backtest-kit 2.0.6 → 2.0.7

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Files changed (3) hide show
  1. package/build/index.cjs +15 -9
  2. package/build/index.mjs +15 -9
  3. package/package.json +1 -1
package/build/index.cjs CHANGED
@@ -753,7 +753,7 @@ class ClientExchange {
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  limit,
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  });
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  const step = INTERVAL_MINUTES$4[interval];
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- const adjust = step * limit - step;
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+ const adjust = step * limit;
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  if (!adjust) {
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  throw new Error(`ClientExchange unknown time adjust for interval=${interval}`);
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  }
@@ -780,7 +780,8 @@ class ClientExchange {
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  // Filter candles to strictly match the requested range
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  const whenTimestamp = this.params.execution.context.when.getTime();
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  const sinceTimestamp = since.getTime();
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- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
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+ const stepMs = step * 60 * 1000;
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+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
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  // Apply distinct by timestamp to remove duplicates
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  const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
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  if (filteredData.length !== uniqueData.length) {
@@ -842,14 +843,18 @@ class ClientExchange {
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  }
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  // Filter candles to strictly match the requested range
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  const sinceTimestamp = since.getTime();
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- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= endTime);
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+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < endTime);
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  // Apply distinct by timestamp to remove duplicates
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  const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
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  if (filteredData.length !== uniqueData.length) {
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- this.params.logger.warn(`ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`);
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+ const msg = `ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
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+ this.params.logger.warn(msg);
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+ console.warn(msg);
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  }
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  if (uniqueData.length < limit) {
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- this.params.logger.warn(`ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`);
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+ const msg = `ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`;
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+ this.params.logger.warn(msg);
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+ console.warn(msg);
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  }
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  await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
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  return uniqueData;
@@ -10521,7 +10526,7 @@ class BacktestLogicPrivateService {
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  // Запрашиваем minuteEstimatedTime + буфер свечей одним запросом
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  const bufferMinutes = GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT - 1;
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  const bufferStartTime = new Date(when.getTime() - bufferMinutes * 60 * 1000);
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- const totalCandles = signal.minuteEstimatedTime + bufferMinutes;
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+ const totalCandles = signal.minuteEstimatedTime + GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT;
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  let candles;
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  try {
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  candles = await this.exchangeCoreService.getNextCandles(symbol, "1m", totalCandles, bufferStartTime, true);
@@ -30074,7 +30079,7 @@ class ExchangeInstance {
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  });
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  const getCandles = this._methods.getCandles;
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  const step = INTERVAL_MINUTES$1[interval];
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- const adjust = step * limit - step;
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+ const adjust = step * limit;
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  if (!adjust) {
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  throw new Error(`ExchangeInstance unknown time adjust for interval=${interval}`);
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  }
@@ -30102,9 +30107,10 @@ class ExchangeInstance {
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  allData = await getCandles(symbol, interval, since, limit, isBacktest);
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  }
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  // Filter candles to strictly match the requested range
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- const whenTimestamp = when.getTime();
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  const sinceTimestamp = since.getTime();
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- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
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+ const whenTimestamp = when.getTime();
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+ const stepMs = step * 60 * 1000;
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+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
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  // Apply distinct by timestamp to remove duplicates
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  const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
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  if (filteredData.length !== uniqueData.length) {
package/build/index.mjs CHANGED
@@ -733,7 +733,7 @@ class ClientExchange {
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  limit,
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  });
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  const step = INTERVAL_MINUTES$4[interval];
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- const adjust = step * limit - step;
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+ const adjust = step * limit;
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  if (!adjust) {
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  throw new Error(`ClientExchange unknown time adjust for interval=${interval}`);
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  }
@@ -760,7 +760,8 @@ class ClientExchange {
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  // Filter candles to strictly match the requested range
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  const whenTimestamp = this.params.execution.context.when.getTime();
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  const sinceTimestamp = since.getTime();
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- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
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+ const stepMs = step * 60 * 1000;
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+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
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  // Apply distinct by timestamp to remove duplicates
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  const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
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  if (filteredData.length !== uniqueData.length) {
@@ -822,14 +823,18 @@ class ClientExchange {
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  }
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  // Filter candles to strictly match the requested range
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  const sinceTimestamp = since.getTime();
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- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= endTime);
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+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < endTime);
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  // Apply distinct by timestamp to remove duplicates
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  const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
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  if (filteredData.length !== uniqueData.length) {
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- this.params.logger.warn(`ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`);
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+ const msg = `ClientExchange getNextCandles: Removed ${filteredData.length - uniqueData.length} duplicate candles by timestamp`;
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+ this.params.logger.warn(msg);
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+ console.warn(msg);
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  }
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  if (uniqueData.length < limit) {
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- this.params.logger.warn(`ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`);
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+ const msg = `ClientExchange getNextCandles: Expected ${limit} candles, got ${uniqueData.length}`;
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+ this.params.logger.warn(msg);
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+ console.warn(msg);
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  }
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  await CALL_CANDLE_DATA_CALLBACKS_FN(this, symbol, interval, since, limit, uniqueData);
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  return uniqueData;
@@ -10501,7 +10506,7 @@ class BacktestLogicPrivateService {
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  // Запрашиваем minuteEstimatedTime + буфер свечей одним запросом
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  const bufferMinutes = GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT - 1;
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  const bufferStartTime = new Date(when.getTime() - bufferMinutes * 60 * 1000);
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- const totalCandles = signal.minuteEstimatedTime + bufferMinutes;
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+ const totalCandles = signal.minuteEstimatedTime + GLOBAL_CONFIG.CC_AVG_PRICE_CANDLES_COUNT;
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  let candles;
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  try {
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  candles = await this.exchangeCoreService.getNextCandles(symbol, "1m", totalCandles, bufferStartTime, true);
@@ -30054,7 +30059,7 @@ class ExchangeInstance {
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  });
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  const getCandles = this._methods.getCandles;
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  const step = INTERVAL_MINUTES$1[interval];
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- const adjust = step * limit - step;
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+ const adjust = step * limit;
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  if (!adjust) {
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  throw new Error(`ExchangeInstance unknown time adjust for interval=${interval}`);
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  }
@@ -30082,9 +30087,10 @@ class ExchangeInstance {
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  allData = await getCandles(symbol, interval, since, limit, isBacktest);
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  }
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  // Filter candles to strictly match the requested range
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- const whenTimestamp = when.getTime();
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  const sinceTimestamp = since.getTime();
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- const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp <= whenTimestamp);
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+ const whenTimestamp = when.getTime();
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+ const stepMs = step * 60 * 1000;
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+ const filteredData = allData.filter((candle) => candle.timestamp >= sinceTimestamp && candle.timestamp < whenTimestamp + stepMs);
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  // Apply distinct by timestamp to remove duplicates
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  const uniqueData = Array.from(new Map(filteredData.map((candle) => [candle.timestamp, candle])).values());
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  if (filteredData.length !== uniqueData.length) {
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "backtest-kit",
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- "version": "2.0.6",
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+ "version": "2.0.7",
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  "description": "A TypeScript library for trading system backtest",
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  "author": {
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  "name": "Petr Tripolsky",