@backtest-kit/pinets 14.1.0 → 15.1.0

package/build/index.cjs

@@ -9,7 +9,9 @@ var fs = require('fs/promises');
 var module$1 = require('module');
 
 var _documentCurrentScript = typeof document !== 'undefined' ? document.currentScript : null;
-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;
@@ -28,7 +30,9 @@ 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;
@@ -243,6 +247,22 @@ const ExchangeContextService = diScoped.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",
@@ -286,6 +306,11 @@ 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: ${Object.keys(INTERVAL_MINUTES).join(", ")}`);
+        }
         let clampedEDate = eDate;
         if (backtestKit.ExecutionContextService.hasContext()) {
             const whenMs = backtestKit.lib.executionContextService.context.when.getTime();
@@ -311,12 +336,12 @@ class CandleProviderService {
         const symbol = tickerId
             .toUpperCase()
             .replace(/^BINANCE:|^BYBIT:|^OKX:/, "");
-        const base = symbol.replace(/USDT$|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",
@@ -361,8 +386,13 @@ 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;
@@ -377,12 +407,30 @@ 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;
@@ -414,13 +462,19 @@ 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;
@@ -437,7 +491,7 @@ 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,
                 });
@@ -595,6 +649,9 @@ 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) {
@@ -791,8 +848,11 @@ 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);
@@ -802,14 +862,21 @@ 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 (backtestKit.ExecutionContextService.hasContext()) {
         throw new Error(functoolsKit.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 });
     }
@@ -820,15 +887,10 @@ 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,
@@ -836,8 +898,8 @@ 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;
 }
 
@@ -860,6 +922,7 @@ 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 = {
@@ -869,7 +932,7 @@ 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;
@@ -882,7 +945,7 @@ 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;
@@ -892,23 +955,18 @@ 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,
     },
 };
@@ -919,7 +977,7 @@ 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 = functoolsKit.randomString();
     const data = pine.pineDataService.extract(plots, SIGNAL_SCHEMA);
     return toSignalDto(resultId, data);
@@ -938,43 +996,6 @@ 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 (backtestKit.ExecutionContextService.hasContext()) {
-        throw new Error(functoolsKit.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 = backtestKit.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,
@@ -992,7 +1013,7 @@ 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);
 }