fix(agent): 离线 demo K 线序列从当前价向历史回推，最新收盘价与报价对齐

packages/shared/src/agent/demo-market-data.test.ts

@@ -0,0 +1,74 @@
+import { describe, expect, it } from 'bun:test';
+import type { MarketDataFetchers } from './market-data-service.ts';
+import { withDemoDataFallback } from './demo-market-data.ts';
+
+/**
+ * Regression coverage for the offline demo market data (`FINAGENT_DEMO_DATA=1`).
+ *
+ * `demoKlinesFor` documents itself as a "deterministic daily close series
+ * **ending at** the demo quote's last price", and the real provider path it
+ * stands in for returns bars oldest→newest with the newest bar at `slice(-limit)`
+ * (see `@finagent/longbridge-tools` `getKline`). The series must therefore walk
+ * backwards **from** the current quote: the last element is "today".
+ */
+
+type DemoFetchers = Partial<MarketDataFetchers>;
+
+function demoFetchers() {
+  return withDemoDataFallback<DemoFetchers>({});
+}
+
+async function series(symbol: string, limit: number) {
+  const fetchers = demoFetchers();
+  const quote = await fetchers.getQuote!(symbol);
+  const klines = await fetchers.getKline!({ symbol, period: '1d', limit });
+  return { quote, klines };
+}
+
+describe('demo market data kline series', () => {
+  it('ends the series at the demo quote last price', async () => {
+    for (const symbol of ['AAPL.US', 'TSLA.US', 'NVDA.US', 'MSFT.US']) {
+      for (const limit of [2, 30, 120]) {
+        const { quote, klines } = await series(symbol, limit);
+        expect(klines).toHaveLength(limit);
+        expect(klines[klines.length - 1]!.close).toBe(quote.lastPrice);
+      }
+    }
+  });
+
+  it('does not place the current quote price on the oldest bar', async () => {
+    const { quote, klines } = await series('AAPL.US', 30);
+
+    // The series walks back from today, so the oldest bar must have drifted away.
+    expect(klines[0]!.close).not.toBe(quote.lastPrice);
+    expect(Math.abs(klines[0]!.close - quote.lastPrice)).toBeGreaterThan(0);
+  });
+
+  it('keeps the series ordered oldest to newest on a one-day grid', async () => {
+    const { klines } = await series('AAPL.US', 30);
+
+    const timestamps = klines.map((kline) => kline.timestamp);
+    expect(timestamps).toEqual([...timestamps].sort((a, b) => a - b));
+    for (let index = 1; index < timestamps.length; index += 1) {
+      expect(timestamps[index]! - timestamps[index - 1]!).toBe(86_400);
+    }
+  });
+
+  it('keeps every bar internally consistent', async () => {
+    const { klines } = await series('NVDA.US', 60);
+
+    for (const kline of klines) {
+      expect(kline.high).toBeGreaterThanOrEqual(Math.max(kline.open, kline.close));
+      expect(kline.low).toBeLessThanOrEqual(Math.min(kline.open, kline.close));
+      expect(kline.volume).toBeGreaterThan(0);
+    }
+  });
+
+  it('clamps the requested limit to the documented 2..400 window', async () => {
+    const low = await series('AAPL.US', 1);
+    expect(low.klines).toHaveLength(2);
+
+    const high = await series('AAPL.US', 9_999);
+    expect(high.klines).toHaveLength(400);
+  });
+});

packages/shared/src/agent/demo-market-data.ts

@@ -82,7 +82,9 @@ function demoKlinesFor(symbol: string, limit?: number): Kline[] {
   const daySeconds = 86_400;
   const todayUtc = Math.floor(new Date().setUTCHours(0, 0, 0, 0) / 1000);
   for (let index = count - 1; index >= 0; index -= 1) {
-    const step = count - 1 - index;
+    // Bars are appended oldest → newest, so the exponent must equal the bar's
+    // distance from today (`index`), not the distance from the first bar.
+    const step = index;
     const drift = (seeded(symbol, index + 3) - 0.5) * 0.02;
     const close = round2(quote.lastPrice / Math.pow(1 + drift, step));
     const open = round2(close * (1 + (seeded(symbol, index + 61) - 0.5) * 0.008));