@backtest-kit/pinets 5.6.2 → 5.10.0

package/build/index.cjs

@@ -361,10 +361,47 @@ const GET_VALUE_FN = (plots, name, barsBack = 0) => {
     const idx = data.length - 1 - barsBack;
     return idx >= 0 ? (data[idx]?.value ?? 0) : 0;
 };
+const GET_VALUE_AT_FN = (plots, name, i, barsBack = 0) => {
+    const data = plots[name]?.data;
+    if (!data)
+        return null;
+    const idx = i - barsBack;
+    return idx >= 0 ? (data[idx]?.value ?? null) : null;
+};
 class PineDataService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
     }
+    extractRows(plots, mapping) {
+        this.loggerService.log("pineDataService extractRows", {
+            plotCount: Object.keys(plots).length,
+            mapping,
+        });
+        const entries = Object.entries(mapping);
+        const plotNames = entries.map(([, config]) => typeof config === "string" ? config : config.plot);
+        const dataLength = plotNames
+            .map((name) => plots[name]?.data?.length ?? 0)
+            .reduce((acm, cur) => Math.max(acm, cur), 0);
+        const rows = [];
+        for (let i = 0; i < dataLength; i++) {
+            const row = {};
+            for (const [key, config] of entries) {
+                if (typeof config === "string") {
+                    row[key] = GET_VALUE_AT_FN(plots, config, i);
+                }
+                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 firstPlot = plots[plotNames[0]]?.data?.[i];
+            row.timestamp = firstPlot?.time
+                ? new Date(firstPlot.time).toISOString()
+                : "";
+            rows.push(row);
+        }
+        return rows;
+    }
     extract(plots, mapping) {
         this.loggerService.log("pineDataService extract", {
             plotCount: Object.keys(plots).length,
@@ -731,7 +768,7 @@ function useIndicator(ctor) {
     pine.indicatorConnectionService.useIndicator(ctor);
 }
 
-const METHOD_NAME_RUN$2 = "run.run";
+const METHOD_NAME_RUN$1 = "run.run";
 const GET_SOURCE_FN$2 = async (source) => {
     if (File.isFile(source)) {
         const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
@@ -770,7 +807,7 @@ const RUN_INFERENCE_FN$1 = async (script, symbol, timeframe, limit, inputs, exch
     return await inference();
 };
 async function run(source, { symbol, timeframe, limit, inputs = {} }, exchangeName, when) {
-    pine.loggerService.info(METHOD_NAME_RUN$2, {
+    pine.loggerService.info(METHOD_NAME_RUN$1, {
         source,
         symbol,
         timeframe,
@@ -781,9 +818,16 @@ async function run(source, { symbol, timeframe, limit, inputs = {} }, exchangeNa
     return plots;
 }
 
-const METHOD_NAME_RUN$1 = "extract.extract";
+const METHOD_NAME_EXTRACT = "extract.extract";
+const METHOD_NAME_EXTRACT_ROWS = "extractRows.extractRows";
+async function extractRows(plots, mapping) {
+    pine.loggerService.info(METHOD_NAME_EXTRACT_ROWS, {
+        mapping,
+    });
+    return pine.pineDataService.extractRows(plots, mapping);
+}
 async function extract(plots, mapping) {
-    pine.loggerService.info(METHOD_NAME_RUN$1, {
+    pine.loggerService.info(METHOD_NAME_EXTRACT, {
         mapping,
     });
     return pine.pineDataService.extract(plots, mapping);
@@ -934,6 +978,7 @@ exports.Code = Code;
 exports.File = File;
 exports.dumpPlotData = dumpPlotData;
 exports.extract = extract;
+exports.extractRows = extractRows;
 exports.getSignal = getSignal;
 exports.lib = pine;
 exports.markdown = markdown;

package/build/index.mjs

@@ -358,10 +358,47 @@ const GET_VALUE_FN = (plots, name, barsBack = 0) => {
     const idx = data.length - 1 - barsBack;
     return idx >= 0 ? (data[idx]?.value ?? 0) : 0;
 };
+const GET_VALUE_AT_FN = (plots, name, i, barsBack = 0) => {
+    const data = plots[name]?.data;
+    if (!data)
+        return null;
+    const idx = i - barsBack;
+    return idx >= 0 ? (data[idx]?.value ?? null) : null;
+};
 class PineDataService {
     constructor() {
         this.loggerService = inject(TYPES.loggerService);
     }
+    extractRows(plots, mapping) {
+        this.loggerService.log("pineDataService extractRows", {
+            plotCount: Object.keys(plots).length,
+            mapping,
+        });
+        const entries = Object.entries(mapping);
+        const plotNames = entries.map(([, config]) => typeof config === "string" ? config : config.plot);
+        const dataLength = plotNames
+            .map((name) => plots[name]?.data?.length ?? 0)
+            .reduce((acm, cur) => Math.max(acm, cur), 0);
+        const rows = [];
+        for (let i = 0; i < dataLength; i++) {
+            const row = {};
+            for (const [key, config] of entries) {
+                if (typeof config === "string") {
+                    row[key] = GET_VALUE_AT_FN(plots, config, i);
+                }
+                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 firstPlot = plots[plotNames[0]]?.data?.[i];
+            row.timestamp = firstPlot?.time
+                ? new Date(firstPlot.time).toISOString()
+                : "";
+            rows.push(row);
+        }
+        return rows;
+    }
     extract(plots, mapping) {
         this.loggerService.log("pineDataService extract", {
             plotCount: Object.keys(plots).length,
@@ -728,7 +765,7 @@ function useIndicator(ctor) {
     pine.indicatorConnectionService.useIndicator(ctor);
 }
 
