@backtest-kit/sidekick 8.3.0 → 8.5.0
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/README.md +173 -173
- package/content/config/source/timeframe_15m.pine +113 -113
- package/content/config/source/timeframe_4h.pine +56 -56
- package/content/config/symbol.config.cjs +460 -460
- package/content/docker/ollama/docker-compose.yaml +34 -34
- package/content/docker/ollama/watch.sh +2 -2
- package/content/scripts/cache/cache_candles.mjs +47 -47
- package/content/scripts/cache/cache_model.mjs +42 -42
- package/content/scripts/cache/validate_candles.mjs +46 -46
- package/content/scripts/run_timeframe_15m.mjs +77 -77
- package/content/scripts/run_timeframe_4h.mjs +68 -68
- package/package.json +68 -68
- package/scripts/init.mjs +304 -304
- package/src/classes/BacktestLowerStopOnBreakevenAction.mjs +17 -17
- package/src/classes/BacktestPartialProfitTakingAction.mjs +24 -24
- package/src/classes/BacktestPositionMonitorAction.mjs +57 -57
- package/src/config/ccxt.mjs +15 -15
- package/src/config/params.mjs +1 -1
- package/src/config/setup.mjs +45 -45
- package/src/config/validate.mjs +14 -14
- package/src/enum/ActionName.mjs +5 -5
- package/src/enum/ExchangeName.mjs +3 -3
- package/src/enum/FrameName.mjs +6 -6
- package/src/enum/RiskName.mjs +4 -4
- package/src/enum/StrategyName.mjs +3 -3
- package/src/index.mjs +6 -6
- package/src/logic/action/backtest_lower_stop_on_breakeven.action.mjs +9 -9
- package/src/logic/action/backtest_partial_profit_taking.action.mjs +9 -9
- package/src/logic/action/backtest_position_monitor.action.mjs +9 -9
- package/src/logic/exchange/binance.exchange.mjs +69 -69
- package/src/logic/frame/dec_2025.frame.mjs +10 -10
- package/src/logic/frame/feb_2024.frame.mjs +10 -10
- package/src/logic/frame/nov_2025.frame.mjs +10 -10
- package/src/logic/frame/oct_2025.frame.mjs +10 -10
- package/src/logic/index.mjs +15 -15
- package/src/logic/risk/sl_distance.risk.mjs +32 -32
- package/src/logic/risk/tp_distance.risk.mjs +32 -32
- package/src/logic/strategy/main.strategy.mjs +48 -48
- package/src/main/bootstrap.mjs +52 -52
- package/src/math/timeframe_15m.math.mjs +68 -68
- package/src/math/timeframe_4h.math.mjs +53 -53
- package/src/utils/getArgs.mjs +17 -17
- package/template/CLAUDE.mustache +421 -421
- package/template/README.mustache +257 -257
- package/template/env.mustache +2 -2
- package/template/gitignore.mustache +29 -29
- package/template/jsconfig.json.mustache +26 -26
- package/template/package.mustache +37 -37
- package/template/types.mustache +11 -11
package/scripts/init.mjs
CHANGED
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#!/usr/bin/env node
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import { promises as fs } from 'fs';
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import path from 'path';
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import { fileURLToPath } from 'url';
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import { spawn } from 'child_process';
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import pc from 'picocolors';
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import { glob } from 'glob';
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import Mustache from 'mustache';
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import logSymbols from 'log-symbols';
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const __filename = fileURLToPath(import.meta.url);
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const __dirname = path.dirname(__filename);
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const log = {
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info: (msg) => console.log(`${pc.cyan(logSymbols.info)} ${msg}`),
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success: (msg) => console.log(`${pc.green(logSymbols.success)} ${msg}`),
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error: (msg) => console.log(`${pc.red(logSymbols.error)} ${msg}`),
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warn: (msg) => console.log(`${pc.yellow(logSymbols.warning)} ${msg}`),
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};
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/**
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* Copy files using glob patterns
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*/
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async function copyFiles(srcDir, destDir, pattern = '**/*') {
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await fs.mkdir(destDir, { recursive: true });
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const files = await glob(pattern, {
