backtest-kit 3.0.16 → 3.0.18

package/README.md

@@ -320,7 +320,7 @@ Order book fetching uses the same temporal alignment as candles, but with a conf
 
 #### Order Book Timestamp Convention:
 
-The `from`/`to` range is a **lookback window**. The adapter selects the closest snapshot to `to` in backtest mode, or returns real-time data in live mode. Unlike candles, most exchanges (e.g. Binance `GET /api/v3/depth`) only expose the **current** order book with no historical query support — for backtest you must provide your own snapshot storage.
+Unlike candles, most exchanges (e.g. Binance `GET /api/v3/depth`) only expose the **current** order book with no historical query support — for backtest you must provide your own snapshot storage.
 
 **Key principles:**
 - Time range is aligned down to `CC_ORDER_BOOK_TIME_OFFSET_MINUTES` boundary

package/build/index.cjs

@@ -715,7 +715,7 @@ async function writeFileAtomic(file, data, options = {}) {
 var _a$2;
 const BASE_WAIT_FOR_INIT_SYMBOL = Symbol("wait-for-init");
 // Calculate step in milliseconds for candle close time validation
-const INTERVAL_MINUTES$7 = {
+const INTERVAL_MINUTES$8 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -727,7 +727,7 @@ const INTERVAL_MINUTES$7 = {
     "6h": 360,
     "8h": 480,
 };
-const MS_PER_MINUTE$5 = 60000;
+const MS_PER_MINUTE$6 = 60000;
 const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_PERSIST_SIGNAL_ADAPTER = "PersistSignalUtils.usePersistSignalAdapter";
 const PERSIST_SIGNAL_UTILS_METHOD_NAME_READ_DATA = "PersistSignalUtils.readSignalData";
 const PERSIST_SIGNAL_UTILS_METHOD_NAME_WRITE_DATA = "PersistSignalUtils.writeSignalData";
@@ -1627,7 +1627,7 @@ class PersistCandleUtils {
             const isInitial = !this.getCandlesStorage.has(key);
             const stateStorage = this.getCandlesStorage(symbol, interval, exchangeName);
             await stateStorage.waitForInit(isInitial);
-            const stepMs = INTERVAL_MINUTES$7[interval] * MS_PER_MINUTE$5;
+            const stepMs = INTERVAL_MINUTES$8[interval] * MS_PER_MINUTE$6;
             // Calculate expected timestamps and fetch each candle directly
             const cachedCandles = [];
             for (let i = 0; i < limit; i++) {
@@ -1683,7 +1683,7 @@ class PersistCandleUtils {
             const stateStorage = this.getCandlesStorage(symbol, interval, exchangeName);
             await stateStorage.waitForInit(isInitial);
             // Calculate step in milliseconds to determine candle close time
-            const stepMs = INTERVAL_MINUTES$7[interval] * MS_PER_MINUTE$5;
+            const stepMs = INTERVAL_MINUTES$8[interval] * MS_PER_MINUTE$6;
             const now = Date.now();
             // Write each candle as a separate file, skipping incomplete candles
             for (const candle of candles) {
@@ -1940,8 +1940,8 @@ class PersistNotificationUtils {
  */
 const PersistNotificationAdapter = new PersistNotificationUtils();
 
