backtest-kit 5.5.1 → 5.5.2

package/build/index.cjs

@@ -10538,6 +10538,45 @@ const get = (object, path) => {
     return pathArrayFlat.reduce((obj, key) => obj && obj[key], object);
 };
 
+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,
+};
+/**
+ * Aligns timestamp down to the nearest interval boundary.
+ * For example, for 15m interval: 00:17 -> 00:15, 00:44 -> 00:30
+ *
+ * Candle timestamp convention:
+ * - Candle timestamp = openTime (when candle opens)
+ * - Candle with timestamp 00:00 covers period [00:00, 00:15) for 15m interval
+ *
+ * Adapter contract:
+ * - Adapter must return candles with timestamp = openTime
+ * - First returned candle.timestamp must equal aligned since
+ * - Adapter must return exactly `limit` candles
+ *
+ * @param date - Date to align
+ * @param interval - Candle interval (e.g., "1m", "15m", "1h")
+ * @returns New Date aligned down to interval boundary
+ */
+const alignToInterval = (date, interval) => {
+    const minutes = INTERVAL_MINUTES$4[interval];
+    if (minutes === undefined) {
+        throw new Error(`alignToInterval: unknown interval=${interval}`);
+    }
+    const intervalMs = minutes * MS_PER_MINUTE$4;
+    return new Date(Math.floor(date.getTime() / intervalMs) * intervalMs);
+};
+
 /**
  * Retrieves the current timestamp based on the execution context.
  * If an execution context is active (e.g., during a backtest), it returns the timestamp from the context to ensure consistency with the simulated time.
@@ -10549,7 +10588,7 @@ const getContextTimestamp = () => {
     if (ExecutionContextService.hasContext()) {
         return bt.executionContextService.context.when.getTime();
     }
-    return Date.now();
+    return alignToInterval(new Date(), "1m").getTime();
 };
 
 /** Symbol indicating that positions need to be fetched from persistence */
@@ -15534,8 +15573,8 @@ class BacktestLogicPrivateService {
 }
 
 const EMITTER_CHECK_INTERVAL = 5000;
-const MS_PER_MINUTE$4 = 60000;
-const INTERVAL_MINUTES$4 = {
+const MS_PER_MINUTE$3 = 60000;
+const INTERVAL_MINUTES$3 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -15549,7 +15588,7 @@ const INTERVAL_MINUTES$4 = {
 };
 const createEmitter = functoolsKit.memoize(([interval]) => `${interval}`, (interval) => {
     const tickSubject = new functoolsKit.Subject();
-    const intervalMs = INTERVAL_MINUTES$4[interval] * MS_PER_MINUTE$4;
+    const intervalMs = INTERVAL_MINUTES$3[interval] * MS_PER_MINUTE$3;
     {
         let lastAligned = Math.floor(Date.now() / intervalMs) * intervalMs;
         functoolsKit.Source.fromInterval(EMITTER_CHECK_INTERVAL)
@@ -15627,7 +15666,7 @@ class LiveLogicPrivateService {
         let previousEventTimestamp = null;
         while (true) {
             const tickStartTime = performance.now();
-            const when = new Date();
+            const when = alignToInterval(new Date(), "1m");
             let result;
             try {
                 result = await this.strategyCoreService.tick(symbol, when, false, {
@@ -29498,7 +29537,7 @@ const EXCHANGE_METHOD_NAME_FORMAT_PRICE = "ExchangeUtils.formatPrice";
 const EXCHANGE_METHOD_NAME_GET_ORDER_BOOK = "ExchangeUtils.getOrderBook";
 const EXCHANGE_METHOD_NAME_GET_RAW_CANDLES = "ExchangeUtils.getRawCandles";
 const EXCHANGE_METHOD_NAME_GET_AGGREGATED_TRADES = "ExchangeUtils.getAggregatedTrades";
-const MS_PER_MINUTE$3 = 60000;
+const MS_PER_MINUTE$2 = 60000;
 /**
  * Gets current timestamp from execution context if available.
