backtest-kit 12.3.0 → 12.5.0

package/build/index.cjs

@@ -6633,6 +6633,21 @@ const CALL_SIGNAL_SYNC_OPEN_FN = functoolsKit.trycatch(async (timestamp, current
     });
 }, {
     defaultValue: false,
+    fallback: (error, timestamp, currentPrice, pendingSignal, self) => {
+        const message = "ClientStrategy CALL_SIGNAL_SYNC_OPEN_FN thrown";
+        const payload = {
+            error: functoolsKit.errorData(error),
+            message: functoolsKit.getErrorMessage(error),
+            data: {
+                timestamp,
+                currentPrice,
+                signalId: pendingSignal.id,
+            }
+        };
+        self.params.logger.warn(message, payload);
+        console.warn(message, payload);
+        errorEmitter.next(error);
+    }
 });
 /**
  * Calls onSignalSync callback for signal-close event.
@@ -6673,6 +6688,22 @@ const CALL_SIGNAL_SYNC_CLOSE_FN = functoolsKit.trycatch(async (timestamp, curren
     });
 }, {
     defaultValue: false,
+    fallback: (error, timestamp, currentPrice, closeReason, signal, self) => {
+        const message = "ClientStrategy CALL_SIGNAL_SYNC_CLOSE_FN thrown";
+        const payload = {
+            error: functoolsKit.errorData(error),
+            message: functoolsKit.getErrorMessage(error),
+            data: {
+                timestamp,
+                currentPrice,
+                closeReason,
+                signalId: signal.id,
+            }
+        };
+        self.params.logger.warn(message, payload);
+        console.warn(message, payload);
+        errorEmitter.next(error);
+    }
 });
 /**
  * Calls onCommit callback with strategy commit event.
@@ -13060,8 +13091,8 @@ class StrategyConnectionService {
             await strategy.waitForInit();
             const tick = await strategy.tick(symbol, context.strategyName);
             {
-                this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
-                this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
+                await this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
+                await this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
             }
             {
                 await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
@@ -19607,6 +19638,10 @@ const RUN_INFINITY_CHUNK_LOOP_FN = async (self, symbol, when, context, initialRe
         if (chunkResult.action !== "active") {
             return chunkResult;
         }
+        {
+            await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
+            await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
+        }
         lastChunkCandles = chunkCandles;
         backtestResult = chunkResult;
         chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
@@ -19787,6 +19822,10 @@ const RUN_OPENED_CHUNK_LOOP_FN = async (self, symbol, when, context, bufferStart
         if (chunkResult.action !== "active") {
             return chunkResult;
         }
+        {
+            await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
+            await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
+        }
         lastChunkCandles = chunkCandles;
         chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
     }
@@ -19877,6 +19916,8 @@ class BacktestLogicPrivateService {
         this.frameCoreService = inject(TYPES.frameCoreService);
         this.methodContextService = inject(TYPES.methodContextService);
         this.actionCoreService = inject(TYPES.actionCoreService);
+        this.timeMetaService = inject(TYPES.timeMetaService);
+        this.priceMetaService = inject(TYPES.priceMetaService);
     }
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
@@ -38687,13 +38728,21 @@ const ALIGN_TO_INTERVAL_FN = (timestamp, intervalMinutes) => {
 const BAR_LENGTH = 30;
 const BAR_FILLED_CHAR = "\u2588";
 const BAR_EMPTY_CHAR = "\u2591";
+const LINE_WIDTH = 80;
 const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
-    const percent = Math.round((fetched / total) * 100);
-    const filled = Math.round((fetched / total) * BAR_LENGTH);
+    if (total <= 0) {
+        return;
+    }
+    const ratio = Math.min(fetched / total, 1);
+    const percent = Math.round(ratio * 100);
+    const filled = Math.round(ratio * BAR_LENGTH);
     const empty = BAR_LENGTH - filled;
     const bar = BAR_FILLED_CHAR.repeat(filled) + BAR_EMPTY_CHAR.repeat(empty);
-    process.stdout.write(`\r[${bar}] ${percent}% (${fetched}/${total}) ${symbol} ${interval}`);
-    if (fetched === total) {
+    // \u0424\u0438\u043a\u0441. \u0448\u0438\u0440\u0438\u043d\u0430: pad \u043f\u0440\u043e\u0431\u0435\u043b\u0430\u043c\u0438 + slice. \u0418\u043d\u0430\u0447\u0435 \u043f\u0440\u0438 \u0431\u043e\u043b\u0435\u0435 \u043a\u043e\u0440\u043e\u0442\u043a\u043e\u0439 \u043d\u043e\u0432\u043e\u0439 \u043c\u0435\u0442\u043a\u0435
+    // (SOLUSDT \u043f\u043e\u0441\u043b\u0435 FARTCOINUSDT) \r \u043d\u0435 \u0441\u0442\u0438\u0440\u0430\u0435\u0442 \u0445\u0432\u043e\u0441\u0442 \u2192 "BTCUSDTTUSDT".
+    const line = `[${bar}] ${percent}% (${fetched}/${total}) ${symbol} ${interval}`;
+    process.stdout.write("\r" + line.padEnd(LINE_WIDTH).slice(0, LINE_WIDTH));
+    if (fetched >= total) {
         process.stdout.write("\n");
     }
 };