-const MS_PER_MINUTE$4 = 60000;
-const INTERVAL_MINUTES$6 = {
+const MS_PER_MINUTE$5 = 60000;
+const INTERVAL_MINUTES$7 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -1971,7 +1971,7 @@ const INTERVAL_MINUTES$6 = {
  * @returns Aligned timestamp rounded down to interval boundary
  */
 const ALIGN_TO_INTERVAL_FN$2 = (timestamp, intervalMinutes) => {
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$4;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE$5;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 /**
@@ -2116,9 +2116,9 @@ const WRITE_CANDLES_CACHE_FN$1 = functoolsKit.trycatch(functoolsKit.queued(async
  * @returns Promise resolving to array of candle data
  */
 const GET_CANDLES_FN = async (dto, since, self) => {
-    const step = INTERVAL_MINUTES$6[dto.interval];
+    const step = INTERVAL_MINUTES$7[dto.interval];
     const sinceTimestamp = since.getTime();
-    const untilTimestamp = sinceTimestamp + dto.limit * step * MS_PER_MINUTE$4;
+    const untilTimestamp = sinceTimestamp + dto.limit * step * MS_PER_MINUTE$5;
     // Try to read from cache first
     const cachedCandles = await READ_CANDLES_CACHE_FN$1(dto, sinceTimestamp, untilTimestamp, self);
     if (cachedCandles !== null) {
@@ -2226,11 +2226,11 @@ class ClientExchange {
             interval,
             limit,
         });
-        const step = INTERVAL_MINUTES$6[interval];
+        const step = INTERVAL_MINUTES$7[interval];
         if (!step) {
             throw new Error(`ClientExchange unknown interval=${interval}`);
         }
-        const stepMs = step * MS_PER_MINUTE$4;
+        const stepMs = step * MS_PER_MINUTE$5;
         // Align when down to interval boundary
         const whenTimestamp = this.params.execution.context.when.getTime();
         const alignedWhen = ALIGN_TO_INTERVAL_FN$2(whenTimestamp, step);
@@ -2307,11 +2307,11 @@ class ClientExchange {
         if (!this.params.execution.context.backtest) {
             throw new Error(`ClientExchange getNextCandles: cannot fetch future candles in live mode`);
         }
-        const step = INTERVAL_MINUTES$6[interval];
+        const step = INTERVAL_MINUTES$7[interval];
         if (!step) {
             throw new Error(`ClientExchange getNextCandles: unknown interval=${interval}`);
         }
-        const stepMs = step * MS_PER_MINUTE$4;
+        const stepMs = step * MS_PER_MINUTE$5;
         const now = Date.now();
         // Align when down to interval boundary
         const whenTimestamp = this.params.execution.context.when.getTime();
@@ -2475,11 +2475,11 @@ class ClientExchange {
             sDate,
             eDate,
         });
-        const step = INTERVAL_MINUTES$6[interval];
+        const step = INTERVAL_MINUTES$7[interval];
         if (!step) {
             throw new Error(`ClientExchange getRawCandles: unknown interval=${interval}`);
         }
-        const stepMs = step * MS_PER_MINUTE$4;
+        const stepMs = step * MS_PER_MINUTE$5;
         const whenTimestamp = this.params.execution.context.when.getTime();
         const alignedWhen = ALIGN_TO_INTERVAL_FN$2(whenTimestamp, step);
         let sinceTimestamp;
@@ -2608,7 +2608,7 @@ class ClientExchange {
         const alignedTo = ALIGN_TO_INTERVAL_FN$2(whenTimestamp, GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES);
         const to = new Date(alignedTo);
         const from = new Date(alignedTo -
-            GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$4);
+            GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$5);
         return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
 }
@@ -3073,7 +3073,7 @@ const beginTime = (run) => (...args) => {
     return fn();
 };
 
-const INTERVAL_MINUTES$5 = {
+const INTERVAL_MINUTES$6 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -3586,14 +3586,15 @@ const GET_SIGNAL_FN = functoolsKit.trycatch(async (self) => {
     }
     const currentTime = self.params.execution.context.when.getTime();
     {
-        const intervalMinutes = INTERVAL_MINUTES$5[self.params.interval];
+        const intervalMinutes = INTERVAL_MINUTES$6[self.params.interval];
         const intervalMs = intervalMinutes * 60 * 1000;
-        // Проверяем что прошел нужный интервал с последнего getSignal
+        const alignedTime = Math.floor(currentTime / intervalMs) * intervalMs;
+        // Проверяем что наступил новый интервал (по aligned timestamp)
         if (self._lastSignalTimestamp !== null &&
-            currentTime - self._lastSignalTimestamp < intervalMs) {
+            alignedTime === self._lastSignalTimestamp) {
             return null;
         }
-        self._lastSignalTimestamp = currentTime;
+        self._lastSignalTimestamp = alignedTime;
     }
     const currentPrice = await self.params.exchange.getAveragePrice(self.params.execution.context.symbol);
     const timeoutMs = GLOBAL_CONFIG.CC_MAX_SIGNAL_GENERATION_SECONDS * 1000;
@@ -8197,7 +8198,7 @@ class StrategyConnectionService {
  * Maps FrameInterval to minutes for timestamp calculation.
  * Used to generate timeframe arrays with proper spacing.
  */
-const INTERVAL_MINUTES$4 = {
+const INTERVAL_MINUTES$5 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -8252,7 +8253,7 @@ const GET_TIMEFRAME_FN = async (symbol, self) => {
         symbol,
     });
     const { interval, startDate, endDate } = self.params;
-    const intervalMinutes = INTERVAL_MINUTES$4[interval];
+    const intervalMinutes = INTERVAL_MINUTES$5[interval];
     if (!intervalMinutes) {
         throw new Error(`ClientFrame unknown interval: ${interval}`);
     }
@@ -13215,7 +13216,49 @@ class BacktestLogicPrivateService {
     }
 }
 
