@tradejs/core 3.1.29-beta.280 → 3.1.29-beta.281

package/dist/strategies.js

@@ -11299,6 +11299,79 @@ var randomUuid = () => {
 var createIdGenerator = (generateUuid = randomUuid) => (length = 12) => generateUuid().slice(-length);
 var uuid = createIdGenerator();
 
+// src/utils/strategyHelpers/closedCandles.ts
+var SOURCE_MS = 15 * 6e4;
+var MAX_ROWS = 1536;
+var createClosedCandlesReader = ({
+  connector,
+  symbol,
+  interval,
+  env,
+  getDecisionPriceContext
+}) => async (request) => {
+  const executionMinutes = Number(interval);
+  if (!Number.isInteger(executionMinutes) || executionMinutes <= 0) {
+    throw new Error(
+      "getClosedCandles requires a fixed minute execution interval"
+    );
+  }
+  const { candle } = getDecisionPriceContext();
+  const asOf = candle.timestamp + executionMinutes * 6e4;
+  const { start, end, limit } = request;
+  if (request.interval !== "15" || !Number.isSafeInteger(asOf) || !Number.isSafeInteger(start) || !Number.isSafeInteger(end) || start < 0 || start % SOURCE_MS !== 0 || end % SOURCE_MS !== 0 || end <= start || end > asOf || !Number.isInteger(limit) || limit < 1 || limit > MAX_ROWS || (end - start) / SOURCE_MS > limit) {
+    throw new Error(
+      "Invalid or non-causal getClosedCandles window (maximum 1536 slots)"
+    );
+  }
+  const rows = await connector.kline({
+    symbol,
+    interval: "15",
+    start,
+    // Connector end is inclusive; the public window is half-open.
+    end: end - 1,
+    cacheOnly: env === "BACKTEST" || env === "PARITY",
+    silent: true
+  });
+  const byTimestamp = /* @__PURE__ */ new Map();
+  for (const row of rows) {
+    const timestamp = row.timestamp;
+    if (timestamp < start || timestamp >= end || timestamp + SOURCE_MS > asOf)
+      continue;
+    if (!Number.isSafeInteger(timestamp) || timestamp % SOURCE_MS !== 0 || ![
+      row.open,
+      row.high,
+      row.low,
+      row.close,
+      row.volume,
+      row.turnover
+    ].every(Number.isFinite) || row.high < row.low || row.open < row.low || row.open > row.high || row.close < row.low || row.close > row.high || row.volume < 0 || row.turnover < 0 || byTimestamp.has(timestamp)) {
+      throw new Error("Invalid or duplicate getClosedCandles source row");
+    }
+    byTimestamp.set(timestamp, { ...row });
+  }
+  const candles = [];
+  const missingRanges = [];
+  for (let timestamp = start; timestamp < end; timestamp += SOURCE_MS) {
+    const row = byTimestamp.get(timestamp);
+    if (row) candles.push(row);
+    else {
+      const last = missingRanges[missingRanges.length - 1];
+      if (last?.end === timestamp) last.end += SOURCE_MS;
+      else
+        missingRanges.push({ start: timestamp, end: timestamp + SOURCE_MS });
+    }
+  }
+  return {
+    interval: "15",
+    start,
+    end,
+    asOf,
+    candles,
+    complete: missingRanges.length === 0,
+    missingRanges
+  };
+};
+
 // src/utils/strategyHelpers/signalBuilders.ts
 var COMPACT_MTF_CANDLE_LIMIT = 3;
 var isRecordLike = (value) => Boolean(value && typeof value === "object" && !Array.isArray(value));
@@ -12150,7 +12223,15 @@ var createStrategyAPI = ({
     };
   };
   const getDecisionPriceContext = async () => resolveDecisionPriceContext();
+  const getClosedCandles = createClosedCandlesReader({
+    connector,
+    symbol,
+    interval,
+    env,
+    getDecisionPriceContext: resolveDecisionPriceContext
+  });
   return {
+    getClosedCandles,
     skip: (code) => ({ kind: "skip", code }),
     entry: async ({
       code,

package/dist/strategies.mjs

@@ -560,6 +560,79 @@ var createStrategyStateControllerFactory = ({
   };
 };
 
