uzse-backtest-app

Articles

• RU: Running Pine Script on Exchanges Without TradingView
• EN: Running Pine Script on Exchanges Without TradingView

Download Trade History

npx tsx scripts/download-trades.ts UZ7011340005 01.03.2026 31.03.2026

Import Trades into MongoDB

npx tsx scripts/import-trades.ts

Check Which Days the Exchange Was Closed

npx tsx scripts/check-gaps.ts

Build Japanese Candlesticks from Trade Dump

npx tsx scripts/build-candles.ts HMKB UZ7011340005

Start the Editor

npm start

Candle Building Algorithm

1. Aggregating Real Minutes

Each trade from the trade-results collection is placed into a 1-minute bucket using floor(time, 1m).
Within a bucket:

• open — price of the first trade
• high / low — maximum / minimum price
• close — price of the last trade
• volume — sum of quantity (number of securities)

2. Filling Intraday Gaps

A continuous series is generated with a 1-minute step from 00:00 to 23:59 for each day.
Minutes with no trades are filled with: OHLC = close of the previous candle, volume = 0.

3. Filling Non-Trading Days

Weekends and holidays (days with no trades at all) are filled similarly:
all 1440 minutes of the day receive OHLC = close of the last trading day, volume = 0.

4. Aggregating Higher Timeframes

Higher timeframes are built from the already-filled 1m series by grouping via floor(timestamp, N minutes):

• open — taken from the first 1m candle of the period
• high / low — max / min across all 1m candles in the period
• close — from the last 1m candle of the period
• volume — sum of volume across all 1m candles in the period

Supported timeframes: 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 1d.

5. Idempotency

The unique index { symbol, interval, timestamp } on the candle-items collection ensures
that re-running the script does not create duplicates — existing candles are skipped.

Parser Sequence Script

const lines = ['#!/bin/bash', 'cd \"\$(dirname \"\$0\")/../..\"', ''];
const start = new Date(2018, 1, 1);
const end = new Date(2026, 3, 1);
let d = new Date(start);
while (d <= end) {
  const y = d.getFullYear();
  const m = d.getMonth();
  const isFirstMonth = (y === 2018 && m === 1);
  const isLastMonth  = (y === 2026 && m === 3);
  const beginDay = isFirstMonth ? '08' : '01';
  const lastDay  = new Date(y, m + 1, 0).getDate();
  const endDay   = isLastMonth ? '20' : lastDay;
  const mm = String(m + 1).padStart(2, '0');
  const beginStr = String(beginDay).padStart(2,'0') + '.' + mm + '.' + y;
  const endStr   = String(endDay).padStart(2,'0')   + '.' + mm + '.' + y;
  lines.push('npx -y tsx scripts/download-trades.ts UZ7011340005 ' + beginStr + ' ' + endStr);
  lines.push('npx -y tsx scripts/import-trades.ts');
  lines.push('');
  d.setMonth(m + 1);
}
require('fs').mkdirSync('./scripts/linux', { recursive: true });
require('fs').writeFileSync('./scripts/linux/fetch.sh', lines.join('\n'), 'utf8');
console.log('Done, lines:', lines.length);

Import Candles into MongoDB

mongoimport --db backtest --collection trade-results --file backtest.trade-results.json --jsonArray
mongoimport --db backtest --collection candle-items  --file backtest.candle-items.json  --jsonArray