@adaptic/utils 0.0.1012 → 0.0.1013
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.
- package/dist/index.cjs +210 -39
- package/dist/index.cjs.map +1 -1
- package/dist/index.mjs +210 -39
- package/dist/index.mjs.map +1 -1
- package/dist/test.js +8 -0
- package/dist/test.js.map +1 -1
- package/dist/types/__tests__/metrics-calcs-direction.test.d.ts +2 -0
- package/dist/types/__tests__/metrics-calcs-direction.test.d.ts.map +1 -0
- package/dist/types/__tests__/protective-order-sides.test.d.ts +2 -0
- package/dist/types/__tests__/protective-order-sides.test.d.ts.map +1 -0
- package/dist/types/__tests__/trailing-stops-portfolio.test.d.ts +2 -0
- package/dist/types/__tests__/trailing-stops-portfolio.test.d.ts.map +1 -0
- package/dist/types/alpaca/index.d.ts +1 -1
- package/dist/types/alpaca/index.d.ts.map +1 -1
- package/dist/types/alpaca/trading/bracket-orders.d.ts +25 -3
- package/dist/types/alpaca/trading/bracket-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/oto-orders.d.ts +8 -2
- package/dist/types/alpaca/trading/oto-orders.d.ts.map +1 -1
- package/dist/types/alpaca/trading/trailing-stops.d.ts +6 -3
- package/dist/types/alpaca/trading/trailing-stops.d.ts.map +1 -1
- package/dist/types/asset-allocation-algorithm.d.ts.map +1 -1
- package/dist/types/index.d.ts +2 -2
- package/dist/types/index.d.ts.map +1 -1
- package/dist/types/metrics-calcs.d.ts +6 -0
- package/dist/types/metrics-calcs.d.ts.map +1 -1
- package/dist/types/technical-analysis.d.ts +1 -1
- package/dist/types/technical-analysis.d.ts.map +1 -1
- package/dist/types/trading-policy/defaults/default-trading-policy.d.ts.map +1 -1
- package/dist/types/types/metrics-types.d.ts +8 -1
- package/dist/types/types/metrics-types.d.ts.map +1 -1
- package/dist/types/types/ta-types.d.ts +10 -1
- package/dist/types/types/ta-types.d.ts.map +1 -1
- package/package.json +1 -1
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@@ -0,0 +1 @@
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1
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+
{"version":3,"file":"metrics-calcs-direction.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/metrics-calcs-direction.test.ts"],"names":[],"mappings":""}
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@@ -0,0 +1 @@
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1
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{"version":3,"file":"protective-order-sides.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/protective-order-sides.test.ts"],"names":[],"mappings":""}
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@@ -0,0 +1 @@
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{"version":3,"file":"trailing-stops-portfolio.test.d.ts","sourceRoot":"","sources":["../../../src/__tests__/trailing-stops-portfolio.test.ts"],"names":[],"mappings":""}
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@@ -167,7 +167,7 @@ export declare const alpaca: {
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buyWithTrailingStop(client: AlpacaClient, symbol: string, qty: number, trailPercent: number): Promise<otoOrders.OTOOrderResult>;
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limitBuyWithTakeProfit(client: AlpacaClient, symbol: string, qty: number, entryPrice: number, takeProfitPrice: number): Promise<otoOrders.OTOOrderResult>;
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shortWithStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number, stopLossPrice: number): Promise<otoOrders.OTOOrderResult>;
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-
entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
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entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: import("..").OrderSide): Promise<otoOrders.OTOOrderResult>;
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createTrailingStop(client: AlpacaClient, params: trailingStops.TrailingStopParams): Promise<import("..").AlpacaOrder>;
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updateTrailingStop(client: AlpacaClient, orderId: string, updates: {
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trailPercent?: number;
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@@ -1 +1 @@
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1
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-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/alpaca/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAGH,cAAc,UAAU,CAAC;AAGzB,cAAc,WAAW,CAAC;AAG1B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,SAAS,EACT,UAAU,EACV,gBAAgB,IAAI,iBAAiB,EACrC,UAAU,EAEV,KAAK,UAAU,GAChB,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,cAAc,EACd,iBAAiB,EACjB,gBAAgB,EAChB,WAAW,EACX,aAAa,EACb,qBAAqB,EACrB,mBAAmB,EACnB,QAAQ,EAER,KAAK,aAAa,EAClB,KAAK,WAAW,GACjB,MAAM,oBAAoB,CAAC;AAE5B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,mBAAmB,EACnB,eAAe,EACf,gBAAgB,EAChB,cAAc,EACd,UAAU,EAEV,KAAK,yBAAyB,GAC/B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,UAAU,EACV,iBAAiB,EACjB,kBAAkB,EAClB,SAAS,EAET,KAAK,aAAa,GACnB,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EAEL,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,kBAAkB,EAClB,eAAe,EACf,cAAc,EACd,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EACrB,cAAc,EACd,cAAc,EACd,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EAEhB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,kBAAkB,GACxB,MAAM,qBAAqB,CAAC;AAE7B,OAAO,EAEL,iBAAiB,EACjB,SAAS,EACT,WAAW,EACX,UAAU,EACV,UAAU,EACV,qBAAqB,EACrB,yBAAyB,EACzB,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,cAAc,EACd,mBAAmB,EACnB,uBAAuB,EACvB,cAAc,EACd,qBAAqB,EACrB,uBAAuB,EAEvB,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC9B,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,GAC9B,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EAEL,iBAAiB,EACjB,oBAAoB,IAAI,4BAA4B,EACpD,gBAAgB,IAAI,wBAAwB,EAC5C,cAAc,IAAI,sBAAsB,EACxC,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,IAAI,sBAAsB,EACxC,qBAAqB,EACrB,mBAAmB,EAEnB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,cAAc,EACnB,KAAK,iBAAiB,EACtB,KAAK,kBAAkB,EACvB,KAAK,cAAc,EACnB,KAAK,qBAAqB,GAC3B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,eAAe,EACf,sBAAsB,EACtB,sBAAsB,EACtB,mBAAmB,EACnB,wBAAwB,EACxB,4BAA4B,EAC5B,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,aAAa,EACb,kBAAkB,EAClB,cAAc,EACd,YAAY,EACZ,eAAe,EACf,gBAAgB,IAAI,kBAAkB,EACtC,gBAAgB,EAEhB,KAAK,WAAW,EAChB,KAAK,8BAA8B,GACpC,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EAEL,gBAAgB,EAChB,iBAAiB,EACjB,iBAAiB,EACjB,uBAAuB,EACvB,sBAAsB,EACtB,qBAAqB,EACrB,0BAA0B,EAC1B,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,mBAAmB,EACnB,qBAAqB,EACrB,YAAY,GACb,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EAEL,eAAe,EACf,WAAW,EACX,WAAW,EACX,mBAAmB,EACnB,cAAc,EACd,aAAa,EACb,qBAAqB,EACrB,qBAAqB,EACrB,cAAc,EACd,