+// src/utils/strategyHelpers/closedCandles.ts
+var SOURCE_MS = 15 * 6e4;
+var MAX_ROWS = 1536;
+var createClosedCandlesReader = ({
+  connector,
+  symbol,
+  interval,
+  env,
+  getDecisionPriceContext
+}) => async (request) => {
+  const executionMinutes = Number(interval);
+  if (!Number.isInteger(executionMinutes) || executionMinutes <= 0) {
+    throw new Error(
+      "getClosedCandles requires a fixed minute execution interval"
+    );
+  }
+  const { candle } = getDecisionPriceContext();
+  const asOf = candle.timestamp + executionMinutes * 6e4;
+  const { start, end, limit } = request;
+  if (request.interval !== "15" || !Number.isSafeInteger(asOf) || !Number.isSafeInteger(start) || !Number.isSafeInteger(end) || start < 0 || start % SOURCE_MS !== 0 || end % SOURCE_MS !== 0 || end <= start || end > asOf || !Number.isInteger(limit) || limit < 1 || limit > MAX_ROWS || (end - start) / SOURCE_MS > limit) {
+    throw new Error(
+      "Invalid or non-causal getClosedCandles window (maximum 1536 slots)"
+    );
+  }
+  const rows = await connector.kline({
+    symbol,
+    interval: "15",
+    start,
+    // Connector end is inclusive; the public window is half-open.
+    end: end - 1,
+    cacheOnly: env === "BACKTEST" || env === "PARITY",
+    silent: true
+  });
+  const byTimestamp = /* @__PURE__ */ new Map();
+  for (const row of rows) {
+    const timestamp = row.timestamp;
+    if (timestamp < start || timestamp >= end || timestamp + SOURCE_MS > asOf)
+      continue;
+    if (!Number.isSafeInteger(timestamp) || timestamp % SOURCE_MS !== 0 || ![
+      row.open,
+      row.high,
+      row.low,
+      row.close,
+      row.volume,
+      row.turnover
+    ].every(Number.isFinite) || row.high < row.low || row.open < row.low || row.open > row.high || row.close < row.low || row.close > row.high || row.volume < 0 || row.turnover < 0 || byTimestamp.has(timestamp)) {
+      throw new Error("Invalid or duplicate getClosedCandles source row");
+    }
+    byTimestamp.set(timestamp, { ...row });
+  }
+  const candles = [];
+  const missingRanges = [];
+  for (let timestamp = start; timestamp < end; timestamp += SOURCE_MS) {
+    const row = byTimestamp.get(timestamp);
+    if (row) candles.push(row);
+    else {
+      const last = missingRanges[missingRanges.length - 1];
+      if (last?.end === timestamp) last.end += SOURCE_MS;
+      else
+        missingRanges.push({ start: timestamp, end: timestamp + SOURCE_MS });
+    }
+  }
+  return {
+    interval: "15",
+    start,
+    end,
+    asOf,
+    candles,
+    complete: missingRanges.length === 0,
+    missingRanges
+  };
+};
+
 // src/utils/strategyHelpers/signalBuilders.ts
 var COMPACT_MTF_CANDLE_LIMIT = 3;
 var isRecordLike = (value) => Boolean(value && typeof value === "object" && !Array.isArray(value));
@@ -1411,7 +1484,15 @@ var createStrategyAPI = ({
     };
   };
   const getDecisionPriceContext = async () => resolveDecisionPriceContext();
+  const getClosedCandles = createClosedCandlesReader({
+    connector,
+    symbol,
+    interval,
+    env,
+    getDecisionPriceContext: resolveDecisionPriceContext
+  });
   return {
+    getClosedCandles,
     skip: (code) => ({ kind: "skip", code }),
     entry: async ({
       code,

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "3.1.29-beta.280",
+  "version": "3.1.29-beta.281",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -138,7 +138,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^3.1.29-beta.280",
+    "@tradejs/types": "^3.1.29-beta.281",
     "date-fns": "^3.6.0",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",