npm - @christtrade/depth - Versions diffs - 0.12.23 → 0.12.25 - Mend

@christtrade/depth 0.12.23 → 0.12.25

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 (17) hide show

package/depth.cjs +38 -38
package/depth.css +1 -1
package/depth.mjs +38 -38
package/depth.nopreflight.css +1 -1
package/package.json +6 -1
package/script-runtime.cjs +2 -0
package/script-runtime.mjs +2 -0
package/types/core/TypedEventBus.d.ts +130 -0
package/types/core/index.d.ts +10 -0
package/types/core/script-dsl.d.ts +9 -0
package/types/core/script-runtime.d.ts +60 -0
package/types/core/strategy-runtime.d.ts +325 -0
package/types/core/strategy-sweep.d.ts +75 -0
package/types/core/strategy-walkforward.d.ts +91 -0
package/types/hooks/useChartData.d.ts +2 -0
package/types/hooks/useChartSubscriptions.d.ts +1 -0
package/types/interfaces/plugins/IChartPlugin.d.ts +1 -1

package/script-runtime.cjs ADDED Viewed

	@@ -0,0 +1,2 @@
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Z(n,e,t=!1){let r={values:t?e.values:{...n.values,...e.values\|\|{}},loc:n.loc.clone(e.loc),conversionAccuracy:e.conversionAccuracy\|\|n.conversionAccuracy,matrix:e.matrix\|\|n.matrix};return new D(r)}function Mr(n,e){let t=e.milliseconds??0;for(let r of Ns.slice(1))e[r]&&(t+=e[r]n[r].milliseconds);return t}function On(n,e){let t=Mr(n,e)<0?-1:1;re.reduceRight((r,i)=>{if(y(e[i]))return r;if(r){let s=e[r]t,o=n[i][r],a=Math.floor(s/o);e[i]+=at,e[r]-=aot}return i},null),re.reduce((r,i)=>{if(y(e[i]))return r;if(r){let s=e[r]%1;e[r]-=s,e[i]+=sn[r][i]}return i},null)}function vn(n){let e={};for(let[t,r]of Object.entries(n))r!==0&&(e[t]=r);return e}var D=class n{constructor(e){let t=e.conversionAccuracy==="longterm"\|\|!1,r=t?vs:Os;e.matrix&&(r=e.matrix),this.values=e.values,this.loc=e.loc\|\|S.create(),this.conversionAccuracy=t?"longterm":"casual",this.invalid=e.invalid\|\|null,this.matrix=r,this.isLuxonDuration=!0}static fromMillis(e,t){return n.fromObject({milliseconds:e},t)}static 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t={year:"years",years:"years",quarter:"quarters",quarters:"quarters",month:"months",months:"months",week:"weeks",weeks:"weeks",day:"days",days:"days",hour:"hours",hours:"hours",minute:"minutes",minutes:"minutes",second:"seconds",seconds:"seconds",millisecond:"milliseconds",milliseconds:"milliseconds"}[e&&e.toLowerCase()];if(!t)throw new Ue(e);return t}static isDuration(e){return e&&e.isLuxonDuration\|\|!1}get locale(){return this.isValid?this.loc.locale:null}get numberingSystem(){return this.isValid?this.loc.numberingSystem:null}toFormat(e,t={}){let r={...t,floor:t.round!==!1&&t.floor!==!1};return this.isValid?E.create(this.loc,r).formatDurationFromString(this,e):xn}toHuman(e={}){if(!this.isValid)return xn;let t=e.showZeros!==!1,r=re.map(i=>{let s=this.values[i];return y(s)\|\|s===0&&!t?null:this.loc.numberFormatter({style:"unit",unitDisplay:"long",...e,unit:i.slice(0,-1)}).format(s)}).filter(i=>i);return this.loc.listFormatter({type:"conjunction",style:e.listStyle\|\|"narrow",...e}).format(r)}toObject(){return this.isValid?{...this.values}:{}}toISO(){if(!this.isValid)return null;let e="P";return this.years!==0&&(e+=this.years+"Y"),(this.months!==0\|\|this.quarters!==0)&&(e+=this.months+this.quarters3+"M"),this.weeks!==0&&(e+=this.weeks+"W"),this.days!==0&&(e+=this.days+"D"),(this.hours!==0\|\|this.minutes!==0\|\|this.seconds!==0\|\|this.milliseconds!==0)&&(e+="T"),this.hours!==0&&(e+=this.hours+"H"),this.minutes!==0&&(e+=this.minutes+"M"),(this.seconds!==0\|\|this.milliseconds!==0)&&(e+=$t(this.seconds+this.milliseconds/1e3,3)+"S"),e==="P"&&(e+="T0S"),e}toISOTime(e={}){if(!this.isValid)return null;let t=this.toMillis();return t<0\|\|t>=864e5?null:(e={suppressMilliseconds:!1,suppressSeconds:!1,includePrefix:!1,format:"extended",...e,includeOffset:!1},T.fromMillis(t,{zone:"UTC"}).toISOTime(e))}toJSON(){return this.toISO()}toString(){return this.toISO()}[Symbol.for("nodejs.util.inspect.custom")](){return this.isValid?