@backtest-kit/pinets 14.1.0 → 15.0.0

package/build/index.mjs

@@ -6,7 +6,9 @@ import { singleshot, memoize, str, randomString } from 'functools-kit';
 import fs from 'fs/promises';
 import { createRequire } from 'module';
 
-const CODE_TYPE_SYMBOL = Symbol("code-type");
+// Symbol.for keeps the brand check working when CJS and ESM copies of the
+// package end up in the same process (dual-package hazard).
+const CODE_TYPE_SYMBOL = Symbol.for("backtest-kit.pinets.code-type");
 class Code {
     constructor(source) {
         this.source = source;
@@ -25,7 +27,9 @@ Code.isCode = (value) => {
         value.__type__ === CODE_TYPE_SYMBOL);
 };
 
-const FILE_TYPE_SYMBOL = Symbol("file-type");
+// Symbol.for keeps the brand check working when CJS and ESM copies of the
+// package end up in the same process (dual-package hazard).
+const FILE_TYPE_SYMBOL = Symbol.for("backtest-kit.pinets.file-type");
 class File {
     constructor(path, baseDir) {
         this.path = path;
@@ -240,6 +244,22 @@ const ExchangeContextService = scoped(class {
     }
 });
 
+/**
+ * Known quote assets for base/quote splitting in getSymbolInfo, longest first.
+ * Symbols with an unrecognized quote keep the whole ticker as base.
+ */
+const QUOTE_ASSETS = [
+    "USDT",
+    "USDC",
+    "BUSD",
+    "TUSD",
+    "FDUSD",
+    "USD",
+    "BTC",
+    "ETH",
+    "BNB",
+    "EUR",
+];
 const PINE_TF_MAP = {
     "1": "1m",
     "3": "3m",
@@ -283,6 +303,11 @@ class CandleProviderService {
             .toUpperCase()
             .replace(/^BINANCE:|^BYBIT:|^OKX:/, "");
         const normalizedTimeframe = PINE_TF_MAP[timeframe] ?? timeframe;
+        if (!INTERVAL_MINUTES[normalizedTimeframe]) {
+            throw new Error(`CandleProvider getMarketData: unknown timeframe=${timeframe}. ` +
+                `Allowed Pine values: ${Object.keys(PINE_TF_MAP).join(", ")}; ` +
+                `allowed intervals: ${Object.keys(INTERVAL_MINUTES).join(", ")}`);
+        }
         let clampedEDate = eDate;
         if (ExecutionContextService.hasContext()) {
             const whenMs = lib.executionContextService.context.when.getTime();
@@ -308,12 +333,12 @@ class CandleProviderService {
         const symbol = tickerId
             .toUpperCase()
             .replace(/^BINANCE:|^BYBIT:|^OKX:/, "");
-        const base = symbol.replace(/USDT$|BUSD$|USD$/, "");
-        const quote = symbol.replace(base, "");
+        const quote = QUOTE_ASSETS.find((asset) => symbol.endsWith(asset) && symbol.length > asset.length) ?? "";
+        const base = quote ? symbol.slice(0, symbol.length - quote.length) : symbol;
         const result = {
             ticker: symbol,
             tickerid: symbol,
-            description: `${base}/${quote}`,
+            description: quote ? `${base}/${quote}` : symbol,
             type: "crypto",
             basecurrency: base,
             currency: quote || "USDT",
@@ -358,8 +383,13 @@ class PineJobService {
                 limit,
             });
             const runner = await CREATE_RUNNER_FN(this, tickerId, timeframe, limit);
-            const indicator = await this.indicatorConnectionService.getInstance(code.source, inputs);
-            const result = await runner.run(Object.keys(inputs).length ? indicator : code.source);
+            // The Indicator class is only required to pass custom inputs. Do not load
+            // it otherwise: usePine-only setups (no pinets package, no useIndicator)
+            // must keep working for plain script runs.
+            const payload = Object.keys(inputs).length
+                ? await this.indicatorConnectionService.getInstance(code.source, inputs)
+                : code.source;
+            const result = await runner.run(payload);
             const plots = Object.entries(result.plots).reduce((acm, [key, value]) => {
                 if (key === "undefined") {
                     return acm;
@@ -374,12 +404,30 @@ class PineJobService {
     }
 }
 
