backtest-kit 2.2.7 → 2.2.8

package/build/index.cjs

@@ -6554,6 +6554,40 @@ class RiskUtils {
  */
 const Risk = new RiskUtils();
 
+/**
+ * Emits signal tick results with correct execution context timestamp.
+ * Wraps emitter calls in ExecutionContextService.runInContext to preserve
+ * the temporal context from the tick's createdAt timestamp.
+ */
+const CALL_SIGNAL_EMIT_FN = functoolsKit.trycatch(beginTime(async (self, tick, context, isBacktest, symbol) => {
+    await ExecutionContextService.runInContext(async () => {
+        if (isBacktest) {
+            await signalBacktestEmitter.next(tick);
+            await self.actionCoreService.signalBacktest(isBacktest, tick, context);
+        }
+        if (!isBacktest) {
+            await signalLiveEmitter.next(tick);
+            await self.actionCoreService.signalLive(isBacktest, tick, context);
+        }
+        await signalEmitter.next(tick);
+        await self.actionCoreService.signal(isBacktest, tick, context);
+    }, {
+        when: new Date(tick.createdAt),
+        symbol: symbol,
+        backtest: isBacktest,
+    });
+}), {
+    fallback: (error) => {
+        const message = "StrategyConnectionService CALL_SIGNAL_EMIT_FN thrown";
+        const payload = {
+            error: functoolsKit.errorData(error),
+            message: functoolsKit.getErrorMessage(error),
+        };
+        bt.loggerService.warn(message, payload);
+        console.warn(message, payload);
+        errorEmitter.next(error);
+    },
+});
 /**
  * No-operation IRisk implementation.
  * Always allows signals and performs no actions.
@@ -6926,16 +6960,7 @@ class StrategyConnectionService {
             await strategy.waitForInit();
             const tick = await strategy.tick(symbol, context.strategyName);
             {
-                if (this.executionContextService.context.backtest) {
-                    await signalBacktestEmitter.next(tick);
-                    await this.actionCoreService.signalBacktest(backtest, tick, context);
-                }
-                if (!this.executionContextService.context.backtest) {
-                    await signalLiveEmitter.next(tick);
-                    await this.actionCoreService.signalLive(backtest, tick, context);
-                }
-                await signalEmitter.next(tick);
-                await this.actionCoreService.signal(backtest, tick, context);
+                await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
             }
             return tick;
         };
@@ -6962,16 +6987,7 @@ class StrategyConnectionService {
             await strategy.waitForInit();
             const tick = await strategy.backtest(symbol, context.strategyName, candles);
             {
-                if (this.executionContextService.context.backtest) {
-                    await signalBacktestEmitter.next(tick);
-                    await this.actionCoreService.signalBacktest(backtest, tick, context);
-                }
-                if (!this.executionContextService.context.backtest) {
-                    await signalLiveEmitter.next(tick);
-                    await this.actionCoreService.signalLive(backtest, tick, context);
-                }
-                await signalEmitter.next(tick);
-                await this.actionCoreService.signal(backtest, tick, context);
+                await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
             }
             return tick;
         };
@@ -12001,6 +12017,7 @@ class BacktestLogicPrivateService {
         this.exchangeCoreService = inject(TYPES.exchangeCoreService);
         this.frameCoreService = inject(TYPES.frameCoreService);
         this.methodContextService = inject(TYPES.methodContextService);
+        this.actionCoreService = inject(TYPES.actionCoreService);
     }
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
@@ -12147,7 +12164,14 @@ class BacktestLogicPrivateService {
                             isOk = isOk && event.symbol === symbol;
                         }
                         return isOk;
-                    }).connect(async (tick) => await signalBacktestEmitter.next(tick));
+                    }).connect(async (tick) => {
+                        await signalBacktestEmitter.next(tick);
+                        await this.actionCoreService.signalBacktest(true, tick, {
+                            strategyName,
+                            exchangeName,
+                            frameName,
+                        });
+                    });
                 }
                 try {
                     backtestResult = await this.strategyCoreService.backtest(symbol, candles, when, true, {

package/build/index.mjs

@@ -6534,6 +6534,40 @@ class RiskUtils {
  */
 const Risk = new RiskUtils();
 