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,uBAAuB,EACvB,qBAAqB,EACrB,qBAAqB,EACrB,qBAAqB,EACrB,SAAS,EACT,UAAU,EACV,UAAU,EACV,SAAS,GACV,MAAM,eAAe,CAAC;AAGvB,cAAc,WAAW,CAAC;AAG1B,OAAO,KAAK,SAAS,MAAM,UAAU,CAAC;AACtC,OAAO,EAAE,SAAS,EAAE,CAAC;AAGrB,OAAO,EACL,kBAAkB,EAClB,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EACjB,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,OAAO,MAAM,kBAAkB,CAAC;AAC5C,OAAO,KAAK,UAAU,MAAM,uBAAuB,CAAC;AACpD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,WAAW,MAAM,wBAAwB,CAAC;AACtD,OAAO,KAAK,SAAS,MAAM,qBAAqB,CAAC;AACjD,OAAO,KAAK,OAAO,MAAM,mBAAmB,CAAC;AAC7C,OAAO,KAAK,KAAK,MAAM,iBAAiB,CAAC;AAGzC,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAC3C,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAG3C,OAAO,KAAK,eAAe,MAAM,qBAAqB,CAAC;AACvD,OAAO,KAAK,YAAY,MAAM,kBAAkB,CAAC;AACjD,OAAO,KAAK,gBAAgB,MAAM,sBAAsB,CAAC;AACzD,OAAO,KAAK,UAAU,MAAM,gBAAgB,CAAC;AAG7C,OAAO,KAAK,YAAY,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,UAAU,MAAM,eAAe,CAAC;AAG5C,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,eAAO,MAAM,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
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{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/alpaca/index.ts"],"names":[],"mappings":"AAAA;;;;;GAKG;AAGH,cAAc,UAAU,CAAC;AAGzB,cAAc,WAAW,CAAC;AAG1B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,SAAS,EACT,UAAU,EACV,gBAAgB,IAAI,iBAAiB,EACrC,UAAU,EAEV,KAAK,UAAU,GAChB,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,cAAc,EACd,iBAAiB,EACjB,gBAAgB,EAChB,WAAW,EACX,aAAa,EACb,qBAAqB,EACrB,mBAAmB,EACnB,QAAQ,EAER,KAAK,aAAa,EAClB,KAAK,WAAW,GACjB,MAAM,oBAAoB,CAAC;AAE5B,OAAO,EAEL,cAAc,EACd,eAAe,EACf,mBAAmB,EACnB,eAAe,EACf,gBAAgB,EAChB,cAAc,EACd,UAAU,EAEV,KAAK,yBAAyB,GAC/B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,OAAO,EACP,aAAa,EACb,UAAU,EACV,iBAAiB,EACjB,kBAAkB,EAClB,SAAS,EAET,KAAK,aAAa,GACnB,MAAM,oBAAoB,CAAC;AAG5B,OAAO,EAEL,kBAAkB,EAClB,iBAAiB,EACjB,cAAc,EACd,kBAAkB,EAClB,eAAe,EACf,cAAc,EACd,qBAAqB,EACrB,kBAAkB,EAClB,qBAAqB,EACrB,cAAc,EACd,cAAc,EACd,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EAEhB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,kBAAkB,GACxB,MAAM,qBAAqB,CAAC;AAE7B,OAAO,EAEL,iBAAiB,EACjB,SAAS,EACT,WAAW,EACX,UAAU,EACV,UAAU,EACV,qBAAqB,EACrB,yBAAyB,EACzB,oBAAoB,EACpB,gBAAgB,EAChB,cAAc,EACd,cAAc,EACd,mBAAmB,EACnB,uBAAuB,EACvB,cAAc,EACd,qBAAqB,EACrB,uBAAuB,EAEvB,KAAK,0BAA0B,EAC/B,KAAK,yBAAyB,EAC9B,KAAK,qBAAqB,EAC1B,KAAK,oBAAoB,EACzB,KAAK,wBAAwB,GAC9B,MAAM,kBAAkB,CAAC;AAE1B,OAAO,EAEL,iBAAiB,EACjB,oBAAoB,IAAI,4BAA4B,EACpD,gBAAgB,IAAI,wBAAwB,EAC5C,cAAc,IAAI,sBAAsB,EACxC,iBAAiB,EACjB,kBAAkB,EAClB,cAAc,IAAI,sBAAsB,EACxC,qBAAqB,EACrB,mBAAmB,EAEnB,KAAK,oBAAoB,EACzB,KAAK,gBAAgB,EACrB,KAAK,cAAc,EACnB,KAAK,iBAAiB,EACtB,KAAK,kBAAkB,EACvB,KAAK,cAAc,EACnB,KAAK,qBAAqB,GAC3B,MAAM,sBAAsB,CAAC;AAE9B,OAAO,EAEL,eAAe,EACf,sBAAsB,EACtB,sBAAsB,EACtB,mBAAmB,EACnB,wBAAwB,EACxB,4BAA4B,EAC5B,kBAAkB,EAClB,cAAc,EACd,qBAAqB,EACrB,aAAa,EACb,kBAAkB,EAClB,cAAc,EACd,YAAY,EACZ,eAAe,EACf,gBAAgB,IAAI,kBAAkB,EACtC,gBAAgB,EAEhB,KAAK,WAAW,EAChB,KAAK,8BAA8B,GACpC,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EAEL,gBAAgB,EAChB,iBAAiB,EACjB,iBAAiB,EACjB,uBAAuB,EACvB,sBAAsB,EACtB,qBAAqB,EACrB,0BAA0B,EAC1B,iBAAiB,EACjB,kBAAkB,EAClB,aAAa,EACb,mBAAmB,EACnB,qBAAqB,EACrB,YAAY,GACb,MAAM,iBAAiB,CAAC;AAEzB,OAAO,EAEL,eAAe,EACf,WAAW,EACX,WAAW,EACX,mBAAmB,EACnB,cAAc,EACd,aAAa,EACb,qBAAqB,EACrB,qBAAqB,EACrB,cAAc,EACd,eAAe,EACf,kBAAkB,EAClB,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,uBAAuB,EACvB,qBAAqB,EACrB,qBAAqB,EACrB,qBAAqB,EACrB,SAAS,EACT,UAAU,EACV,UAAU,EACV,SAAS,GACV,MAAM,eAAe,CAAC;AAGvB,cAAc,WAAW,CAAC;AAG1B,OAAO,KAAK,SAAS,MAAM,UAAU,CAAC;AACtC,OAAO,EAAE,SAAS,EAAE,CAAC;AAGrB,OAAO,EACL,kBAAkB,EAClB,YAAY,EACZ,kBAAkB,EAClB,mBAAmB,EACnB,gBAAgB,EACjB,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,OAAO,MAAM,kBAAkB,CAAC;AAC5C,OAAO,KAAK,UAAU,MAAM,uBAAuB,CAAC;AACpD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,SAAS,MAAM,sBAAsB,CAAC;AAClD,OAAO,KAAK,aAAa,MAAM,0BAA0B,CAAC;AAC1D,OAAO,KAAK,WAAW,MAAM,wBAAwB,CAAC;AACtD,OAAO,KAAK,SAAS,MAAM,qBAAqB,CAAC;AACjD,OAAO,KAAK,OAAO,MAAM,mBAAmB,CAAC;AAC7C,OAAO,KAAK,KAAK,MAAM,iBAAiB,CAAC;AAGzC,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAC3C,OAAO,KAAK,MAAM,MAAM,sBAAsB,CAAC;AAC/C,OAAO,KAAK,IAAI,MAAM,oBAAoB,CAAC;AAG3C,OAAO,KAAK,eAAe,MAAM,qBAAqB,CAAC;AACvD,OAAO,KAAK,YAAY,MAAM,kBAAkB,CAAC;AACjD,OAAO,KAAK,gBAAgB,MAAM,sBAAsB,CAAC;AACzD,OAAO,KAAK,UAAU,MAAM,gBAAgB,CAAC;AAG7C,OAAO,KAAK,YAAY,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,UAAU,MAAM,eAAe,CAAC;AAG5C,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC;;;;;;;;;;;;;;;;;;;;;;;GAuBG;AACH,eAAO,MAAM,MAAM;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;gEA4D83O,CAAC;;;;;;;;;;;;;;;;;wBAAxtN,CAAC;sBAAwB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;CARntB,CAAC;AAEF;;GAEG;AACH,YAAY,EAAE,YAAY,EAAE,kBAAkB,EAAE,CAAC;AAEjD,eAAe,MAAM,CAAC"}
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/** Number of shares to protect */
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/**
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/**
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* Side that closes the position being protected: 'sell' for a long, 'buy'
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* for a short. Derived from the position, not assumed — pinning one side
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* here would leave the other unprotectable.
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side: OrderSide;
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/** Take profit configuration */
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* @example
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* ```typescript
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* // Add protection to an existing long position
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* // Add protection to an existing long position (sell to close):
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* // take profit above, stop below.
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* const result = await createProtectiveBracket(
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* executor,
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* {
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* }
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* );
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* ```
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*
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* @example
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* ```typescript
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* // Add protection to an existing short position (buy to close):
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* // take profit below, stop above.
