run";
+const METHOD_NAME_RUN$2 = "run.run";
 const GET_SOURCE_FN$1 = async (source) => {
     if (File.isFile(source)) {
         const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
@@ -636,16 +663,23 @@ const GET_SOURCE_FN$1 = async (source) => {
     }
     throw new Error("Source must be a File or Code instance");
 };
-async function run(source, { symbol, timeframe, mapping, limit }) {
-    pine.loggerService.info(METHOD_NAME_RUN$1, {
+async function run(source, { symbol, timeframe, limit }) {
+    pine.loggerService.info(METHOD_NAME_RUN$2, {
         source,
         symbol,
         timeframe,
-        mapping,
         limit,
     });
     const script = await GET_SOURCE_FN$1(source);
     const { plots } = await pine.pineJobService.run(script, symbol, timeframe, limit);
+    return plots;
+}
+
+const METHOD_NAME_RUN$1 = "extract.extract";
+async function extract(plots, mapping) {
+    pine.loggerService.info(METHOD_NAME_RUN$1, {
+        mapping,
+    });
     return pine.pineDataService.extract(plots, mapping);
 }
 
@@ -711,7 +745,7 @@ async function getSignal(source, { symbol, timeframe, limit }) {
 }
 
 const DUMP_SIGNAL_METHOD_NAME = "dump.dumpSignal";
-async function dumpPineData(signalId, plots, taName, outputDir = "./dump/ta") {
+async function dumpPlotData(signalId, plots, taName, outputDir = "./dump/ta") {
     pine.loggerService.log(DUMP_SIGNAL_METHOD_NAME, {
         signalId,
         plotCount: Object.keys(plots).length,
@@ -720,4 +754,4 @@ async function dumpPineData(signalId, plots, taName, outputDir = "./dump/ta") {
     return await pine.pineMarkdownService.dump(signalId, plots, taName, outputDir);
 }
 
-export { AXIS_SYMBOL, Code, File, dumpPineData, getSignal, pine as lib, run, setLogger, usePine };
+export { AXIS_SYMBOL, Code, File, dumpPlotData, extract, getSignal, pine as lib, run, setLogger, usePine };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/pinets",
-  "version": "0.0.2",
+  "version": "0.0.4",
   "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

@@ -42,6 +42,13 @@ interface IPine {
 
 declare function usePine<T = TPineCtor>(ctor: T): void;
 
+interface IRunParams {
+    symbol: string;
+    timeframe: CandleInterval;
+    limit: number;
+}
+declare function run(source: File | Code, { symbol, timeframe, limit }: IRunParams): Promise<PlotModel>;
+
 type PlotExtractConfig<T = number> = {
     plot: string;
     barsBack?: number;
@@ -58,13 +65,7 @@ declare class PineDataService {
     extract<M extends PlotMapping>(plots: PlotModel, mapping: M): ExtractedData<M>;
 }
 
-interface IRunParams<M extends PlotMapping> {
-    symbol: string;
-    timeframe: CandleInterval;
-    limit: number;
-    mapping: M;
-}
-declare function run<M extends PlotMapping>(source: File | Code, { symbol, timeframe, mapping, limit }: IRunParams<M>): Promise<ExtractedData<M>>;
+declare function extract<M extends PlotMapping>(plots: PlotModel, mapping: M): Promise<ExtractedData<M>>;
 
 interface ILogger {
     log(topic: string, ...args: any[]): void;
@@ -83,7 +84,7 @@ 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>;
+declare function dumpPlotData(signalId: ResultId$1, plots: PlotModel, taName: string, outputDir?: string): Promise<void>;
 
 interface CandleModel {
     openTime: number;
@@ -171,4 +172,4 @@ 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, dumpPineData, 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, dumpPlotData, extract, getSignal, pine as lib, run, setLogger, usePine };