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@maxtrader/backtest-csv-loader

v0.1.1

Published

Strict CSV ingestion and normalization for deterministic datasets.

Vulnerabilities

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Links

Maintainers

hizawyehizawye

Keywords

Readme

@maxtrader/backtest-csv-loader

Strict CSV ingestion and normalization for deterministic datasets.

Purpose

  • Parse candle CSV text.
  • Validate required columns and numeric/timestamp integrity.
  • Normalize timestamps to epoch milliseconds.
  • Stable sort rows by tOpen with original-row tie breaker.

API

import { loadCandlesFromCsv } from "@maxtrader/backtest-csv-loader";

const dataset = loadCandlesFromCsv(csvText, {
  symbol: "EURUSD",
  timeframe: "M1"
});

Required Columns

  • tOpen
  • tClose
  • open
  • high
  • low
  • close
  • volume

Validation Rules

  • tOpen <= tClose
  • high >= max(open, close)
  • low <= min(open, close)
  • row width must match header width