backtest-kit 9.6.0 → 9.8.0

package/build/index.cjs

@@ -36127,72 +36127,41 @@ const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
     }
 };
 /**
- * Checks cached candle timestamps for correct interval alignment.
- * Reads JSON files directly from persist storage without using abstractions.
+ * Checks cached candle presence via the persist adapter.
+ * Issues one ranged read; adapter-side `hasValue` covers each expected timestamp,
+ * so a single missing or unaligned candle yields a miss without loading the whole dataset.
  *
  * @param params - Validation parameters
  */
 async function checkCandles(params) {
-    const { symbol, exchangeName, interval, from, to, baseDir = "./dump/data/candle" } = params;
+    const { symbol, exchangeName, interval, from, to } = params;
     backtest.loggerService.info(CHECK_CANDLES_METHOD_NAME, params);
     const step = INTERVAL_MINUTES$3[interval];
     if (!step) {
         throw new Error(`checkCandles: unsupported interval=${interval}`);
     }
     const stepMs = step * MS_PER_MINUTE$3;
-    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: ${dir}`);
-    }
-    // Collect only filenames (strings) in range via async iterator — no full readdir in memory
-    const files = [];
-    for await (const entry of await fs.opendir(dir)) {
-        if (!entry.isFile() || !entry.name.endsWith(".json")) {
-            continue;
-        }
-        const ts = Number(entry.name.replace(".json", ""));
-        if (ts >= fromTs && ts < toTs) {
-            files.push(entry.name);
-        }
-    }
-    if (files.length === 0) {
-        throw new Error(`checkCandles: no cached candles in range [${fromTs}, ${toTs}) in ${dir}`);
-    }
-    files.sort();
-    let prevTimestamp = null;
-    let prevName = null;
-    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");
-        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: ${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 ${files[i]} (actual=${gap}ms, expected=${stepMs}ms)`);
-            }
-        }
-        prevTimestamp = timestamp;
-        prevName = files[i];
-        PRINT_PROGRESS_FN(i + 1, files.length, symbol, interval);
-    }
-    console.log(`checkCandles: OK ${files.length} candles ${symbol} ${interval}`);
+    const totalCandles = Math.floor((toTs - fromTs) / stepMs);
+    if (totalCandles <= 0) {
+        throw new Error(`checkCandles: empty range [${fromTs}, ${toTs}) for ${symbol} ${interval}`);
+    }
+    let checked = 0;
+    let currentSince = fromTs;
+    PRINT_PROGRESS_FN(checked, totalCandles, symbol, interval);
+    while (checked < totalCandles) {
+        const chunkLimit = Math.min(totalCandles - checked, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
+        const chunkUntil = currentSince + chunkLimit * stepMs;
+        const candles = await PersistCandleAdapter.readCandlesData(symbol, interval, exchangeName, chunkLimit, currentSince, chunkUntil);
+        if (!candles) {
+            throw new Error(`checkCandles: cache miss for ${symbol} ${interval} [${currentSince}, ${chunkUntil})`);
+        }
+        checked += chunkLimit;
+        currentSince = chunkUntil;
+        PRINT_PROGRESS_FN(checked, totalCandles, symbol, interval);
+    }
+    console.log(`checkCandles: OK ${totalCandles} candles ${symbol} ${interval}`);
 }
 /**
  * Pre-caches candles for a date range into persist storage.

