npm - @backtest-kit/ui - Versions diffs - 11.5.2 → 11.7.0 - Mend

@backtest-kit/ui 11.5.2 → 11.7.0

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.

Files changed (38) hide show

package/build/index.mjs CHANGED Viewed

@@ -1233,7 +1233,21 @@ class StatusViewService {
                         portfolioCalmarRatio: currentHeat.portfolioCalmarRatio,
                         portfolioRecoveryFactor: currentHeat.portfolioRecoveryFactor,
                         portfolioExpectancy: currentHeat.portfolioExpectancy,
-                        symbols: currentHeat.symbols.map(({ symbol, totalPnl, winRate, profitFactor, maxDrawdown, expectancy, totalTrades, sortinoRatio, calmarRatio, recoveryFactor }) => ({
+                        portfolioAvgPeakPnl: currentHeat.portfolioAvgPeakPnl,
+                        portfolioAvgFallPnl: currentHeat.portfolioAvgFallPnl,
+                        portfolioPeakProfitPnl: currentHeat.portfolioPeakProfitPnl,
+                        portfolioMaxDrawdownPnl: currentHeat.portfolioMaxDrawdownPnl,
+                        portfolioAvgDuration: currentHeat.portfolioAvgDuration,
+                        portfolioMedianPnl: currentHeat.portfolioMedianPnl,
+                        portfolioAvgConsecutiveWinPnl: currentHeat.portfolioAvgConsecutiveWinPnl,
+                        portfolioAvgConsecutiveLossPnl: currentHeat.portfolioAvgConsecutiveLossPnl,
+                        portfolioAvgWinDuration: currentHeat.portfolioAvgWinDuration,
+                        portfolioAvgLossDuration: currentHeat.portfolioAvgLossDuration,
+                        portfolioAnnualizedSharpeRatio: currentHeat.portfolioAnnualizedSharpeRatio,
+                        portfolioCertaintyRatio: currentHeat.portfolioCertaintyRatio,
+                        portfolioExpectedYearlyReturns: currentHeat.portfolioExpectedYearlyReturns,
+                        portfolioTradesPerYear: currentHeat.portfolioTradesPerYear,
+                        symbols: currentHeat.symbols.map(({ symbol, totalPnl, winRate, profitFactor, maxDrawdown, expectancy, totalTrades, sortinoRatio, calmarRatio, recoveryFactor, sharpeRatio, annualizedSharpeRatio, certaintyRatio, expectedYearlyReturns, tradesPerYear, avgPnl, stdDev, avgWin, avgLoss, maxWinStreak, maxLossStreak, avgPeakPnl, avgFallPnl, peakProfitPnl, maxDrawdownPnl, avgDuration, medianPnl, avgConsecutiveWinPnl, avgConsecutiveLossPnl, avgWinDuration, avgLossDuration, }) => ({
                             symbol,
                             totalPnl,
                             winRate,
@@ -1244,6 +1258,27 @@ class StatusViewService {
                             sortinoRatio,
                             calmarRatio,
                             recoveryFactor,
+                            sharpeRatio,
+                            annualizedSharpeRatio,
+                            certaintyRatio,
+                            expectedYearlyReturns,
+                            tradesPerYear,
+                            avgPnl,
+                            stdDev,
+                            avgWin,
+                            avgLoss,
+                            maxWinStreak,
+                            maxLossStreak,
+                            avgPeakPnl,
+                            avgFallPnl,
+                            peakProfitPnl,
+                            maxDrawdownPnl,
+                            avgDuration,
+                            medianPnl,
+                            avgConsecutiveWinPnl,
+                            avgConsecutiveLossPnl,
+                            avgWinDuration,
+                            avgLossDuration,
                         })),
                         backtest: true,
                     };
@@ -1271,7 +1306,21 @@ class StatusViewService {
                         portfolioCalmarRatio: currentHeat.portfolioCalmarRatio,
                         portfolioRecoveryFactor: currentHeat.portfolioRecoveryFactor,
                         portfolioExpectancy: currentHeat.portfolioExpectancy,
-                        symbols: currentHeat.symbols.map(({ symbol, totalPnl, winRate, profitFactor, maxDrawdown, expectancy, totalTrades, sortinoRatio, calmarRatio, recoveryFactor }) => ({
+                        portfolioAvgPeakPnl: currentHeat.portfolioAvgPeakPnl,
+                        portfolioAvgFallPnl: currentHeat.portfolioAvgFallPnl,
+                        portfolioPeakProfitPnl: currentHeat.portfolioPeakProfitPnl,
+                        portfolioMaxDrawdownPnl: currentHeat.portfolioMaxDrawdownPnl,
+                        portfolioAvgDuration: currentHeat.portfolioAvgDuration,
+                        portfolioMedianPnl: currentHeat.portfolioMedianPnl,
+                        portfolioAvgConsecutiveWinPnl: currentHeat.portfolioAvgConsecutiveWinPnl,
+                        portfolioAvgConsecutiveLossPnl: currentHeat.portfolioAvgConsecutiveLossPnl,
+                        portfolioAvgWinDuration: currentHeat.portfolioAvgWinDuration,
+                        portfolioAvgLossDuration: currentHeat.portfolioAvgLossDuration,
+                        portfolioAnnualizedSharpeRatio: currentHeat.portfolioAnnualizedSharpeRatio,
+                        portfolioCertaintyRatio: currentHeat.portfolioCertaintyRatio,
+                        portfolioExpectedYearlyReturns: currentHeat.portfolioExpectedYearlyReturns,
+                        portfolioTradesPerYear: currentHeat.portfolioTradesPerYear,
+                        symbols: currentHeat.symbols.map(({ symbol, totalPnl, winRate, profitFactor, maxDrawdown, expectancy, totalTrades, sortinoRatio, calmarRatio, recoveryFactor, sharpeRatio, annualizedSharpeRatio, certaintyRatio, expectedYearlyReturns, tradesPerYear, avgPnl, stdDev, avgWin, avgLoss, maxWinStreak, maxLossStreak, avgPeakPnl, avgFallPnl, peakProfitPnl, maxDrawdownPnl, avgDuration, medianPnl, avgConsecutiveWinPnl, avgConsecutiveLossPnl, avgWinDuration, avgLossDuration, }) => ({
                             symbol,
                             totalPnl,
                             winRate,
@@ -1282,6 +1331,27 @@ class StatusViewService {
                             sortinoRatio,
                             calmarRatio,
                             recoveryFactor,
+                            sharpeRatio,
+                            annualizedSharpeRatio,
+                            certaintyRatio,
+                            expectedYearlyReturns,
+                            tradesPerYear,
+                            avgPnl,
+                            stdDev,
+                            avgWin,
+                            avgLoss,
+                            maxWinStreak,
+                            maxLossStreak,
+                            avgPeakPnl,
+                            avgFallPnl,
+                            peakProfitPnl,
+                            maxDrawdownPnl,
+                            avgDuration,
+                            medianPnl,
+                            avgConsecutiveWinPnl,
+                            avgConsecutiveLossPnl,
+                            avgWinDuration,
+                            avgLossDuration,
                         })),
                         backtest: false,
                     };
@@ -3776,6 +3846,7 @@ const makeContext = singleshot(() => {
         BacktestKit,
         require,
         console,
+        process,
     });
     return context;
 });