  * Returns current Date() if no execution context exists (non-trading GUI).
@@ -29507,7 +29546,7 @@ const GET_TIMESTAMP_FN = async () => {
     if (ExecutionContextService.hasContext()) {
         return new Date(bt.executionContextService.context.when);
     }
-    return new Date();
+    return alignToInterval(new Date(), "1m");
 };
 /**
  * Gets backtest mode flag from execution context if available.
@@ -29565,7 +29604,7 @@ const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to, _backtest)
 const DEFAULT_GET_AGGREGATED_TRADES_FN = async (_symbol, _from, _to, _backtest) => {
     throw new Error(`getAggregatedTrades is not implemented for this exchange`);
 };
-const INTERVAL_MINUTES$3 = {
+const INTERVAL_MINUTES$2 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -29595,7 +29634,7 @@ const INTERVAL_MINUTES$3 = {
  * @returns Aligned timestamp rounded down to interval boundary
  */
 const ALIGN_TO_INTERVAL_FN$1 = (timestamp, intervalMinutes) => {
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$3;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE$2;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 /**
@@ -29735,11 +29774,11 @@ class ExchangeInstance {
                 limit,
             });
             const getCandles = this._methods.getCandles;
-            const step = INTERVAL_MINUTES$3[interval];
+            const step = INTERVAL_MINUTES$2[interval];
             if (!step) {
                 throw new Error(`ExchangeInstance unknown interval=${interval}`);
             }
-            const stepMs = step * MS_PER_MINUTE$3;
+            const stepMs = step * MS_PER_MINUTE$2;
             // Align when down to interval boundary
             const when = await GET_TIMESTAMP_FN();
             const whenTimestamp = when.getTime();
@@ -29924,7 +29963,7 @@ class ExchangeInstance {
             const when = await GET_TIMESTAMP_FN();
             const alignedTo = ALIGN_TO_INTERVAL_FN$1(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$3);
+            const from = new Date(alignedTo - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$2);
             const isBacktest = await GET_BACKTEST_FN();
             return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };
@@ -29956,7 +29995,7 @@ class ExchangeInstance {
             const when = await GET_TIMESTAMP_FN();
             // Align to 1-minute boundary to prevent look-ahead bias
             const alignedTo = ALIGN_TO_INTERVAL_FN$1(when.getTime(), 1);
-            const windowMs = GLOBAL_CONFIG.CC_AGGREGATED_TRADES_MAX_MINUTES * MS_PER_MINUTE$3 - MS_PER_MINUTE$3;
+            const windowMs = GLOBAL_CONFIG.CC_AGGREGATED_TRADES_MAX_MINUTES * MS_PER_MINUTE$2 - MS_PER_MINUTE$2;
             const isBacktest = await GET_BACKTEST_FN();
             // No limit: fetch a single window and return as-is
             if (limit === undefined) {
@@ -30019,11 +30058,11 @@ class ExchangeInstance {
                 sDate,
                 eDate,
             });
-            const step = INTERVAL_MINUTES$3[interval];
+            const step = INTERVAL_MINUTES$2[interval];
             if (!step) {
                 throw new Error(`ExchangeInstance getRawCandles: unknown interval=${interval}`);
             }
-            const stepMs = step * MS_PER_MINUTE$3;
+            const stepMs = step * MS_PER_MINUTE$2;
             const when = await GET_TIMESTAMP_FN();
             const nowTimestamp = when.getTime();
             const alignedNow = ALIGN_TO_INTERVAL_FN$1(nowTimestamp, step);
@@ -30313,8 +30352,8 @@ const Exchange = new ExchangeUtils();
 
 const WARM_CANDLES_METHOD_NAME = "cache.warmCandles";
 const CHECK_CANDLES_METHOD_NAME = "cache.checkCandles";
-const MS_PER_MINUTE$2 = 60000;
-const INTERVAL_MINUTES$2 = {
+const MS_PER_MINUTE$1 = 60000;
+const INTERVAL_MINUTES$1 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -30327,7 +30366,7 @@ const INTERVAL_MINUTES$2 = {