package/build/index.mjs

@@ -3,7 +3,7 @@ import { scoped } from 'di-scoped';
 import { singleton } from 'di-singleton';
 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, BehaviorSubject, waitForNext, singlerun } from 'functools-kit';
 import * as fs from 'fs/promises';
-import fs__default, { stat, opendir, readFile } from 'fs/promises';
+import fs__default from 'fs/promises';
 import path, { join, dirname } from 'path';
 import crypto from 'crypto';
 import os from 'os';
@@ -36107,72 +36107,41 @@ const PRINT_PROGRESS_FN = (fetched, total, symbol, interval) => {
     }
 };
 /**
- * Checks cached candle timestamps for correct interval alignment.
- * Reads JSON files directly from persist storage without using abstractions.
+ * Checks cached candle presence via the persist adapter.
+ * Issues one ranged read; adapter-side `hasValue` covers each expected timestamp,
+ * so a single missing or unaligned candle yields a miss without loading the whole dataset.
  *
  * @param params - Validation parameters
  */
 async function checkCandles(params) {
-    const { symbol, exchangeName, interval, from, to, baseDir = "./dump/data/candle" } = params;
+    const { symbol, exchangeName, interval, from, to } = params;
     backtest.loggerService.info(CHECK_CANDLES_METHOD_NAME, params);
     const step = INTERVAL_MINUTES$3[interval];
     if (!step) {
         throw new Error(`checkCandles: unsupported interval=${interval}`);
     }
     const stepMs = step * MS_PER_MINUTE$3;
-    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: ${dir}`);
-    }
-    // Collect only filenames (strings) in range via async iterator — no full readdir in memory
-    const files = [];
-    for await (const entry of await opendir(dir)) {
-        if (!entry.isFile() || !entry.name.endsWith(".json")) {
-            continue;
-        }
-        const ts = Number(entry.name.replace(".json", ""));
-        if (ts >= fromTs && ts < toTs) {
-            files.push(entry.name);
-        }
-    }
-    if (files.length === 0) {
-        throw new Error(`checkCandles: no cached candles in range [${fromTs}, ${toTs}) in ${dir}`);
-    }
-    files.sort();
-    let prevTimestamp = null;
-    let prevName = null;
-    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");
-        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: ${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 ${files[i]} (actual=${gap}ms, expected=${stepMs}ms)`);
-            }
-        }
-        prevTimestamp = timestamp;
-        prevName = files[i];
-        PRINT_PROGRESS_FN(i + 1, files.length, symbol, interval);
-    }
-    console.log(`checkCandles: OK ${files.length} candles ${symbol} ${interval}`);
+    const totalCandles = Math.floor((toTs - fromTs) / stepMs);
+    if (totalCandles <= 0) {
+        throw new Error(`checkCandles: empty range [${fromTs}, ${toTs}) for ${symbol} ${interval}`);
+    }
+    let checked = 0;
+    let currentSince = fromTs;
+    PRINT_PROGRESS_FN(checked, totalCandles, symbol, interval);
+    while (checked < totalCandles) {
+        const chunkLimit = Math.min(totalCandles - checked, GLOBAL_CONFIG.CC_MAX_CANDLES_PER_REQUEST);
+        const chunkUntil = currentSince + chunkLimit * stepMs;
+        const candles = await PersistCandleAdapter.readCandlesData(symbol, interval, exchangeName, chunkLimit, currentSince, chunkUntil);
+        if (!candles) {
+            throw new Error(`checkCandles: cache miss for ${symbol} ${interval} [${currentSince}, ${chunkUntil})`);
+        }
+        checked += chunkLimit;
+        currentSince = chunkUntil;
+        PRINT_PROGRESS_FN(checked, totalCandles, symbol, interval);
+    }
+    console.log(`checkCandles: OK ${totalCandles} candles ${symbol} ${interval}`);
 }
 /**
  * Pre-caches candles for a date range into persist storage.

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "backtest-kit",
-  "version": "9.6.0",
+  "version": "9.8.0",
   "description": "A TypeScript library for trading system backtest",
   "author": {
     "name": "Petr Tripolsky",

package/types.d.ts

@@ -4406,8 +4406,8 @@ interface ICacheCandlesParams {
     to: Date;
 }
 /**
- * Parameters for validating cached candle timestamps.
- * Reads JSON files directly from persist storage directory.
+ * Parameters for validating cached candle presence.
+ * Queries persist storage adapter without scanning files.
  */
 interface ICheckCandlesParams {
     /** Trading pair symbol (e.g., "BTCUSDT") */
@@ -4420,12 +4420,11 @@ interface ICheckCandlesParams {
     from: Date;
     /** End date of the validation range (inclusive) */
     to: Date;
-    /** Base directory of candle persist storage (default: "./dump/data/candle") */
-    baseDir?: string;
 }
 /**
- * Checks cached candle timestamps for correct interval alignment.
- * Reads JSON files directly from persist storage without using abstractions.
+ * Checks cached candle presence via the persist adapter.
+ * Issues one ranged read; adapter-side `hasValue` covers each expected timestamp,
+ * so a single missing or unaligned candle yields a miss without loading the whole dataset.
  *
  * @param params - Validation parameters
  */