@tradejs/node 1.0.10 → 1.0.12

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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);
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  - strategy runtime execution
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  - connector/plugin registries
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  - backtest orchestration helpers
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- - Pine loading/runtime helpers
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+ - Pine-backed strategy loading/runtime helpers
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  - runtime-side operational helpers used by CLI/app
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  ## Public Surface
package/dist/backtest.js CHANGED
@@ -3352,6 +3352,9 @@ var filterClosedAlignedCandles = (data, btcData, interval) => {
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  };
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  };
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  var shouldLoadBacktestExecutionCandles = (interval) => {
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+ if (!import_constants4.BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
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+ return false;
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+ }
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  const executionInterval = resolveBacktestExecutionInterval(interval);
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  if (!executionInterval) {
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  return false;
package/dist/backtest.mjs CHANGED
@@ -24,7 +24,10 @@ export * from "@tradejs/core/backtest";
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  // src/testing.ts
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  import { alignSortedCandlesByTimestamp } from "@tradejs/core/indicators";
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- import { BACKTEST_EXECUTION_INTERVAL } from "@tradejs/core/constants";
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+ import {
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+ BACKTEST_EXECUTION_INTERVAL,
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+ BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED
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+ } from "@tradejs/core/constants";
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  import {
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  releaseStrategyIndicatorsReplayCache,
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  releaseStrategyReplayCache
@@ -1092,6 +1095,9 @@ var filterClosedAlignedCandles = (data, btcData, interval) => {
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  };
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  };
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  var shouldLoadBacktestExecutionCandles = (interval) => {
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+ if (!BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
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+ return false;
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+ }
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  const executionInterval = resolveBacktestExecutionInterval(interval);
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  if (!executionInterval) {
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  return false;
package/dist/strategies.js CHANGED
@@ -9983,6 +9983,17 @@ var createStrategyRuntime = ({
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  return void 0;
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  };
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  const resolveBacktestExecutionCandle = (candle, btcCandle) => {
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+ if (!import_constants4.BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
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+ return {
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+ candle,
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+ btcCandle,
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+ source: "primary_timeframe",
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+ requestedExecutionTimestamp: candle.timestamp,
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+ executionInterval: String(config.INTERVAL ?? "15"),
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+ executionDelayMs: 0,
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+ primaryExecutionTimestamp: candle.timestamp
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+ };
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+ }
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  const requestedExecutionTimestamp = candle.timestamp + backtestExecutionDelayMs;
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  const primaryExecutionTimestamp = candle.timestamp;
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  if (!canUseLowerBacktestExecution || primaryIntervalMs == null) {
@@ -10052,7 +10063,7 @@ var createStrategyRuntime = ({
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  const execution = applyBacktestDelayedEntryExecution({
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  decision: pending.decision,
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  execution: executionCandleResolution,
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- backtestPriceMode,
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+ backtestPriceMode: executionCandleResolution.source === "primary_timeframe" ? "open" : backtestPriceMode,
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  delayBars: pending.delayBars
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  });
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  if (execution.skipReason) {
package/dist/strategies.mjs CHANGED
@@ -57,7 +57,8 @@ export * from "@tradejs/core/strategies";
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  import path from "path";
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  import {
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  BACKTEST_EXECUTION_DELAY_MS,
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- BACKTEST_EXECUTION_INTERVAL
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+ BACKTEST_EXECUTION_INTERVAL,
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+ BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED
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  } from "@tradejs/core/constants";
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  import { intervalToMs } from "@tradejs/core/data";
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  import {
@@ -1826,6 +1827,17 @@ var createStrategyRuntime = ({
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  return void 0;
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  };
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  const resolveBacktestExecutionCandle = (candle, btcCandle) => {
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+ if (!BACKTEST_LOWER_TIMEFRAME_EXECUTION_ENABLED) {
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+ return {
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+ candle,
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+ btcCandle,
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+ source: "primary_timeframe",
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+ requestedExecutionTimestamp: candle.timestamp,
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+ executionInterval: String(config.INTERVAL ?? "15"),
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+ executionDelayMs: 0,
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+ primaryExecutionTimestamp: candle.timestamp
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+ };
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+ }
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  const requestedExecutionTimestamp = candle.timestamp + backtestExecutionDelayMs;
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  const primaryExecutionTimestamp = candle.timestamp;
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  if (!canUseLowerBacktestExecution || primaryIntervalMs == null) {
@@ -1895,7 +1907,7 @@ var createStrategyRuntime = ({
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  const execution = applyBacktestDelayedEntryExecution({
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  decision: pending.decision,
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  execution: executionCandleResolution,
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- backtestPriceMode,
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+ backtestPriceMode: executionCandleResolution.source === "primary_timeframe" ? "open" : backtestPriceMode,
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  delayBars: pending.delayBars
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  });
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  if (execution.skipReason) {
package/package.json CHANGED
@@ -1,7 +1,7 @@
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  {
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  "name": "@tradejs/node",
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- "version": "1.0.10",
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- "description": "Node-only runtime for the TradeJS open-source framework: strategies, backtests, Pine loading, and plugin registries.",
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+ "version": "1.0.12",
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+ "description": "Node-only runtime for the TradeJS open-source framework: strategies, backtests, Pine strategy loading, and plugin registries.",
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  "keywords": [
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  "tradejs",
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  "trading",
@@ -67,9 +67,9 @@
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  "dependencies": {
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  "@langchain/core": "^1.1.42",
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  "@langchain/openai": "^1.4.5",
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- "@tradejs/core": "^1.0.10",
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- "@tradejs/infra": "^1.0.10",
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- "@tradejs/types": "^1.0.10",
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+ "@tradejs/core": "^1.0.12",
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+ "@tradejs/infra": "^1.0.12",
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+ "@tradejs/types": "^1.0.12",
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  "chalk": "4.1.2",
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  "ioredis": "5.8.0",
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  "pinets": "0.8.12",