this.buy() with tpPrice issue

[tiddle]

When applying tpPrice to a this.buy it seems to hang for infinity. It just never resolves. No errors or messages.

I tried it with the example SMA cross strategy by replacing this line

this.buy({ size: 1 }); with this.buy({ size: 1, tpPrice: 300 });

[chunkai1312]

@tiddle I apologize for the delayed response. I'm not entirely sure what the issue might be; it could be that the historical data isn't being triggered. If you could provide more detailed code, we might be able to assist you further.

[tiddle]

Sure, i replicated it with this one page bit of code

npm i ccxt @fugle/backtest date-fns technicalindicators

import { btcmarkets } from "ccxt";
import { Backtest, Strategy } from "@fugle/backtest";
import { formatISO } from "date-fns";
import { SMA, CrossUp, CrossDown } from "technicalindicators";

class SmaCross extends Strategy {
  params = { n1: 20, n2: 60 };

  init() {
    const lineA = SMA.calculate({
      period: this.params.n1,
      values: this.data["close"].values,
    });
    this.addIndicator("lineA", lineA);

    const lineB = SMA.calculate({
      period: this.params.n2,
      values: this.data["close"].values,
    });
    this.addIndicator("lineB", lineB);

    const crossUp = CrossUp.calculate({
      lineA: this.getIndicator("lineA"),
      lineB: this.getIndicator("lineB"),
    });
    this.addSignal("crossUp", crossUp);

    const crossDown = CrossDown.calculate({
      lineA: this.getIndicator("lineA"),
      lineB: this.getIndicator("lineB"),
    });
    this.addSignal("crossDown", crossDown);
  }

  next(ctx) {
    const { index, signals, prev } = ctx;
    if (index < this.params.n1 || index < this.params.n2) return;

    const price = prev.data["close"];
    if (signals.get("crossUp"))
      this.buy({ size: 1, tpPrice: price * 1.15, slPrice: price * 0.9 }); // If you remove tpPrice and slPrice code runs fine
    if (signals.get("crossDown")) this.sell({ size: 1 });
  }
}

let btcmarketsExchange = new btcmarkets();

const historyCandles = await btcmarketsExchange
  .fetchOHLCV("BTC/AUD", "1d", 1640995200000)
  .then(convertToObject);

console.log(historyCandles.length);

const backtest = new Backtest(historyCandles, SmaCross, {
  cash: 1000000,
  tradeOnClose: true,
});

backtest.run().then((result) => {
  result.print();
});

function convertToObject(data) {
  return data.map((curr) => {
    return {
      date: formatISO(curr[0]),
      open: curr[1],
      high: curr[2],
      low: curr[3],
      close: curr[4],
      volume: curr[5],
    };
  });
}