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* const result = await createProtectiveBracket(
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* executor,
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* {
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* symbol: 'TSLA',
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* qty: 50,
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* side: 'buy',
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* takeProfit: { limitPrice: 200.00 },
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* stopLoss: { stopPrice: 260.00 },
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* timeInForce: 'gtc',
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* }
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* );
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* ```
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*/
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export declare function createProtectiveBracket(executor: BracketOrderExecutor, params: ProtectiveBracketParams): Promise<BracketOrderResult>;
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/**
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-
{"version":3,"file":"bracket-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/bracket-orders.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,WAAW,EACX,SAAS,EACT,WAAW,EACX,iBAAiB,EAClB,MAAM,0BAA0B,CAAC;AAYlC;;;GAGG;AACH,MAAM,WAAW,oBAAoB;IACnC,4DAA4D;IAC5D,WAAW,CAAC,MAAM,EAAE,iBAAiB,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;CAC9D;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,IAAI,EAAE,SAAS,CAAC;IAChB,uEAAuE;IACvE,IAAI,EAAE,QAAQ,GAAG,OAAO,CAAC;IACzB,0DAA0D;IAC1D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,gCAAgC;IAChC,UAAU,EAAE;QACV,oCAAoC;QACpC,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,8BAA8B;IAC9B,QAAQ,EAAE;QACR,qCAAqC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,yEAAyE;QACzE,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;IACF,6EAA6E;IAC7E,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,oCAAoC;IACpC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,6BAA6B;IAC7B,UAAU,EAAE,WAAW,CAAC;IACxB,0BAA0B;IAC1B,aAAa,EAAE,WAAW,GAAG,IAAI,CAAC;IAClC,wBAAwB;IACxB,WAAW,EAAE,WAAW,GAAG,IAAI,CAAC;IAChC,wBAAwB;IACxB,SAAS,EAAE,WAAW,EAAE,CAAC;CAC1B;AAoED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAsB,kBAAkB,CACtC,QAAQ,EAAE,oBAAoB,EAC9B,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,kBAAkB,CAAC,CA+F7B;AAED;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ
|
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1
|
+
{"version":3,"file":"bracket-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/bracket-orders.ts"],"names":[],"mappings":"AAIA,OAAO,EACL,WAAW,EACX,SAAS,EACT,WAAW,EACX,iBAAiB,EAClB,MAAM,0BAA0B,CAAC;AAYlC;;;GAGG;AACH,MAAM,WAAW,oBAAoB;IACnC,4DAA4D;IAC5D,WAAW,CAAC,MAAM,EAAE,iBAAiB,GAAG,OAAO,CAAC,WAAW,CAAC,CAAC;CAC9D;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,8BAA8B;IAC9B,IAAI,EAAE,SAAS,CAAC;IAChB,uEAAuE;IACvE,IAAI,EAAE,QAAQ,GAAG,OAAO,CAAC;IACzB,0DAA0D;IAC1D,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,gCAAgC;IAChC,UAAU,EAAE;QACV,oCAAoC;QACpC,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,8BAA8B;IAC9B,QAAQ,EAAE;QACR,qCAAqC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,yEAAyE;QACzE,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;IACF,6EAA6E;IAC7E,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,oCAAoC;IACpC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,6BAA6B;IAC7B,UAAU,EAAE,WAAW,CAAC;IACxB,0BAA0B;IAC1B,aAAa,EAAE,WAAW,GAAG,IAAI,CAAC;IAClC,wBAAwB;IACxB,WAAW,EAAE,WAAW,GAAG,IAAI,CAAC;IAChC,wBAAwB;IACxB,SAAS,EAAE,WAAW,EAAE,CAAC;CAC1B;AAoED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA6BG;AACH,wBAAsB,kBAAkB,CACtC,QAAQ,EAAE,oBAAoB,EAC9B,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,kBAAkB,CAAC,CA+F7B;AAED;;GAEG;AACH,MAAM,WAAW,uBAAuB;IACtC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ;;;;OAIG;IACH,IAAI,EAAE,SAAS,CAAC;IAChB,gCAAgC;IAChC,UAAU,EAAE;QACV,oCAAoC;QACpC,UAAU,EAAE,MAAM,CAAC;KACpB,CAAC;IACF,8BAA8B;IAC9B,QAAQ,EAAE;QACR,qCAAqC;QACrC,SAAS,EAAE,MAAM,CAAC;QAClB,0CAA0C;QAC1C,UAAU,CAAC,EAAE,MAAM,CAAC;KACrB,CAAC;IACF,6EAA6E;IAC7E,WAAW,CAAC,EAAE,WAAW,CAAC;CAC3B;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GA4CG;AACH,wBAAsB,uBAAuB,CAC3C,QAAQ,EAAE,oBAAoB,EAC9B,MAAM,EAAE,uBAAuB,GAC9B,OAAO,CAAC,kBAAkB,CAAC,CAwG7B;AAED;;;;;;;;;;;;GAYG;AACH,wBAAgB,4BAA4B,CAAC,GAAG,EAAE;IAChD,WAAW,EAAE,CACX,QAAQ,EAAE,MAAM,EAChB,MAAM,EAAE,MAAM,EACd,IAAI,CAAC,EAAE,OAAO,KACX,OAAO,CAAC,WAAW,CAAC,CAAC;CAC3B,GAAG,oBAAoB,CAMvB;;;;;;AAED,wBAIE"}
|
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@@ -261,13 +261,19 @@ export declare function shortWithStopLoss(client: AlpacaClient, symbol: string,
|
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|
* @param qty - Number of shares
|
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* @param entryPrice - Limit price for entry (null for market)
|
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|
* @param stopLossPercent - Stop loss percentage (e.g., 5 for 5%)
|
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|
-
* @param side - Order side ('buy' or 'sell')
|
|
264
|
+
* @param side - Order side ('buy' or 'sell'). Required: the entry direction is
|
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265
|
+
* the caller's decision, and a default would open a position in a direction
|
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|
+
* nobody chose.
|
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|
*
|
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|
* @example
|
|
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269
|
* // Buy AAPL at $150 with 3% stop loss (stop at $145.50)
|
|
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270
|
* const result = await entryWithPercentStopLoss(client, 'AAPL', 100, 150.00, 3, 'buy');
|
|
271
|
+
*
|
|
272
|
+
* @example
|
|
273
|
+
* // Short GOOGL at $140 with 3% stop loss (stop at $144.20)
|
|
274
|
+
* const result = await entryWithPercentStopLoss(client, 'GOOGL', 10, 140.00, 3, 'sell');
|
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275
|
*/
|
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|
-
export declare function entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
276
|
+
export declare function entryWithPercentStopLoss(client: AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: OrderSide): Promise<OTOOrderResult>;
|
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|
declare const _default: {
|
|
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|
createOTOOrder: typeof createOTOOrder;
|
|
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|
cancelOTOOrder: typeof cancelOTOOrder;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"oto-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/oto-orders.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AAEH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,SAAS,EACT,SAAS,EAET,WAAW,EACZ,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,MAAM,MAAM,kBAAkB,GAC1B,OAAO,GACP,MAAM,GACN,YAAY,GACZ,eAAe,CAAC;AAEpB;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,kCAAkC;IAClC,IAAI,EAAE,SAAS,CAAC;IAChB,kCAAkC;IAClC,IAAI,EAAE,kBAAkB,CAAC;IACzB,gEAAgE;IAChE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,8DAA8D;IAC9D,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,oEAAoE;IACpE,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,WAAW,cAAc;IAC7B,mCAAmC;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,4EAA4E;IAC5E,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,0EAA0E;IAC1E,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,0EAA0E;IAC1E,SAAS,EAAE,oBAAoB,CAAC;IAChC,gDAAgD;IAChD,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,mCAAmC;IACnC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,gCAAgC;IAChC,YAAY,EAAE,WAAW,CAAC;IAC1B,wFAAwF;IACxF,cAAc,EAAE,WAAW,GAAG,IAAI,CAAC;IACnC,kCAAkC;IAClC,SAAS,EAAE,WAAW,EAAE,CAAC;IACzB,kEAAkE;IAClE,aAAa,EAAE,MAAM,CAAC;CACvB;AAuGD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAwEG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,cAAc,GACrB,OAAO,CAAC,cAAc,CAAC,CAyIzB;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,IAAI,CAAC,CAkBf;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,CAAC,CAqBtB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,aAAa,EAAE,MAAM,EACrB,cAAc,CAAC,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,YAAY,EAAE,MAAM,GACnB,OAAO,CAAC,cAAc,CAAC,CAazB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,eAAe,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED
|
|
1
|
+
{"version":3,"file":"oto-orders.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/oto-orders.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;GAaG;AAEH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AACzC,OAAO,EACL,WAAW,EACX,SAAS,EACT,SAAS,EAET,WAAW,EACZ,MAAM,0BAA0B,CAAC;AAQlC;;GAEG;AACH,MAAM,MAAM,kBAAkB,GAC1B,OAAO,GACP,MAAM,GACN,YAAY,GACZ,eAAe,CAAC;AAEpB;;GAEG;AACH,MAAM,WAAW,oBAAoB;IACnC,kCAAkC;IAClC,IAAI,EAAE,SAAS,CAAC;IAChB,kCAAkC;IAClC,IAAI,EAAE,kBAAkB,CAAC;IACzB,gEAAgE;IAChE,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,8DAA8D;IAC9D,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,8DAA8D;IAC9D,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,oEAAoE;IACpE,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB;AAED;;;;;;;;;;;;;;;;;;;GAmBG;AACH,MAAM,WAAW,cAAc;IAC7B,mCAAmC;IACnC,MAAM,EAAE,MAAM,CAAC;IACf,kCAAkC;IAClC,GAAG,EAAE,MAAM,CAAC;IACZ,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,gCAAgC;IAChC,IAAI,EAAE,SAAS,CAAC;IAChB,4EAA4E;IAC5E,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,0EAA0E;IAC1E,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,0EAA0E;IAC1E,SAAS,EAAE,oBAAoB,CAAC;IAChC,gDAAgD;IAChD,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,mCAAmC;IACnC,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,6CAA6C;IAC7C,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,cAAc;IAC7B,gCAAgC;IAChC,YAAY,EAAE,WAAW,CAAC;IAC1B,wFAAwF;IACxF,cAAc,EAAE,WAAW,GAAG,IAAI,CAAC;IACnC,kCAAkC;IAClC,SAAS,EAAE,WAAW,EAAE,CAAC;IACzB,kEAAkE;IAClE,aAAa,EAAE,MAAM,CAAC;CACvB;AAuGD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAwEG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,cAAc,GACrB,OAAO,CAAC,cAAc,CAAC,CAyIzB;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,cAAc,CAClC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,IAAI,CAAC,CAkBf;AAED;;;;;;;;;;;;;;GAcG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,WAAW,CAAC,CAqBtB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,eAAe,CACnC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,aAAa,EAAE,MAAM,EACrB,cAAc,CAAC,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,mBAAmB,CACvC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,YAAY,EAAE,MAAM,GACnB,OAAO,CAAC,cAAc,CAAC,CAazB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,sBAAsB,CAC1C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,eAAe,EAAE,MAAM,GACtB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,iBAAiB,CACrC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,EAClB,aAAa,EAAE,MAAM,GACpB,OAAO,CAAC,cAAc,CAAC,CAczB;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,wBAAwB,CAC5C,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,EACd,GAAG,EAAE,MAAM,EACX,UAAU,EAAE,MAAM,GAAG,IAAI,EACzB,eAAe,EAAE,MAAM,EACvB,IAAI,EAAE,SAAS,GACd,OAAO,CAAC,cAAc,CAAC,CA2CzB;;;;;;;;;;;AAED,wBASE"}
|
|
@@ -160,10 +160,13 @@ export declare function getTrailingStopHWM(client: AlpacaClient, orderId: string
|
|
|
160
160
|
*/
|
|
161
161
|
export declare function cancelTrailingStop(client: AlpacaClient, orderId: string): Promise<void>;
|
|
162
162
|
/**
|
|
163
|
-
* Create trailing stops for
|
|
163
|
+
* Create trailing stops for every position in a portfolio
|
|
164
164
|
*
|
|
165
|
-
*
|
|
166
|
-
*
|
|
165
|
+
* Applies blanket adverse-move protection across the book. The protective side
|
|
166
|
+
* is derived per position from the signed quantity reported by the broker — a
|
|
167
|
+
* long is protected by a trailing sell, a short by a trailing buy — so a
|
|
168
|
+
* position is never left unprotected because of the direction it happens to
|
|
169
|
+
* hold.