-const TICK_TTL = 1 * 60 * 1000 + 1;
+const EMITTER_CHECK_INTERVAL = 5000;
+const MS_PER_MINUTE$4 = 60000;
+const INTERVAL_MINUTES$4 = {
+    "1m": 1,
+    "3m": 3,
+    "5m": 5,
+    "15m": 15,
+    "30m": 30,
+    "1h": 60,
+    "2h": 120,
+    "4h": 240,
+    "6h": 360,
+    "8h": 480,
+};
+const createEmitter = functoolsKit.memoize(([interval]) => `${interval}`, (interval) => {
+    const tickSubject = new functoolsKit.Subject();
+    const intervalMs = INTERVAL_MINUTES$4[interval] * MS_PER_MINUTE$4;
+    {
+        let lastAligned = Math.floor(Date.now() / intervalMs) * intervalMs;
+        functoolsKit.Source.fromInterval(EMITTER_CHECK_INTERVAL)
+            .map(() => Math.floor(Date.now() / intervalMs) * intervalMs)
+            .filter((aligned) => {
+            if (aligned !== lastAligned) {
+                lastAligned = aligned;
+                return true;
+            }
+            return false;
+        })
+            .connect(tickSubject.next);
+    }
+    return tickSubject;
+});
+/**
+ * Waits for the next candle interval to start and returns the timestamp of the new candle.
+ * @param {CandleInterval} interval - The candle interval (e.g., "1m", "1h") to wait for.
+ * @returns {Promise<number>} A promise that resolves with the timestamp (in milliseconds) of the next candle start.
+ */
+const waitForCandle = async (interval) => {
+    const emitter = createEmitter(interval);
+    // Subject is multicast
+    return emitter.toPromise();
+};
+
 /**
  * Private service for live trading orchestration using async generators.
  *
@@ -13285,7 +13328,7 @@ class LiveLogicPrivateService {
                     message: functoolsKit.getErrorMessage(error),
                 });
                 await errorEmitter.next(error);
-                await functoolsKit.sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             this.loggerService.info("liveLogicPrivateService tick result", {
@@ -13320,19 +13363,19 @@ class LiveLogicPrivateService {
                     });
                     break;
                 }
-                await functoolsKit.sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             if (result.action === "active") {
-                await functoolsKit.sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             if (result.action === "scheduled") {
-                await functoolsKit.sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             if (result.action === "waiting") {
-                await functoolsKit.sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             // Yield opened, closed, cancelled results
@@ -13351,7 +13394,7 @@ class LiveLogicPrivateService {
                     break;
                 }
             }
-            await functoolsKit.sleep(TICK_TTL);
+            await waitForCandle("1m");
         }
     }
 }
@@ -37498,4 +37541,5 @@ exports.setConfig = setConfig;
 exports.setLogger = setLogger;
 exports.stopStrategy = stopStrategy;
 exports.validate = validate;
+exports.waitForCandle = waitForCandle;
 exports.warmCandles = warmCandles;