     "8h": 480,
 };
 const ALIGN_TO_INTERVAL_FN = (timestamp, intervalMinutes) => {
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$2;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE$1;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 const BAR_LENGTH = 30;
@@ -30352,11 +30391,11 @@ const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
 async function checkCandles(params) {
     const { symbol, exchangeName, interval, from, to, baseDir = "./dump/data/candle" } = params;
     bt.loggerService.info(CHECK_CANDLES_METHOD_NAME, params);
-    const step = INTERVAL_MINUTES$2[interval];
+    const step = INTERVAL_MINUTES$1[interval];
     if (!step) {
         throw new Error(`checkCandles: unsupported interval=${interval}`);
     }
-    const stepMs = step * MS_PER_MINUTE$2;
+    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);
@@ -30426,11 +30465,11 @@ async function warmCandles(params) {
         from,
         to,
     });
-    const step = INTERVAL_MINUTES$2[interval];
+    const step = INTERVAL_MINUTES$1[interval];
     if (!step) {
         throw new Error(`warmCandles: unsupported interval=${interval}`);
     }
-    const stepMs = step * MS_PER_MINUTE$2;
+    const stepMs = step * MS_PER_MINUTE$1;
     const instance = new ExchangeInstance(exchangeName);
     const sinceTimestamp = ALIGN_TO_INTERVAL_FN(from.getTime(), step);
     const untilTimestamp = ALIGN_TO_INTERVAL_FN(to.getTime(), step);
@@ -39976,7 +40015,7 @@ const GET_DATE_FN = () => {
     if (ExecutionContextService.hasContext()) {
         return new Date(bt.executionContextService.context.when);
     }
-    return new Date();
+    return alignToInterval(new Date(), "1m");
 };
 /**
  * Method context retrieval function.
@@ -45318,8 +45357,8 @@ const CACHE_METHOD_NAME_GC = "CacheInstance.gc";
 const CACHE_METHOD_NAME_FN = "CacheUtils.fn";
 const CACHE_METHOD_NAME_FILE = "CacheUtils.file";
 const CACHE_FILE_INSTANCE_METHOD_NAME_RUN = "CacheFileInstance.run";
-const MS_PER_MINUTE$1 = 60000;
-const INTERVAL_MINUTES$1 = {
+const MS_PER_MINUTE = 60000;
+const INTERVAL_MINUTES = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -45352,11 +45391,11 @@ const INTERVAL_MINUTES$1 = {
  * ```
  */
 const align = (timestamp, interval) => {
-    const intervalMinutes = INTERVAL_MINUTES$1[interval];
+    const intervalMinutes = INTERVAL_MINUTES[interval];
     if (!intervalMinutes) {
         throw new Error(`align: unknown interval=${interval}`);
     }
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$1;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 /**
@@ -45445,7 +45484,7 @@ class CacheInstance {
          */
         this.run = (...args) => {
             bt.loggerService.debug(CACHE_METHOD_NAME_RUN, { args });
-            const step = INTERVAL_MINUTES$1[this.interval];
+            const step = INTERVAL_MINUTES[this.interval];
             {
                 if (!MethodContextService.hasContext()) {
                     throw new Error("CacheInstance run requires method context");
@@ -45598,7 +45637,7 @@ class CacheFileInstance {
          */
         this.run = async (...args) => {
             bt.loggerService.debug(CACHE_FILE_INSTANCE_METHOD_NAME_RUN, { args });
-            const step = INTERVAL_MINUTES$1[this.interval];
+            const step = INTERVAL_MINUTES[this.interval];
             {
                 if (!MethodContextService.hasContext()) {
                     throw new Error("CacheFileInstance run requires method context");
@@ -46251,45 +46290,6 @@ class StrategyUtils {
  */
 const Strategy = new StrategyUtils();
 
-const MS_PER_MINUTE = 60000;
-const INTERVAL_MINUTES = {
-    "1m": 1,
-    "3m": 3,
-    "5m": 5,
-    "15m": 15,
-    "30m": 30,
-    "1h": 60,
-    "2h": 120,
-    "4h": 240,
-    "6h": 360,
-    "8h": 480,
-};
-/**
- * Aligns timestamp down to the nearest interval boundary.