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cwd: srcDir,
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nodir: true,
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dot: true,
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absolute: false,
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});
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for (const file of files) {
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const srcPath = path.join(srcDir, file);
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const destPath = path.join(destDir, file);
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// Create destination directory if needed
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await fs.mkdir(path.dirname(destPath), { recursive: true });
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// Copy file
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await fs.copyFile(srcPath, destPath);
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// Log copied file
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console.log(` ${pc.dim('→')} ${file}`);
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}
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}
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/**
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* Check if directory exists and is empty
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*/
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async function isDirEmpty(dirPath) {
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try {
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const files = await fs.readdir(dirPath);
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return files.length === 0;
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} catch (error) {
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if (error.code === 'ENOENT') {
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return true; // Directory doesn't exist, treat as empty
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}
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throw error;
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}
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}
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/**
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* Run npm install
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*/
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function runNpmInstall(projectPath) {
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return new Promise((resolve, reject) => {
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log.info('Installing dependencies...');
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const npm = process.platform === 'win32' ? 'npm.cmd' : 'npm';
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const install = spawn(npm, ['install'], {
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cwd: projectPath,
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stdio: 'inherit',
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shell: true,
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});
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install.on('close', (code) => {
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if (code !== 0) {
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reject(new Error(`npm install exited with code ${code}`));
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return;
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}
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resolve();
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});
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install.on('error', reject);
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});
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}
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/**
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* Load and render template file
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*/
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async function renderTemplate(templatePath, data) {
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const template = await fs.readFile(templatePath, 'utf-8');
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return Mustache.render(template, data);
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}
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/**
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* Main function