package/build/index.mjs

@@ -1,6 +1,6 @@
 import { createActivator } from 'di-kit';
 import { scoped } from 'di-scoped';
-import { Subject, makeExtendable, singleshot, getErrorMessage, memoize, not, errorData, trycatch, retry, queued, sleep, randomString, str, isObject, ToolRegistry, typo, and, resolveDocuments, timeout, TIMEOUT_SYMBOL as TIMEOUT_SYMBOL$1, compose, singlerun } from 'functools-kit';
+import { Subject, makeExtendable, singleshot, getErrorMessage, memoize, not, errorData, trycatch, retry, queued, sleep, randomString, str, isObject, ToolRegistry, typo, and, Source, resolveDocuments, timeout, TIMEOUT_SYMBOL as TIMEOUT_SYMBOL$1, compose, singlerun } from 'functools-kit';
 import * as fs from 'fs/promises';
 import fs__default, { stat, opendir, readFile } from 'fs/promises';
 import path, { join, dirname } from 'path';
@@ -695,7 +695,7 @@ async function writeFileAtomic(file, data, options = {}) {
 var _a$2;
 const BASE_WAIT_FOR_INIT_SYMBOL = Symbol("wait-for-init");
 // Calculate step in milliseconds for candle close time validation
-const INTERVAL_MINUTES$7 = {
+const INTERVAL_MINUTES$8 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -707,7 +707,7 @@ const INTERVAL_MINUTES$7 = {
     "6h": 360,
     "8h": 480,
 };
-const MS_PER_MINUTE$5 = 60000;
+const MS_PER_MINUTE$6 = 60000;
 const PERSIST_SIGNAL_UTILS_METHOD_NAME_USE_PERSIST_SIGNAL_ADAPTER = "PersistSignalUtils.usePersistSignalAdapter";
 const PERSIST_SIGNAL_UTILS_METHOD_NAME_READ_DATA = "PersistSignalUtils.readSignalData";
 const PERSIST_SIGNAL_UTILS_METHOD_NAME_WRITE_DATA = "PersistSignalUtils.writeSignalData";
@@ -1607,7 +1607,7 @@ class PersistCandleUtils {
             const isInitial = !this.getCandlesStorage.has(key);
             const stateStorage = this.getCandlesStorage(symbol, interval, exchangeName);
             await stateStorage.waitForInit(isInitial);
-            const stepMs = INTERVAL_MINUTES$7[interval] * MS_PER_MINUTE$5;
+            const stepMs = INTERVAL_MINUTES$8[interval] * MS_PER_MINUTE$6;
             // Calculate expected timestamps and fetch each candle directly
             const cachedCandles = [];
             for (let i = 0; i < limit; i++) {
@@ -1663,7 +1663,7 @@ class PersistCandleUtils {
             const stateStorage = this.getCandlesStorage(symbol, interval, exchangeName);
             await stateStorage.waitForInit(isInitial);
             // Calculate step in milliseconds to determine candle close time
-            const stepMs = INTERVAL_MINUTES$7[interval] * MS_PER_MINUTE$5;
+            const stepMs = INTERVAL_MINUTES$8[interval] * MS_PER_MINUTE$6;
             const now = Date.now();
             // Write each candle as a separate file, skipping incomplete candles
             for (const candle of candles) {
@@ -1920,8 +1920,8 @@ class PersistNotificationUtils {
  */
 const PersistNotificationAdapter = new PersistNotificationUtils();
 