package/build/index.mjs

@@ -6613,6 +6613,21 @@ const CALL_SIGNAL_SYNC_OPEN_FN = trycatch(async (timestamp, currentPrice, pendin
     });
 }, {
     defaultValue: false,
+    fallback: (error, timestamp, currentPrice, pendingSignal, self) => {
+        const message = "ClientStrategy CALL_SIGNAL_SYNC_OPEN_FN thrown";
+        const payload = {
+            error: errorData(error),
+            message: getErrorMessage(error),
+            data: {
+                timestamp,
+                currentPrice,
+                signalId: pendingSignal.id,
+            }
+        };
+        self.params.logger.warn(message, payload);
+        console.warn(message, payload);
+        errorEmitter.next(error);
+    }
 });
 /**
  * Calls onSignalSync callback for signal-close event.
@@ -6653,6 +6668,22 @@ const CALL_SIGNAL_SYNC_CLOSE_FN = trycatch(async (timestamp, currentPrice, close
     });
 }, {
     defaultValue: false,
+    fallback: (error, timestamp, currentPrice, closeReason, signal, self) => {
+        const message = "ClientStrategy CALL_SIGNAL_SYNC_CLOSE_FN thrown";
+        const payload = {
+            error: errorData(error),
+            message: getErrorMessage(error),
+            data: {
+                timestamp,
+                currentPrice,
+                closeReason,
+                signalId: signal.id,
+            }
+        };
+        self.params.logger.warn(message, payload);
+        console.warn(message, payload);
+        errorEmitter.next(error);
+    }
 });
 /**
  * Calls onCommit callback with strategy commit event.
@@ -13040,8 +13071,8 @@ class StrategyConnectionService {
             await strategy.waitForInit();
             const tick = await strategy.tick(symbol, context.strategyName);
             {
-                this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
-                this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
+                await this.priceMetaService.next(symbol, tick.currentPrice, context, backtest);
+                await this.timeMetaService.next(symbol, tick.createdAt, context, backtest);
             }
             {
                 await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
@@ -19587,6 +19618,10 @@ const RUN_INFINITY_CHUNK_LOOP_FN = async (self, symbol, when, context, initialRe
         if (chunkResult.action !== "active") {
             return chunkResult;
         }
+        {
+            await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
+            await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
+        }
         lastChunkCandles = chunkCandles;
         backtestResult = chunkResult;
         chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
@@ -19767,6 +19802,10 @@ const RUN_OPENED_CHUNK_LOOP_FN = async (self, symbol, when, context, bufferStart
         if (chunkResult.action !== "active") {
             return chunkResult;
         }
+        {
+            await self.priceMetaService.next(symbol, chunkResult.currentPrice, context, true);
+            await self.timeMetaService.next(symbol, chunkResult._backtestLastTimestamp, context, true);
+        }
         lastChunkCandles = chunkCandles;
         chunkStart = new Date(chunkResult._backtestLastTimestamp + 60000 - bufferMs);
     }
@@ -19857,6 +19896,8 @@ class BacktestLogicPrivateService {
         this.frameCoreService = inject(TYPES.frameCoreService);
         this.methodContextService = inject(TYPES.methodContextService);
         this.actionCoreService = inject(TYPES.actionCoreService);
+        this.timeMetaService = inject(TYPES.timeMetaService);
+        this.priceMetaService = inject(TYPES.priceMetaService);
     }
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
@@ -38667,13 +38708,21 @@ const ALIGN_TO_INTERVAL_FN = (timestamp, intervalMinutes) => {
 const BAR_LENGTH = 30;
 const BAR_FILLED_CHAR = "\u2588";
 const BAR_EMPTY_CHAR = "\u2591";
+const LINE_WIDTH = 80;
 const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
-    const percent = Math.round((fetched / total) * 100);
-    const filled = Math.round((fetched / total) * BAR_LENGTH);
+    if (total <= 0) {
+        return;
+    }
+    const ratio = Math.min(fetched / total, 1);
+    const percent = Math.round(ratio * 100);
+    const filled = Math.round(ratio * BAR_LENGTH);
     const empty = BAR_LENGTH - filled;
     const bar = BAR_FILLED_CHAR.repeat(filled) + BAR_EMPTY_CHAR.repeat(empty);
-    process.stdout.write(`\r[${bar}] ${percent}% (${fetched}/${total}) ${symbol} ${interval}`);
-    if (fetched === total) {
+    // \u0424\u0438\u043a\u0441. \u0448\u0438\u0440\u0438\u043d\u0430: pad \u043f\u0440\u043e\u0431\u0435\u043b\u0430\u043c\u0438 + slice. \u0418\u043d\u0430\u0447\u0435 \u043f\u0440\u0438 \u0431\u043e\u043b\u0435\u0435 \u043a\u043e\u0440\u043e\u0442\u043a\u043e\u0439 \u043d\u043e\u0432\u043e\u0439 \u043c\u0435\u0442\u043a\u0435
+    // (SOLUSDT \u043f\u043e\u0441\u043b\u0435 FARTCOINUSDT) \r \u043d\u0435 \u0441\u0442\u0438\u0440\u0430\u0435\u0442 \u0445\u0432\u043e\u0441\u0442 \u2192 "BTCUSDTTUSDT".
+    const line = `[${bar}] ${percent}% (${fetched}/${total}) ${symbol} ${interval}`;
+    process.stdout.write("\r" + line.padEnd(LINE_WIDTH).slice(0, LINE_WIDTH));
+    if (fetched >= total) {
         process.stdout.write("\n");
     }
 };