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*/
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async function main() {
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console.log();
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console.log(`${pc.bold(pc.blue('🧿 Backtest Kit'))}`);
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console.log();
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// Get project name from arguments
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const args = process.argv.slice(2);
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const projectName = args[0] || 'my-backtest-project';
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const projectPath = path.resolve(process.cwd(), projectName);
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const srcTemplatePath = path.resolve(__dirname, '..', 'src');
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const contentPath = path.resolve(__dirname, '..', 'content');
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const templateDir = path.resolve(__dirname, '..', 'template');
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// Template data for Mustache
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const templateData = {
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PROJECT_NAME: projectName,
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};
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try {
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// Check if directory exists and is not empty
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const isEmpty = await isDirEmpty(projectPath);
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if (!isEmpty) {
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log.error(`Directory ${projectName} already exists and is not empty.`);
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process.exit(1);
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}
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}
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{
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log.info(`Creating a new Backtest Kit project in ${pc.bold(projectPath)}`);
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console.log();
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}
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// Create project directory
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{
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await fs.mkdir(projectPath, { recursive: true });
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log.success('Created project directory');
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}
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{
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log.info('Copying source files...');
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await copyFiles(srcTemplatePath, path.join(projectPath, 'src'));
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log.success('Copied source files');
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}
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// Copy content files (config/, scripts/, docker/)
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{
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log.info('Copying content files...');
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await copyFiles(contentPath, projectPath);
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log.success('Copied content files');
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}
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// Create types/backtest-kit.d.ts from template
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log.info('Creating types/backtest-kit.d.ts...');
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await fs.mkdir(path.join(projectPath, 'types'), { recursive: true });
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const typesContent = await renderTemplate(
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path.join(templateDir, 'types.mustache'),
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templateData
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);
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path.join(projectPath, 'types', 'backtest-kit.d.ts'),
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typesContent,
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);
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log.success('Created types/backtest-kit.d.ts');