-const MS_PER_MINUTE$4 = 60000;
-const INTERVAL_MINUTES$6 = {
+const MS_PER_MINUTE$5 = 60000;
+const INTERVAL_MINUTES$7 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -1951,7 +1951,7 @@ const INTERVAL_MINUTES$6 = {
  * @returns Aligned timestamp rounded down to interval boundary
  */
 const ALIGN_TO_INTERVAL_FN$2 = (timestamp, intervalMinutes) => {
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$4;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE$5;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 /**
@@ -2096,9 +2096,9 @@ const WRITE_CANDLES_CACHE_FN$1 = trycatch(queued(async (candles, dto, self) => {
  * @returns Promise resolving to array of candle data
  */
 const GET_CANDLES_FN = async (dto, since, self) => {
-    const step = INTERVAL_MINUTES$6[dto.interval];
+    const step = INTERVAL_MINUTES$7[dto.interval];
     const sinceTimestamp = since.getTime();
-    const untilTimestamp = sinceTimestamp + dto.limit * step * MS_PER_MINUTE$4;
+    const untilTimestamp = sinceTimestamp + dto.limit * step * MS_PER_MINUTE$5;
     // Try to read from cache first
     const cachedCandles = await READ_CANDLES_CACHE_FN$1(dto, sinceTimestamp, untilTimestamp, self);
     if (cachedCandles !== null) {
@@ -2206,11 +2206,11 @@ class ClientExchange {
             interval,
             limit,
         });
-        const step = INTERVAL_MINUTES$6[interval];
+        const step = INTERVAL_MINUTES$7[interval];
         if (!step) {
             throw new Error(`ClientExchange unknown interval=${interval}`);
         }
-        const stepMs = step * MS_PER_MINUTE$4;
+        const stepMs = step * MS_PER_MINUTE$5;
         // Align when down to interval boundary
         const whenTimestamp = this.params.execution.context.when.getTime();
         const alignedWhen = ALIGN_TO_INTERVAL_FN$2(whenTimestamp, step);
@@ -2287,11 +2287,11 @@ class ClientExchange {
         if (!this.params.execution.context.backtest) {
             throw new Error(`ClientExchange getNextCandles: cannot fetch future candles in live mode`);
         }
-        const step = INTERVAL_MINUTES$6[interval];
+        const step = INTERVAL_MINUTES$7[interval];
         if (!step) {
             throw new Error(`ClientExchange getNextCandles: unknown interval=${interval}`);
         }
-        const stepMs = step * MS_PER_MINUTE$4;
+        const stepMs = step * MS_PER_MINUTE$5;
         const now = Date.now();
         // Align when down to interval boundary
         const whenTimestamp = this.params.execution.context.when.getTime();
@@ -2455,11 +2455,11 @@ class ClientExchange {
             sDate,
             eDate,
         });
-        const step = INTERVAL_MINUTES$6[interval];
+        const step = INTERVAL_MINUTES$7[interval];
         if (!step) {
             throw new Error(`ClientExchange getRawCandles: unknown interval=${interval}`);
         }
-        const stepMs = step * MS_PER_MINUTE$4;
+        const stepMs = step * MS_PER_MINUTE$5;
         const whenTimestamp = this.params.execution.context.when.getTime();
         const alignedWhen = ALIGN_TO_INTERVAL_FN$2(whenTimestamp, step);
         let sinceTimestamp;
@@ -2588,7 +2588,7 @@ class ClientExchange {
         const alignedTo = ALIGN_TO_INTERVAL_FN$2(whenTimestamp, GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES);
         const to = new Date(alignedTo);
         const from = new Date(alignedTo -
-            GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$4);
+            GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$5);
         return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
 }
@@ -3053,7 +3053,7 @@ const beginTime = (run) => (...args) => {
     return fn();
 };
 
-const INTERVAL_MINUTES$5 = {
+const INTERVAL_MINUTES$6 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -3566,14 +3566,15 @@ const GET_SIGNAL_FN = trycatch(async (self) => {
     }
     const currentTime = self.params.execution.context.when.getTime();
     {
-        const intervalMinutes = INTERVAL_MINUTES$5[self.params.interval];
+        const intervalMinutes = INTERVAL_MINUTES$6[self.params.interval];
         const intervalMs = intervalMinutes * 60 * 1000;
-        // Проверяем что прошел нужный интервал с последнего getSignal
+        const alignedTime = Math.floor(currentTime / intervalMs) * intervalMs;
+        // Проверяем что наступил новый интервал (по aligned timestamp)
         if (self._lastSignalTimestamp !== null &&
-            currentTime - self._lastSignalTimestamp < intervalMs) {
+            alignedTime === self._lastSignalTimestamp) {
             return null;
         }
-        self._lastSignalTimestamp = currentTime;
+        self._lastSignalTimestamp = alignedTime;
     }
     const currentPrice = await self.params.exchange.getAveragePrice(self.params.execution.context.symbol);
     const timeoutMs = GLOBAL_CONFIG.CC_MAX_SIGNAL_GENERATION_SECONDS * 1000;
@@ -8177,7 +8178,7 @@ class StrategyConnectionService {
  * Maps FrameInterval to minutes for timestamp calculation.
  * Used to generate timeframe arrays with proper spacing.
  */
-const INTERVAL_MINUTES$4 = {
+const INTERVAL_MINUTES$5 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -8232,7 +8233,7 @@ const GET_TIMEFRAME_FN = async (symbol, self) => {
         symbol,
     });
     const { interval, startDate, endDate } = self.params;
-    const intervalMinutes = INTERVAL_MINUTES$4[interval];
+    const intervalMinutes = INTERVAL_MINUTES$5[interval];
     if (!intervalMinutes) {
         throw new Error(`ClientFrame unknown interval: ${interval}`);
     }
@@ -13195,7 +13196,49 @@ class BacktestLogicPrivateService {
     }
 }
 
