npm - backtest-kit - Versions diffs - 3.0.9 → 3.0.10 - Mend

backtest-kit 3.0.9 → 3.0.10

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (3) hide show

package/build/index.cjs CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -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 CHANGED Viewed

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "3.0.9",
+  "version": "3.0.10",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",