@backtest/framework
Version:
Backtesting trading strategies in TypeScript / JavaScript
95 lines • 4.45 kB
JavaScript
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var __importStar = (this && this.__importStar) || (function () {
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})();
Object.defineProperty(exports, "__esModule", { value: true });
exports.getCandleStartDate = void 0;
exports.downloadHistoricalData = downloadHistoricalData;
const historical_data_1 = require("../../helpers/historical-data");
const prisma_historical_data_1 = require("../../helpers/prisma-historical-data");
const api_1 = require("../../helpers/api");
Object.defineProperty(exports, "getCandleStartDate", { enumerable: true, get: function () { return api_1.getCandleStartDate; } });
const common_1 = require("../common");
const error_1 = require("../../helpers/error");
const logger = __importStar(require("../../helpers/logger"));
const parse_1 = require("../../helpers/parse");
async function downloadHistoricalData(symbol, data) {
if (!symbol) {
throw new error_1.BacktestError('Symbol is required', error_1.ErrorCode.MissingInput);
}
if (!data.interval) {
throw new error_1.BacktestError('Interval is required', error_1.ErrorCode.MissingInput);
}
const historicalDataSets = await (0, prisma_historical_data_1.getAllCandleMetaData)();
let symbolStartDate = await (0, api_1.getCandleStartDate)(symbol);
if (symbolStartDate.error) {
symbolStartDate = await (0, api_1.getCandleStartDate)(`${symbol}USDT`);
if (!symbolStartDate.error)
symbol = `${symbol}USDT`;
}
if (symbolStartDate.error) {
throw new error_1.BacktestError(`Symbol ${symbol} does not exist`, error_1.ErrorCode.NotFound);
}
const symbolStart = symbolStartDate.data;
if (!(0, common_1.isValidInterval)(data.interval)) {
throw new error_1.BacktestError(`Interval ${data.interval} does not exist`, error_1.ErrorCode.NotFound);
}
const isSymbolPresent = historicalDataSets.some((meta) => meta.name === `${symbol}-${data.interval}`);
if (isSymbolPresent) {
const message = `Symbol ${symbol} with interval ${data.interval} already exists.`;
if (data.downloadIsMandatory) {
throw new error_1.BacktestError(message, error_1.ErrorCode.Conflict);
}
else {
logger.info(message);
return false;
}
}
const now = new Date().getTime();
const startTime = new Date(data.startDate || symbolStart).getTime();
const endTime = new Date(data.endDate || now).getTime();
if (startTime < symbolStart || startTime > now) {
throw new error_1.BacktestError(`Start date must be between ${(0, parse_1.dateToString)(symbolStart)} and ${(0, parse_1.dateToString)(now)}`, error_1.ErrorCode.InvalidInput);
}
if (endTime > now || endTime <= startTime) {
throw new error_1.BacktestError(`End date must be between ${(0, parse_1.dateToString)(startTime)} and ${(0, parse_1.dateToString)(now)}`, error_1.ErrorCode.InvalidInput);
}
const objectGetHistoricalData = {
symbol: symbol,
interval: data.interval,
startTime: startTime,
endTime: endTime
};
return (0, historical_data_1.saveHistoricalData)(objectGetHistoricalData);
}
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