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}
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path.join(templateDir, 'package.mustache'),
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templateData
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);
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packageJsonContent,
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);
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log.success('Created package.json');
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}
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path.join(templateDir, 'env.mustache'),
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templateData
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path.join(templateDir, 'gitignore.mustache'),
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templateData
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);
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path.join(projectPath, '.gitignore'),
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gitignoreContent,
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);
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log.success('Created .gitignore');
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}
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// Create README.md from template
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path.join(templateDir, 'README.mustache'),
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templateData
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path.join(projectPath, 'README.md'),
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readmeContent,
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'utf-8'
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);
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log.success('Created README.md');
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}
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// Create jsconfig.json from template
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{
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log.info('Creating jsconfig.json...');
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const jsconfigContent = await renderTemplate(
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path.join(templateDir, 'jsconfig.json.mustache'),
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templateData
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);
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await fs.writeFile(
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path.join(projectPath, 'jsconfig.json'),
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'utf-8'
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);
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log.success('Created jsconfig.json');
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}
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// Create CLAUDE.md from template
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{
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log.info('Creating CLAUDE.md...');
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const claudeContent = await renderTemplate(
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path.join(templateDir, 'CLAUDE.mustache'),
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templateData
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);
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path.join(projectPath, 'CLAUDE.md'),
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claudeContent,
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);
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console.log();
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}
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// Install dependencies
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{
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await runNpmInstall(projectPath);
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console.log();
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log.success('Installation complete!');
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console.log();
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}
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console.log(`${pc.bold('Success!')} Created ${pc.cyan(projectName)} at ${pc.bold(projectPath)}`);
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console.log();
