@backtest-kit/pinets 5.9.0 → 5.11.0

package/README.md

@@ -32,7 +32,8 @@ Port your TradingView strategies to backtest-kit with zero rewrite. Powered by [
 |----------|-------------|
 | **`getSignal()`** | Run Pine Script and get structured `ISignalDto` (position, TP/SL, estimated time) |
 | **`run()`** | Run Pine Script and return raw plot data |
-| **`extract()`** | Extract values from plots with custom mapping |
+| **`extract()`** | Extract the latest bar values from plots with custom mapping |
+| **`extractRows()`** | Extract all bars as a timestamped row array with custom mapping |
 | **`dumpPlotData()`** | Dump plot data to markdown files for debugging |
 | **`usePine()`** | Register custom Pine constructor |
 | **`setLogger()`** | Configure custom logger |
@@ -166,6 +167,52 @@ const data = await extract(plots, {
 // data = { rsi: 55.2, macd: 12.5, prevRsi: 52.1, trendStrength: 'strong' }
 ```
 
+### Historical Rows Extraction
+
+`extractRows()` returns **every bar** as a typed row with a `timestamp` field — useful for building datasets, detecting crossovers across history, or feeding data into downstream analysis.
+
+```typescript
+import { File, run, extractRows } from '@backtest-kit/pinets';
+
+const source = File.fromPath('indicators.pine');
+
+const plots = await run(source, {
+  symbol: 'ETHUSDT',
+  timeframe: '1h',
+  limit: 200,
+});
+
+const rows = await extractRows(plots, {
+  // Simple: plot name -> number | null
+  rsi: 'RSI',
+  macd: 'MACD',
+
+  // Advanced: with lookback and optional transform
+  prevRsi: {
+    plot: 'RSI',
+    barsBack: 1,
+  },
+  trend: {
+    plot: 'ADX',
+    transform: (v) => v > 25 ? 'strong' : 'weak',
+  },
+});
+
+// rows[0] = { timestamp: '2024-01-01T00:00:00.000Z', rsi: 48.3, macd: -2.1, prevRsi: null, trend: 'weak' }
+// rows[1] = { timestamp: '2024-01-01T01:00:00.000Z', rsi: 52.1, macd: -1.5, prevRsi: 48.3,  trend: 'weak' }
+// ...
+```
+
+**Difference between `extract()` and `extractRows()`:**
+
+| | `extract()` | `extractRows()` |
+|---|---|---|
+| Returns | Single object (latest bar) | Array of objects (all bars) |
+| Missing value | `0` (fallback) | `null` |
+| `timestamp` field | No | Yes — ISO string from the bar's time |
+| `barsBack` | Looks back from the last bar | Looks back from each bar's own index |
+| Use case | Signal generation at current bar | Dataset export, historical analysis |
+
 ### Debug with Plot Dump
 
 Dump plot data to markdown files for analysis and debugging:

package/build/index.cjs

@@ -130,6 +130,8 @@ const INTERVAL_MINUTES = {
     "4h": 240,
     "6h": 360,
     "8h": 480,
+    "1d": 1440,
+    "1w": 10080,
 };
 const AXIS_SYMBOL = "_AXIS";
 class AxisProviderService {
@@ -361,10 +363,47 @@ 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 +770,7 @@ 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 +809,7 @@ 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 +820,16 @@ 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 +980,7 @@ 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

@@ -127,6 +127,8 @@ const INTERVAL_MINUTES = {
     "4h": 240,
     "6h": 360,
     "8h": 480,
+    "1d": 1440,
+    "1w": 10080,
 };
 const AXIS_SYMBOL = "_AXIS";
 class AxisProviderService {
@@ -358,10 +360,47 @@ 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 +767,7 @@ 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 +806,7 @@ 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 +817,16 @@ 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 +972,4 @@ 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": "5.9.0",
+  "version": "5.11.0",
   "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": "5.9.0",
+    "backtest-kit": "5.11.0",
     "worker-testbed": "1.0.12"
   },
   "peerDependencies": {
-    "backtest-kit": "^5.9.0",
-    "pinets": "^0.9.7",
+    "backtest-kit": "^5.11.0",
+    "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 };