|
|
167
170
|
*
|
|
168
171
|
* @param client - AlpacaClient instance
|
|
169
172
|
* @param params - Configuration for portfolio-wide trailing stops
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"trailing-stops.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/trailing-stops.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,WAAW,EAEX,SAAS,EACT,WAAW,EAEZ,MAAM,0BAA0B,CAAC;AAIlC;;;;;GAKG;AACH,eAAO,MAAM,wBAAwB,KAAK,CAAC;AAS3C;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,6DAA6D;IAC7D,IAAI,EAAE,SAAS,CAAC;IAChB,2FAA2F;IAC3F,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,mFAAmF;IACnF,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,qCAAqC;IACrC,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,6BAA6B;IAC7B,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,mCAAmC;IACnC,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,sFAAsF;IACtF,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,kEAAkE;IAClE,WAAW,EAAE,MAAM,GAAG,IAAI,CAAC;CAC5B;AAED;;GAEG;AACH,MAAM,WAAW,2BAA2B;IAC1C,2CAA2C;IAC3C,YAAY,EAAE,MAAM,CAAC;IACrB,qCAAqC;IACrC,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,qDAAqD;IACrD,cAAc,CAAC,EAAE,MAAM,EAAE,CAAC;CAC3B;AAED;;GAEG;AACH,qBAAa,2BAA4B,SAAQ,KAAK;gBACxC,OAAO,EAAE,MAAM;CAI5B;AAsDD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,WAAW,CAAC,CAwDtB;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EACf,OAAO,EAAE;IACP,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,GACA,OAAO,CAAC,WAAW,CAAC,CA0DtB;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,qBAAqB,CAAC,CAkChC;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,IAAI,CAAC,CA+Bf;AAED
|
|
1
|
+
{"version":3,"file":"trailing-stops.d.ts","sourceRoot":"","sources":["../../../../src/alpaca/trading/trailing-stops.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;GAYG;AACH,OAAO,EAAE,YAAY,EAAE,MAAM,WAAW,CAAC;AAGzC,OAAO,EACL,WAAW,EAEX,SAAS,EACT,WAAW,EAEZ,MAAM,0BAA0B,CAAC;AAIlC;;;;;GAKG;AACH,eAAO,MAAM,wBAAwB,KAAK,CAAC;AAS3C;;GAEG;AACH,MAAM,WAAW,kBAAkB;IACjC,mBAAmB;IACnB,MAAM,EAAE,MAAM,CAAC;IACf,uBAAuB;IACvB,GAAG,EAAE,MAAM,CAAC;IACZ,6DAA6D;IAC7D,IAAI,EAAE,SAAS,CAAC;IAChB,2FAA2F;IAC3F,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,mFAAmF;IACnF,UAAU,CAAC,EAAE,MAAM,CAAC;IACpB,qCAAqC;IACrC,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,6BAA6B;IAC7B,aAAa,CAAC,EAAE,OAAO,CAAC;IACxB,mCAAmC;IACnC,aAAa,CAAC,EAAE,MAAM,CAAC;CACxB;AAED;;GAEG;AACH,MAAM,WAAW,qBAAqB;IACpC,sFAAsF;IACtF,GAAG,EAAE,MAAM,GAAG,IAAI,CAAC;IACnB,kEAAkE;IAClE,WAAW,EAAE,MAAM,GAAG,IAAI,CAAC;CAC5B;AAED;;GAEG;AACH,MAAM,WAAW,2BAA2B;IAC1C,2CAA2C;IAC3C,YAAY,EAAE,MAAM,CAAC;IACrB,qCAAqC;IACrC,WAAW,CAAC,EAAE,WAAW,CAAC;IAC1B,qDAAqD;IACrD,cAAc,CAAC,EAAE,MAAM,EAAE,CAAC;CAC3B;AAED;;GAEG;AACH,qBAAa,2BAA4B,SAAQ,KAAK;gBACxC,OAAO,EAAE,MAAM;CAI5B;AAsDD;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;GAiCG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,kBAAkB,GACzB,OAAO,CAAC,WAAW,CAAC,CAwDtB;AAED;;;;;;;;;;;;;;;;;;;;GAoBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,EACf,OAAO,EAAE;IACP,YAAY,CAAC,EAAE,MAAM,CAAC;IACtB,UAAU,CAAC,EAAE,MAAM,CAAC;CACrB,GACA,OAAO,CAAC,WAAW,CAAC,CA0DtB;AAED;;;;;;;;;;;;;;;;;GAiBG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,qBAAqB,CAAC,CAkChC;AAED;;;;;;;;;;;GAWG;AACH,wBAAsB,kBAAkB,CACtC,MAAM,EAAE,YAAY,EACpB,OAAO,EAAE,MAAM,GACd,OAAO,CAAC,IAAI,CAAC,CA+Bf;AAED;;;;;;;;;;;;;;;;;;;;;;;;;;GA0BG;AACH,wBAAsB,4BAA4B,CAChD,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,2BAA2B,GAClC,OAAO,CAAC,GAAG,CAAC,MAAM,EAAE,WAAW,CAAC,CAAC,CA8GnC;AAED;;;;;;;;;;;;;;;GAeG;AACH,wBAAsB,oBAAoB,CACxC,MAAM,EAAE,YAAY,EACpB,MAAM,CAAC,EAAE,MAAM,GACd,OAAO,CAAC,WAAW,EAAE,CAAC,CAkCxB;AAED;;;;;;;;;;;;;GAaG;AACH,wBAAsB,qBAAqB,CACzC,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,OAAO,CAAC,CAGlB;AAED;;;;;;;;;;;;GAYG;AACH,wBAAsB,4BAA4B,CAChD,MAAM,EAAE,YAAY,EACpB,MAAM,EAAE,MAAM,GACb,OAAO,CAAC,MAAM,CAAC,CAiCjB;AAED;;GAEG;;;;;;;;;;;AACH,wBASE"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"asset-allocation-algorithm.d.ts","sourceRoot":"","sources":["../../src/asset-allocation-algorithm.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAEH,OAAO,EAEL,WAAW,EAEX,eAAe,EACf,wBAAwB,EAMxB,wBAAwB,EAMxB,kBAAkB,EACnB,MAAM,gCAAgC,CAAC;AAExC;;;;;;;;;GASG;AACH,qBAAa,qBAAqB;IAkH9B,OAAO,CAAC,MAAM;IAjHhB,OAAO,CAAC,QAAQ,CAAC,aAAa,CAQ5B;IAEF;;OAEG;IACH,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAiG/B;gBAGK,MAAM,GAAE,wBAAyD;IAK3E;;;;OAIG;IACI,qBAAqB,CAC1B,OAAO,EAAE,WAAW,GACnB,kBAAkB,GAAG,SAAS;IAIjC;;OAEG;IACU,kBAAkB,CAC7B,KAAK,EAAE,eAAe,GACrB,OAAO,CAAC,wBAAwB,CAAC;IA6FpC;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAkCxB;;OAEG;IACH,OAAO,CAAC,qBAAqB;
|
|
1
|
+
