@backtest-kit/pinets 3.0.2 → 3.0.4

package/build/index.cjs

@@ -3,6 +3,7 @@
 var path = require('path');
 var backtestKit = require('backtest-kit');
 var diKit = require('di-kit');
+var diScoped = require('di-scoped');
 var functoolsKit = require('functools-kit');
 var fs = require('fs/promises');
 var module$1 = require('module');
@@ -80,9 +81,12 @@ class LoggerService {
 
 const { provide, inject, init, override } = diKit.createActivator("pine");
 
-const baseServices = {
+const baseServices$1 = {
     loggerService: Symbol("loggerService"),
 };
+const contextServices$1 = {
+    exchangeContextService: Symbol("exchangeContextService"),
+};
 const providerServices$1 = {
     axisProviderService: Symbol("axisProviderService"),
     candleProviderService: Symbol("candleProviderService"),
@@ -103,7 +107,8 @@ const markdownServices$1 = {
     pineMarkdownService: Symbol("pineMarkdownService"),
 };
 const TYPES = {
-    ...baseServices,
+    ...baseServices$1,
+    ...contextServices$1,
     ...providerServices$1,
     ...jobServices$1,
     ...dataServices$1,
@@ -230,9 +235,28 @@ class AxisProviderService {
     }
 }
 
+const ExchangeContextService = diScoped.scoped(class {
+    constructor(context) {
+        this.context = context;
+    }
+});
+
+const GET_RAW_CANDLES_FN = async (self, symbol, interval, limit, sDate, eDate) => {
+    if (ExchangeContextService.hasContext()) {
+        return await backtestKit.Exchange.getRawCandles(symbol, interval, self.exchangeContextService.context, limit, sDate, eDate);
+    }
+    if (!backtestKit.MethodContextService.hasContext()) {
+        throw new Error("MethodContextService context is required to get market data for pinets if exchangeName?: string is not specified");
+    }
+    if (!backtestKit.ExecutionContextService.hasContext()) {
+        throw new Error("ExecutionContextService context is required to get market data for pinets if exchangeName?: string is not specified");
+    }
+    return await backtestKit.getRawCandles(symbol, interval, limit, sDate, eDate);
+};
 class CandleProviderService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
+        this.exchangeContextService = inject(TYPES.exchangeContextService);
     }
     async getMarketData(tickerId, timeframe, limit, sDate, eDate) {
         this.loggerService.log("candleProviderService getMarketData", {
@@ -245,7 +269,7 @@ class CandleProviderService {
         const symbol = tickerId
             .toUpperCase()
             .replace(/^BINANCE:|^BYBIT:|^OKX:/, "");
-        const rawCandles = await backtestKit.getRawCandles(symbol, timeframe, limit, sDate, eDate);
+        const rawCandles = await GET_RAW_CANDLES_FN(this, symbol, timeframe, limit, sDate, eDate);
         const candles = rawCandles.map((c) => ({
             openTime: c.timestamp,
             open: c.open,
@@ -554,6 +578,9 @@ class PineMarkdownService {
 {
     provide(TYPES.loggerService, () => new LoggerService());
 }
+{
+    provide(TYPES.exchangeContextService, () => new ExchangeContextService());
+}
 {
     provide(TYPES.axisProviderService, () => new AxisProviderService());
     provide(TYPES.candleProviderService, () => new CandleProviderService());
@@ -574,9 +601,12 @@ class PineMarkdownService {
     provide(TYPES.pineMarkdownService, () => new PineMarkdownService());
 }
 