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console.log('Inside that directory, you can run several commands:');
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console.log();
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console.log(` ${pc.cyan('npm start')}`);
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console.log(' Runs the default backtest.');
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console.log();
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console.log('We suggest that you begin by typing:');
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console.log();
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console.log(` ${pc.cyan(`cd ${projectName}`)}`);
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console.log(` ${pc.cyan('npm start')}`);
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console.log();
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console.log(`${pc.yellow('Don\'t forget to configure your API keys in .env file!')}`);
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console.log();
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console.log('Happy trading! 🚀');
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console.log();
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}
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} catch (error) {
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log.error('Failed to create project:');
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console.error(error);
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process.exit(1);
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}
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}
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// Run the script
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main().catch(console.error);
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#!/usr/bin/env node
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+
import { promises as fs } from 'fs';
|
|
4
|
+
import path from 'path';
|
|
5
|
+
import { fileURLToPath } from 'url';
|
|
6
|
+
import { spawn } from 'child_process';
|
|
7
|
+
import pc from 'picocolors';
|
|
8
|
+
import { glob } from 'glob';
|
|
9
|
+
import Mustache from 'mustache';
|
|
10
|
+
import logSymbols from 'log-symbols';
|
|
11
|
+
|
|
12
|
+
const __filename = fileURLToPath(import.meta.url);
|
|
13
|
+
const __dirname = path.dirname(__filename);
|
|
14
|
+
|
|
15
|
+
const log = {
|
|
16
|
+
info: (msg) => console.log(`${pc.cyan(logSymbols.info)} ${msg}`),
|
|
17
|
+
success: (msg) => console.log(`${pc.green(logSymbols.success)} ${msg}`),
|
|
18
|
+
error: (msg) => console.log(`${pc.red(logSymbols.error)} ${msg}`),
|
|
19
|
+
warn: (msg) => console.log(`${pc.yellow(logSymbols.warning)} ${msg}`),
|
|
20
|
+
};
|
|
21
|
+
|
|
22
|
+
/**
|
|
23
|
+
* Copy files using glob patterns
|
|
24
|
+
*/
|
|
25
|
+
async function copyFiles(srcDir, destDir, pattern = '**/*') {
|
|
26
|
+
await fs.mkdir(destDir, { recursive: true });
|
|
27
|
+
|
|
28
|
+
const files = await glob(pattern, {
|
|
29
|
+
cwd: srcDir,
|
|
30
|
+
nodir: true,
|
|
31
|
+
dot: true,
|
|
32
|
+
absolute: false,
|
|
33
|
+
});
|
|
34
|
+
|
|
35
|
+
for (const file of files) {
|
|
36
|
+
const srcPath = path.join(srcDir, file);
|
|
37
|
+
const destPath = path.join(destDir, file);
|
|
38
|
+
|
|
39
|
+
// Create destination directory if needed
|
|
40
|
+
await fs.mkdir(path.dirname(destPath), { recursive: true });
|
|
41
|
+
|
|
42
|
+
// Copy file
|
|
43
|
+
await fs.copyFile(srcPath, destPath);
|
|
44
|
+
|
|
45
|
+
// Log copied file
|
|
46
|
+
console.log(` ${pc.dim('→')} ${file}`);
|
|
47
|
+
}
|
|
48
|
+
}
|
|
49
|
+
|
|
50
|
+
/**
|
|
51
|
+
* Check if directory exists and is empty
|
|
52
|
+
*/
|
|
53
|
+
async function isDirEmpty(dirPath) {
|
|
54
|
+
try {
|
|
55
|
+
const files = await fs.readdir(dirPath);
|
|
56
|
+
return files.length === 0;
|
|
57
|
+
} catch (error) {
|
|
58
|
+
if (error.code === 'ENOENT') {
|
|
59
|
+
return true; // Directory doesn't exist, treat as empty
|
|
60
|
+
}
|
|
61
|
+
throw error;
|
|
62
|
+
}
|
|
63
|
+
}
|
|
64
|
+
|
|
65
|
+
/**
|
|
66
|
+
* Run npm install
|
|
67
|
+
*/
|
|
68
|
+
function runNpmInstall(projectPath) {
|
|
69
|
+
return new Promise((resolve, reject) => {
|
|
70
|
+
log.info('Installing dependencies...');
|
|
71
|
+
|
|
72
|
+
const npm = process.platform === 'win32' ? 'npm.cmd' : 'npm';
|
|
73
|
+
const install = spawn(npm, ['install'], {
|
|
74
|
+
cwd: projectPath,
|
|
75
|
+
stdio: 'inherit',
|
|
76
|
+
shell: true,
|
|