{"version":3,"file":"asset-allocation-algorithm.d.ts","sourceRoot":"","sources":["../../src/asset-allocation-algorithm.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;GAWG;AAEH,OAAO,EAEL,WAAW,EAEX,eAAe,EACf,wBAAwB,EAMxB,wBAAwB,EAMxB,kBAAkB,EACnB,MAAM,gCAAgC,CAAC;AAExC;;;;;;;;;GASG;AACH,qBAAa,qBAAqB;IAkH9B,OAAO,CAAC,MAAM;IAjHhB,OAAO,CAAC,QAAQ,CAAC,aAAa,CAQ5B;IAEF;;OAEG;IACH,OAAO,CAAC,QAAQ,CAAC,mBAAmB,CAiG/B;gBAGK,MAAM,GAAE,wBAAyD;IAK3E;;;;OAIG;IACI,qBAAqB,CAC1B,OAAO,EAAE,WAAW,GACnB,kBAAkB,GAAG,SAAS;IAIjC;;OAEG;IACU,kBAAkB,CAC7B,KAAK,EAAE,eAAe,GACrB,OAAO,CAAC,wBAAwB,CAAC;IA6FpC;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAkCxB;;OAEG;IACH,OAAO,CAAC,qBAAqB;IA6C7B;;OAEG;IACH,OAAO,CAAC,kBAAkB;IAU1B;;OAEG;IACH,OAAO,CAAC,yBAAyB;IAyEjC;;OAEG;IACH,OAAO,CAAC,eAAe;IASvB;;OAEG;IACH,OAAO,CAAC,oBAAoB;IAuB5B;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAwExB;;OAEG;IACH,OAAO,CAAC,mBAAmB;IA6B3B;;OAEG;IACH,OAAO,CAAC,mBAAmB;IAqD3B;;OAEG;IACH,OAAO,CAAC,YAAY;IAyCpB;;OAEG;IACH,OAAO,CAAC,cAAc;IAiDtB;;OAEG;IACH,OAAO,CAAC,oBAAoB;IAQ5B;;OAEG;IACH,OAAO,CAAC,uBAAuB;IAyD/B;;OAEG;IACH,OAAO,CAAC,yBAAyB;IAmFjC;;OAEG;IACH,OAAO,CAAC,mBAAmB;IA2F3B;;OAEG;IACH,OAAO,CAAC,wBAAwB;IA0GhC;;OAEG;IACH,OAAO,CAAC,0BAA0B;IA4ClC;;OAEG;IACH,OAAO,CAAC,qBAAqB;IAyD7B;;OAEG;IACH,OAAO,CAAC,2BAA2B;IAgDnC;;OAEG;IACH,OAAO,CAAC,4BAA4B;IAOpC;;OAEG;IACH,OAAO,CAAC,yBAAyB;IAmBjC;;OAEG;IACH,OAAO,CAAC,gBAAgB;IAgExB;;OAEG;IACH,OAAO,CAAC,wBAAwB;CAKjC;AAED;;GAEG;AACH,wBAAsB,yBAAyB,CAC7C,KAAK,EAAE,eAAe,EACtB,MAAM,CAAC,EAAE,OAAO,CAAC,wBAAwB,CAAC,GACzC,OAAO,CAAC,wBAAwB,CAAC,CAGnC;AAED;;GAEG;AACH,wBAAgB,qBAAqB,CACnC,OAAO,EAAE,WAAW,GACnB,kBAAkB,GAAG,SAAS,CAGhC"}
|
package/dist/types/index.d.ts
CHANGED
|
@@ -111,7 +111,7 @@ export declare const adaptic: {
|
|
|
111
111
|
buyWithTrailingStop(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, trailPercent: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
112
112
|
limitBuyWithTakeProfit(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, takeProfitPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
113
113
|
shortWithStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, stopLossPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
114
|
-
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
114
|
+
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: Types.OrderSide): Promise<import("./alpaca").OTOOrderResult>;
|
|
115
115
|
createTrailingStop(client: import("./alpaca").AlpacaClient, params: import("./alpaca").TrailingStopParams): Promise<Types.AlpacaOrder>;
|
|
116
116
|
updateTrailingStop(client: import("./alpaca").AlpacaClient, orderId: string, updates: {
|
|
117
117
|
trailPercent?: number;
|
|
@@ -511,7 +511,7 @@ export declare const adptc: {
|
|
|
511
511
|
buyWithTrailingStop(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, trailPercent: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
512
512
|
limitBuyWithTakeProfit(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, takeProfitPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
513
513
|
shortWithStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number, stopLossPrice: number): Promise<import("./alpaca").OTOOrderResult>;
|
|
514
|
-
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side
|
|
514
|
+
entryWithPercentStopLoss(client: import("./alpaca").AlpacaClient, symbol: string, qty: number, entryPrice: number | null, stopLossPercent: number, side: Types.OrderSide): Promise<import("./alpaca").OTOOrderResult>;
|
|
515
515
|
createTrailingStop(client: import("./alpaca").AlpacaClient, params: import("./alpaca").TrailingStopParams): Promise<Types.AlpacaOrder>;
|
|
516
516
|
updateTrailingStop(client: import("./alpaca").AlpacaClient, orderId: string, updates: {
|
|
517
517
|
trailPercent?: number;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AACrC,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,KAAK,MAAM,MAAM,iBAAiB,CAAC;AAC1C,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,KAAK,MAAM,OAAO,CAAC;AAC/B,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,EAAE,sBAAsB,EAAgB,MAAM,gBAAgB,CAAC;AACtE,OAAO,KAAK,MAAM,MAAM,gBAAgB,CAAC;AACzC,OAAO,KAAK,UAAU,MAAM,oBAAoB,CAAC;AACjD,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAC3C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AACjC,OAAO,KAAK,YAAY,MAAM,cAAc,CAAC;AAM7C,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,SAAS,EAAE,KAAK,MAAM,EAAE,MAAM,UAAU,CAAC;AAG1E,OAAO,EACL,iBAAiB,EACjB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,2BAA2B,EAC3B,eAAe,EACf,eAAe,EACf,eAAe,EACf,YAAY,EACZ,cAAc,EACd,YAAY,EACZ,sBAAsB,EACtB,eAAe,EACf,cAAc,GACf,MAAM,UAAU,CAAC;AAGlB,OAAO,EACL,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,GACtB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,eAAe,EACf,WAAW,EACX,iBAAiB,EACjB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,sBAAsB,EACtB,KAAK,WAAW,GACjB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,qBAAqB,EACrB,sBAAsB,EACtB,4BAA4B,EAC5B,KAAK,UAAU,EACf,KAAK,cAAc,EACnB,KAAK,WAAW,EAChB,KAAK,UAAU,EACf,KAAK,6BAA6B,GACnC,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,sBAAsB,EACtB,YAAY,EACZ,KAAK,iBAAiB,GACvB,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,iBAAiB,EACjB,uBAAuB,EACvB,SAAS,EACT,KAAK,WAAW,GACjB,MAAM,eAAe,CAAC;AAIvB,OAAO,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAC;AAGhD,OAAO,EACL,gBAAgB,EAChB,mBAAmB,EACnB,UAAU,EACV,WAAW,GACZ,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,GACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EAEpB,0BAA0B,EAC1B,eAAe,EACf,8BAA8B,EAC9B,kCAAkC,EAClC,8BAA8B,EAC9B,gCAAgC,EAChC,gCAAgC,EAChC,uBAAuB,EACvB,wBAAwB,EACxB,iBAAiB,EACjB,uBAAuB,EACvB,oCAAoC,EACpC,oBAAoB,EACpB,0BAA0B,EAC1B,iBAAiB,EACjB,iBAAiB,EAEjB,+BAA+B,EAC/B,+BAA+B,EAC/B,2BAA2B,EAC3B,0BAA0B,EAC1B,iCAAiC,EACjC,8BAA8B,EAC9B,kCAAkC,EAClC,uBAAuB,EACvB,kBAAkB,IAAI,qBAAqB,EAC3C,2BAA2B,EAE3B,yBAAyB,EACzB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,KAAK,uBAAuB,EAC5B,KAAK,gBAAgB,GACtB,MAAM,WAAW,CAAC