Pine Script Runner

Link to the source code

Pine Script execution and backtesting system using @backtest-kit/pinets and real market data via CCXT.

Purpose

Demonstrates Pine Script integration capabilities for:

Running Pine Script indicators against live market data
Multi-symbol data via request.security calls
Markdown report generation from plot outputs
Exchange-agnostic candle data sourcing through CCXT

Key Features

Pine Script Execution: Run .pine indicator files directly from Node.js
request.security Support: Fetch higher-timeframe or cross-symbol data inside Pine Script
CCXT Integration: Fetch candles from any supported exchange (Binance spot by default)
Markdown Output: Render plot results as a formatted markdown table
Candle Dump Cache: Local JSON cache of historical candles for offline/repeated runs

Technology Stack

Runtime: Node.js (ES Modules)
Framework: backtest-kit 6.4.0
Pine Runner: @backtest-kit/pinets 6.4.0
Utilities: functools-kit 1.0.95
Data Source: ccxt 4.5.24 (Binance spot)

Project Structure

demo/pinets/
├── math/
│   └── test_request_security.pine  # Example Pine Script indicator
├── src/
│   └── index.mjs                   # Main runner configuration
├── dump/                            # Cached candle data (auto-generated)
├── package.json                     # Dependencies and scripts
└── README.md                        # This file

Installation and Setup

# Navigate to project directory
cd demo/pinets

# Install dependencies
npm install

# Run the Pine Script
npm start

Configuration

Runner Configuration

The runner is pre-configured in src/index.mjs:

Symbol: ETHUSDT
Timeframe: 15m
Limit: 180 candles
Start Date: 2025-09-24T12:00:00.000Z
Exchange: Binance spot (via CCXT)

Signal Schema

const SIGNAL_SCHEMA = {
  position: "Position",
  close:    "Close",
  btcClose: "BTC Close",
};

Maps Pine Script plot names to markdown column headers.

Usage Examples

Basic Usage

Run the indicator and print markdown output:

npm start

Output:

| Time | Position | Close | BTC Close |
|------|----------|-------|-----------|
| ...  | 0        | ...   | ...       |

Changing the Symbol or Timeframe

Edit src/index.mjs:

const plots = await run(
  File.fromPath("test_request_security.pine", "./math"),
  {
    symbol: "BTCUSDT",   // Change symbol
    timeframe: "1h",     // Change timeframe
    limit: 100,          // Change candle count
  },
  "ccxt-exchange",
  new Date("2025-10-01T00:00:00.000Z"),
);

Writing a Custom Pine Script

Create a new .pine file in ./math/ and reference it in src/index.mjs:

const plots = await run(
  File.fromPath("my_indicator.pine", "./math"),
  { symbol: "SOLUSDT", timeframe: "5m", limit: 200 },
  "ccxt-exchange",
  new Date("2025-10-01T00:00:00.000Z"),
);

How It Works

Phase 1: Exchange Setup

addExchangeSchema registers a named exchange that fetches OHLCV candles via CCXT:

addExchangeSchema({
  exchangeName: "ccxt-exchange",
  getCandles: async (symbol, interval, since, limit) => { ... },
});

Phase 2: Pine Script Execution

run() loads the .pine file, feeds it candles from the registered exchange, and resolves all request.security calls using the same exchange.

Phase 3: Output Rendering

toMarkdown() converts the returned plot arrays into a markdown table, keyed by SIGNAL_SCHEMA.

Related Projects

backtest-kit - Trading framework
functools-kit - Utility functions