npm - @adaptic/backend-legacy - Versions diffs - 0.0.979 → 0.0.981 - Mend

@adaptic/backend-legacy 0.0.979 → 0.0.981

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (339) hide show

package/esm/Allocation.mjs CHANGED Viewed

@@ -624,6 +624,9 @@ export const Allocation = {
                                                                 windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                                 windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                                 backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                                backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                                backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                                backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                                 divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                                 divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                                 averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -2646,6 +2649,15 @@ export const Allocation = {
                                                         backtestExpectancy: item.backtestExpectancy !== undefined ? {
                                                             set: item.backtestExpectancy
                                                         } : undefined,
+                                                        backtestHitRate: item.backtestHitRate !== undefined ? {
+                                                            set: item.backtestHitRate
+                                                        } : undefined,
+                                                        backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? {
+                                                            set: item.backtestHitRateStdDev
+                                                        } : undefined,
+                                                        backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? {
+                                                            set: item.backtestExpectancyStdDev
+                                                        } : undefined,
                                                         divergenceZScore: item.divergenceZScore !== undefined ? {
                                                             set: item.divergenceZScore
                                                         } : undefined,
@@ -2676,6 +2688,9 @@ export const Allocation = {
                                                         windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                         windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                         backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                        backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                        backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                        backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                         divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                         divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                         averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -3562,6 +3577,9 @@ export const Allocation = {
                                                             windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                             windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                             backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                            backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                            backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                            backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                             divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                             divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                             averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -4389,6 +4407,9 @@ export const Allocation = {
                                                                 windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                                 windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                                 backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                                backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                                backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                                backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                                 divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                                 divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                                 averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -6111,6 +6132,15 @@ export const Allocation = {
                                                         backtestExpectancy: item.backtestExpectancy !== undefined ? {
                                                             set: item.backtestExpectancy
                                                         } : undefined,
+                                                        backtestHitRate: item.backtestHitRate !== undefined ? {
+                                                            set: item.backtestHitRate
+                                                        } : undefined,
+                                                        backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? {
+                                                            set: item.backtestHitRateStdDev
+                                                        } : undefined,
+                                                        backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? {
+                                                            set: item.backtestExpectancyStdDev
+                                                        } : undefined,
                                                         divergenceZScore: item.divergenceZScore !== undefined ? {
                                                             set: item.divergenceZScore
                                                         } : undefined,
@@ -6141,6 +6171,9 @@ export const Allocation = {
                                                         windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                         windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                         backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                        backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                        backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                        backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                         divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                         divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                         averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -7027,6 +7060,9 @@ export const Allocation = {
                                                             windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                             windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                             backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                            backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                            backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                            backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                             divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                             divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                             averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -8897,6 +8933,15 @@ export const Allocation = {
                                                         backtestExpectancy: item.backtestExpectancy !== undefined ? {
                                                             set: item.backtestExpectancy
                                                         } : undefined,
+                                                        backtestHitRate: item.backtestHitRate !== undefined ? {
+                                                            set: item.backtestHitRate
+                                                        } : undefined,
+                                                        backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? {
+                                                            set: item.backtestHitRateStdDev
+                                                        } : undefined,
+                                                        backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? {
+                                                            set: item.backtestExpectancyStdDev
+                                                        } : undefined,
                                                         divergenceZScore: item.divergenceZScore !== undefined ? {
                                                             set: item.divergenceZScore
                                                         } : undefined,
@@ -8927,6 +8972,9 @@ export const Allocation = {
                                                         windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                         windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                         backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                        backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                        backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                        backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                         divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                         divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                         averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,
@@ -9813,6 +9861,9 @@ export const Allocation = {
                                                             windowMaxDrawdownPct: item.windowMaxDrawdownPct !== undefined ? item.windowMaxDrawdownPct : undefined,
                                                             windowCumulativePnlAmt: item.windowCumulativePnlAmt !== undefined ? item.windowCumulativePnlAmt : undefined,
                                                             backtestExpectancy: item.backtestExpectancy !== undefined ? item.backtestExpectancy : undefined,
+                                                            backtestHitRate: item.backtestHitRate !== undefined ? item.backtestHitRate : undefined,
+                                                            backtestHitRateStdDev: item.backtestHitRateStdDev !== undefined ? item.backtestHitRateStdDev : undefined,
+                                                            backtestExpectancyStdDev: item.backtestExpectancyStdDev !== undefined ? item.backtestExpectancyStdDev : undefined,
                                                             divergenceZScore: item.divergenceZScore !== undefined ? item.divergenceZScore : undefined,
                                                             divergenceAlertActive: item.divergenceAlertActive !== undefined ? item.divergenceAlertActive : undefined,
                                                             averageConfidence: item.averageConfidence !== undefined ? item.averageConfidence : undefined,

package/esm/AlpacaAccount.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
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