;AAGnB,OAAO,EACL,QAAQ,EACR,WAAW,EACX,KAAK,sBAAsB,EAC3B,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,mBAAmB,GACzB,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EACL,mBAAmB,EACnB,kBAAkB,EAClB,SAAS,EACT,UAAU,EACV,oBAAoB,EACpB,KAAK,oBAAoB,GAC1B,MAAM,yBAAyB,CAAC;AAGjC,OAAO,EACL,sBAAsB,EACtB,qBAAqB,EACrB,eAAe,EACf,6BAA6B,EAC7B,yBAAyB,EACzB,uCAAuC,EACvC,eAAe,EACf,sBAAsB,EACtB,KAAK,kBAAkB,EACvB,KAAK,kBAAkB,GACxB,MAAM,kBAAkB,CAAC;AAG1B,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAGxD,eAAO,MAAM,sBAAsB,GACjC,aAAa,KAAK,CAAC,iBAAiB,qBAGrC,CAAC;AAEF,eAAO,MAAM,yBAAyB,2BAErC,CAAC;AAGF,cAAc,UAAU,CAAC;AAKzB,OAAO,EACL,kBAAkB,EAClB,KAAK,kBAAkB,EACvB,KAAK,mBAAmB,EACxB,KAAK,0BAA0B,GAChC,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,aAAa,MAAM,kBAAkB,CAAC;AAGlD,OAAO,KAAK,GAAG,MAAM,OAAO,CAAC;AAC7B,OAAO,KAAK,UAAU,MAAM,cAAc,CAAC;AAC3C,OAAO,KAAK,IAAI,MAAM,gBAAgB,CAAC;AACvC,OAAO,KAAK,QAAQ,MAAM,oBAAoB,CAAC;AAC/C,OAAO,EACL,YAAY,EACZ,WAAW,EACX,eAAe,EACf,aAAa,EACb,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,WAAW,GACZ,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,sBAAsB,EACtB,cAAc,EACd,uBAAuB,EACvB,0BAA0B,EAC1B,oBAAoB,EACpB,UAAU,EACV,sBAAsB,EACtB,cAAc,EACd,sBAAsB,GACvB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,kDAAkD,CAAC;AAG1F,YAAY,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAE/C,eAAO,MAAM,OAAO;;;;;;;;;;;;;;;;;QAoBhB,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
|
|
1
|
+
{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/index.ts"],"names":[],"mappings":"AAAA,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AACrC,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AACxD,OAAO,KAAK,MAAM,MAAM,iBAAiB,CAAC;AAC1C,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,KAAK,MAAM,OAAO,CAAC;AAC/B,OAAO,KAAK,MAAM,MAAM,UAAU,CAAC;AACnC,OAAO,KAAK,EAAE,MAAM,gBAAgB,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,KAAK,OAAO,MAAM,WAAW,CAAC;AAErC,OAAO,iBAAiB,MAAM,iBAAiB,CAAC;AAChD,OAAO,KAAK,IAAI,MAAM,cAAc,CAAC;AACrC,OAAO,KAAK,EAAE,MAAM,uBAAuB,CAAC;AAC5C,OAAO,KAAK,EAAE,MAAM,eAAe,CAAC;AACpC,OAAO,EAAE,sBAAsB,EAAgB,MAAM,gBAAgB,CAAC;AACtE,OAAO,KAAK,MAAM,MAAM,gBAAgB,CAAC;AACzC,OAAO,KAAK,UAAU,MAAM,oBAAoB,CAAC;AACjD,OAAO,KAAK,EAAE,MAAM,sBAAsB,CAAC;AAC3C,OAAO,KAAK,EAAE,MAAM,cAAc,CAAC;AACnC,OAAO,KAAK,KAAK,MAAM,SAAS,CAAC;AACjC,OAAO,KAAK,YAAY,MAAM,cAAc,CAAC;AAM7C,OAAO,EAAE,SAAS,EAAE,WAAW,EAAE,SAAS,EAAE,KAAK,MAAM,EAAE,MAAM,UAAU,CAAC;AAG1E,OAAO,EACL,iBAAiB,EACjB,cAAc,EACd,iBAAiB,EACjB,mBAAmB,EACnB,eAAe,EACf,2BAA2B,EAC3B,eAAe,EACf,eAAe,EACf,eAAe,EACf,YAAY,EACZ,cAAc,EACd,YAAY,EACZ,sBAAsB,EACtB,eAAe,EACf,cAAc,GACf,MAAM,UAAU,CAAC;AAGlB,OAAO,EACL,yBAAyB,EACzB,0BAA0B,EAC1B,qBAAqB,GACtB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,eAAe,EACf,WAAW,EACX,iBAAiB,EACjB,kBAAkB,EAClB,mBAAmB,EACnB,iBAAiB,EACjB,gBAAgB,EAChB,sBAAsB,EACtB,KAAK,WAAW,GACjB,MAAM,wBAAwB,CAAC;AAGhC,OAAO,EACL,qBAAqB,EACrB,sBAAsB,EACtB,4BAA4B,EAC5B,KAAK,UAAU,EACf,KAAK,cAAc,EACnB,KAAK,WAAW,EAChB,KAAK,UAAU,EACf,KAAK,6BAA6B,GACnC,MAAM,kCAAkC,CAAC;AAG1C,OAAO,EACL,sBAAsB,EACtB,YAAY,EACZ,KAAK,iBAAiB,GACvB,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,iBAAiB,EACjB,uBAAuB,EACvB,SAAS,EACT,KAAK,WAAW,GACjB,MAAM,eAAe,CAAC;AAIvB,OAAO,EAAE,gBAAgB,EAAE,MAAM,cAAc,CAAC;AAGhD,OAAO,EACL,gBAAgB,EAChB,mBAAmB,EACnB,UAAU,EACV,WAAW,GACZ,MAAM,gBAAgB,CAAC;AAGxB,OAAO,EACL,qBAAqB,EACrB,yBAAyB,EACzB,qBAAqB,GACtB,MAAM,8BAA8B,CAAC;AAEtC,cAAc,gCAAgC,CAAC;AAG/C,OAAO,EACL,mBAAmB,EACnB,oBAAoB,EAEpB,0BAA0B,EAC1B,eAAe,EACf,8BAA8B,EAC9B,kCAAkC,EAClC,8BAA8B,EAC9B,gCAAgC,EAChC,gCAAgC,EAChC,uBAAuB,EACvB,wBAAwB,EACxB,iBAAiB,EACjB,uBAAuB,EACvB,oCAAoC,EACpC,oBAAoB,EACpB,0BAA0B,EAC1B,iBAAiB,EACjB,iBAAiB,EAEjB,+BAA+B,EAC/B,+BAA+B,EAC/B,2BAA2B,EAC3B,0BAA0B,EAC1B,iCAAiC,EACjC,8BAA8B,EAC9B,kCAAkC,EAClC,uBAAuB,EACvB,kBAAkB,IAAI,qBAAqB,EAC3C,2BAA2B,EAE3B,yBAAyB,EACzB,uBAAuB,EACvB,oBAAoB,EACpB,gBAAgB,EAChB,KAAK,uBAAuB,EAC5B,KAAK,gBAAgB,GACtB,MAAM,WAAW,CAAC;AAGnB,OAAO,EACL,QAAQ,EACR,WAAW,EACX,KAAK,sBAAsB,EAC3B,KAAK,sBAAsB,EAC3B,KAAK,gBAAgB,EACrB,KAAK,mBAAmB,GACzB,MAAM,mBAAmB,CAAC;AAG3B,OAAO,EACL,mBAAmB,EACnB,kBAAkB,EAClB,SAAS,EACT,UAAU,EACV,oBAAoB,EACpB,KAAK,oBAAoB,GAC1B,MAAM,yBAAyB,CAAC;AAGjC,OAAO,EACL,sBAAsB,EACtB,qBAAqB,EACrB,eAAe,EACf,6BAA6B,EAC7B,yBAAyB,EACzB,uCAAuC,EACvC,eAAe,EACf,sBAAsB,EACtB,KAAK,kBAAkB,EACvB,KAAK,kBAAkB,GACxB,MAAM,kBAAkB,CAAC;AAG1B,cAAc,SAAS,CAAC;AAGxB,OAAO,EAAE,mBAAmB,EAAE,MAAM,0BAA0B,CAAC;AAC/D,OAAO,EAAE,gBAAgB,EAAE,MAAM,sBAAsB,CAAC;AAGxD,eAAO,MAAM,sBAAsB,GACjC,aAAa,KAAK,CAAC,iBAAiB,qBAGrC,CAAC;AAEF,eAAO,MAAM,yBAAyB,2BAErC,CAAC;AAGF,cAAc,UAAU,CAAC;AAKzB,OAAO,EACL,kBAAkB,EAClB,KAAK,kBAAkB,EACvB,KAAK,mBAAmB,EACxB,KAAK,0BAA0B,GAChC,MAAM,UAAU,CAAC;AAGlB,OAAO,KAAK,aAAa,MAAM,kBAAkB,CAAC;AAGlD,OAAO,KAAK,GAAG,MAAM,OAAO,CAAC;AAC7B,OAAO,KAAK,UAAU,MAAM,cAAc,CAAC;AAC3C,OAAO,KAAK,IAAI,MAAM,gBAAgB,CAAC;AACvC,OAAO,KAAK,QAAQ,MAAM,oBAAoB,CAAC;AAC/C,OAAO,EACL,YAAY,EACZ,WAAW,EACX,eAAe,EACf,aAAa,EACb,eAAe,EACf,oBAAoB,EACpB,qBAAqB,EACrB,WAAW,GACZ,MAAM,wBAAwB,CAAC;AAChC,YAAY,EACV,aAAa,EACb,kBAAkB,EAClB,eAAe,EACf,sBAAsB,EACtB,cAAc,EACd,uBAAuB,EACvB,0BAA0B,EAC1B,oBAAoB,EACpB,UAAU,EACV,sBAAsB,EACtB,cAAc,EACd,sBAAsB,GACvB,MAAM,0BAA0B,CAAC;AAClC,OAAO,EAAE,sBAAsB,EAAE,MAAM,kDAAkD,CAAC;AAG1F,YAAY,EAAE,aAAa,EAAE,MAAM,WAAW,CAAC;AAE/C,eAAO,MAAM,OAAO;;;;;;;;;;;;;;;;;QAoBhB,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oEA+LxC,CAAC;;;;;;;;;;;;