-const TICK_TTL = 1 * 60 * 1000 + 1;
+const EMITTER_CHECK_INTERVAL = 5000;
+const MS_PER_MINUTE$4 = 60000;
+const INTERVAL_MINUTES$4 = {
+    "1m": 1,
+    "3m": 3,
+    "5m": 5,
+    "15m": 15,
+    "30m": 30,
+    "1h": 60,
+    "2h": 120,
+    "4h": 240,
+    "6h": 360,
+    "8h": 480,
+};
+const createEmitter = memoize(([interval]) => `${interval}`, (interval) => {
+    const tickSubject = new Subject();
+    const intervalMs = INTERVAL_MINUTES$4[interval] * MS_PER_MINUTE$4;
+    {
+        let lastAligned = Math.floor(Date.now() / intervalMs) * intervalMs;
+        Source.fromInterval(EMITTER_CHECK_INTERVAL)
+            .map(() => Math.floor(Date.now() / intervalMs) * intervalMs)
+            .filter((aligned) => {
+            if (aligned !== lastAligned) {
+                lastAligned = aligned;
+                return true;
+            }
+            return false;
+        })
+            .connect(tickSubject.next);
+    }
+    return tickSubject;
+});
+/**
+ * Waits for the next candle interval to start and returns the timestamp of the new candle.
+ * @param {CandleInterval} interval - The candle interval (e.g., "1m", "1h") to wait for.
+ * @returns {Promise<number>} A promise that resolves with the timestamp (in milliseconds) of the next candle start.
+ */
+const waitForCandle = async (interval) => {
+    const emitter = createEmitter(interval);
+    // Subject is multicast
+    return emitter.toPromise();
+};
+
 /**
  * Private service for live trading orchestration using async generators.
  *
@@ -13265,7 +13308,7 @@ class LiveLogicPrivateService {
                     message: getErrorMessage(error),
                 });
                 await errorEmitter.next(error);
-                await sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             this.loggerService.info("liveLogicPrivateService tick result", {
@@ -13300,19 +13343,19 @@ class LiveLogicPrivateService {
                     });
                     break;
                 }
-                await sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             if (result.action === "active") {
-                await sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             if (result.action === "scheduled") {
-                await sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             if (result.action === "waiting") {
-                await sleep(TICK_TTL);
+                await waitForCandle("1m");
                 continue;
             }
             // Yield opened, closed, cancelled results
@@ -13331,7 +13374,7 @@ class LiveLogicPrivateService {
                     break;
                 }
             }
-            await sleep(TICK_TTL);
+            await waitForCandle("1m");
         }
     }
 }
@@ -37341,4 +37384,4 @@ const set = (object, path, value) => {
     }
 };
 
-export { ActionBase, Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, NotificationBacktest, NotificationLive, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Storage, StorageBacktest, StorageLive, Strategy, Walker, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stopStrategy, validate, warmCandles };
+export { ActionBase, Backtest, Breakeven, Cache, Constant, Exchange, ExecutionContextService, Heat, Live, Markdown, MarkdownFileBase, MarkdownFolderBase, MethodContextService, Notification, NotificationBacktest, NotificationLive, Partial, Performance, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, Report, ReportBase, Risk, Schedule, Storage, StorageBacktest, StorageLive, Strategy, Walker, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stopStrategy, validate, waitForCandle, warmCandles };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "3.0.16",
+  "version": "3.0.18",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -1961,37 +1961,11 @@ interface IActionSchema {
  * @see TActionCtor for constructor signature requirements
  * @see ClientAction for internal wrapper that manages lifecycle
  */
-interface IPublicAction extends IAction {
-    /**
-     * Async initialization method called once after construction.
-     *
-     * Use this method to:
-     * - Establish database connections
-     * - Initialize API clients
-     * - Load configuration files
-     * - Open file handles or network sockets
-     * - Perform any async setup required before handling events
-     *
-     * Guaranteed to:
-     * - Run exactly once per action handler instance
-     * - Complete before any event methods are called
-     * - Run after constructor but before first event
-     *
-     * @returns Promise that resolves when initialization is complete
-     * @throws Error if initialization fails (will prevent strategy execution)
-     *
-     * @example
-     * ```typescript
-     * async init() {
-     *   this.db = await connectToDatabase();
-     *   this.cache = new Redis(process.env.REDIS_URL);
-     *   await this.cache.connect();
-     *   console.log('Action initialized');
-     * }
-     * ```
-     */
-    init(): void | Promise<void>;
-}
+type IPublicAction = {
+    [key in keyof IAction]?: IAction[key];
+} & {
+    init?(): void | Promise<void>;
+};
 /**
  * Action interface for state manager integration.
  *
@@ -16201,6 +16175,13 @@ declare namespace emitters {
  */
 declare const alignToInterval: (date: Date, interval: CandleInterval) => Date;
 