`Duration { values: ${JSON.stringify(this.values)} }`:`Duration { Invalid, reason: ${this.invalidReason} }`}toMillis(){return this.isValid?Mr(this.matrix,this.values):NaN}valueOf(){return this.toMillis()}plus(e){if(!this.isValid)return this;let t=n.fromDurationLike(e),r={};for(let i of re)(ge(t.values,i)\|\|ge(this.values,i))&&(r[i]=t.get(i)+this.get(i));return Z(this,{values:r},!0)}minus(e){if(!this.isValid)return this;let t=n.fromDurationLike(e);return this.plus(t.negate())}mapUnits(e){if(!this.isValid)return this;let t={};for(let r of Object.keys(this.values))t[r]=mr(e(this.values[r],r));return Z(this,{values:t},!0)}get(e){return this[n.normalizeUnit(e)]}set(e){if(!this.isValid)return this;let t={...this.values,...Je(e,n.normalizeUnit)};return Z(this,{values:t})}reconfigure({locale:e,numberingSystem:t,conversionAccuracy:r,matrix:i}={}){let o={loc:this.loc.clone({locale:e,numberingSystem:t}),matrix:i,conversionAccuracy:r};return Z(this,o)}as(e){return this.isValid?this.shiftTo(e).get(e):NaN}normalize(){if(!this.isValid)return this;let e=this.toObject();return On(this.matrix,e),Z(this,{values:e},!0)}rescale(){if(!this.isValid)return this;let e=vn(this.normalize().shiftToAll().toObject());return Z(this,{values:e},!0)}shiftTo(...e){if(!this.isValid)return this;if(e.length===0)return this;e=e.map(o=>n.normalizeUnit(o));let t={},r={},i=this.toObject(),s;for(let o of re)if(e.indexOf(o)>=0){s=o;let a=0;for(let u in r)a+=this.matrix[u][o]r[u],r[u]=0;X(i[o])&&(a+=i[o]);let l=Math.trunc(a);t[o]=l,r[o]=(a1e3-l1e3)/1e3}else X(i[o])&&(r[o]=i[o]);for(let o in r)r[o]!==0&&(t[s]+=o===s?r[o]:r[o]/this.matrix[s][o]);return On(this.matrix,t),Z(this,{values:t},!0)}shiftToAll(){return this.isValid?this.shiftTo("years","months","weeks","days","hours","minutes","seconds","milliseconds"):this}negate(){if(!this.isValid)return this;let e={};for(let t of Object.keys(this.values))e[t]=this.values[t]===0?0:-this.values[t];return Z(this,{values:e},!0)}removeZeros(){if(!this.isValid)return this;let e=vn(this.values);return Z(this,{values:e},!0)}get years(){return this.isValid?this.values.years\|\|0:NaN}get quarters(){return this.isValid?this.values.quarters\|\|0:NaN}get months(){return this.isValid?this.values.months\|\|0:NaN}get weeks(){return this.isValid?this.values.weeks\|\|0:NaN}get days(){return this.isValid?this.values.days\|\|0:NaN}get hours(){return this.isValid?this.values.hours\|\|0:NaN}get minutes(){return this.isValid?this.values.minutes\|\|0:NaN}get seconds(){return this.isValid?this.values.seconds\|\|0:NaN}get milliseconds(){return this.isValid?this.values.milliseconds\|\|0:NaN}get isValid(){return this.invalid===null}get invalidReason(){return this.invalid?this.invalid.reason:null}get invalidExplanation(){return this.invalid?this.invalid.explanation:null}equals(e){if(!this.isValid\|\|!e.isValid\|\|!this.loc.equals(e.loc))return!1;function t(r,i){return r===void 0\|\|r===0?i===void 0\|\|i===0:r===i}for(let r of re)if(!t(this.values[r],e.values[r]))return!1;return!0}},ue="Invalid Interval";function Ms(n,e){return!n\|\|!n.isValid?de.invalid("missing or invalid start"):!e\|\|!e.isValid?de.invalid("missing or invalid end"):e<n?de.invalid("end before start",`The end of an interval must be after its start, but you had start=${n.toISO()} and end=${e.toISO()}`):null}var de=class n{constructor(e){this.s=e.start,this.e=e.end,this.invalid=e.invalid\|\|null,this.isLuxonInterval=!0}static invalid(e,t=null){if(!e)throw new M("need to specify a reason the Interval is invalid");let r=e instanceof F?e:new F(e,t);if(x.throwOnInvalid)throw new Tt(r);return new n({invalid:r})}static fromDateTimes(e,t){let r=xe(e),i=xe(t),s=Ms(r,i);return s??new n({start:r,end:i})}static after(e,t){let r=D.fromDurationLike(t),i=xe(e);return n.fromDateTimes(i,i.plus(r))}static before(e,t){let r=D.fromDurationLike(t),i=xe(e);return n.fromDateTimes(i.minus(r),i)}static fromISO(e,t){let[r,i]=(e\|\|"").split("/",2);if(r&&i){let s,o;try{s=T.fromISO(r,t),o=s.isValid}catch{o=!1}let a,l;try{a=T.fromISO(i,t),l=a.isValid}catch{l=!1}if(o&&l)return n.fromDateTimes(s,a);if(o){let u=D.fromISO(i,t);if(u.isValid)return n.after(s,u)}else if(l){let