77
|
+
});
|
|
78
|
+
|
|
79
|
+
install.on('close', (code) => {
|
|
80
|
+
if (code !== 0) {
|
|
81
|
+
reject(new Error(`npm install exited with code ${code}`));
|
|
82
|
+
return;
|
|
83
|
+
}
|
|
84
|
+
resolve();
|
|
85
|
+
});
|
|
86
|
+
|
|
87
|
+
install.on('error', reject);
|
|
88
|
+
});
|
|
89
|
+
}
|
|
90
|
+
|
|
91
|
+
/**
|
|
92
|
+
* Load and render template file
|
|
93
|
+
*/
|
|
94
|
+
async function renderTemplate(templatePath, data) {
|
|
95
|
+
const template = await fs.readFile(templatePath, 'utf-8');
|
|
96
|
+
return Mustache.render(template, data);
|
|
97
|
+
}
|
|
98
|
+
|
|
99
|
+
/**
|
|
100
|
+
* Main function
|
|
101
|
+
*/
|
|
102
|
+
async function main() {
|
|
103
|
+
console.log();
|
|
104
|
+
console.log(`${pc.bold(pc.blue('🧿 Backtest Kit'))}`);
|
|
105
|
+
console.log();
|
|
106
|
+
|
|
107
|
+
// Get project name from arguments
|
|
108
|
+
const args = process.argv.slice(2);
|
|
109
|
+
const projectName = args[0] || 'my-backtest-project';
|
|
110
|
+
|
|
111
|
+
const projectPath = path.resolve(process.cwd(), projectName);
|
|
112
|
+
const srcTemplatePath = path.resolve(__dirname, '..', 'src');
|
|
113
|
+
const contentPath = path.resolve(__dirname, '..', 'content');
|
|
114
|
+
const templateDir = path.resolve(__dirname, '..', 'template');
|
|
115
|
+
|
|
116
|
+
// Template data for Mustache
|
|
117
|
+
const templateData = {
|
|
118
|
+
PROJECT_NAME: projectName,
|
|
119
|
+
};
|
|
120
|
+
|
|
121
|
+
try {
|
|
122
|
+
// Check if directory exists and is not empty
|
|
123
|
+
{
|
|
124
|
+
const isEmpty = await isDirEmpty(projectPath);
|
|
125
|
+
if (!isEmpty) {
|
|
126
|
+
log.error(`Directory ${projectName} already exists and is not empty.`);
|
|
127
|
+
process.exit(1);
|
|
128
|
+
}
|
|
129
|
+
}
|
|
130
|
+
|
|
131
|
+
{
|
|
132
|
+
log.info(`Creating a new Backtest Kit project in ${pc.bold(projectPath)}`);
|
|
133
|
+
console.log();
|
|
134
|
+
}
|
|
135
|
+
|
|
136
|
+
// Create project directory
|
|
137
|
+
{
|
|
138
|
+
await fs.mkdir(projectPath, { recursive: true });
|
|
139
|
+
log.success('Created project directory');
|
|
140
|
+
}
|
|
141
|
+
|
|
142
|
+
// Copy source template files using glob
|
|
143
|
+
{
|
|
144
|
+
log.info('Copying source files...');
|
|
145
|
+
await copyFiles(srcTemplatePath, path.join(projectPath, 'src'));
|
|
146
|
+
log.success('Copied source files');
|
|
147
|
+
}
|
|
148
|
+
|
|
149
|
+
// Copy content files (config/, scripts/, docker/)
|
|
150
|
+
{
|
|
151
|
+
log.info('Copying content files...');
|
|
152
|
+
await copyFiles(contentPath, projectPath);
|
|
153
|
+
log.success('Copied content files');
|
|
154
|
+
}
|
|
155
|
+
|
|
156
|
+
// Create types/backtest-kit.d.ts from template
|
|
157
|
+
{
|
|
158
|
+
log.info('Creating types/backtest-kit.d.ts...');
|
|
159
|
+
await fs.mkdir(path.join(projectPath, 'types'), { recursive: true });
|
|
160
|
+
const typesContent = await renderTemplate(
|
|
161
|
+
path.join(templateDir, 'types.mustache'),
|
|
162
|
+
templateData
|
|
163
|
+
);
|
|
164
|
+
await fs.writeFile(
|
|
165
|
+
path.join(projectPath, 'types', 'backtest-kit.d.ts'),
|
|
166
|
+
typesContent,
|
|
167
|
+
'utf-8'
|
|
168
|
+
);
|
|
169
|
+
log.success('Created types/backtest-kit.d.ts');
|
|
170
|
+
}
|
|
171
|
+
|
|
172
|
+
// Create package.json from template
|
|
173
|
+
{
|
|
174
|
+
log.info('Creating package.json...');
|
|
175
|
+
const packageJsonContent = await renderTemplate(
|
|
176
|
+
path.join(templateDir, 'package.mustache'),
|
|
177
|
+
templateData
|
|
178
|
+
);
|
|
179
|
+
await fs.writeFile(
|
|
180
|
+
path.join(projectPath, 'package.json'),
|
|
181
|
+
packageJsonContent,
|
|
182
|
+
'utf-8'
|
|
183
|
+
);
|
|
184
|
+
log.success('Created package.json');
|
|
185
|
+
}
|
|
186
|
+
|
|
187
|
+
// Create .env files from template
|
|
188
|
+
{
|
|
189
|
+
log.info('Creating .env template...');
|
|
190
|
+
const envContent = await renderTemplate(
|
|
191
|
+
path.join(templateDir, 'env.mustache'),
|
|
192
|
+
templateData
|
|
193
|
+
);
|
|
194
|
+
await fs.writeFile(
|
|
195
|
+
path.join(projectPath, '.env.example'),
|
|
196
|
+
envContent,
|
|
197
|
+
'utf-8'
|
|
198
|
+
);
|
|
199
|
+
await fs.writeFile(
|
|
200
|
+
path.join(projectPath, '.env'),
|
|
201
|
+
envContent,
|
|
202
|
+
'utf-8'
|
|
203
|
+
);
|
|
204
|
+
log.success('Created .env files');
|
|
205
|
+
}
|
|
206
|
+
|
|
207
|
+
// Create .gitignore from template
|
|
208
|
+
{
|
|
209
|
+
log.info('Creating .gitignore...');
|
|
210
|
+
const gitignoreContent = await renderTemplate(
|
|
211
|
+
path.join(templateDir, 'gitignore.mustache'),