-const GET_VALUE_FN = (plots, name, barsBack = 0) => {
+const GET_VALUE_FN = (plots, name, barsBack = 0, defaultValue) => {
     const data = plots[name]?.data;
-    if (!data || data.length === 0)
-        return 0;
+    if (!data || data.length === 0) {
+        if (defaultValue !== undefined) {
+            return defaultValue;
+        }
+        throw new Error(`pinets extract: plot "${name}" is missing or empty. ` +
+            `Available plots: ${Object.keys(plots).join(", ") || "<none>"}`);
+    }
     const idx = data.length - 1 - barsBack;
-    return idx >= 0 ? (data[idx]?.value ?? 0) : 0;
+    if (idx < 0) {
+        if (defaultValue !== undefined) {
+            return defaultValue;
+        }
+        throw new Error(`pinets extract: plot "${name}" has only ${data.length} points, cannot read barsBack=${barsBack}`);
+    }
+    const point = data[idx];
+    if (point == null || point.value == null) {
+        if (defaultValue !== undefined) {
+            return defaultValue;
+        }
+        throw new Error(`pinets extract: plot "${name}" has no value at barsBack=${barsBack}`);
+    }
+    return point.value;
 };
 const GET_VALUE_AT_FN = (plots, name, i, barsBack = 0) => {
     const data = plots[name]?.data;
@@ -411,13 +459,19 @@ class PineDataService {
                 }
                 else {
                     const raw = GET_VALUE_AT_FN(plots, config.plot, i, config.barsBack ?? 0);
-                    row[key] = (raw !== null && config.transform ? config.transform(raw) : raw);
+                    const value = raw ?? config.defaultValue ?? null;
+                    row[key] = (value !== null && config.transform ? config.transform(value) : value);
                 }
             }
-            const firstPlot = plots[plotNames[0]]?.data?.[i];
-            row.timestamp = firstPlot?.time
-                ? new Date(firstPlot.time).toISOString()
-                : "";
+            let timestamp = "";
+            for (const name of plotNames) {
+                const point = plots[name]?.data?.[i];
+                if (point?.time) {
+                    timestamp = new Date(point.time).toISOString();
+                    break;
+                }
+            }
+            row.timestamp = timestamp;
             rows.push(row);
         }
         return rows;
@@ -434,7 +488,7 @@ class PineDataService {
                 Object.assign(result, { [key]: GET_VALUE_FN(plots, config) });
             }
             else {
-                const value = GET_VALUE_FN(plots, config.plot, config.barsBack ?? 0);
+                const value = GET_VALUE_FN(plots, config.plot, config.barsBack ?? 0, config.defaultValue);
                 Object.assign(result, {
                     [key]: config.transform ? config.transform(value) : value,
                 });
@@ -592,6 +646,9 @@ class PineMarkdownService {
             if (entries.length === 0) {
                 return [];
             }
+            if ("time" in mapping) {
+                throw new Error('pineMarkdownService getData: mapping key "time" is reserved for the row timestamp, rename the mapping key');
+            }
             const plotNames = entries.map(([key, config]) => ({ key, plotName: getPlotName(config) }));
             const dataLength = Math.max(...plotNames.map(({ plotName }) => plots[plotName]?.data?.length ?? 0));
             if (dataLength === 0) {
@@ -788,8 +845,11 @@ function useIndicator(ctor) {
     pine.indicatorConnectionService.useIndicator(ctor);
 }
 