;;;;;4BAvLvB,CAAC;0BAAwB,CAAC;;;;;;;;;;;QANhC,iFAAiF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAEjF,2EAA2E;;QAE3E,6FAA6F;;QAE7F,yFAAyF;;QAIzF,4EAA4E;;;;;;;;;;QAU5E,sEAAsE;;;;;;;;QAQtE,sEAAsE;;QAEtE,mDAAmD;;QAEnD,iDAAiD;;QAEjD,8BAA8B;;QAE9B,+BAA+B;;QAE/B,4CAA4C;;;;;;;QAE5C,mDAAmD;;;;;QAEnD,+CAA+C;;QAI/C,+CAA+C;;;;;;;;QAQ/C,wCAAwC;;QAExC,+DAA+D;;QAE/D,mEAAmE;;QAEnE,sEAAsE;;QAEtE,kDAAkD;;;;QAIlD,4CAA4C;;;;;;;kBAzSjC,CAAC;;;iBA0Hd,CAAC;eACC,CAAC;iBAAiB,CAAC;kBACJ,CAAC;gBACX,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAgBO,CAAC;;;kBAuRkpV,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBAvKhtV,CAAA;;;kBA4GF,CAAH;;;kBA2D2wjB,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAAp/gB,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;eAA48L,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;kBAAk0N,CAAC;oBAAsB,CAAC;;;;;;kBA1Ylid,CAAC;;;kBAoEY,CAAC;;;kBA0DW,CAAC;;;kBAsDZ,CAAC;;;kBAgDA,CAAC;gBACjB,CAAC;iBAAmB,CAAC;iBACvB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAiJ1B;;;WAGG;;QAEH;;;;WAIG;;;;;;;;;;;CAON,CAAC;AAEF,eAAO,MAAM,KAAK;;;;;;;;;;;;;;;;;QA9Ld,oEAAoE;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;oEA+LxC,CAAC;;;;;;;;;;;;;;;;;4BAvLvB,CAAC;0BAAwB,CAAC;;;;;;;;;;;QANhC,iFAAiF;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAEjF,2EAA2E;;QAE3E,6FAA6F;;QAE7F,yFAAyF;;QAIzF,4EAA4E;;;;;;;;;;QAU5E,sEAAsE;;;;;;;;QAQtE,sEAAsE;;QAEtE,mDAAmD;;QAEnD,iDAAiD;;QAEjD,8BAA8B;;QAE9B,+BAA+B;;QAE/B,4CAA4C;;;;;;;QAE5C,mDAAmD;;;;;QAEnD,+CAA+C;;QAI/C,+CAA+C;;;;;;;;QAQ/C,wCAAwC;;QAExC,+DAA+D;;QAE/D,mEAAmE;;QAEnE,sEAAsE;;QAEtE,kDAAkD;;;;QAIlD,4CAA4C;;;;;;;kBAzSjC,CAAC;;;iBA0Hd,CAAC;eACC,CAAC;iBAAiB,CAAC;kBACJ,CAAC;gBACX,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;kBAgBO,CAAC;;;kBAuRkpV,CAAC;oBAAsB,CAAC;sBAAyB,CAAC;;;kBAvKhtV,CAAA;;;kBA4GF,CAAH;;;kBA2D2wjB,CAAC;qBAAuB,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;uBAAkC,CAAC;wBAAmC,CAAC;iBAA4B,CAAC;iBAA2B,CAAC;gBAAkB,CAAC;;;;;eAAp/gB,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;eAA48L,CAAC;;;iBAAiE,CAAC;oBAAsB,CAAC;;kBAAoC,CAAC;;;;;kBAAk0N,CAAC;oBAAsB,CAAC;;;;;;kBA1Ylid,CAAC;;;kBAoEY,CAAC;;;kBA0DW,CAAC;;;kBAsDZ,CAAC;;;kBAgDA,CAAC;gBACjB,CAAC;iBAAmB,CAAC;iBACvB,CAAC;gBAAkB,CAAC;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;QAiJ1B;;;WAGG;;QAEH;;;;WAIG;;;;;;;;;;;CASqB,CAAC"}
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@@ -2,5 +2,11 @@ import { Bar, BenchmarkBar } from "./types/alpaca-types";
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2
2
|
import { types } from "@adaptic/backend-legacy";
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3
3
|
import { CalculateBetaResult, TradeMetrics } from "./types";
|
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4
4
|
export declare function calculateBetaFromReturns(portfolioReturns: number[], benchmarkReturns: number[]): CalculateBetaResult;
|
|
5
|
+
/**
|
|
6
|
+
* Calculate max drawdown taking position type into account
|
|
7
|
+
* @param tradeBars - Array of price bars
|
|
8
|
+
* @param isShort - Whether it's a short position
|
|
9
|
+
*/
|
|
10
|
+
export declare function calculateMaxDrawdown(tradeBars: Bar[], isShort: boolean): Promise<string>;
|
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5
11
|
export default function fetchTradeMetrics(trade: types.Trade, tradeBars: Bar[], benchmarkBars: BenchmarkBar[]): Promise<TradeMetrics>;
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6
12
|
//# sourceMappingURL=metrics-calcs.d.ts.map
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@@ -1 +1 @@
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1
|
-
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAsJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA4FrB;
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1
|
+
{"version":3,"file":"metrics-calcs.d.ts","sourceRoot":"","sources":["../../src/metrics-calcs.ts"],"names":[],"mappings":"AAGA,OAAO,EAAE,GAAG,EAAE,YAAY,EAAE,MAAM,sBAAsB,CAAC;AAEzD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAChD,OAAO,EAAE,mBAAmB,EAAE,YAAY,EAAE,MAAM,SAAS,CAAC;AAsJ5D,wBAAgB,wBAAwB,CACtC,gBAAgB,EAAE,MAAM,EAAE,EAC1B,gBAAgB,EAAE,MAAM,EAAE,GACzB,mBAAmB,CA4FrB;AAgQD;;;;GAIG;AACH,wBAAsB,oBAAoB,CACxC,SAAS,EAAE,GAAG,EAAE,EAChB,OAAO,EAAE,OAAO,GACf,OAAO,CAAC,MAAM,CAAC,CAmCjB;AA8CD,wBAA8B,iBAAiB,CAC7C,KAAK,EAAE,KAAK,CAAC,KAAK,EAClB,SAAS,EAAE,GAAG,EAAE,EAChB,aAAa,EAAE,YAAY,EAAE,GAC5B,OAAO,CAAC,YAAY,CAAC,CA0DvB"}
|
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@@ -33,7 +33,7 @@ import { FibonacciData, FibonacciParams } from "./types";
|
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|
33
33
|
* @param params.lookbackPeriod - The number of periods to look back for swing high/low (default is 20).
|
|
34
34
|
* @param params.retracementLevels - An array of retracement levels to calculate (default is [0.236, 0.382, 0.5, 0.618, 0.786]).
|
|
35
35
|
* @param params.extensionLevels - An array of extension levels to calculate (default is [1.272, 1.618, 2.618]).
|
|
36
|
-
* @param params.reverseDirection -
|
|
36
|
+
* @param params.reverseDirection - Forces the leg direction: `true` for a downtrend, `false` for an uptrend. Omit it to derive the direction per bar from the swing window.
|
|
37
37
|
* @returns An array of FibonacciData objects containing the calculated levels.