+/**
+ * Emits signal tick results with correct execution context timestamp.
+ * Wraps emitter calls in ExecutionContextService.runInContext to preserve
+ * the temporal context from the tick's createdAt timestamp.
+ */
+const CALL_SIGNAL_EMIT_FN = trycatch(beginTime(async (self, tick, context, isBacktest, symbol) => {
+    await ExecutionContextService.runInContext(async () => {
+        if (isBacktest) {
+            await signalBacktestEmitter.next(tick);
+            await self.actionCoreService.signalBacktest(isBacktest, tick, context);
+        }
+        if (!isBacktest) {
+            await signalLiveEmitter.next(tick);
+            await self.actionCoreService.signalLive(isBacktest, tick, context);
+        }
+        await signalEmitter.next(tick);
+        await self.actionCoreService.signal(isBacktest, tick, context);
+    }, {
+        when: new Date(tick.createdAt),
+        symbol: symbol,
+        backtest: isBacktest,
+    });
+}), {
+    fallback: (error) => {
+        const message = "StrategyConnectionService CALL_SIGNAL_EMIT_FN thrown";
+        const payload = {
+            error: errorData(error),
+            message: getErrorMessage(error),
+        };
+        bt.loggerService.warn(message, payload);
+        console.warn(message, payload);
+        errorEmitter.next(error);
+    },
+});
 /**
  * No-operation IRisk implementation.
  * Always allows signals and performs no actions.
@@ -6906,16 +6940,7 @@ class StrategyConnectionService {
             await strategy.waitForInit();
             const tick = await strategy.tick(symbol, context.strategyName);
             {
-                if (this.executionContextService.context.backtest) {
-                    await signalBacktestEmitter.next(tick);
-                    await this.actionCoreService.signalBacktest(backtest, tick, context);
-                }
-                if (!this.executionContextService.context.backtest) {
-                    await signalLiveEmitter.next(tick);
-                    await this.actionCoreService.signalLive(backtest, tick, context);
-                }
-                await signalEmitter.next(tick);
-                await this.actionCoreService.signal(backtest, tick, context);
+                await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
             }
             return tick;
         };
@@ -6942,16 +6967,7 @@ class StrategyConnectionService {
             await strategy.waitForInit();
             const tick = await strategy.backtest(symbol, context.strategyName, candles);
             {
-                if (this.executionContextService.context.backtest) {
-                    await signalBacktestEmitter.next(tick);
-                    await this.actionCoreService.signalBacktest(backtest, tick, context);
-                }
-                if (!this.executionContextService.context.backtest) {
-                    await signalLiveEmitter.next(tick);
-                    await this.actionCoreService.signalLive(backtest, tick, context);
-                }
-                await signalEmitter.next(tick);
-                await this.actionCoreService.signal(backtest, tick, context);
+                await CALL_SIGNAL_EMIT_FN(this, tick, context, backtest, symbol);
             }
             return tick;
         };
@@ -11981,6 +11997,7 @@ class BacktestLogicPrivateService {
         this.exchangeCoreService = inject(TYPES.exchangeCoreService);
         this.frameCoreService = inject(TYPES.frameCoreService);
         this.methodContextService = inject(TYPES.methodContextService);
+        this.actionCoreService = inject(TYPES.actionCoreService);
     }
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
@@ -12127,7 +12144,14 @@ class BacktestLogicPrivateService {
                             isOk = isOk && event.symbol === symbol;
                         }
                         return isOk;
-                    }).connect(async (tick) => await signalBacktestEmitter.next(tick));
+                    }).connect(async (tick) => {
+                        await signalBacktestEmitter.next(tick);
+                        await this.actionCoreService.signalBacktest(true, tick, {
+                            strategyName,
+                            exchangeName,
+                            frameName,
+                        });
+                    });
                 }
                 try {
                     backtestResult = await this.strategyCoreService.backtest(symbol, candles, when, true, {

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "2.2.7",
+  "version": "2.2.8",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -17436,6 +17436,7 @@ declare class BacktestLogicPrivateService {
     private readonly exchangeCoreService;
     private readonly frameCoreService;
     private readonly methodContextService;
+    private readonly actionCoreService;
     /**
      * Runs backtest for a symbol, streaming closed signals as async generator.
      *