u=D.fromISO(r,t);if(u.isValid)return n.before(a,u)}}return n.invalid("unparsable",`the input "${e}" can't be parsed as ISO 8601`)}static isInterval(e){return e&&e.isLuxonInterval\|\|!1}get start(){return this.isValid?this.s:null}get end(){return this.isValid?this.e:null}get lastDateTime(){return this.isValid&&this.e?this.e.minus(1):null}get isValid(){return this.invalidReason===null}get invalidReason(){return this.invalid?this.invalid.reason:null}get invalidExplanation(){return this.invalid?this.invalid.explanation:null}length(e="milliseconds"){return 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t=D.fromDurationLike(e);if(!this.isValid\|\|!t.isValid\|\|t.as("milliseconds")===0)return[];let{s:r}=this,i=1,s,o=[];for(;r<this.e;){let a=this.start.plus(t.mapUnits(l=>li));s=+a>+this.e?this.e:a,o.push(n.fromDateTimes(r,s)),r=s,i+=1}return o}divideEqually(e){return this.isValid?this.splitBy(this.length()/e).slice(0,e):[]}overlaps(e){return this.e>e.s&&this.s<e.e}abutsStart(e){return this.isValid?+this.e==+e.s:!1}abutsEnd(e){return this.isValid?+e.e==+this.s:!1}engulfs(e){return this.isValid?this.s<=e.s&&this.e>=e.e:!1}equals(e){return!this.isValid\|\|!e.isValid?!1:this.s.equals(e.s)&&this.e.equals(e.e)}intersection(e){if(!this.isValid)return this;let t=this.s>e.s?this.s:e.s,r=this.e<e.e?this.e:e.e;return t>=r?null:n.fromDateTimes(t,r)}union(e){if(!this.isValid)return this;let t=this.s<e.s?this.s:e.s,r=this.e>e.e?this.e:e.e;return n.fromDateTimes(t,r)}static merge(e){let[t,r]=e.sort((i,s)=>i.s-s.s).reduce(([i,s],o)=>s?s.overlaps(o)\|\|s.abutsStart(o)?[i,s.union(o)]:[i.concat([s]),o]:[i,o],[[],null]);return r&&t.push(r),t}static xor(e){let t=null,r=0,i=[],s=e.map(l=>[{time:l.s,type:"s"},{time:l.e,type:"e"}]),o=Array.prototype.concat(...s),a=o.sort((l,u)=>l.time-u.time);for(let l of a)r+=l.type==="s"?1:-1,r===1?t=l.time:(t&&+t!=+l.time&&i.push(n.fromDateTimes(t,l.time)),t=null);return n.merge(i)}difference(...e){return n.xor([this].concat(e)).map(t=>this.intersection(t)).filter(t=>t&&!t.isEmpty())}toString(){return this.isValid?`[${this.s.toISO()} \u2013 ${this.e.toISO()})`:ue}[Symbol.for("nodejs.util.inspect.custom")](){return this.isValid?`Interval { start: ${this.s.toISO()}, end: ${this.e.toISO()} }`:`Interval { Invalid, reason: ${this.invalidReason} }`}toLocaleString(e=Ye,t={}){return this.isValid?E.create(this.s.loc.clone(t),e).formatInterval(this):ue}toISO(e){return this.isValid?`${this.s.toISO(e)}/${this.e.toISO(e)}`:ue}toISODate(){return this.isValid?`${this.s.toISODate()}/${this.e.toISODate()}`:ue}toISOTime(e){return this.isValid?`${this.s.toISOTime(e)}/${this.e.toISOTime(e)}`:ue}toFormat(e,{separator:t=" \u2013 "}={}){return this.isValid?`${this.s.toFormat(e)}${t}${this.e.toFormat(e)}`:ue}toDuration(e,t){return this.isValid?this.e.diff(this.s,e,t):D.invalid(this.invalidReason)}mapEndpoints(e){return n.fromDateTimes(e(this.s),e(this.e))}},fe=class{static hasDST(e=x.defaultZone){let t=T.now().setZone(e).set({month:12});return!e.isUniversal&&t.offset!==t.set({month:6}).offset}static isValidIANAZone(e){return Q.isValidZone(e)}static normalizeZone(e){return j(e,x.defaultZone)}static getStartOfWeek({locale:e=null,locObj:t=null}={}){return(t\|\|S.create(e)).getStartOfWeek()}static getMinimumDaysInFirstWeek({locale:e=null,locObj:t=null}={}){return(t\|\|S.create(e)).getMinDaysInFirstWeek()}static 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st=class{constructor(e={}){I(this,"cfg");I(this,"pending",[]);I(this,"pos",null);I(this,"trades",[]);I(this,"equityCurve",[]);I(this,"realized");I(this,"peak");I(this,"nextOrderId",1);I(this,"index",-1);I(this,"barsInPosition",0);I(this,"barCount",0);I(this,"markPrice",0);I(this,"closeRequested",!1);I(this,"barNs",0n);I(this,"slippagePaid",0);this.cfg={...Qt,...e},this.realized=this.cfg.initialCapital,this.peak=this.cfg.initialCapital}setBarNs(e){this.barNs=e}beginBar(e,t){if(this.index=t,this.markPrice=e.close,this.closeRequested&&(this.closeRequested=!1,this.pos)){let r=this.cfg.slippageTicksthis.cfg.tickSize;this.exit(e,e.open+(this.pos.side==="long"?