-const METHOD_NAME_RUN$1 = "run.run";
-const GET_SOURCE_FN$2 = async (source) => {
+/**
+ * Resolves a script source (File reference or inline Code) into Code.
+ * Shared by run(), markdown() and getSignal().
+ */
+const getSourceCode = async (source) => {
     if (File.isFile(source)) {
         const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
         return Code.fromString(code);
@@ -799,14 +859,21 @@ const GET_SOURCE_FN$2 = async (source) => {
     }
     throw new Error("Source must be a File or Code instance");
 };
-const BASE_RUNNER_FN$1 = async (script, symbol, timeframe, limit, inputs) => await pine.pineJobService.run(script, symbol, timeframe, limit, inputs);
-const VALIDATE_NO_TRADING_FN$1 = () => {
+const VALIDATE_NO_TRADING_FN = () => {
     if (ExecutionContextService.hasContext()) {
         throw new Error(str.newline("Time overrides are not allowed when running scripts in a trading context.", "Please remove the 'when' parameter from the run function call."));
     }
 };
-const CREATE_INFERENCE_FN$1 = (script, symbol, timeframe, limit, inputs, exchangeName, when) => {
-    let fn = () => BASE_RUNNER_FN$1(script, symbol, timeframe, limit, inputs);
+/**
+ * Runs a Pine script through PineJobService, optionally scoped to an
+ * exchange context and/or a fixed point in time (backtest-style override).
+ * Shared by run() and markdown().
+ */
+const runInference = async (script, symbol, timeframe, limit, inputs, exchangeName, when) => {
+    if (when) {
+        VALIDATE_NO_TRADING_FN();
+    }
+    let fn = () => pine.pineJobService.run(script, symbol, timeframe, limit, inputs);
     if (exchangeName) {
         fn = ExchangeContextService.runWithContext(fn, { exchangeName });
     }
@@ -817,15 +884,10 @@ const CREATE_INFERENCE_FN$1 = (script, symbol, timeframe, limit, inputs, exchang
             backtest: true,
         });
     }
-    return fn;
-};
-const RUN_INFERENCE_FN$1 = async (script, symbol, timeframe, limit, inputs, exchangeName, when) => {
-    if (when) {
-        VALIDATE_NO_TRADING_FN$1();
-    }
-    const inference = CREATE_INFERENCE_FN$1(script, symbol, timeframe, limit, inputs, exchangeName, when);
-    return await inference();
+    return await fn();
 };
+
+const METHOD_NAME_RUN$1 = "run.run";
 async function run(source, { symbol, timeframe, limit, inputs = {} }, exchangeName, when) {
     pine.loggerService.info(METHOD_NAME_RUN$1, {
         source,
@@ -833,8 +895,8 @@ async function run(source, { symbol, timeframe, limit, inputs = {} }, exchangeNa
         timeframe,
         limit,
     });
-    const script = await GET_SOURCE_FN$2(source);
-    const { plots } = await RUN_INFERENCE_FN$1(script, symbol, timeframe, limit, inputs, exchangeName, when);
+    const script = await getSourceCode(source);
+    const { plots } = await runInference(script, symbol, timeframe, limit, inputs, exchangeName, when);
     return plots;
 }
 
@@ -857,6 +919,7 @@ function setLogger(logger) {
     pine.loggerService.setLogger(logger);
 }
 
+const IS_VALID_PRICE_OPEN_FN = (value) => typeof value === "number" && isFinite(value) && value > 0;
 function toSignalDto(id, data, priceOpen = data.priceOpen) {
     if (data.position === 1) {
         const result = {
@@ -866,7 +929,7 @@ function toSignalDto(id, data, priceOpen = data.priceOpen) {
             priceStopLoss: data.priceStopLoss,
             minuteEstimatedTime: data.minuteEstimatedTime,
         };
-        if (priceOpen) {
+        if (IS_VALID_PRICE_OPEN_FN(priceOpen)) {
             Object.assign(result, { priceOpen });
         }
         return result;
@@ -879,7 +942,7 @@ function toSignalDto(id, data, priceOpen = data.priceOpen) {
             priceStopLoss: data.priceStopLoss,
             minuteEstimatedTime: data.minuteEstimatedTime,
         };
-        if (priceOpen) {
+        if (IS_VALID_PRICE_OPEN_FN(priceOpen)) {
             Object.assign(result, { priceOpen });
         }
         return result;
@@ -889,23 +952,18 @@ function toSignalDto(id, data, priceOpen = data.priceOpen) {
 
 const METHOD_NAME_RUN = "strategy.getSignal";
 const DEFAULT_ESTIMATED_TIME = 240;
-const GET_SOURCE_FN$1 = async (source) => {
-    if (File.isFile(source)) {
-        const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
-        return Code.fromString(code);
-    }
-    if (Code.isCode(source)) {
-        return source;
-    }
-    throw new Error("Source must be a File or Code instance");
-};
 const SIGNAL_SCHEMA = {
     position: "Signal",
-    priceOpen: "Close",
+    priceOpen: {
+        plot: "Close",
+        defaultValue: 0,
+        transform: (v) => v,
+    },
     priceTakeProfit: "TakeProfit",
     priceStopLoss: "StopLoss",
     minuteEstimatedTime: {
         plot: "EstimatedTime",
+        defaultValue: 0,
         transform: (v) => v || DEFAULT_ESTIMATED_TIME,
     },
 };
@@ -916,7 +974,7 @@ async function getSignal(source, { symbol, timeframe, limit, inputs = {} }) {
         timeframe,
         limit,
     });
-    const { plots } = await pine.pineJobService.run(await GET_SOURCE_FN$1(source), symbol, timeframe, limit, inputs);
+    const { plots } = await pine.pineJobService.run(await getSourceCode(source), symbol, timeframe, limit, inputs);
     const resultId = randomString();
     const data = pine.pineDataService.extract(plots, SIGNAL_SCHEMA);
     return toSignalDto(resultId, data);
@@ -935,43 +993,6 @@ async function dumpPlotData(signalId, plots, mapping, taName, outputDir = `./dum
 
