backtest-kit 12.3.0 → 12.4.0
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.
- package/build/index.cjs +12 -2
- package/build/index.mjs +12 -2
- package/package.json +1 -1
- package/types.d.ts +4 -0
package/build/index.cjs
CHANGED
|
@@ -13060,8 +13060,8 @@ class StrategyConnectionService {
|
|
|
13060
13060
|
await strategy.waitForInit();
|
|
13061
13061
|
const tick = await strategy.tick(symbol, context.strategyName);
|
|
13062
13062
|
{
|
|
13063
|
-
this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
|
|
13064
|
-
this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
|
|
13063
|
+
await this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
|
|
13064
|
+
await this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
|
|
13065
13065
|
}
|
|
13066
13066
|
{
|
|
13067
13067
|
await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
|
|
@@ -19607,6 +19607,10 @@ const RUN_INFINITY_CHUNK_LOOP_FN = async (self, symbol, when, context, initialRe
|
|
|
19607
19607
|
if (chunkResult.action !== "active") {
|
|
19608
19608
|
return chunkResult;
|
|
19609
19609
|
}
|
|
19610
|
+
{
|
|
19611
|
+
await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
|
|
19612
|
+
await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
|
|
19613
|
+
}
|
|
19610
19614
|
lastChunkCandles = chunkCandles;
|
|
19611
19615
|
backtestResult = chunkResult;
|
|
19612
19616
|
chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
|
|
@@ -19787,6 +19791,10 @@ const RUN_OPENED_CHUNK_LOOP_FN = async (self, symbol, when, context, bufferStart
|
|
|
19787
19791
|
if (chunkResult.action !== "active") {
|
|
19788
19792
|
return chunkResult;
|
|
19789
19793
|
}
|
|
19794
|
+
{
|
|
19795
|
+
await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
|
|
19796
|
+
await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
|
|
19797
|
+
}
|
|
19790
19798
|
lastChunkCandles = chunkCandles;
|
|
19791
19799
|
chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
|
|
19792
19800
|
}
|
|
@@ -19877,6 +19885,8 @@ class BacktestLogicPrivateService {
|
|
|
19877
19885
|
this.frameCoreService = inject(TYPES.frameCoreService);
|
|
19878
19886
|
this.methodContextService = inject(TYPES.methodContextService);
|
|
19879
19887
|
this.actionCoreService = inject(TYPES.actionCoreService);
|
|
19888
|
+
this.timeMetaService = inject(TYPES.timeMetaService);
|
|
19889
|
+
this.priceMetaService = inject(TYPES.priceMetaService);
|
|
19880
19890
|
}
|
|
19881
19891
|
/**
|
|
19882
19892
|
* Runs backtest for a symbol, streaming closed signals as async generator.
|
package/build/index.mjs
CHANGED
|
@@ -13040,8 +13040,8 @@ class StrategyConnectionService {
|
|
|
13040
13040
|
await strategy.waitForInit();
|
|
13041
13041
|
const tick = await strategy.tick(symbol, context.strategyName);
|
|
13042
13042
|
{
|
|
13043
|
-
this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
|
|
13044
|
-
this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
|
|
13043
|
+
await this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
|
|
13044
|
+
await this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
|
|
13045
13045
|
}
|
|
13046
13046
|
{
|
|
13047
13047
|
await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
|
|
@@ -19587,6 +19587,10 @@ const RUN_INFINITY_CHUNK_LOOP_FN = async (self, symbol, when, context, initialRe
|
|
|
19587
19587
|
if (chunkResult.action !== "active") {
|
|
19588
19588
|
return chunkResult;
|
|
19589
19589
|
}
|
|
19590
|
+
{
|
|
19591
|
+
await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
|
|
19592
|
+
await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
|
|
19593
|
+
}
|
|
19590
19594
|
lastChunkCandles = chunkCandles;
|
|
19591
19595
|
backtestResult = chunkResult;
|
|
19592
19596
|
chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
|
|
@@ -19767,6 +19771,10 @@ const RUN_OPENED_CHUNK_LOOP_FN = async (self, symbol, when, context, bufferStart
|
|
|
19767
19771
|
if (chunkResult.action !== "active") {
|
|
19768
19772
|
return chunkResult;
|
|
19769
19773
|
}
|
|
19774
|
+
{
|
|
19775
|
+
await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
|
|
19776
|
+
await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
|
|
19777
|
+
}
|
|
19770
19778
|
lastChunkCandles = chunkCandles;
|
|
19771
19779
|
chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
|
|
19772
19780
|
}
|
|
@@ -19857,6 +19865,8 @@ class BacktestLogicPrivateService {
|
|
|
19857
19865
|
this.frameCoreService = inject(TYPES.frameCoreService);
|
|
19858
19866
|
this.methodContextService = inject(TYPES.methodContextService);
|
|
19859
19867
|
this.actionCoreService = inject(TYPES.actionCoreService);
|
|
19868
|
+
this.timeMetaService = inject(TYPES.timeMetaService);
|
|
19869
|
+
this.priceMetaService = inject(TYPES.priceMetaService);
|
|
19860
19870
|
}
|
|
19861
19871
|
/**
|
|
19862
19872
|
* Runs backtest for a symbol, streaming closed signals as async generator.
|
package/package.json
CHANGED
package/types.d.ts
CHANGED
|
@@ -34491,6 +34491,8 @@ declare class BacktestLogicPrivateService {
|
|
|
34491
34491
|
readonly context: IMethodContext;
|
|
34492
34492
|
};
|
|
34493
34493
|
readonly actionCoreService: ActionCoreService;
|
|
34494
|
+
readonly timeMetaService: TimeMetaService;
|
|
34495
|
+
readonly priceMetaService: PriceMetaService;
|
|
34494
34496
|
/**
|
|
34495
34497
|
* Runs backtest for a symbol, streaming closed signals as async generator.
|
|
34496
34498
|
*
|
|
@@ -34582,6 +34584,8 @@ type IBacktestLogicPrivateService = Omit<BacktestLogicPrivateService, keyof {
|
|
|
34582
34584
|
frameCoreService: never;
|
|
34583
34585
|
actionCoreService: never;
|
|
34584
34586
|
methodContextService: never;
|
|
34587
|
+
priceMetaService: never;
|
|
34588
|
+
timeMetaService: never;
|
|
34585
34589
|
}>;
|
|
34586
34590
|
/**
|
|
34587
34591
|
* Type definition for BacktestLogicPublicService.
|