|
|
212
|
+
templateData
|
|
213
|
+
);
|
|
214
|
+
await fs.writeFile(
|
|
215
|
+
path.join(projectPath, '.gitignore'),
|
|
216
|
+
gitignoreContent,
|
|
217
|
+
'utf-8'
|
|
218
|
+
);
|
|
219
|
+
log.success('Created .gitignore');
|
|
220
|
+
}
|
|
221
|
+
|
|
222
|
+
// Create README.md from template
|
|
223
|
+
{
|
|
224
|
+
log.info('Creating README.md...');
|
|
225
|
+
const readmeContent = await renderTemplate(
|
|
226
|
+
path.join(templateDir, 'README.mustache'),
|
|
227
|
+
templateData
|
|
228
|
+
);
|
|
229
|
+
await fs.writeFile(
|
|
230
|
+
path.join(projectPath, 'README.md'),
|
|
231
|
+
readmeContent,
|
|
232
|
+
'utf-8'
|
|
233
|
+
);
|
|
234
|
+
log.success('Created README.md');
|
|
235
|
+
}
|
|
236
|
+
|
|
237
|
+
// Create jsconfig.json from template
|
|
238
|
+
{
|
|
239
|
+
log.info('Creating jsconfig.json...');
|
|
240
|
+
const jsconfigContent = await renderTemplate(
|
|
241
|
+
path.join(templateDir, 'jsconfig.json.mustache'),
|
|
242
|
+
templateData
|
|
243
|
+
);
|
|
244
|
+
await fs.writeFile(
|
|
245
|
+
path.join(projectPath, 'jsconfig.json'),
|
|
246
|
+
jsconfigContent,
|
|
247
|
+
'utf-8'
|
|
248
|
+
);
|
|
249
|
+
log.success('Created jsconfig.json');
|
|
250
|
+
}
|
|
251
|
+
|
|
252
|
+
// Create CLAUDE.md from template
|
|
253
|
+
{
|
|
254
|
+
log.info('Creating CLAUDE.md...');
|
|
255
|
+
const claudeContent = await renderTemplate(
|
|
256
|
+
path.join(templateDir, 'CLAUDE.mustache'),
|
|
257
|
+
templateData
|
|
258
|
+
);
|
|
259
|
+
await fs.writeFile(
|
|
260
|
+
path.join(projectPath, 'CLAUDE.md'),
|
|
261
|
+
claudeContent,
|
|
262
|
+
'utf-8'
|
|
263
|
+
);
|
|
264
|
+
log.success('Created CLAUDE.md');
|
|
265
|
+
console.log();
|
|
266
|
+
}
|
|
267
|
+
|
|
268
|
+
// Install dependencies
|
|
269
|
+
{
|
|
270
|
+
await runNpmInstall(projectPath);
|
|
271
|
+
console.log();
|
|
272
|
+
log.success('Installation complete!');
|
|
273
|
+
console.log();
|
|
274
|
+
}
|
|
275
|
+
|
|
276
|
+
// Display success message with instructions
|
|
277
|
+
{
|
|
278
|
+
console.log(`${pc.bold('Success!')} Created ${pc.cyan(projectName)} at ${pc.bold(projectPath)}`);
|
|
279
|
+
console.log();
|
|
280
|
+
console.log('Inside that directory, you can run several commands:');
|
|
281
|
+
console.log();
|
|
282
|
+
console.log(` ${pc.cyan('npm start')}`);
|
|
283
|
+
console.log(' Runs the default backtest.');
|
|
284
|
+
console.log();
|
|
285
|
+
console.log('We suggest that you begin by typing:');
|
|
286
|
+
console.log();
|
|
287
|
+
console.log(` ${pc.cyan(`cd ${projectName}`)}`);
|
|
288
|
+
console.log(` ${pc.cyan('npm start')}`);
|
|
289
|
+
console.log();
|
|
290
|
+
console.log(`${pc.yellow('Don\'t forget to configure your API keys in .env file!')}`);
|
|
291
|
+
console.log();
|
|
292
|
+
console.log('Happy trading! 🚀');
|
|
293
|
+
console.log();
|
|
294
|
+
}
|
|
295
|
+
|
|
296
|
+
} catch (error) {
|
|
297
|
+
log.error('Failed to create project:');
|
|
298
|
+
console.error(error);
|
|
299
|
+
process.exit(1);
|
|
300
|
+
}
|
|
301
|
+
}
|
|
302
|
+
|
|
303
|
+
// Run the script
|
|
304
|
+
main().catch(console.error);
|
|
@@ -1,17 +1,17 @@
|
|
|
1
|
-
import { ActionBase, commitTrailingStop } from "backtest-kit";
|
|
2
|
-
|
|
3
|
-
/**
|
|
4
|
-
* Lowers trailing-stop by 3 points when breakeven is reached (ignores volatility)
|
|
5
|
-
* @implements {bt.IPublicAction}
|
|
6
|
-
*/
|
|
7
|
-
export class BacktestLowerStopOnBreakevenAction extends ActionBase {
|
|
8
|
-
/**
|
|
9
|
-
* @param {bt.BreakevenContract} param0
|
|
10
|
-
*/
|
|
11
|
-
async breakevenAvailable({ symbol, currentPrice }) {
|
|
12
|
-
// Lower trailing-stop by 3 points (negative value brings stop-loss closer to entry)
|
|
13
|
-
await commitTrailingStop(symbol, -3, currentPrice);
|
|
14
|
-
}
|
|
15
|
-
}
|
|
16
|
-
|
|
17
|
-
export default BacktestLowerStopOnBreakevenAction;
|
|
1
|
+
import { ActionBase, commitTrailingStop } from "backtest-kit";
|
|
2
|
+
|
|
3
|
+
/**
|
|
4
|
+
* Lowers trailing-stop by 3 points when breakeven is reached (ignores volatility)
|
|
5
|
+
* @implements {bt.IPublicAction}
|
|
6
|
+
*/
|
|
7
|
+
export class BacktestLowerStopOnBreakevenAction extends ActionBase {
|
|
8
|
+
/**
|
|
9
|
+
* @param {bt.BreakevenContract} param0
|
|
10
|
+
*/
|
|
11
|
+
async breakevenAvailable({ symbol, currentPrice }) {
|
|
12
|
+
// Lower trailing-stop by 3 points (negative value brings stop-loss closer to entry)
|
|
13
|
+
await commitTrailingStop(symbol, -3, currentPrice);
|
|
14
|
+
}
|
|
15
|
+
}
|
|
16
|
+
|
|
17
|
+
export default BacktestLowerStopOnBreakevenAction;
|