 const TO_MARKDOWN_METHOD_NAME = "markdown.toMarkdown";
 const MARKDOWN_METHOD_NAME = "markdown.markdown";
-const GET_SOURCE_FN = async (source) => {
-    if (File.isFile(source)) {
-        const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
-        return Code.fromString(code);
-    }
-    if (Code.isCode(source)) {
-        return source;
-    }
-    throw new Error("Source must be a File or Code instance");
-};
-const BASE_RUNNER_FN = async (script, symbol, timeframe, limit, inputs) => await pine.pineJobService.run(script, symbol, timeframe, limit, inputs);
-const VALIDATE_NO_TRADING_FN = () => {
-    if (ExecutionContextService.hasContext()) {
-        throw new Error(str.newline("Time overrides are not allowed when running scripts in a trading context.", "Please remove the 'when' parameter from the run function call."));
-    }
-};
-const CREATE_INFERENCE_FN = (script, symbol, timeframe, limit, inputs, exchangeName, when) => {
-    let fn = () => BASE_RUNNER_FN(script, symbol, timeframe, limit, inputs);
-    if (exchangeName) {
-        fn = ExchangeContextService.runWithContext(fn, { exchangeName });
-    }
-    if (when) {
-        fn = ExecutionContextService.runWithContext(fn, {
-            when,
-            symbol,
-            backtest: true,
-        });
-    }
-    return fn;
-};
-const RUN_INFERENCE_FN = async (script, symbol, timeframe, limit, inputs, exchangeName, when) => {
-    if (when) {
-        VALIDATE_NO_TRADING_FN();
-    }
-    const inference = CREATE_INFERENCE_FN(script, symbol, timeframe, limit, inputs, exchangeName, when);
-    return await inference();
-};
 async function toMarkdown(signalId, plots, mapping, limit = Number.POSITIVE_INFINITY) {
     pine.loggerService.log(TO_MARKDOWN_METHOD_NAME, {
         signalId,
@@ -989,7 +1010,7 @@ async function markdown(signalId, source, { symbol, timeframe, limit, inputs = {
         exchangeName,
         when,
     });
-    const { plots } = await RUN_INFERENCE_FN(await GET_SOURCE_FN(source), symbol, timeframe, limit, inputs, exchangeName, when);
+    const { plots } = await runInference(await getSourceCode(source), symbol, timeframe, limit, inputs, exchangeName, when);
     return await pine.pineMarkdownService.getReport(signalId, plots, mapping, Number.POSITIVE_INFINITY);
 }
 

