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Documentation Index

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CandleModel is the Mongoose model that stores pre-aggregated OHLCV (Open / High / Low / Close / Volume) candlestick records in the candle-items collection of the backtest database. Documents are produced by the build-candles.ts script, which reads raw trade data from trade-results and materialises continuous candle series for all eleven supported timeframes simultaneously. A unique compound index on { symbol, interval, timestamp } makes every write idempotent — re-running the build script never corrupts existing data.

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Collection Details

PropertyValue
Collectioncandle-items
Databasebacktest
TimestampscreateDate, updatedDate (auto-managed by Mongoose)

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TypeScript Interface

interface ICandleDto {
  symbol: string;           // Display ticker, e.g. "HMKB"
  interval: CandleInterval; // One of the 11 supported timeframes
  timestamp: number;        // Unix timestamp in milliseconds (start of candle period)
  open: number;             // Opening price
  high: number;             // Highest price in period
  low: number;              // Lowest price in period
  close: number;            // Closing price
  volume: number;           // Total units traded in period
}
ICandleRow extends ICandleDto with the document’s id string and the Mongoose timestamp fields createDate and updatedDate.

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Supported Intervals

The interval field is validated against the INTERVAL_ENUM constant defined in the schema. Only the following values are accepted:
ValueDuration
"1m"1 minute
"3m"3 minutes
"5m"5 minutes
"15m"15 minutes
"30m"30 minutes
"1h"1 hour
"2h"2 hours
"4h"4 hours
"6h"6 hours
"8h"8 hours
"1d"1 day
The CandleInterval type is imported from backtest-kit and must match this enum. Inserting a document with any other interval string will fail Mongoose validation before reaching MongoDB.

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Field Reference

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symbol
string
required
Short display ticker for the security, e.g. "HMKB". This is the human-readable symbol passed on the CLI when build-candles.ts is invoked — not the ISIN code stored in trade-results. Carries a single-field index.
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interval
CandleInterval
required
Timeframe of the candle. Must be one of the eleven values in INTERVAL_ENUM. Validated by Mongoose at write time and carries a single-field index to support per-timeframe queries.
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timestamp
number
required
Unix epoch timestamp in milliseconds marking the start of the candle’s time period. For example, a 1h candle that covers 10:00–10:59 UTC has timestamp = 1743084000000. Carries a single-field index and participates in the unique compound index.
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open
number
required
Price of the first trade that falls within the candle’s time window, in UZS.
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high
number
required
Highest trade price recorded during the candle’s time window, in UZS.
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low
number
required
Lowest trade price recorded during the candle’s time window, in UZS.
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close
number
required
Price of the last trade that falls within the candle’s time window, in UZS. For gap-filled (zero-volume) candles this equals the close of the previous real candle.
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volume
number
required
Total number of units (shares or bonds) traded during the candle’s time window. Gap-filled candles have volume = 0.

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Indexes

IndexTypePurpose
symbolSingleFilter candles by ticker
intervalSingleFilter candles by timeframe
timestampSingleRange queries over time
{ symbol, interval, timestamp }Unique CompoundPrevents duplicate candles; enables exact lookups
The unique compound index is the primary deduplication guard. When build-candles.ts calls insertMany with ordered: false, any candle that already exists in the collection triggers a duplicate-key error (code 11000) which the script catches and counts as “skipped” rather than treating as a fatal error.

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Import

import { CandleModel, ICandleDto, ICandleRow } from "../schema/Candle.schema";

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Example Document

{
  "symbol": "HMKB",
  "interval": "1h",
  "timestamp": 1743084000000,
  "open": 4200,
  "high": 4300,
  "low": 4150,
  "close": 4250,
  "volume": 500,
  "createDate": "2026-04-18T08:00:00.000Z",
  "updatedDate": "2026-04-18T08:00:00.000Z"
}
timestamp is stored in milliseconds. To convert to a JavaScript Date, use new Date(timestamp). To get a Unix second-precision timestamp, divide by 1000: Math.floor(timestamp / 1000).

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