backtest-kit 3.0.12 → 3.0.14

package/build/index.cjs

@@ -914,11 +914,13 @@ class PersistBase {
             entityName: this.entityName,
         });
         try {
-            const files = await fs.readdir(this._directory);
-            const entityIds = files
-                .filter((file) => file.endsWith(".json"))
-                .map((file) => file.slice(0, -5))
-                .sort((a, b) => a.localeCompare(b, undefined, {
+            const entityIds = [];
+            for await (const entry of await fs.opendir(this._directory)) {
+                if (entry.isFile() && entry.name.endsWith(".json")) {
+                    entityIds.push(entry.name.slice(0, -5));
+                }
+            }
+            entityIds.sort((a, b) => a.localeCompare(b, undefined, {
                 numeric: true,
                 sensitivity: "base",
             }));
@@ -26807,7 +26809,7 @@ const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
  * @param params - Validation parameters
  */
 async function checkCandles(params) {
-    const { symbol, exchangeName, interval, baseDir = "./dump/data/candle" } = params;
+    const { symbol, exchangeName, interval, from, to, baseDir = "./dump/data/candle" } = params;
     bt.loggerService.info(CHECK_CANDLES_METHOD_NAME, params);
     const step = INTERVAL_MINUTES$1[interval];
     if (!step) {
@@ -26815,51 +26817,58 @@ async function checkCandles(params) {
     }
     const stepMs = step * MS_PER_MINUTE$1;
     const dir = path.join(baseDir, exchangeName, symbol, interval);
+    const fromTs = ALIGN_TO_INTERVAL_FN(from.getTime(), step);
+    const toTs = ALIGN_TO_INTERVAL_FN(to.getTime(), step);
     try {
         await fs.stat(dir);
     }
     catch {
         throw new Error(`checkCandles: cache directory not found: ${dir}`);
     }
-    // First pass: count files via async iterator (no memory allocation for file list)
-    let totalFiles = 0;
+    // Collect only filenames (strings) in range via async iterator — no full readdir in memory
+    const files = [];
     for await (const entry of await fs.opendir(dir)) {
-        if (entry.isFile() && entry.name.endsWith(".json")) {
-            totalFiles++;
+        if (!entry.isFile() || !entry.name.endsWith(".json")) {
+            continue;
+        }
+        const ts = Number(entry.name.replace(".json", ""));
+        if (ts >= fromTs && ts < toTs) {
+            files.push(entry.name);
         }
     }
-    if (totalFiles === 0) {
-        throw new Error(`checkCandles: no cached candles in ${dir}`);
+    if (files.length === 0) {
+        throw new Error(`checkCandles: no cached candles in range [${fromTs}, ${toTs}) in ${dir}`);
     }
-    // Second pass: check each file via async iterator with progress
-    let checkd = 0;
+    files.sort();
     let prevTimestamp = null;
     let prevName = null;
-    PRINT_PROGRESS_FN(checkd, totalFiles, symbol, interval);
-    for await (const entry of await fs.opendir(dir)) {
-        if (!entry.isFile() || !entry.name.endsWith(".json")) {
-            continue;
-        }
-        const filePath = path.join(dir, entry.name);
+    PRINT_PROGRESS_FN(0, files.length, symbol, interval);
+    for (let i = 0; i < files.length; i++) {
+        const filePath = path.join(dir, files[i]);
         const raw = await fs.readFile(filePath, "utf-8");
-        const candle = JSON.parse(raw);
+        let candle;
+        try {
+            candle = JSON.parse(raw);
+        }
+        catch {
+            throw new Error(`checkCandles: ${files[i]} contains invalid JSON`);
+        }
         const { timestamp } = candle;
         const aligned = ALIGN_TO_INTERVAL_FN(timestamp, step);
         if (timestamp !== aligned) {
-            throw new Error(`checkCandles: ${entry.name} timestamp=${timestamp} is not aligned to ${interval} boundary (expected=${aligned})`);
+            throw new Error(`checkCandles: ${files[i]} timestamp not aligned to ${interval} boundary (actual=${timestamp}, expected=${aligned})`);
         }
         if (prevTimestamp !== null) {
             const gap = timestamp - prevTimestamp;
             if (gap !== stepMs) {
-                throw new Error(`checkCandles: gap between ${prevName} and ${entry.name} is ${gap}ms, expected ${stepMs}ms`);
+                throw new Error(`checkCandles: gap between ${prevName} and ${files[i]} (actual=${gap}ms, expected=${stepMs}ms)`);
             }
         }
         prevTimestamp = timestamp;
-        prevName = entry.name;
-        checkd++;
-        PRINT_PROGRESS_FN(checkd, totalFiles, symbol, interval);
+        prevName = files[i];
+        PRINT_PROGRESS_FN(i + 1, files.length, symbol, interval);
     }
-    console.log(`checkCandles: OK ${totalFiles} candles ${symbol} ${interval}`);
+    console.log(`checkCandles: OK ${files.length} candles ${symbol} ${interval}`);
 }
 /**
  * Pre-caches candles for a date range into persist storage.