-r:r),"signal")}this.pending.length&&this.processPending(e),this.pos&&this.checkBrackets(e)}endBar(e){this.barCount++,this.markPrice=e.close,this.pos&&(this.barsInPosition++,this.trackExcursion(e));let 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Yi(n){let[,e,t,r,i,s,o,a]=n;return[$t(e,a,t,r,i,s,o),P.utcInstance]}var Hi=ge(Di,Bt),Gi=ge(Ci,Bt),ji=ge(Ii,Bt),Ji=ge(yr),br=ye(Li,be,Ie,Ee),Xi=ye(Ei,be,Ie,Ee),Qi=ye(Fi,be,Ie,Ee),Ki=ye(be,Ie,Ee);function es(n){return pe(n,[Hi,br],[Gi,Xi],[ji,Qi],[Ji,Ki])}function ts(n){return pe($i(n),[zi,Bi])}function ns(n){return pe(n,[_i,gn],[Zi,gn],[Ui,Yi])}function rs(n){return pe(n,[Pi,qi])}var is=ye(be);function ss(n){return pe(n,[Ri,is])}var os=ge(Ai,Wi),as=ge(pr),ls=ye(be,Ie,Ee);function us(n){return pe(n,[os,br],[as,ls])}var yn="Invalid Duration",wr={weeks:{days:7,hours:168,minutes:10080,seconds:1008060,milliseconds:10080601e3},days:{hours:24,minutes:1440,seconds:144060,milliseconds:1440601e3},hours:{minutes:60,seconds:3600,milliseconds:36001e3},minutes:{seconds:60,milliseconds:601e3},seconds:{milliseconds:1e3}},cs={years:{quarters:4,months:12,weeks:52,days:365,hours:36524,minutes:3652460,seconds:365246060,milliseconds:3652460601e3},quarters:{months:3,weeks:13,days:91,hours:2184,minutes:218460,seconds:21846060,milliseconds:218460601e3},months:{weeks:4,days:30,hours:720,minutes:72060,seconds:7206060,milliseconds:72060601e3},...wr},W=146097/400,ae=146097/4800,fs={years:{quarters:4,months:12,weeks:W/7,days:W,hours:W24,minutes:W2460,seconds:W246060,milliseconds:W2460601e3},quarters:{months:3,weeks:W/28,days:W/4,hours:W24/4,minutes:W2460/4,seconds:W246060/4,milliseconds:W2460601e3/4},months:{weeks:ae/7,days:ae,hours:ae24,minutes:ae2460,seconds:ae246060,milliseconds:ae2460601e3},...wr},re=["years","quarters","months","weeks","days","hours","minutes","seconds","milliseconds"],ms=re.slice(0).reverse();function Z(n,e,t=!1){let r={values:t?e.values:{...n.values,...e.values\|\|{}},loc:n.loc.clone(e.loc),conversionAccuracy:e.conversionAccuracy\|\|n.conversionAccuracy,matrix:e.matrix\|\|n.matrix};return new D(r)}function Sr(n,e){let t=e.milliseconds??0;for(let r of ms.slice(1))e[r]&&(t+=e[r]n[r].milliseconds);return t}function pn(n,e){let t=Sr(n,e)<0?-1:1;re.reduceRight((r,i)=>{if(y(e[i]))return r;if(r){let s=e[r]t,o=n[i][r],a=Math.floor(s/o);e[i]+=at,e[r]-=aot}return i},null),re.reduce((r,i)=>{if(y(e[i]))return r;if(r){let s=e[r]%1;e[r]-=s,e[i]+=sn[r][i]}return i},null)}function bn(n){let e={};for(let[t,r]of Object.entries(n))r!==0&&(e[t]=r);return e}var D=class n{constructor(e){let t=e.conversionAccuracy==="longterm"\|\|!1,r=t?fs:cs;e.matrix&&(r=e.matrix),this.values=e.values,this.loc=e.loc\|\|S.create(),this.conversionAccuracy=t?"longterm":"casual",this.invalid=e.invalid\|\|null,this.matrix=r,this.isLuxonDuration=!0}static fromMillis(e,t){return n.fromObject({milliseconds:e},t)}static fromObject(e,t={}){if(e==null\|\|typeof e!="object")throw new M(`Duration.fromObject: argument expected to be an object, got ${e===null?"null":typeof e}`);return new n({values:je(e,n.normalizeUnit),loc:S.fromObject(t),conversionAccuracy:t.conversionAccuracy,matrix:t.matrix})}static fromDurationLike(e){if(X(e))return n.fromMillis(e);if(n.isDuration(e))return e;if(typeof e=="object")return n.fromObject(e);throw new M(`Unknown duration argument ${e} of type ${typeof e}`)}static fromISO(e,t){let[r]=rs(e);return r?n.fromObject(r,t):n.invalid("unparsable",`the input "${e}" can't be parsed as ISO 8601`)}static fromISOTime(e,t){let[r]=ss(e);return r?n.fromObject(r,t):n.invalid("unparsable",`the input "${e}" can't be parsed as ISO 8601`)}static invalid(e,t=null){if(!e)throw new M("need to specify a reason the Duration is invalid");let r=e instanceof F?e:new F(e,t);if(x.throwOnInvalid)throw new wt(r);return new n({invalid:r})}static normalizeUnit(e){let t={year:"years",years:"years",quarter:"quarters",quarters:"quarters",month:"months",months:"months",week:"weeks",weeks:"weeks",day:"days",days:"days",hour:"hours",hours:"hours",minute:"minutes",minutes:"minutes",second:"seconds",seconds:"seconds",millisecond:"milliseconds",milliseconds:"milliseconds"}[e&&e.toLowerCase()];if(!t)throw new Ze(e);return t}static isDuration(e){return e&&e.isLuxonDuration\|\|!1}get locale(){return this.isValid?this.loc.locale:null}get numberingSystem(){return this.isValid?this.loc.numberingSystem:null}toFormat(e,t={}){let r={...t,floor:t.round!