-const METHOD_NAME_RUN$2 = "run.run";
+const METHOD_NAME_RUN$1 = "run.run";
 const GET_SOURCE_FN$2 = async (source) => {
     if (File.isFile(source)) {
         const code = await pine.pineCacheService.readFile(source.path, source.baseDir);
@@ -767,7 +804,7 @@ const RUN_INFERENCE_FN$1 = async (script, symbol, timeframe, limit, inputs, exch
     return await inference();
 };
 async function run(source, { symbol, timeframe, limit, inputs = {} }, exchangeName, when) {
-    pine.loggerService.info(METHOD_NAME_RUN$2, {
+    pine.loggerService.info(METHOD_NAME_RUN$1, {
         source,
         symbol,
         timeframe,
@@ -778,9 +815,16 @@ async function run(source, { symbol, timeframe, limit, inputs = {} }, exchangeNa
     return plots;
 }
 
-const METHOD_NAME_RUN$1 = "extract.extract";
+const METHOD_NAME_EXTRACT = "extract.extract";
+const METHOD_NAME_EXTRACT_ROWS = "extractRows.extractRows";
+async function extractRows(plots, mapping) {
+    pine.loggerService.info(METHOD_NAME_EXTRACT_ROWS, {
+        mapping,
+    });
+    return pine.pineDataService.extractRows(plots, mapping);
+}
 async function extract(plots, mapping) {
-    pine.loggerService.info(METHOD_NAME_RUN$1, {
+    pine.loggerService.info(METHOD_NAME_EXTRACT, {
         mapping,
     });
     return pine.pineDataService.extract(plots, mapping);
@@ -926,4 +970,4 @@ async function markdown(signalId, source, { symbol, timeframe, limit, inputs = {
     return await pine.pineMarkdownService.getReport(signalId, plots, mapping, Number.POSITIVE_INFINITY);
 }
 
-export { AXIS_SYMBOL, Code, File, dumpPlotData, extract, getSignal, pine as lib, markdown, run, setLogger, toMarkdown, toSignalDto, useIndicator, usePine };
+export { AXIS_SYMBOL, Code, File, dumpPlotData, extract, extractRows, getSignal, pine as lib, markdown, run, setLogger, toMarkdown, toSignalDto, useIndicator, usePine };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@backtest-kit/pinets",
-  "version": "5.6.2",
+  "version": "5.10.0",
   "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",
@@ -69,12 +69,12 @@
     "ts-morph": "27.0.2",
     "tslib": "2.7.0",
     "typedoc": "0.27.9",
-    "backtest-kit": "5.6.2",
+    "backtest-kit": "5.10.0",
     "worker-testbed": "1.0.12"
   },
   "peerDependencies": {
-    "backtest-kit": "^5.6.2",
-    "pinets": "^0.9.5",
+    "backtest-kit": "^5.10.0",
+    "pinets": "^0.9.8",
     "typescript": "^5.0.0"
   },
   "dependencies": {

package/types.d.ts

@@ -74,11 +74,18 @@ type PlotMapping = {
 type ExtractedData<M extends PlotMapping> = {
     [K in keyof M]: M[K] extends PlotExtractConfig<infer R> ? R : M[K] extends string ? number : never;
 };
+type ExtractedDataRow<M extends PlotMapping> = {
+    [K in keyof M]: M[K] extends PlotExtractConfig<infer R> ? R | null : M[K] extends string ? number | null : never;
+} & {
+    timestamp: string;
+};
 declare class PineDataService {
     private readonly loggerService;
+    extractRows<M extends PlotMapping>(plots: PlotModel, mapping: M): ExtractedDataRow<M>[];
     extract<M extends PlotMapping>(plots: PlotModel, mapping: M): ExtractedData<M>;
 }
 
+declare function extractRows<M extends PlotMapping>(plots: PlotModel, mapping: M): Promise<ExtractedDataRow<M>[]>;
 declare function extract<M extends PlotMapping>(plots: PlotModel, mapping: M): Promise<ExtractedData<M>>;
 
 interface ILogger {
@@ -226,4 +233,4 @@ declare const pine: {
     };
 };
 
-export { AXIS_SYMBOL, type CandleModel, Code, File, type IIndicator, type ILogger, type IPine, type IProvider, type PlotExtractConfig, type PlotMapping, type PlotModel, type PlotRecord, type SymbolInfoModel, type TIndicatorCtor, type TPineCtor, dumpPlotData, extract, getSignal, pine as lib, markdown, run, setLogger, toMarkdown, toSignalDto, useIndicator, usePine };
+export { AXIS_SYMBOL, type CandleModel, Code, type ExtractedData, type ExtractedDataRow, File, type IIndicator, type ILogger, type IPine, type IProvider, type PlotExtractConfig, type PlotMapping, type PlotModel, type PlotRecord, type SymbolInfoModel, type TIndicatorCtor, type TPineCtor, dumpPlotData, extract, extractRows, getSignal, pine as lib, markdown, run, setLogger, toMarkdown, toSignalDto, useIndicator, usePine };