@tradejs/cli 3.1.29-beta.291 → 3.1.29-beta.296

package/dist/lib/researchVisuals.js

@@ -174,7 +174,7 @@ function normalizeTrade(raw, fallbackStrategy, candlesBySymbol = {}) {
     pockets,
     features,
     groups,
-    candles: normalizeCandles(r.candles ?? candlesBySymbol[symbol]),
+    candles: r.candles === void 0 ? candlesBySymbol[symbol] ?? [] : normalizeCandles(r.candles),
     figures: normalizeFigures(r.figures ?? payload.figures)
   };
 }
@@ -196,11 +196,16 @@ function normalizeDataset(input, options = {}) {
   );
   if (runs.size > 1)
     throw new Error("Mixed backtest runs; provide one immutable lineage");
+  const candlesBySymbol = Object.fromEntries(
+    Object.entries(options.candlesBySymbol ?? object(root.candlesBySymbol)).map(
+      ([symbol, candles]) => [symbol, normalizeCandles(candles)]
+    )
+  );
   const trades = rows.map(
     (r) => normalizeTrade(
       r,
       options.strategy ?? String(root.strategy ?? ""),
-      options.candlesBySymbol ?? object(root.candlesBySymbol)
+      candlesBySymbol
     )
   );
   const ids = /* @__PURE__ */ new Set();
@@ -217,6 +222,21 @@ function normalizeDataset(input, options = {}) {
     trades
   };
 }
+function tradeCandleWindow(trade, intervalMs) {
+  const lowerBound = (timestamp) => {
+    let lo = 0, hi = trade.candles.length;
+    while (lo < hi) {
+      const mid = Math.floor((lo + hi) / 2);
+      if (trade.candles[mid].timestamp < timestamp) lo = mid + 1;
+      else hi = mid;
+    }
+    return lo;
+  };
+  return trade.candles.slice(
+    lowerBound(trade.signalTime - 140 * intervalMs),
+    lowerBound(trade.exitTime + 20 * intervalMs + 1)
+  );
+}
 
 // src/lib/researchVisuals/analysis.ts
 var import_node_crypto = require("crypto");
@@ -538,7 +558,10 @@ function pricePanel(t, c, step, x, y, w, h) {
   );
 }
 function renderTradeSvg(t, intervalMs) {
-  const candles = chartCandles(t);
+  const candles = chartCandles({
+    ...t,
+    candles: tradeCandleWindow(t, intervalMs)
+  });
   const start = Math.min(
     t.signalTime - 90 * intervalMs,
     t.entryTime - 90 * intervalMs
@@ -813,9 +836,7 @@ async function generateResearchVisuals(options) {
       population: "selected",
       trades: selected.map((trade) => ({
         ...trade,
-        candles: trade.candles.filter(
-          (bar) => bar.timestamp >= trade.signalTime - 140 * dataset.intervalMs && bar.timestamp <= trade.exitTime + 20 * dataset.intervalMs
-        )
+        candles: tradeCandleWindow(trade, dataset.intervalMs)
       }))
     };
     await write("chart-inputs.json.gz", (0, import_node_zlib.gzipSync)(JSON.stringify(retained)));