==!1&&t.floor!==!1};return this.isValid?E.create(this.loc,r).formatDurationFromString(this,e):yn}toHuman(e={}){if(!this.isValid)return yn;let t=e.showZeros!==!1,r=re.map(i=>{let s=this.values[i];return y(s)\|\|s===0&&!t?null:this.loc.numberFormatter({style:"unit",unitDisplay:"long",...e,unit:i.slice(0,-1)}).format(s)}).filter(i=>i);return this.loc.listFormatter({type:"conjunction",style:e.listStyle\|\|"narrow",...e}).format(r)}toObject(){return this.isValid?{...this.values}:{}}toISO(){if(!this.isValid)return null;let e="P";return this.years!==0&&(e+=this.years+"Y"),(this.months!==0\|\|this.quarters!==0)&&(e+=this.months+this.quarters3+"M"),this.weeks!==0&&(e+=this.weeks+"W"),this.days!==0&&(e+=this.days+"D"),(this.hours!==0\|\|this.minutes!==0\|\|this.seconds!==0\|\|this.milliseconds!==0)&&(e+="T"),this.hours!==0&&(e+=this.hours+"H"),this.minutes!==0&&(e+=this.minutes+"M"),(this.seconds!==0\|\|this.milliseconds!==0)&&(e+=Vt(this.seconds+this.milliseconds/1e3,3)+"S"),e==="P"&&(e+="T0S"),e}toISOTime(e={}){if(!this.isValid)return null;let t=this.toMillis();return t<0\|\|t>=864e5?null:(e={suppressMilliseconds:!1,suppressSeconds:!1,includePrefix:!1,format:"extended",...e,includeOffset:!1},T.fromMillis(t,{zone:"UTC"}).toISOTime(e))}toJSON(){return this.toISO()}toString(){return this.toISO()}[Symbol.for("nodejs.util.inspect.custom")](){return this.isValid?`Duration { values: ${JSON.stringify(this.values)} }`:`Duration { Invalid, reason: ${this.invalidReason} }`}toMillis(){return this.isValid?Sr(this.matrix,this.values):NaN}valueOf(){return this.toMillis()}plus(e){if(!this.isValid)return this;let t=n.fromDurationLike(e),r={};for(let i of re)(de(t.values,i)\|\|de(this.values,i))&&(r[i]=t.get(i)+this.get(i));return Z(this,{values:r},!0)}minus(e){if(!this.isValid)return this;let t=n.fromDurationLike(e);return this.plus(t.negate())}mapUnits(e){if(!this.isValid)return this;let t={};for(let r of Object.keys(this.values))t[r]=sr(e(this.values[r],r));return Z(this,{values:t},!0)}get(e){return this[n.normalizeUnit(e)]}set(e){if(!this.isValid)return this;let t={...this.values,...je(e,n.normalizeUnit)};return Z(this,{values:t})}reconfigure({locale:e,numberingSystem:t,conversionAccuracy:r,matrix:i}={}){let o={loc:this.loc.clone({locale:e,numberingSystem:t}),matrix:i,conversionAccuracy:r};return Z(this,o)}as(e){return this.isValid?this.shiftTo(e).get(e):NaN}normalize(){if(!this.isValid)return this;let e=this.toObject();return pn(this.matrix,e),Z(this,{values:e},!0)}rescale(){if(!this.isValid)return this;let e=bn(this.normalize().shiftToAll().toObject());return Z(this,{values:e},!0)}shiftTo(...e){if(!this.isValid)return this;if(e.length===0)return this;e=e.map(o=>n.normalizeUnit(o));let t={},r={},i=this.toObject(),s;for(let o of re)if(e.indexOf(o)>=0){s=o;let a=0;for(let u in r)a+=this.matrix[u][o]r[u],r[u]=0;X(i[o])&&(a+=i[o]);let l=Math.trunc(a);t[o]=l,r[o]=(a1e3-l1e3)/1e3}else X(i[o])&&(r[o]=i[o]);for(let o in r)r[o]!==0&&(t[s]+=o===s?r[o]:r[o]/this.matrix[s][o]);return pn(this.matrix,t),Z(this,{values:t},!0)}shiftToAll(){return this.isValid?this.shiftTo("years","months","weeks","days","hours","minutes","seconds","milliseconds"):this}negate(){if(!this.isValid)return this;let e={};for(let t of Object.keys(this.values))e[t]=this.values[t]===0?0:-this.values[t];return Z(this,{values:e},!0)}removeZeros(){if(!this.isValid)return this;let e=bn(this.values);return Z(this,{values:e},!0)}get years(){return this.isValid?this.values.years\|\|0:NaN}get quarters(){return this.isValid?this.values.quarters\|\|0:NaN}get months(){return this.isValid?this.values.months\|\|0:NaN}get weeks(){return this.isValid?this.values.weeks\|\|0:NaN}get days(){return