|
|
38
38
|
*/
|
|
39
39
|
export declare function calculateFibonacciLevels(priceData: MassivePriceData[], { lookbackPeriod, retracementLevels, extensionLevels, reverseDirection, }?: FibonacciParams): FibonacciData[];
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"technical-analysis.d.ts","sourceRoot":"","sources":["../../src/technical-analysis.ts"],"names":[],"mappings":"AACA,OAAO,EACL,kBAAkB,EAClB,oBAAoB,EACpB,gBAAgB,EACjB,MAAM,SAAS,CAAC;AAEjB;;;;;;;;;;GAUG;AACH,wBAAgB,uBAAuB,CACrC,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,kBAAsB,EAAE,GAAE,oBAAyB,GACjE,kBAAkB,EAAE,CAsCtB;AAED,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AAEpC;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAC1B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,OAAW,EAAE,GAAE,SAAc,GAC3C,OAAO,EAAE,CA+DX;AAED,OAAO,EAAE,aAAa,EAAkB,eAAe,EAAE,MAAM,SAAS,CAAC;
|
|
1
|
+
{"version":3,"file":"technical-analysis.d.ts","sourceRoot":"","sources":["../../src/technical-analysis.ts"],"names":[],"mappings":"AACA,OAAO,EACL,kBAAkB,EAClB,oBAAoB,EACpB,gBAAgB,EACjB,MAAM,SAAS,CAAC;AAEjB;;;;;;;;;;GAUG;AACH,wBAAgB,uBAAuB,CACrC,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,kBAAsB,EAAE,GAAE,oBAAyB,GACjE,kBAAkB,EAAE,CAsCtB;AAED,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AAEpC;;;;;;;;;GASG;AACH,wBAAgB,YAAY,CAC1B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,OAAW,EAAE,GAAE,SAAc,GAC3C,OAAO,EAAE,CA+DX;AAED,OAAO,EAAE,aAAa,EAAkB,eAAe,EAAE,MAAM,SAAS,CAAC;AAsDzE;;;;;;;;;;;GAWG;AACH,wBAAgB,wBAAwB,CACtC,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EACE,cAAmB,EACnB,iBAAqD,EACrD,eAAuC,EACvC,gBAAgB,GACjB,GAAE,eAAoB,GACtB,aAAa,EAAE,CA+EjB;AAED,OAAO,EAAE,OAAO,EAAE,QAAQ,EAAE,UAAU,EAAE,MAAM,SAAS,CAAC;AAExD;;;;;;;;;;GAUG;AACH,wBAAgB,aAAa,CAC3B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,WAAgB,EAAE,UAAe,EAAE,YAAgB,EAAE,GAAE,UAAe,GACvE,QAAQ,EAAE,CA4DZ;AAED,OAAO,EAAE,OAAO,EAAE,SAAS,EAAE,MAAM,SAAS,CAAC;AAE7C;;;;;;;;GAQG;AACH,wBAAgB,YAAY,CAC1B,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,MAAW,EAAE,GAAE,SAAc,GAC9B,OAAO,EAAE,CAwDX;AAED,OAAO,EAAE,SAAS,EAAE,gBAAgB,EAAE,MAAM,SAAS,CAAC;AAEtD;;;;;;;;;;GAUG;AACH,wBAAgB,6BAA6B,CAC3C,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EACE,cAAkB,EAClB,YAAgB,EAChB,eAAmB,GACpB,GAAE,gBAAqB,GACvB,SAAS,EAAE,CAmDb;AAED,OAAO,EACL,qBAAqB,EAErB,uBAAuB,EACxB,MAAM,SAAS,CAAC;AAEjB;;;;;;;;;GASG;AACH,wBAAgB,6BAA6B,CAC3C,SAAS,EAAE,gBAAgB,EAAE,EAC7B,EAAE,SAAa,EAAE,cAAmB,EAAE,GAAE,uBAA4B,GACnE,qBAAqB,EAAE,CAwIzB"}
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"default-trading-policy.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/defaults/default-trading-policy.ts"],"names":[],"mappings":"AACA,OAAO,EAEL,KAAK,sBAAsB,EAC5B,MAAM,oCAAoC,CAAC;AAE5C;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,eAAO,MAAM,sBAAsB,EAAE,
|
|
1
|
+
{"version":3,"file":"default-trading-policy.d.ts","sourceRoot":"","sources":["../../../../src/trading-policy/defaults/default-trading-policy.ts"],"names":[],"mappings":"AACA,OAAO,EAEL,KAAK,sBAAsB,EAC5B,MAAM,oCAAoC,CAAC;AAE5C;;;;;;;;;;;;;;;;;;;;;;;;;GAyBG;AACH,eAAO,MAAM,sBAAsB,EAAE,sBAuEjC,CAAC"}
|
|
@@ -28,6 +28,13 @@ export interface TradeMetrics {
|
|
|
28
28
|
riskAdjustedReturn: string;
|
|
29
29
|
expenseRatio: string;
|
|
30
30
|
maxDrawdown: string;
|
|
31
|
-
|
|
31
|
+
/**
|
|
32
|
+
* Position direction the direction-aware metrics were computed under.
|
|
33
|
+
* `"N/A"` when the trade's primary action does not resolve to a long or a
|
|
34
|
+
* short — in that case every direction-aware metric above is `"N/A"` too,
|
|
35
|
+
* because their sign would otherwise be an assumption rather than a
|
|
36
|
+
* measurement.
|
|
37
|
+
*/
|
|
38
|
+
side: "long" | "short" | "N/A";
|
|
32
39
|
}
|
|
33
40
|
//# sourceMappingURL=metrics-types.d.ts.map
|
|
@@ -1 +1 @@
|
|
|
1
|
-
{"version":3,"file":"metrics-types.d.ts","sourceRoot":"","sources":["../../../src/types/metrics-types.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,gBAAgB,EAChB,qBAAqB,EACtB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EAAE,sBAAsB,EAAE,MAAM,gBAAgB,CAAC;AACxD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAEhD,MAAM,WAAW,4BAA4B;IAC3C,MAAM,CAAC,EAAE,sBAAsB,CAAC;IAChC,MAAM,CAAC,EAAE,gBAAgB,CAAC,qBAAqB,CAAC,CAAC;IACjD,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,aAAa,CAAC,EAAE,OAAO,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC;CAC9C;AAED,MAAM,WAAW,kBAAkB;IACjC,cAAc,EAAE,MAAM,CAAC;IACvB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,cAAc,EAAE,MAAM,CAAC;IACvB,YAAY,EAAE,MAAM,CAAC;IACrB,aAAa,EAAE,MAAM,CAAC;IACtB,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,YAAY;IAC3B,cAAc,EAAE,MAAM,CAAC;IACvB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,CAAC;IACpB,IAAI,EAAE,MAAM,CAAC;
|
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1
|
+
{"version":3,"file":"metrics-types.d.ts","sourceRoot":"","sources":["../../../src/types/metrics-types.ts"],"names":[],"mappings":"AAAA,OAAO,EACL,gBAAgB,EAChB,qBAAqB,EACtB,MAAM,yBAAyB,CAAC;AACjC,OAAO,EAAE,sBAAsB,EAAE,MAAM,gBAAgB,CAAC;AACxD,OAAO,EAAE,KAAK,EAAE,MAAM,yBAAyB,CAAC;AAEhD,MAAM,WAAW,4BAA4B;IAC3C,MAAM,CAAC,EAAE,sBAAsB,CAAC;IAChC,MAAM,CAAC,EAAE,gBAAgB,CAAC,qBAAqB,CAAC,CAAC;IACjD,SAAS,CAAC,EAAE,MAAM,CAAC;IACnB,aAAa,CAAC,EAAE,OAAO,CAAC,KAAK,CAAC,aAAa,CAAC,CAAC;CAC9C;AAED,MAAM,WAAW,kBAAkB;IACjC,cAAc,EAAE,MAAM,CAAC;IACvB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,cAAc,EAAE,MAAM,CAAC;IACvB,YAAY,EAAE,MAAM,CAAC;IACrB,aAAa,EAAE,MAAM,CAAC;IACtB,WAAW,EAAE,MAAM,CAAC;CACrB;AAED,MAAM,WAAW,YAAY;IAC3B,cAAc,EAAE,MAAM,CAAC;IACvB,KAAK,EAAE,MAAM,CAAC;IACd,IAAI,EAAE,MAAM,CAAC;IACb,eAAe,EAAE,MAAM,CAAC;IACxB,gBAAgB,EAAE,MAAM,CAAC;IACzB,kBAAkB,EAAE,MAAM,CAAC;IAC3B,YAAY,EAAE,MAAM,CAAC;IACrB,WAAW,EAAE,MAAM,CAAC;IACpB;;;;;;OAMG;IACH,IAAI,EAAE,MAAM,GAAG,OAAO,GAAG,KAAK,CAAC;CAChC"}
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@@ -35,6 +35,10 @@ export interface FibonacciParams {
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|
|
35
35
|
lookbackPeriod?: number;
|
|
36
36
|
retracementLevels?: number[];
|
|
37
37
|
extensionLevels?: number[];
|
|
38
|
+
/**
|
|
39
|
+
* Forces the leg direction: true for a downtrend, false for an uptrend.
|
|
40
|
+
* Omit it to derive the direction per bar from the swing window.
|
|
41
|
+
*/
|
|
38
42
|
reverseDirection?: boolean;
|
|
39
43
|
}
|
|
40
44
|
export interface FibonacciLevel {
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@@ -47,7 +51,12 @@ export interface FibonacciData {
|
|
|
47
51
|
levels?: FibonacciLevel[];
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|
48
52
|
swingHigh?: number;
|
|
49
53
|
swingLow?: number;
|
|
50
|
-
|
|
54
|
+
/**
|
|
55
|
+
* Direction of the swing leg the levels are anchored to. `null` when the
|
|
56
|
+
* window resolves no leg, in which case `levels` is empty — a label that was
|
|
57
|
+
* never measured is not reported as one.
|
|
58
|
+
*/
|
|
59
|
+
trend?: "uptrend" | "downtrend" | null;
|
|
51
60
|
close: number;
|
|
52
61
|
}
|
|
53
62
|
export interface RSIParams {
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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|