- * For example, for 15m interval: 00:17 -> 00:15, 00:44 -> 00:30
- *
- * Candle timestamp convention:
- * - Candle timestamp = openTime (when candle opens)
- * - Candle with timestamp 00:00 covers period [00:00, 00:15) for 15m interval
- *
- * Adapter contract:
- * - Adapter must return candles with timestamp = openTime
- * - First returned candle.timestamp must equal aligned since
- * - Adapter must return exactly `limit` candles
- *
- * @param date - Date to align
- * @param interval - Candle interval (e.g., "1m", "15m", "1h")
- * @returns New Date aligned down to interval boundary
- */
-const alignToInterval = (date, interval) => {
-    const minutes = INTERVAL_MINUTES[interval];
-    if (minutes === undefined) {
-        throw new Error(`alignToInterval: unknown interval=${interval}`);
-    }
-    const intervalMs = minutes * MS_PER_MINUTE;
-    return new Date(Math.floor(date.getTime() / intervalMs) * intervalMs);
-};
-
 /**
  * Rounds a price to the appropriate precision based on the tick size.
  *

package/build/index.mjs

@@ -10518,6 +10518,45 @@ const get = (object, path) => {
     return pathArrayFlat.reduce((obj, key) => obj && obj[key], object);
 };
 
+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,
+};
+/**
+ * Aligns timestamp down to the nearest interval boundary.
+ * For example, for 15m interval: 00:17 -> 00:15, 00:44 -> 00:30
+ *
+ * Candle timestamp convention:
+ * - Candle timestamp = openTime (when candle opens)
+ * - Candle with timestamp 00:00 covers period [00:00, 00:15) for 15m interval
+ *
+ * Adapter contract:
+ * - Adapter must return candles with timestamp = openTime
+ * - First returned candle.timestamp must equal aligned since
+ * - Adapter must return exactly `limit` candles
+ *
+ * @param date - Date to align
+ * @param interval - Candle interval (e.g., "1m", "15m", "1h")
+ * @returns New Date aligned down to interval boundary
+ */
+const alignToInterval = (date, interval) => {
+    const minutes = INTERVAL_MINUTES$4[interval];
+    if (minutes === undefined) {
+        throw new Error(`alignToInterval: unknown interval=${interval}`);
+    }
+    const intervalMs = minutes * MS_PER_MINUTE$4;
+    return new Date(Math.floor(date.getTime() / intervalMs) * intervalMs);
+};
+
 /**
  * Retrieves the current timestamp based on the execution context.
  * If an execution context is active (e.g., during a backtest), it returns the timestamp from the context to ensure consistency with the simulated time.