this.isValid?this.values.days\|\|0:NaN}get hours(){return this.isValid?this.values.hours\|\|0:NaN}get minutes(){return this.isValid?this.values.minutes\|\|0:NaN}get seconds(){return this.isValid?this.values.seconds\|\|0:NaN}get milliseconds(){return this.isValid?this.values.milliseconds\|\|0:NaN}get isValid(){return this.invalid===null}get invalidReason(){return this.invalid?this.invalid.reason:null}get invalidExplanation(){return this.invalid?this.invalid.explanation:null}equals(e){if(!this.isValid\|\|!e.isValid\|\|!this.loc.equals(e.loc))return!1;function t(r,i){return r===void 0\|\|r===0?i===void 0\|\|i===0:r===i}for(let r of re)if(!t(this.values[r],e.values[r]))return!1;return!0}},le="Invalid Interval";function hs(n,e){return!n\|\|!n.isValid?he.invalid("missing or invalid start"):!e\|\|!e.isValid?he.invalid("missing or invalid end"):e<n?he.invalid("end before start",`The end of an interval must be after its start, but you had start=${n.toISO()} and end=${e.toISO()}`):null}var he=class n{constructor(e){this.s=e.start,this.e=e.end,this.invalid=e.invalid\|\|null,this.isLuxonInterval=!0}static invalid(e,t=null){if(!e)throw new M("need to specify a reason the Interval is invalid");let r=e instanceof F?e:new F(e,t);if(x.throwOnInvalid)throw new bt(r);return new n({invalid:r})}static fromDateTimes(e,t){let r=xe(e),i=xe(t),s=hs(r,i);return s??new n({start:r,end:i})}static after(e,t){let r=D.fromDurationLike(t),i=xe(e);return n.fromDateTimes(i,i.plus(r))}static before(e,t){let r=D.fromDurationLike(t),i=xe(e);return n.fromDateTimes(i.minus(r),i)}static fromISO(e,t){let[r,i]=(e\|\|"").split("/",2);if(r&&i){let s,o;try{s=T.fromISO(r,t),o=s.isValid}catch{o=!1}let a,l;try{a=T.fromISO(i,t),l=a.isValid}catch{l=!1}if(o&&l)return n.fromDateTimes(s,a);if(o){let u=D.fromISO(i,t);if(u.isValid)return n.after(s,u)}else if(l){let u=D.fromISO(r,t);if(u.isValid)return n.before(a,u)}}return n.invalid("unparsable",`the input "${e}" can't be parsed as ISO 8601`)}static isInterval(e){return e&&e.isLuxonInterval\|\|!1}get start(){return this.isValid?this.s:null}get end(){return this.isValid?this.e:null}get lastDateTime(){return this.isValid&&this.e?this.e.minus(1):null}get isValid(){return this.invalidReason===null}get invalidReason(){return this.invalid?this.invalid.reason:null}get invalidExplanation(){return this.invalid?this.invalid.explanation:null}length(e="milliseconds"){return this.isValid?this.toDuration(e).get(e):NaN}count(e="milliseconds",t){if(!this.isValid)return NaN;let r=this.start.startOf(e,t),i;return t?.useLocaleWeeks?i=this.end.reconfigure({locale:r.locale}):i=this.end,i=i.startOf(e,t),Math.floor(i.diff(r,e).get(e))+(i.valueOf()!==this.end.valueOf())}hasSame(e){return this.isValid?this.isEmpty()\|\|this.e.minus(1).hasSame(this.s,e):!1}isEmpty(){return this.s.valueOf()===this.e.valueOf()}isAfter(e){return this.isValid?this.s>e:!1}isBefore(e){return this.isValid?this.e<=e:!1}contains(e){return this.isValid?this.s<=e&&this.e>e:!1}set({start:e,end:t}={}){return this.isValid?n.fromDateTimes(e\|\|this.s,t\|\|this.e):this}splitAt(...e){if(!this.isValid)return[];let t=e.map(xe).filter(o=>this.contains(o)).sort((o,a)=>o.toMillis()-a.toMillis()),r=[],{s:i}=this,s=0;for(;i<this.e;){let o=t[s]\|\|this.e,a=+o>+this.e?this.e:o;r.push(n.fromDateTimes(i,a)),i=a,s+=1}return r}splitBy(e){let t=D.fromDurationLike(e);if(!this.isValid\|\|!t.isValid\|\|t.as("milliseconds")===0)return[];let{s:r}=this,i=1,s,o=[];for(;r<this.e;){let a=this.start.plus(t.mapUnits(l=>li));s=+a>+this.e?this.e:a,o.push(n.fromDateTimes(r,s)),r=s,i+=1}return o}divideEqually(e){return this.isValid?this.splitBy(this.length()/e).slice(0,e):[]}overlaps(e){return this.e>e.s&&this.s<e.e}abutsStart(e){return this.isValid?+this.e==+e.s:!1}abutsEnd(e){return this.isValid?+e.e==+this.s:!1}engulfs(e){return this.isValid?this.s<=e.s&&this.e>=e.e:!1}equals(e){return!this.isValid\|\|!e.isValid?!1:this.s.equals(e.s)&&this.e.equals(e.e)}intersection(e){if(!this.isValid)return this;let t=this.s>e.s?this.s:e.s,r=this.e<e.e?this.e:e.e;return t>=r?null:n.fromDateTimes(t,r)}union(e){if(!this.isValid)return this;let t=this.s<e.s?this.s:e.s,r=this.e>e.e?this.e:e.e;return n.fromDateTimes(t,r)}static merge(e){let[t,r]=e.sort((i,s)=>i.s-s.s).reduce(([i,s],o)=>s?s.overlaps(o)\|\|s.abutsStart(o)?