[PyneTS runtime]

PyneTS runtime

Abstract

Runtime is the TypeScript counterpart of pynescript.runtime.Runtime. It is not a port of runtime/host.py line-by-line; it matches the public envelope: run(source, ohlcv) → plots / series / events / drawings. Default mode is interpret (AST walk). compile / auto, stream, runProvider, and registerLibrarySource are on @hoox-sh/pynets 0.2.0, including this repo’s pynets/ pin. Python Runtime remains the oracle.

There is no Runtime.evaluate.

Conceptual model

Interface surface

new Runtime(symbol = "AAPL", options?: RuntimeOptions)

runtime.run(source, ohlcv, extra?: RuntimeOptions | InputOverrides): RuntimeResult
runtime.stream(source): RuntimeStream
runtime.runProvider(source, provider, extra?): Promise<RuntimeResult>
runtime.registerLibrarySource(namespace, name, version, source): void

RuntimeOptions

Per-call extra merges over the constructor. A plain object of input values (no mode / broker / …) is treated as InputOverrides.

OHLCVBar

All fields optional: open, high, low, close, volume, time. Missing numeric fields become na at use.

RuntimeResult

Parse and runtime failures return an error envelope; they do not throw from run (except unexpected host bugs). interpret(source, bars) (helper) does throw if out.error.

Stream

const s = new Runtime("AAPL").stream(src);
s.on("bar", (out) => { /* full re-eval on bars so far */ });
s.on("error", (err) => {});
s.push({ close: 10 });
s.push({ close: 11 });
s.close();

Each push re-runs the script on all bars so far (Python-shaped, not incremental-only).

Providers

import { Runtime, MemoryProvider } from "@hoox-sh/pynets";

const provider = new MemoryProvider({
  AAPL: [{ close: 1 }, { close: 2 }, { close: 3 }],
});
const out = await new Runtime("AAPL").runProvider(src, provider, { limit: 3 });

Also: StaticMapProvider, JsonBarProvider. request.security without a matching feed stays na.

Internals

Invariants & edge cases

1. na is null. A non-finite number in or out becomes na.
2. na == na is true. Any other comparison involving na is false.
3. Lookback: close[1] is the previous bar; OOB → na.
4. Call-site TA. Two ta.sma(close, 14) at different AST nodes do not share state.
5. Foreign / HTF request.security without data → na. Same-symbol simple OHLCV may passthrough; the chart is never invented as another ticker.
6. v3/v4 bare aliases (sma, ema, rsi, …) resolve when Python does.
7. Libraries: registerLibrarySource then import namespace/Name/version. Unresolved aliases stub to na (soft), they do not crash the run.

Worked examples

na and lookback

const out = new Runtime("TEST").run(
  `indicator("t")
plot(close[1])
plot(na == na ? 1 : 0)`,
  [{ close: 10 }, { close: 20 }],
);
// last bar: plots[0] === 10, plots[1] === 1

Inputs and strategy

const out = new Runtime("AAPL", {
  inputs: { len: 5 },
  broker: { commission: 0.001, pyramiding: 1 },
}).run(src, bars);

if (out.error) throw new Error(out.error);
console.log(out.events, out.fills, out.strategy);

Failure modes

See also

• JS compile
• Parity
• Python series and history
• request.*
• Evaluate scripts