@@ -10529,7 +10568,7 @@ const getContextTimestamp = () => {
     if (ExecutionContextService.hasContext()) {
         return bt.executionContextService.context.when.getTime();
     }
-    return Date.now();
+    return alignToInterval(new Date(), "1m").getTime();
 };
 
 /** Symbol indicating that positions need to be fetched from persistence */
@@ -15514,8 +15553,8 @@ class BacktestLogicPrivateService {
 }
 
 const EMITTER_CHECK_INTERVAL = 5000;
-const MS_PER_MINUTE$4 = 60000;
-const INTERVAL_MINUTES$4 = {
+const MS_PER_MINUTE$3 = 60000;
+const INTERVAL_MINUTES$3 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -15529,7 +15568,7 @@ const INTERVAL_MINUTES$4 = {
 };
 const createEmitter = memoize(([interval]) => `${interval}`, (interval) => {
     const tickSubject = new Subject();
-    const intervalMs = INTERVAL_MINUTES$4[interval] * MS_PER_MINUTE$4;
+    const intervalMs = INTERVAL_MINUTES$3[interval] * MS_PER_MINUTE$3;
     {
         let lastAligned = Math.floor(Date.now() / intervalMs) * intervalMs;
         Source.fromInterval(EMITTER_CHECK_INTERVAL)
@@ -15607,7 +15646,7 @@ class LiveLogicPrivateService {
         let previousEventTimestamp = null;
         while (true) {
             const tickStartTime = performance.now();
-            const when = new Date();
+            const when = alignToInterval(new Date(), "1m");
             let result;
             try {
                 result = await this.strategyCoreService.tick(symbol, when, false, {
@@ -29478,7 +29517,7 @@ const EXCHANGE_METHOD_NAME_FORMAT_PRICE = "ExchangeUtils.formatPrice";
 const EXCHANGE_METHOD_NAME_GET_ORDER_BOOK = "ExchangeUtils.getOrderBook";
 const EXCHANGE_METHOD_NAME_GET_RAW_CANDLES = "ExchangeUtils.getRawCandles";
 const EXCHANGE_METHOD_NAME_GET_AGGREGATED_TRADES = "ExchangeUtils.getAggregatedTrades";
-const MS_PER_MINUTE$3 = 60000;
+const MS_PER_MINUTE$2 = 60000;
 /**
  * Gets current timestamp from execution context if available.
  * Returns current Date() if no execution context exists (non-trading GUI).
@@ -29487,7 +29526,7 @@ const GET_TIMESTAMP_FN = async () => {
     if (ExecutionContextService.hasContext()) {
         return new Date(bt.executionContextService.context.when);
     }
-    return new Date();
+    return alignToInterval(new Date(), "1m");
 };
 /**
  * Gets backtest mode flag from execution context if available.
@@ -29545,7 +29584,7 @@ const DEFAULT_GET_ORDER_BOOK_FN = async (_symbol, _depth, _from, _to, _backtest)
 const DEFAULT_GET_AGGREGATED_TRADES_FN = async (_symbol, _from, _to, _backtest) => {
     throw new Error(`getAggregatedTrades is not implemented for this exchange`);
 };
-const INTERVAL_MINUTES$3 = {
+const INTERVAL_MINUTES$2 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -29575,7 +29614,7 @@ const INTERVAL_MINUTES$3 = {
  * @returns Aligned timestamp rounded down to interval boundary
  */
 const ALIGN_TO_INTERVAL_FN$1 = (timestamp, intervalMinutes) => {
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$3;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE$2;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 /**
@@ -29715,11 +29754,11 @@ class ExchangeInstance {
                 limit,
             });
             const getCandles = this._methods.getCandles;
-            const step = INTERVAL_MINUTES$3[interval];
+            const step = INTERVAL_MINUTES$2[interval];
             if (!step) {
                 throw new Error(`ExchangeInstance unknown interval=${interval}`);
             }
-            const stepMs = step * MS_PER_MINUTE$3;
+            const stepMs = step * MS_PER_MINUTE$2;
             // Align when down to interval boundary
             const when = await GET_TIMESTAMP_FN();
             const whenTimestamp = when.getTime();
@@ -29904,7 +29943,7 @@ class ExchangeInstance {
             const when = await GET_TIMESTAMP_FN();