package/package.json

@@ -1,86 +1,86 @@
-{
-  "name": "backtest-kit",
-  "version": "12.3.0",
-  "description": "A TypeScript library for trading system backtest",
-  "author": {
-    "name": "Petr Tripolsky",
-    "email": "tripolskypetr@gmail.com",
-    "url": "https://github.com/tripolskypetr"
-  },
-  "funding": {
-    "type": "individual",
-    "url": "http://paypal.me/tripolskypetr"
-  },
-  "license": "MIT",
-  "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
-  "keywords": [
-    "backtesting",
-    "backtest",
-    "finance",
-    "trading",
-    "candles",
-    "indicators",
-    "multi value",
-    "multi symbol",
-    "framework"
-  ],
-  "files": [
-    "build",
-    "types.d.ts",
-    "README.md"
-  ],
-  "repository": {
-    "type": "git",
-    "url": "https://github.com/tripolskypetr/backtest-kit",
-    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
-  },
-  "bugs": {
-    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
-  },
-  "scripts": {
-    "build": "rollup -c",
-    "test": "npm run build && node ./test/index.mjs",
-    "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
-    "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
-    "docs:uml": "npm run build && node ./scripts/uml.mjs",
-    "docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
-    "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
-  },
-  "main": "build/index.cjs",
-  "module": "build/index.mjs",
-  "source": "src/index.ts",
-  "types": "./types.d.ts",
-  "exports": {
-    "require": "./build/index.cjs",
-    "types": "./types.d.ts",
-    "import": "./build/index.mjs",
-    "default": "./build/index.cjs"
-  },
-  "devDependencies": {
-    "@rollup/plugin-typescript": "11.1.6",
-    "@types/node": "22.9.0",
-    "glob": "11.0.1",
-    "plantuml": "0.0.2",
-    "rimraf": "6.0.1",
-    "rollup": "3.29.5",
-    "rollup-plugin-dts": "6.1.1",
-    "rollup-plugin-peer-deps-external": "2.2.4",
-    "ts-morph": "27.0.2",
-    "tslib": "2.7.0",
-    "typedoc": "0.27.9",
-    "worker-testbed": "2.0.0"
-  },
-  "peerDependencies": {
-    "typescript": "^5.0.0"
-  },
-  "dependencies": {
-    "di-kit": "^1.1.1",
-    "di-scoped": "^1.0.21",
-    "di-singleton": "^1.0.5",
-    "functools-kit": "^2.3.0",
-    "get-moment-stamp": "^2.0.0"
-  },
-  "publishConfig": {
-    "access": "public"
-  }
-}
+{
+  "name": "backtest-kit",
+  "version": "12.5.0",
+  "description": "A TypeScript library for trading system backtest",
+  "author": {
+    "name": "Petr Tripolsky",
+    "email": "tripolskypetr@gmail.com",
+    "url": "https://github.com/tripolskypetr"
+  },
+  "funding": {
+    "type": "individual",