+/**
+ * Waits for the next candle interval to start and returns the timestamp of the new candle.
+ * @param {CandleInterval} interval - The candle interval (e.g., "1m", "1h") to wait for.
+ * @returns {Promise<number>} A promise that resolves with the timestamp (in milliseconds) of the next candle start.
+ */
+declare const waitForCandle: (interval: CandleInterval) => Promise<number>;
+
 /**
  * Rounds a price to the appropriate precision based on the tick size.
  *
@@ -20842,4 +20823,4 @@ declare const backtest: {
     loggerService: LoggerService;
 };
 
-export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Cache, type CancelScheduledCommit, type CandleData, type CandleInterval, type ClosePendingCommit, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IBidData, type IBreakevenCommitRow, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, type TMarkdownBase, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stopStrategy, validate, warmCandles };
+export { ActionBase, type ActivateScheduledCommit, type ActivateScheduledCommitNotification, type ActivePingContract, Backtest, type BacktestStatisticsModel, Breakeven, type BreakevenAvailableNotification, type BreakevenCommit, type BreakevenCommitNotification, type BreakevenContract, type BreakevenData, Cache, type CancelScheduledCommit, type CandleData, type CandleInterval, type ClosePendingCommit, type ColumnConfig, type ColumnModel, Constant, type CriticalErrorNotification, type DoneContract, type EntityId, Exchange, ExecutionContextService, type FrameInterval, type GlobalConfig, Heat, type HeatmapStatisticsModel, type IActionSchema, type IActivateScheduledCommitRow, type IBidData, type IBreakevenCommitRow, type ICandleData, type ICommitRow, type IExchangeSchema, type IFrameSchema, type IHeatmapRow, type IMarkdownDumpOptions, type INotificationUtils, type IOrderBookData, type IPartialLossCommitRow, type IPartialProfitCommitRow, type IPersistBase, type IPositionSizeATRParams, type IPositionSizeFixedPercentageParams, type IPositionSizeKellyParams, type IPublicAction, type IPublicSignalRow, type IReportDumpOptions, type IRiskActivePosition, type IRiskCheckArgs, type IRiskSchema, type IRiskSignalRow, type IRiskValidation, type IRiskValidationFn, type IRiskValidationPayload, type IScheduledSignalCancelRow, type IScheduledSignalRow, type ISignalDto, type ISignalRow, type ISizingCalculateParams, type ISizingCalculateParamsATR, type ISizingCalculateParamsFixedPercentage, type ISizingCalculateParamsKelly, type ISizingParams, type ISizingParamsATR, type ISizingParamsFixedPercentage, type ISizingParamsKelly, type ISizingSchema, type ISizingSchemaATR, type ISizingSchemaFixedPercentage, type ISizingSchemaKelly, type IStorageSignalRow, type IStorageUtils, type IStrategyPnL, type IStrategyResult, type IStrategySchema, type IStrategyTickResult, type IStrategyTickResultActive, type IStrategyTickResultCancelled, type IStrategyTickResultClosed, type IStrategyTickResultIdle, type IStrategyTickResultOpened, type IStrategyTickResultScheduled, type IStrategyTickResultWaiting, type ITrailingStopCommitRow, type ITrailingTakeCommitRow, type IWalkerResults, type IWalkerSchema, type IWalkerStrategyResult, type InfoErrorNotification, Live, type LiveStatisticsModel, Markdown, MarkdownFileBase, MarkdownFolderBase, type MarkdownName, MethodContextService, type MetricStats, Notification, NotificationBacktest, type NotificationData, NotificationLive, type NotificationModel, Partial$1 as Partial, type PartialData, type PartialEvent, type PartialLossAvailableNotification, type