backtest-kit 3.0.8 → 3.0.10

package/build/index.cjs

@@ -2602,8 +2602,10 @@ class ClientExchange {
             symbol,
             depth,
         });
-        const to = new Date(this.params.execution.context.when.getTime());
-        const from = new Date(to.getTime() -
+        const whenTimestamp = this.params.execution.context.when.getTime();
+        const alignedTo = ALIGN_TO_INTERVAL_FN$1(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$2);
         return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
@@ -35930,8 +35932,10 @@ class ExchangeInstance {
                 symbol,
                 depth,
             });
-            const to = await GET_TIMESTAMP_FN();
-            const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$1);
+            const when = await GET_TIMESTAMP_FN();
+            const alignedTo = ALIGN_TO_INTERVAL_FN(when.getTime(), 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$1);
             const isBacktest = await GET_BACKTEST_FN();
             return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };

package/build/index.mjs

@@ -2582,8 +2582,10 @@ class ClientExchange {
             symbol,
             depth,
         });
-        const to = new Date(this.params.execution.context.when.getTime());
-        const from = new Date(to.getTime() -
+        const whenTimestamp = this.params.execution.context.when.getTime();
+        const alignedTo = ALIGN_TO_INTERVAL_FN$1(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$2);
         return await this.params.getOrderBook(symbol, depth, from, to, this.params.execution.context.backtest);
     }
@@ -35910,8 +35912,10 @@ class ExchangeInstance {
                 symbol,
                 depth,
             });
-            const to = await GET_TIMESTAMP_FN();
-            const from = new Date(to.getTime() - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$1);
+            const when = await GET_TIMESTAMP_FN();
+            const alignedTo = ALIGN_TO_INTERVAL_FN(when.getTime(), 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$1);
             const isBacktest = await GET_BACKTEST_FN();
             return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "3.0.8",
+  "version": "3.0.10",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",
@@ -43,7 +43,7 @@
     "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 && typedoc && node ./tools/typedoc-yandex-metrica/index.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",
@@ -75,7 +75,7 @@
   },
   "dependencies": {
     "di-kit": "^1.0.18",
-    "di-scoped": "^1.0.20",
+    "di-scoped": "^1.0.21",
     "functools-kit": "^1.0.95",
     "get-moment-stamp": "^1.1.1"
   },