@tradejs/node 1.0.10 → 1.0.11

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (6) hide show
  1. package/README.md +1 -1
  2. package/dist/backtest.js +3 -0
  3. package/dist/backtest.mjs +7 -1
  4. package/dist/strategies.js +12 -1
  5. package/dist/strategies.mjs +14 -2
  6. package/package.json +5 -5
package/README.md CHANGED
@@ -41,7 +41,7 @@ export default defineConfig(basePreset);
41
41
  - strategy runtime execution
42
42
  - connector/plugin registries
43
43
  - backtest orchestration helpers
44
- - Pine loading/runtime helpers
44
+ - Pine-backed strategy loading/runtime helpers
45
45
  - runtime-side operational helpers used by CLI/app
46
46
 
47
47
  ## Public Surface
package/dist/backtest.js CHANGED
@@ -3352,6 +3352,9 @@ var filterClosedAlignedCandles = (data, btcData, interval) => {
3352
3352
  };
3353
3353
  };
3354
3354
  var shouldLoadBacktestExecutionCandles = (interval) => {
3355
+ if (!import_constants4.BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
3356
+ return false;
3357
+ }
3355
3358
  const executionInterval = resolveBacktestExecutionInterval(interval);
3356
3359
  if (!executionInterval) {
3357
3360
  return false;
package/dist/backtest.mjs CHANGED
@@ -24,7 +24,10 @@ export * from "@tradejs/core/backtest";
24
24
 
25
25
  // src/testing.ts
26
26
  import { alignSortedCandlesByTimestamp } from "@tradejs/core/indicators";
27
- import { BACKTEST_EXECUTION_INTERVAL } from "@tradejs/core/constants";
27
+ import {
28
+ BACKTEST_EXECUTION_INTERVAL,
29
+ BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED
30
+ } from "@tradejs/core/constants";
28
31
  import {
29
32
  releaseStrategyIndicatorsReplayCache,
30
33
  releaseStrategyReplayCache
@@ -1092,6 +1095,9 @@ var filterClosedAlignedCandles = (data, btcData, interval) => {
1092
1095
  };
1093
1096
  };
1094
1097
  var shouldLoadBacktestExecutionCandles = (interval) => {
1098
+ if (!BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
1099
+ return false;
1100
+ }
1095
1101
  const executionInterval = resolveBacktestExecutionInterval(interval);
1096
1102
  if (!executionInterval) {
1097
1103
  return false;
package/dist/strategies.js CHANGED
@@ -9983,6 +9983,17 @@ var createStrategyRuntime = ({
9983
9983
  return void 0;
9984
9984
  };
9985
9985
  const resolveBacktestExecutionCandle = (candle, btcCandle) => {
9986
+ if (!import_constants4.BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
9987
+ return {
9988
+ candle,
9989
+ btcCandle,
9990
+ source: "primary_timeframe",
9991
+ requestedExecutionTimestamp: candle.timestamp,
9992
+ executionInterval: String(config.INTERVAL ?? "15"),
9993
+ executionDelayMs: 0,
9994
+ primaryExecutionTimestamp: candle.timestamp
9995
+ };
9996
+ }
9986
9997
  const requestedExecutionTimestamp = candle.timestamp + backtestExecutionDelayMs;
9987
9998
  const primaryExecutionTimestamp = candle.timestamp;
9988
9999
  if (!canUseLowerBacktestExecution || primaryIntervalMs == null) {
@@ -10052,7 +10063,7 @@ var createStrategyRuntime = ({
10052
10063
  const execution = applyBacktestDelayedEntryExecution({
10053
10064
  decision: pending.decision,
10054
10065
  execution: executionCandleResolution,
10055
- backtestPriceMode,
10066
+ backtestPriceMode: executionCandleResolution.source === "primary_timeframe" ? "open" : backtestPriceMode,
10056
10067
  delayBars: pending.delayBars
10057
10068
  });
10058
10069
  if (execution.skipReason) {
package/dist/strategies.mjs CHANGED
@@ -57,7 +57,8 @@ export * from "@tradejs/core/strategies";
57
57
  import path from "path";
58
58
  import {
59
59
  BACKTEST_EXECUTION_DELAY_MS,
60
- BACKTEST_EXECUTION_INTERVAL
60
+ BACKTEST_EXECUTION_INTERVAL,
61
+ BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED
61
62
  } from "@tradejs/core/constants";
62
63
  import { intervalToMs } from "@tradejs/core/data";
63
64
  import {
@@ -1826,6 +1827,17 @@ var createStrategyRuntime = ({
1826
1827
  return void 0;
1827
1828
  };
1828
1829
  const resolveBacktestExecutionCandle = (candle, btcCandle) => {
1830
+ if (!BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
1831
+ return {
1832
+ candle,
1833
+ btcCandle,
1834
+ source: "primary_timeframe",
1835
+ requestedExecutionTimestamp: candle.timestamp,
1836
+ executionInterval: String(config.INTERVAL ?? "15"),
1837
+ executionDelayMs: 0,
1838
+ primaryExecutionTimestamp: candle.timestamp
1839
+ };
1840
+ }
1829
1841
  const requestedExecutionTimestamp = candle.timestamp + backtestExecutionDelayMs;
1830
1842
  const primaryExecutionTimestamp = candle.timestamp;
1831
1843
  if (!canUseLowerBacktestExecution || primaryIntervalMs == null) {
@@ -1895,7 +1907,7 @@ var createStrategyRuntime = ({
1895
1907
  const execution = applyBacktestDelayedEntryExecution({
1896
1908
  decision: pending.decision,
1897
1909
  execution: executionCandleResolution,
1898
- backtestPriceMode,
1910
+ backtestPriceMode: executionCandleResolution.source === "primary_timeframe" ? "open" : backtestPriceMode,
1899
1911
  delayBars: pending.delayBars
1900
1912
  });
1901
1913
  if (execution.skipReason) {
package/package.json CHANGED
@@ -1,7 +1,7 @@
1
1
  {
2
2
  "name": "@tradejs/node",
3
- "version": "1.0.10",
4
- "description": "Node-only runtime for the TradeJS open-source framework: strategies, backtests, Pine loading, and plugin registries.",
3
+ "version": "1.0.11",
4
+ "description": "Node-only runtime for the TradeJS open-source framework: strategies, backtests, Pine strategy loading, and plugin registries.",
5
5
  "keywords": [
6
6
  "tradejs",
7
7
  "trading",
@@ -67,9 +67,9 @@
67
67
  "dependencies": {
68
68
  "@langchain/core": "^1.1.42",
69
69
  "@langchain/openai": "^1.4.5",
70
- "@tradejs/core": "^1.0.10",
71
- "@tradejs/infra": "^1.0.10",
72
- "@tradejs/types": "^1.0.10",
70
+ "@tradejs/core": "^1.0.11",
71
+ "@tradejs/infra": "^1.0.11",
72
+ "@tradejs/types": "^1.0.11",
73
73
  "chalk": "4.1.2",
74
74
  "ioredis": "5.8.0",
75
75
  "pinets": "0.8.12",