-const commonServices = {
+const baseServices = {
     loggerService: inject(TYPES.loggerService),
 };
+const contextServices = {
+    exchangeContextService: inject(TYPES.exchangeContextService),
+};
 const providerServices = {
     axisProviderService: inject(TYPES.axisProviderService),
     candleProviderService: inject(TYPES.candleProviderService),
@@ -597,7 +627,8 @@ const markdownServices = {
     pineMarkdownService: inject(TYPES.pineMarkdownService),
 };
 const pine = {
-    ...commonServices,
+    ...contextServices,
+    ...baseServices,
     ...providerServices,
     ...jobServices,
     ...dataServices,
@@ -626,7 +657,26 @@ const GET_SOURCE_FN$1 = async (source) => {
     }
     throw new Error("Source must be a File or Code instance");
 };
-async function run(source, { symbol, timeframe, limit }) {
+const BASE_RUNNER_FN = async (script, symbol, timeframe, limit) => await pine.pineJobService.run(script, symbol, timeframe, limit);
+const CREATE_INFERENCE_FN = (symbol, exchangeName, when) => {
+    let fn = () => BASE_RUNNER_FN;
+    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, exchangeName, when) => {
+    const inference = CREATE_INFERENCE_FN(symbol, exchangeName, when);
+    return await inference(script, symbol, timeframe, limit);
+};
+async function run(source, { symbol, timeframe, limit }, exchangeName, when) {
     pine.loggerService.info(METHOD_NAME_RUN$2, {
         source,
         symbol,
@@ -634,7 +684,7 @@ async function run(source, { symbol, timeframe, limit }) {
         limit,
     });
     const script = await GET_SOURCE_FN$1(source);
-    const { plots } = await pine.pineJobService.run(script, symbol, timeframe, limit);
+    const { plots } = await RUN_INFERENCE_FN(script, symbol, timeframe, limit, exchangeName, when);
     return plots;
 }
 

package/build/index.mjs

@@ -1,6 +1,7 @@
 import { join } from 'path';
-import { getDate, getRawCandles, Markdown, MethodContextService, lib, ExecutionContextService } from 'backtest-kit';
+import { getDate, Exchange, MethodContextService, ExecutionContextService, getRawCandles, Markdown, lib } from 'backtest-kit';
 import { createActivator } from 'di-kit';
+import { scoped } from 'di-scoped';
 import { singleshot, memoize, randomString } from 'functools-kit';
 import fs from 'fs/promises';
 import { createRequire } from 'module';
@@ -77,9 +78,12 @@ class LoggerService {
 
 const { provide, inject, init, override } = createActivator("pine");
 
-const baseServices = {
+const baseServices$1 = {
     loggerService: Symbol("loggerService"),
 };
+const contextServices$1 = {
+    exchangeContextService: Symbol("exchangeContextService"),
+};
 const providerServices$1 = {
     axisProviderService: Symbol("axisProviderService"),
     candleProviderService: Symbol("candleProviderService"),
@@ -100,7 +104,8 @@ const markdownServices$1 = {
     pineMarkdownService: Symbol("pineMarkdownService"),
 };
 const TYPES = {
-    ...baseServices,
+    ...baseServices$1,
+    ...contextServices$1,
     ...providerServices$1,
     ...jobServices$1,
     ...dataServices$1,
@@ -227,9 +232,28 @@ class AxisProviderService {
     }
 }
 
+const ExchangeContextService = scoped(class {
+    constructor(context) {
+        this.context = context;
+    }
+});
+
+const GET_RAW_CANDLES_FN = async (self, symbol, interval, limit, sDate, eDate) => {
+    if (ExchangeContextService.hasContext()) {
+        return await Exchange.getRawCandles(symbol, interval, self.exchangeContextService.context, limit, sDate, eDate);
+    }
+    if (!MethodContextService.hasContext()) {
+        throw new Error("MethodContextService context is required to get market data for pinets if exchangeName?: string is not specified");
+    }
+    if (!ExecutionContextService.hasContext()) {
+        throw new Error("ExecutionContextService context is required to get market data for pinets if exchangeName?: string is not specified");
+    }
+    return await getRawCandles(symbol, interval, limit, sDate, eDate);
+};
 class CandleProviderService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
+        this.exchangeContextService = inject(TYPES.exchangeContextService);
     }
     async getMarketData(tickerId, timeframe, limit, sDate, eDate) {
         this.loggerService.log("candleProviderService getMarketData", {
@@ -242,7 +266,7 @@ class CandleProviderService {
         const symbol = tickerId
             .toUpperCase()
             .replace(/^BINANCE:|^BYBIT:|^OKX:/, "");
-        const rawCandles = await getRawCandles(symbol, timeframe, limit, sDate, eDate);
+        const rawCandles = await GET_RAW_CANDLES_FN(this, symbol, timeframe, limit, sDate, eDate);
         const candles = rawCandles.map((c) => ({
             openTime: c.timestamp,
             open: c.open,
@@ -551,6 +575,9 @@ class PineMarkdownService {
 {
     provide(TYPES.loggerService, () => new LoggerService());
 }
+{
+    provide(TYPES.exchangeContextService, () => new ExchangeContextService());
+}
 {
     provide(TYPES.axisProviderService, () => new AxisProviderService());
     provide(TYPES.candleProviderService, () => new CandleProviderService());
@@ -571,9 +598,12 @@ class PineMarkdownService {
     provide(TYPES.pineMarkdownService, () => new PineMarkdownService());
 }
 