+    "url": "http://paypal.me/tripolskypetr"
+  },
+  "license": "MIT",
+  "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
+  "keywords": [
+    "backtesting",
+    "backtest",
+    "finance",
+    "trading",
+    "candles",
+    "indicators",
+    "multi value",
+    "multi symbol",
+    "framework"
+  ],
+  "files": [
+    "build",
+    "types.d.ts",
+    "README.md"
+  ],
+  "repository": {
+    "type": "git",
+    "url": "https://github.com/tripolskypetr/backtest-kit",
+    "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
+  },
+  "bugs": {
+    "url": "https://github.com/tripolskypetr/backtest-kit/issues"
+  },
+  "scripts": {
+    "build": "rollup -c",
+    "test": "npm run build && node ./test/index.mjs",
+    "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
+    "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
+    "docs:uml": "npm run build && node ./scripts/uml.mjs",
+    "docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
+    "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
+  },
+  "main": "build/index.cjs",
+  "module": "build/index.mjs",
+  "source": "src/index.ts",
+  "types": "./types.d.ts",
+  "exports": {
+    "require": "./build/index.cjs",
+    "types": "./types.d.ts",
+    "import": "./build/index.mjs",
+    "default": "./build/index.cjs"
+  },
+  "devDependencies": {
+    "@rollup/plugin-typescript": "11.1.6",
+    "@types/node": "22.9.0",
+    "glob": "11.0.1",
+    "plantuml": "0.0.2",
+    "rimraf": "6.0.1",
+    "rollup": "3.29.5",
+    "rollup-plugin-dts": "6.1.1",
+    "rollup-plugin-peer-deps-external": "2.2.4",
+    "ts-morph": "27.0.2",
+    "tslib": "2.7.0",
+    "typedoc": "0.27.9",
+    "worker-testbed": "2.0.0"
+  },
+  "peerDependencies": {
+    "typescript": "^5.0.0"
+  },
+  "dependencies": {
+    "di-kit": "^1.1.1",
+    "di-scoped": "^1.0.21",
+    "di-singleton": "^1.0.5",
+    "functools-kit": "^2.3.0",
+    "get-moment-stamp": "^2.0.0"
+  },
+  "publishConfig": {
+    "access": "public"
+  }
+}

package/types.d.ts

@@ -34491,6 +34491,8 @@ declare class BacktestLogicPrivateService {
         readonly context: IMethodContext;
     };
     readonly actionCoreService: ActionCoreService;
+    readonly timeMetaService: TimeMetaService;
+    readonly priceMetaService: PriceMetaService;
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
      *
@@ -34582,6 +34584,8 @@ type IBacktestLogicPrivateService = Omit<BacktestLogicPrivateService, keyof {
     frameCoreService: never;
     actionCoreService: never;
     methodContextService: never;
+    priceMetaService: never;
+    timeMetaService: never;
 }>;
 /**
  * Type definition for BacktestLogicPublicService.