             const alignedTo = ALIGN_TO_INTERVAL_FN$1(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$3);
+            const from = new Date(alignedTo - GLOBAL_CONFIG.CC_ORDER_BOOK_TIME_OFFSET_MINUTES * MS_PER_MINUTE$2);
             const isBacktest = await GET_BACKTEST_FN();
             return await this._methods.getOrderBook(symbol, depth, from, to, isBacktest);
         };
@@ -29936,7 +29975,7 @@ class ExchangeInstance {
             const when = await GET_TIMESTAMP_FN();
             // Align to 1-minute boundary to prevent look-ahead bias
             const alignedTo = ALIGN_TO_INTERVAL_FN$1(when.getTime(), 1);
-            const windowMs = GLOBAL_CONFIG.CC_AGGREGATED_TRADES_MAX_MINUTES * MS_PER_MINUTE$3 - MS_PER_MINUTE$3;
+            const windowMs = GLOBAL_CONFIG.CC_AGGREGATED_TRADES_MAX_MINUTES * MS_PER_MINUTE$2 - MS_PER_MINUTE$2;
             const isBacktest = await GET_BACKTEST_FN();
             // No limit: fetch a single window and return as-is
             if (limit === undefined) {
@@ -29999,11 +30038,11 @@ class ExchangeInstance {
                 sDate,
                 eDate,
             });
-            const step = INTERVAL_MINUTES$3[interval];
+            const step = INTERVAL_MINUTES$2[interval];
             if (!step) {
                 throw new Error(`ExchangeInstance getRawCandles: unknown interval=${interval}`);
             }
-            const stepMs = step * MS_PER_MINUTE$3;
+            const stepMs = step * MS_PER_MINUTE$2;
             const when = await GET_TIMESTAMP_FN();
             const nowTimestamp = when.getTime();
             const alignedNow = ALIGN_TO_INTERVAL_FN$1(nowTimestamp, step);
@@ -30293,8 +30332,8 @@ const Exchange = new ExchangeUtils();
 
 const WARM_CANDLES_METHOD_NAME = "cache.warmCandles";
 const CHECK_CANDLES_METHOD_NAME = "cache.checkCandles";
-const MS_PER_MINUTE$2 = 60000;
-const INTERVAL_MINUTES$2 = {
+const MS_PER_MINUTE$1 = 60000;
+const INTERVAL_MINUTES$1 = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -30307,7 +30346,7 @@ const INTERVAL_MINUTES$2 = {
     "8h": 480,
 };
 const ALIGN_TO_INTERVAL_FN = (timestamp, intervalMinutes) => {
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$2;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE$1;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 const BAR_LENGTH = 30;
@@ -30332,11 +30371,11 @@ const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
 async function checkCandles(params) {
     const { symbol, exchangeName, interval, from, to, baseDir = "./dump/data/candle" } = params;
     bt.loggerService.info(CHECK_CANDLES_METHOD_NAME, params);
-    const step = INTERVAL_MINUTES$2[interval];
+    const step = INTERVAL_MINUTES$1[interval];
     if (!step) {
         throw new Error(`checkCandles: unsupported interval=${interval}`);
     }
-    const stepMs = step * MS_PER_MINUTE$2;
+    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);
@@ -30406,11 +30445,11 @@ async function warmCandles(params) {
         from,
         to,
     });
-    const step = INTERVAL_MINUTES$2[interval];
+    const step = INTERVAL_MINUTES$1[interval];
     if (!step) {
         throw new Error(`warmCandles: unsupported interval=${interval}`);
     }
-    const stepMs = step * MS_PER_MINUTE$2;
+    const stepMs = step * MS_PER_MINUTE$1;
     const instance = new ExchangeInstance(exchangeName);
     const sinceTimestamp = ALIGN_TO_INTERVAL_FN(from.getTime(), step);
     const untilTimestamp = ALIGN_TO_INTERVAL_FN(to.getTime(), step);
@@ -39956,7 +39995,7 @@ const GET_DATE_FN = () => {
     if (ExecutionContextService.hasContext()) {
         return new Date(bt.executionContextService.context.when);
     }
-    return new Date();
+    return alignToInterval(new Date(), "1m");
 };
 /**
  * Method context retrieval function.