PartialLossCommit, type PartialLossCommitNotification, type PartialLossContract, type PartialProfitAvailableNotification, type PartialProfitCommit, type PartialProfitCommitNotification, type PartialProfitContract, type PartialStatisticsModel, Performance, type PerformanceContract, type PerformanceMetricType, type PerformanceStatisticsModel, PersistBase, PersistBreakevenAdapter, PersistCandleAdapter, PersistNotificationAdapter, PersistPartialAdapter, PersistRiskAdapter, PersistScheduleAdapter, PersistSignalAdapter, PersistStorageAdapter, PositionSize, type ProgressBacktestContract, type ProgressWalkerContract, Report, ReportBase, type ReportName, Risk, type RiskContract, type RiskData, type RiskEvent, type RiskRejectionNotification, type RiskStatisticsModel, Schedule, type ScheduleData, type SchedulePingContract, type ScheduleStatisticsModel, type ScheduledEvent, type SignalCancelledNotification, type SignalClosedNotification, type SignalData, type SignalInterval, type SignalOpenedNotification, type SignalScheduledNotification, Storage, StorageBacktest, type StorageData, StorageLive, Strategy, type StrategyActionType, type StrategyCancelReason, type StrategyCloseReason, type StrategyCommitContract, type StrategyEvent, type StrategyStatisticsModel, type TMarkdownBase, type TNotificationUtilsCtor, type TPersistBase, type TPersistBaseCtor, type TReportBase, type TStorageUtilsCtor, type TickEvent, type TrailingStopCommit, type TrailingStopCommitNotification, type TrailingTakeCommit, type TrailingTakeCommitNotification, type ValidationErrorNotification, Walker, type WalkerCompleteContract, type WalkerContract, type WalkerMetric, type SignalData$1 as WalkerSignalData, type WalkerStatisticsModel, addActionSchema, addExchangeSchema, addFrameSchema, addRiskSchema, addSizingSchema, addStrategySchema, addWalkerSchema, alignToInterval, checkCandles, commitActivateScheduled, commitBreakeven, commitCancelScheduled, commitClosePending, commitPartialLoss, commitPartialProfit, commitTrailingStop, commitTrailingTake, emitters, formatPrice, formatQuantity, get, getActionSchema, getAveragePrice, getBacktestTimeframe, getCandles, getColumns, getConfig, getContext, getDate, getDefaultColumns, getDefaultConfig, getExchangeSchema, getFrameSchema, getMode, getNextCandles, getOrderBook, getRawCandles, getRiskSchema, getSizingSchema, getStrategySchema, getSymbol, getWalkerSchema, hasTradeContext, backtest as lib, listExchangeSchema, listFrameSchema, listRiskSchema, listSizingSchema, listStrategySchema, listWalkerSchema, listenActivePing, listenActivePingOnce, listenBacktestProgress, listenBreakevenAvailable, listenBreakevenAvailableOnce, listenDoneBacktest, listenDoneBacktestOnce, listenDoneLive, listenDoneLiveOnce, listenDoneWalker, listenDoneWalkerOnce, listenError, listenExit, listenPartialLossAvailable, listenPartialLossAvailableOnce, listenPartialProfitAvailable, listenPartialProfitAvailableOnce, listenPerformance, listenRisk, listenRiskOnce, listenSchedulePing, listenSchedulePingOnce, listenSignal, listenSignalBacktest, listenSignalBacktestOnce, listenSignalLive, listenSignalLiveOnce, listenSignalOnce, listenStrategyCommit, listenStrategyCommitOnce, listenValidation, listenWalker, listenWalkerComplete, listenWalkerOnce, listenWalkerProgress, overrideActionSchema, overrideExchangeSchema, overrideFrameSchema, overrideRiskSchema, overrideSizingSchema, overrideStrategySchema, overrideWalkerSchema, parseArgs, roundTicks, set, setColumns, setConfig, setLogger, stopStrategy, validate, waitForCandle, warmCandles };