package/build/index.mjs

@@ -894,11 +894,13 @@ class PersistBase {
             entityName: this.entityName,
         });
         try {
-            const files = await fs__default.readdir(this._directory);
-            const entityIds = files
-                .filter((file) => file.endsWith(".json"))
-                .map((file) => file.slice(0, -5))
-                .sort((a, b) => a.localeCompare(b, undefined, {
+            const entityIds = [];
+            for await (const entry of await fs__default.opendir(this._directory)) {
+                if (entry.isFile() && entry.name.endsWith(".json")) {
+                    entityIds.push(entry.name.slice(0, -5));
+                }
+            }
+            entityIds.sort((a, b) => a.localeCompare(b, undefined, {
                 numeric: true,
                 sensitivity: "base",
             }));
@@ -26787,7 +26789,7 @@ const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
  * @param params - Validation parameters
  */
 async function checkCandles(params) {
-    const { symbol, exchangeName, interval, baseDir = "./dump/data/candle" } = params;
+    const { symbol, exchangeName, interval, from, to, baseDir = "./dump/data/candle" } = params;
     bt.loggerService.info(CHECK_CANDLES_METHOD_NAME, params);
     const step = INTERVAL_MINUTES$1[interval];
     if (!step) {
@@ -26795,51 +26797,58 @@ async function checkCandles(params) {
     }
     const stepMs = step * MS_PER_MINUTE$1;
     const dir = join(baseDir, exchangeName, symbol, interval);
+    const fromTs = ALIGN_TO_INTERVAL_FN(from.getTime(), step);
+    const toTs = ALIGN_TO_INTERVAL_FN(to.getTime(), step);
     try {
         await stat(dir);
     }
     catch {
         throw new Error(`checkCandles: cache directory not found: ${dir}`);
     }
-    // First pass: count files via async iterator (no memory allocation for file list)
-    let totalFiles = 0;
+    // Collect only filenames (strings) in range via async iterator — no full readdir in memory
+    const files = [];
     for await (const entry of await opendir(dir)) {
-        if (entry.isFile() && entry.name.endsWith(".json")) {
-            totalFiles++;
+        if (!entry.isFile() || !entry.name.endsWith(".json")) {
+            continue;
+        }
+        const ts = Number(entry.name.replace(".json", ""));
+        if (ts >= fromTs && ts < toTs) {
+            files.push(entry.name);
         }
     }
-    if (totalFiles === 0) {
-        throw new Error(`checkCandles: no cached candles in ${dir}`);
+    if (files.length === 0) {
+        throw new Error(`checkCandles: no cached candles in range [${fromTs}, ${toTs}) in ${dir}`);
     }
-    // Second pass: check each file via async iterator with progress
-    let checkd = 0;
+    files.sort();
     let prevTimestamp = null;
     let prevName = null;
-    PRINT_PROGRESS_FN(checkd, totalFiles, symbol, interval);
-    for await (const entry of await opendir(dir)) {
-        if (!entry.isFile() || !entry.name.endsWith(".json")) {
-            continue;
-        }
-        const filePath = join(dir, entry.name);
+    PRINT_PROGRESS_FN(0, files.length, symbol, interval);
+    for (let i = 0; i < files.length; i++) {
+        const filePath = join(dir, files[i]);
         const raw = await readFile(filePath, "utf-8");
-        const candle = JSON.parse(raw);
+        let candle;
+        try {
+            candle = JSON.parse(raw);
+        }
+        catch {
+            throw new Error(`checkCandles: ${files[i]} contains invalid JSON`);
+        }
         const { timestamp } = candle;
         const aligned = ALIGN_TO_INTERVAL_FN(timestamp, step);
         if (timestamp !== aligned) {
-            throw new Error(`checkCandles: ${entry.name} timestamp=${timestamp} is not aligned to ${interval} boundary (expected=${aligned})`);
+            throw new Error(`checkCandles: ${files[i]} timestamp not aligned to ${interval} boundary (actual=${timestamp}, expected=${aligned})`);
         }
         if (prevTimestamp !== null) {
             const gap = timestamp - prevTimestamp;
             if (gap !== stepMs) {
-                throw new Error(`checkCandles: gap between ${prevName} and ${entry.name} is ${gap}ms, expected ${stepMs}ms`);
+                throw new Error(`checkCandles: gap between ${prevName} and ${files[i]} (actual=${gap}ms, expected=${stepMs}ms)`);
             }
         }
         prevTimestamp = timestamp;
-        prevName = entry.name;
-        checkd++;
-        PRINT_PROGRESS_FN(checkd, totalFiles, symbol, interval);
+        prevName = files[i];
+        PRINT_PROGRESS_FN(i + 1, files.length, symbol, interval);
     }
-    console.log(`checkCandles: OK ${totalFiles} candles ${symbol} ${interval}`);
+    console.log(`checkCandles: OK ${files.length} candles ${symbol} ${interval}`);
 }
 /**
  * Pre-caches candles for a date range into persist storage.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "3.0.12",
+  "version": "3.0.14",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -337,6 +337,10 @@ interface ICheckCandlesParams {
     exchangeName: ExchangeName;
     /** Candle time interval (e.g., "1m", "4h") */
     interval: CandleInterval;
+    /** Start date of the validation range (inclusive) */
+    from: Date;
+    /** End date of the validation range (inclusive) */
+    to: Date;
     /** Base directory of candle persist storage (default: "./dump/data/candle") */
     baseDir?: string;
 }