@@ -45298,8 +45337,8 @@ const CACHE_METHOD_NAME_GC = "CacheInstance.gc";
 const CACHE_METHOD_NAME_FN = "CacheUtils.fn";
 const CACHE_METHOD_NAME_FILE = "CacheUtils.file";
 const CACHE_FILE_INSTANCE_METHOD_NAME_RUN = "CacheFileInstance.run";
-const MS_PER_MINUTE$1 = 60000;
-const INTERVAL_MINUTES$1 = {
+const MS_PER_MINUTE = 60000;
+const INTERVAL_MINUTES = {
     "1m": 1,
     "3m": 3,
     "5m": 5,
@@ -45332,11 +45371,11 @@ const INTERVAL_MINUTES$1 = {
  * ```
  */
 const align = (timestamp, interval) => {
-    const intervalMinutes = INTERVAL_MINUTES$1[interval];
+    const intervalMinutes = INTERVAL_MINUTES[interval];
     if (!intervalMinutes) {
         throw new Error(`align: unknown interval=${interval}`);
     }
-    const intervalMs = intervalMinutes * MS_PER_MINUTE$1;
+    const intervalMs = intervalMinutes * MS_PER_MINUTE;
     return Math.floor(timestamp / intervalMs) * intervalMs;
 };
 /**
@@ -45425,7 +45464,7 @@ class CacheInstance {
          */
         this.run = (...args) => {
             bt.loggerService.debug(CACHE_METHOD_NAME_RUN, { args });
-            const step = INTERVAL_MINUTES$1[this.interval];
+            const step = INTERVAL_MINUTES[this.interval];
             {
                 if (!MethodContextService.hasContext()) {
                     throw new Error("CacheInstance run requires method context");
@@ -45578,7 +45617,7 @@ class CacheFileInstance {
          */
         this.run = async (...args) => {
             bt.loggerService.debug(CACHE_FILE_INSTANCE_METHOD_NAME_RUN, { args });
-            const step = INTERVAL_MINUTES$1[this.interval];
+            const step = INTERVAL_MINUTES[this.interval];
             {
                 if (!MethodContextService.hasContext()) {
                     throw new Error("CacheFileInstance run requires method context");
@@ -46231,45 +46270,6 @@ class StrategyUtils {
  */
 const Strategy = new StrategyUtils();
 
-const MS_PER_MINUTE = 60000;
-const INTERVAL_MINUTES = {
-    "1m": 1,
-    "3m": 3,
-    "5m": 5,
-    "15m": 15,
-    "30m": 30,
-    "1h": 60,
-    "2h": 120,
-    "4h": 240,
-    "6h": 360,
-    "8h": 480,
-};
-/**
- * Aligns timestamp down to the nearest interval boundary.
- * For example, for 15m interval: 00:17 -> 00:15, 00:44 -> 00:30
- *
- * Candle timestamp convention:
- * - Candle timestamp = openTime (when candle opens)
- * - Candle with timestamp 00:00 covers period [00:00, 00:15) for 15m interval
- *
- * Adapter contract:
- * - Adapter must return candles with timestamp = openTime
- * - First returned candle.timestamp must equal aligned since
- * - Adapter must return exactly `limit` candles
- *
- * @param date - Date to align
- * @param interval - Candle interval (e.g., "1m", "15m", "1h")
- * @returns New Date aligned down to interval boundary
- */
-const alignToInterval = (date, interval) => {
-    const minutes = INTERVAL_MINUTES[interval];
-    if (minutes === undefined) {
-        throw new Error(`alignToInterval: unknown interval=${interval}`);
-    }
-    const intervalMs = minutes * MS_PER_MINUTE;
-    return new Date(Math.floor(date.getTime() / intervalMs) * intervalMs);
-};
-
 /**
  * Rounds a price to the appropriate precision based on the tick size.
  *

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "5.5.1",
+  "version": "5.5.2",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",