-const commonServices = {
+const baseServices = {
     loggerService: inject(TYPES.loggerService),
 };
+const contextServices = {
+    exchangeContextService: inject(TYPES.exchangeContextService),
+};
 const providerServices = {
     axisProviderService: inject(TYPES.axisProviderService),
     candleProviderService: inject(TYPES.candleProviderService),
@@ -594,7 +624,8 @@ const markdownServices = {
     pineMarkdownService: inject(TYPES.pineMarkdownService),
 };
 const pine = {
-    ...commonServices,
+    ...contextServices,
+    ...baseServices,
     ...providerServices,
     ...jobServices,
     ...dataServices,
@@ -623,7 +654,26 @@ const GET_SOURCE_FN$1 = async (source) => {
     }
     throw new Error("Source must be a File or Code instance");
 };
-async function run(source, { symbol, timeframe, limit }) {
+const BASE_RUNNER_FN = async (script, symbol, timeframe, limit) => await pine.pineJobService.run(script, symbol, timeframe, limit);
+const CREATE_INFERENCE_FN = (symbol, exchangeName, when) => {
+    let fn = () => BASE_RUNNER_FN;
+    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, exchangeName, when) => {
+    const inference = CREATE_INFERENCE_FN(symbol, exchangeName, when);
+    return await inference(script, symbol, timeframe, limit);
+};
+async function run(source, { symbol, timeframe, limit }, exchangeName, when) {
     pine.loggerService.info(METHOD_NAME_RUN$2, {
         source,
         symbol,
@@ -631,7 +681,7 @@ async function run(source, { symbol, timeframe, limit }) {
         limit,
     });
     const script = await GET_SOURCE_FN$1(source);
-    const { plots } = await pine.pineJobService.run(script, symbol, timeframe, limit);
+    const { plots } = await RUN_INFERENCE_FN(script, symbol, timeframe, limit, exchangeName, when);
     return plots;
 }
 

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/pinets",
-  "version": "3.0.2",
+  "version": "3.0.4",
   "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",
@@ -72,13 +72,13 @@
     "worker-testbed": "1.0.12"
   },
   "peerDependencies": {
-    "backtest-kit": "^3.0.5",
+    "backtest-kit": "^3.0.9",
     "pinets": "^0.8.6",
     "typescript": "^5.0.0"
   },
   "dependencies": {
     "di-kit": "^1.0.18",
-    "di-scoped": "^1.0.20",
+    "di-scoped": "^1.0.21",
     "functools-kit": "^1.0.95",
     "get-moment-stamp": "^1.1.1"
   },

package/types.d.ts

@@ -42,12 +42,17 @@ interface IPine {
 
 declare function usePine<T = TPineCtor>(ctor: T): void;
 
+type ExchangeName = string;
+interface IExchangeContext {
+    exchangeName: ExchangeName;
+}
+
 interface IRunParams {
     symbol: string;
     timeframe: CandleInterval;
     limit: number;
 }
-declare function run(source: File | Code, { symbol, timeframe, limit }: IRunParams): Promise<PlotModel>;
+declare function run(source: File | Code, { symbol, timeframe, limit }: IRunParams, exchangeName?: ExchangeName, when?: Date): Promise<PlotModel>;
 
 type PlotExtractConfig<T = number> = {
     plot: string;
@@ -138,7 +143,10 @@ declare class LoggerService implements ILogger {
 }
 
 declare class CandleProviderService implements IProvider {
-    private readonly loggerService;
+    readonly loggerService: LoggerService;
+    readonly exchangeContextService: {
+        readonly context: IExchangeContext;
+    };
     getMarketData(tickerId: string, timeframe: string, limit?: number, sDate?: number, eDate?: number): Promise<any[]>;
     getSymbolInfo(tickerId: string): Promise<any>;
 }
@@ -186,6 +194,9 @@ declare const pine: {
     axisProviderService: AxisProviderService;
     candleProviderService: CandleProviderService;
     loggerService: LoggerService;
+    exchangeContextService: {
+        readonly context: IExchangeContext;
+    };
 };
 
 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, toMarkdown, toSignalDto, usePine };