[i,s.union(o)]:[i.concat([s]),o]:[i,o],[[],null]);return r&&t.push(r),t}static xor(e){let t=null,r=0,i=[],s=e.map(l=>[{time:l.s,type:"s"},{time:l.e,type:"e"}]),o=Array.prototype.concat(...s),a=o.sort((l,u)=>l.time-u.time);for(let l of a)r+=l.type==="s"?1:-1,r===1?t=l.time:(t&&+t!=+l.time&&i.push(n.fromDateTimes(t,l.time)),t=null);return n.merge(i)}difference(...e){return n.xor([this].concat(e)).map(t=>this.intersection(t)).filter(t=>t&&!t.isEmpty())}toString(){return this.isValid?`[${this.s.toISO()} \u2013 ${this.e.toISO()})`:le}[Symbol.for("nodejs.util.inspect.custom")](){return this.isValid?`Interval { start: ${this.s.toISO()}, end: ${this.e.toISO()} }`:`Interval { Invalid, reason: ${this.invalidReason} }`}toLocaleString(e=Ue,t={}){return this.isValid?E.create(this.s.loc.clone(t),e).formatInterval(this):le}toISO(e){return this.isValid?`${this.s.toISO(e)}/${this.e.toISO(e)}`:le}toISODate(){return this.isValid?`${this.s.toISODate()}/${this.e.toISODate()}`:le}toISOTime(e){return this.isValid?`${this.s.toISOTime(e)}/${this.e.toISOTime(e)}`:le}toFormat(e,{separator:t=" \u2013 "}={}){return this.isValid?`${this.s.toFormat(e)}${t}${this.e.toFormat(e)}`:le}toDuration(e,t){return this.isValid?this.e.diff(this.s,e,t):D.invalid(this.invalidReason)}mapEndpoints(e){return n.fromDateTimes(e(this.s),e(this.e))}},ce=class{static hasDST(e=x.defaultZone){let t=T.now().setZone(e).set({month:12});return!e.isUniversal&&t.offset!==t.set({month:6}).offset}static isValidIANAZone(e){return Q.isValidZone(e)}static normalizeZone(e){return j(e,x.defaultZone)}static getStartOfWeek({locale:e=null,locObj:t=null}={}){return(t\|\|S.create(e)).getStartOfWeek()}static getMinimumDaysInFirstWeek({locale:e=null,locObj:t=null}={}){return(t\|\|S.create(e)).getMinDaysInFirstWeek()}static getWeekendWeekdays({locale:e=null,locObj:t=null}={}){return(t\|\|S.create(e)).getWeekendDays().slice()}static months(e="long",{locale:t=null,numberingSystem:r=null,locObj:i=null,outputCalendar:s="gregory"}={}){return(i\|\|S.create(t,r,s)).months(e)}static monthsFormat(e="long",{locale:t=null,numberingSystem:r=null,locObj:i=null,outputCalendar:s="gregory"}={}){return(i\|\|S.create(t,r,s)).months(e,!0)}static weekdays(e="long",{locale:t=null,numberingSystem:r=null,locObj:i=null}={}){return(i\|\|S.create(t,r,null)).weekdays(e)}static weekdaysFormat(e="long",{locale:t=null,numberingSystem:r=null,locObj:i=null}={}){return(i\|\|S.create(t,r,null)).weekdays(e,!0)}static meridiems({locale:e=null}={}){return S.create(e).meridiems()}static eras(e="short",{locale:t=null}={}){return S.create(t,null,"gregory").eras(e)}static features(){return{relative:nr(),localeWeek:rr()}}};function wn(n,e){let t=i=>i.toUTC(0,{keepLocalTime:!0}).startOf("day").valueOf(),r=t(e)-t(n);return 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r={},i=D.normalizeUnit(e);switch(i){case"years":r.month=1;case"quarters":case"months":r.day=1;case"weeks":case"days":r.hour=0;case"hours":r.minute=0;case"minutes":r.second=0;case"seconds":r.millisecond=0;break}if(i==="weeks")if(t){let s=this.loc.getStartOfWeek(),{weekday:o}=this;o<s&&(r.weekNumber=this.weekNumber-1),r.weekday=s}else r.weekday=1;if(i==="quarters"){let s=Math.ceil(this.month/3);r.month=(s-1)3+1}return this.set(r)}endOf(e,t){return this.isValid?this.plus({[e]:1}).startOf(e,t).minus(1):this}toFormat(e,t={}){return this.isValid?E.create(this.loc.redefaultToEN(t)).formatDateTimeFromString(this,e):ht}toLocaleString(e=Ue,t={}){return this.isValid?E.create(this.loc.clone(t),e).formatDateTime(this):ht}toLocaleParts(e={}){return this.isValid?E.create(this.loc.clone(e),e).formatDateTimeParts(this):[]}toISO({format:e="extended",suppressSeconds:t=!1,suppressMilliseconds:r=!1,includeOffset:i=!0,extendedZone:s=!1,precision:o="milliseconds"}={}){if(!this.isValid)return null;o=_e(o);let 