package/package.json

@@ -1,90 +1,90 @@
-{
-  "name": "@backtest-kit/pinets",
-  "version": "14.1.0",
-  "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",
-    "email": "tripolskypetr@gmail.com",
-    "url": "https://github.com/tripolskypetr"
-  },
-  "funding": {
-    "type": "individual",
-    "url": "http://paypal.me/tripolskypetr"
-  },
-  "license": "MIT",
-  "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
-  "keywords": [
-    "pinescript",
-    "pine-script",
-    "tradingview",
-    "pinets",
-    "technical-analysis",
-    "trading-bot",
-    "algorithmic-trading",
-    "backtest",
-    "backtesting",
-    "cryptocurrency",
-    "forex",
-    "strategy",
-    "indicators",
-    "rsi",
-    "macd",
-    "ema",
-    "bollinger-bands"
-  ],
-  "files": [
-    "build",
-    "types.d.ts",
-    "README.md"
-  ],
-  "repository": {
-    "type": "git",
-    "url": "https://github.com/tripolskypetr/backtest-kit",
-    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
-  },
-  "bugs": {
-    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
-  },
-  "scripts": {
-    "build": "rollup -c"
-  },
-  "main": "build/index.cjs",
-  "module": "build/index.mjs",
-  "source": "src/index.ts",
-  "types": "./types.d.ts",
-  "exports": {
-    "require": "./build/index.cjs",
-    "types": "./types.d.ts",
-    "import": "./build/index.mjs",
-    "default": "./build/index.cjs"
-  },
-  "devDependencies": {
-    "@rollup/plugin-typescript": "11.1.6",
-    "@types/node": "22.9.0",
-    "glob": "11.0.1",
-    "rimraf": "6.0.1",
-    "rollup": "3.29.5",
-    "rollup-plugin-dts": "6.1.1",
-    "rollup-plugin-peer-deps-external": "2.2.4",
-    "ts-morph": "27.0.2",
-    "tslib": "2.7.0",
-    "typedoc": "0.27.9",
-    "pinets": "0.9.23",
-    "backtest-kit": "14.1.0",
-    "worker-testbed": "2.1.0"
-  },
-  "peerDependencies": {
-    "backtest-kit": "^14.1.0",
-    "pinets": "^0.9.23",
-    "typescript": "^5.0.0"
-  },
-  "dependencies": {
-    "di-kit": "^1.1.1",
-    "di-scoped": "^1.0.21",
-    "functools-kit": "^3.0.0",
-    "get-moment-stamp": "^2.0.0"
-  },
-  "publishConfig": {
-    "access": "public"
-  }
-}
+{
+  "name": "@backtest-kit/pinets",
+  "version": "15.0.0",
+  "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",
+    "email": "tripolskypetr@gmail.com",
+    "url": "https://github.com/tripolskypetr"
+  },
+  "funding": {
+    "type": "individual",
+    "url": "http://paypal.me/tripolskypetr"
+  },
+  "license": "MIT",
+  "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
+  "keywords": [
+    "pinescript",
+    "pine-script",
+    "tradingview",
+    "pinets",
+    "technical-analysis",
+    "trading-bot",
+    "algorithmic-trading",
+    "backtest",
+    "backtesting",
+    "cryptocurrency",
+    "forex",
+    "strategy",
+    "indicators",
+    "rsi",
+    "macd",
+    "ema",
+    "bollinger-bands"
+  ],
+  "files": [
+    "build",
+    "types.d.ts",
+    "README.md"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/tripolskypetr/backtest-kit",
+    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
+  },
+  "bugs": {
+    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
+  },
+  "scripts": {
+    "build": "rollup -c"
+  },
+  "main": "build/index.cjs",
+  "module": "build/index.mjs",
+  "source": "src/index.ts",
+  "types": "./types.d.ts",
+  "exports": {
+    "require": "./build/index.cjs",
+    "types": "./types.d.ts",
+    "import": "./build/index.mjs",
+    "default": "./build/index.cjs"
+  },
+  "devDependencies": {
+    "@rollup/plugin-typescript": "11.1.6",
+    "@types/node": "22.9.0",
+    "glob": "11.0.1",
+    "rimraf": "6.0.1",
+    "rollup": "3.29.5",
+    "rollup-plugin-dts": "6.1.1",
+    "rollup-plugin-peer-deps-external": "2.2.4",
+    "ts-morph": "27.0.2",
+    "tslib": "2.7.0",
+    "typedoc": "0.27.9",
+    "pinets": "0.9.27",
+    "backtest-kit": "15.0.0",
+    "worker-testbed": "3.0.0"
+  },
+  "peerDependencies": {
+    "backtest-kit": "^15.0.0",
+    "pinets": "^0.9.27",
+    "typescript": "^5.0.0"
+  },
+  "dependencies": {
+    "di-kit": "^1.1.1",
+    "di-scoped": "^1.0.21",
+    "functools-kit": "^4.0.0",
+    "get-moment-stamp": "^2.0.0"
+  },
+  "publishConfig": {
+    "access": "public"
+  }
+}

package/types.d.ts

@@ -66,6 +66,12 @@ declare function run(source: File | Code, { symbol, timeframe, limit, inputs }:
 type PlotExtractConfig<T = number> = {
     plot: string;
     barsBack?: number;
+    /**
+     * Fallback used when the plot is missing, empty or has no value at the
+     * requested position. Without it `extract` throws to surface plot-name
+     * mismatches instead of silently substituting zeros.
+     */
+    defaultValue?: number;
     transform?: (value: number) => T;
 };
 type PlotMapping = {