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we={sma:tt,ema:Fe,wma:nt,hma:Ws,rma:rt,linreg:Ls,rsi:Rs,stoch:Ps,macd:qs,atr:_t,tr:Dr,crossover:Cr,crossunder:Ir,cross:Vs,rising:zs,falling:Bs,change:$s,barssince:_s,valuewhen:Zs,highest:Ae,lowest:We,pivotHigh:Us,pivotLow:Ys,bb:Fr,bbw:Hs,donchian:Gs,keltner:js,vwap:Js,alligator:Xs,stdev:Ar,variance:Qs,dev:Ks,correlation:eo,max:to,min:no,median:ro,toPoints:io,last:so,nz:oo,obv:ko,mfi:xo,cci:Oo,williamsR:vo,supertrend:No,sessionBoundaries:Mo,drawLine:ao,drawHLine:lo,drawHistogram:uo,drawLabel:co,fillBetween:fo,drawRect:mo,drawCircle:ho,drawVLine:go,drawArrow:yo,drawTrendLine:po,drawBand:bo,drawPolygon:wo,drawDots:So,drawBadge:To};var Wr=Object.freeze({indicator:"indicator",drawing:"drawing",chartType:"chart-type",dataSource:"data-source",extension:"extension",strategy:"strategy"}),Lr=Object.freeze({mbo:"l3",l3:"l3",l2:"l2",ohlcv:"ohlcv",tick:"tick"}),Rr=Object.freeze({overlay:"overlay",pane:"pane"}),Pr=Object.freeze({signal:"signal",stop:"stop",target:"target",reverse:"reverse",endOfData:"end-of-data"}),qr={PluginType:Wr,DataLevel:Lr,Layout:Rr,ExitReason:Pr};var Vr={initialCapital:1e5,commission:0,slippageTicks:0,tickSize:.01,contractSize:1,pyramiding:1,allowReverse:!0,qtyStep:1};function Do(n){if(!n.length)return 0;let e=[...n].sort((r,i)=>r-i),t=e.length>>1;return e.length%2?e[t]:(e[t-1]+e[t])/2}function Co(n){if(n.length<2)return 0;let e=0;for(let i of n)e+=i;e/=n.length;let t=0;for(let i of n)t+=(i-e)(i-e);let r=Math.sqrt(t/(n.length-1));return r===0?0:Math.sqrt(n.length)e/r}var Zt=class{constructor(e={}){I(this,"cfg");I(this,"pending",[]);I(this,"pos",null);I(this,"trades",[]);I(this,"equityCurve",[]);I(this,"realized");I(this,"peak");I(this,"nextOrderId",1);I(this,"index",-1);I(this,"barsInPosition",0);I(this,"barCount",0);I(this,"markPrice",0);I(this,"closeRequested",!1);I(this,"barNs",0n);I(this,"slippagePaid",0);this.cfg={...Vr,...e},this.realized=this.cfg.initialCapital,this.peak=this.cfg.initialCapital}setBarNs(e){this.barNs=e}beginBar(e,t){if(this.index=t,this.markPrice=e.close,this.closeRequested&&(this.closeRequested=!1,this.pos)){let r=this.cfg.slippageTicksthis.cfg.tickSize;this.exit(e,e.open+(this.pos.side==="long"?-r:r),"signal")}this.pending.length&&this.processPending(e),this.pos&&this.checkBrackets(e)}endBar(e){this.barCount++,this.markPrice=e.close,this.pos&&(this.barsInPosition++,this.trackExcursion(e));let t=this.equity;t>this.peak&&(this.peak=t),this.equityCurve.push({ts:e.ts,equity:t,drawdown:this.peak>0?(this.peak-t)/this.peak:0})}finish(e){if(!this.pos\|\|!e)return;this.exit(e,e.close,"end-of-data");let t=this.equityCurve[this.equityCurve.length-1];if(!t)return;let r=this.equity;r>this.peak&&(this.peak=r),t.equity=r,t.drawdown=this.peak>0?(this.peak-r)/this.peak:0}get equity(){return this.realized+this.unrealized()}get result(){return{trades:this.trades,equity:this.equityCurve,stats:this.computeStats(),position:this.pos,openOrders:this.pending}}api(){let e=this;return{buy:(t=1,r={})=>e.place("buy",t,r),sell:(t=1,r={})=>e.place("sell",t,r),close:()=>{e.pos&&(e.closeRequested=!0)},cancelAll:()=>{e.pending=[]},get position(){return e.pos},get equity(){return e.equity},get cash(){return e.realized},get openOrders(){return e.pending}}}place(e,t,r){let i=this.roundQty(t),s={id:this.nextOrderId++,side:e,qty:i,kind:r.limit!=null?"limit":r.stop!=null?"stop":"market",price:r.limit??r.stop,sl:r.sl,tp:r.tp,tag:r.tag,placedIndex:this.index};return this.pending.push(s),s.id}processPending(e){let t=[];for(let r of this.pending){if(r.placedIndex>=this.index){t.push(r);continue}let i=this.fillPrice(r,e);if(i==null){t.push(r);continue}this.execute(r,i,e)}this.pending=t}fillPrice(e,t){let r=this.cfg.slippageTicksthis.cfg.tickSize;if(e.kind==="market")return e.side==="buy"?t.open+r:t.open-r;let i=e.price;return e.kind==="limit"?e.side==="buy"&&t.low<=i\|\|e.side==="sell"&&t.high>=i?i:null:e.side==="buy"&&t.high>=i?Math.max(i,t.open)+r:e.side==="sell"&&t.low<=i?Math.min(i,t.open)-r:null}execute(e,t,r){let i=e.side==="buy"?"long":"short";if(this.pos&&this.pos.side!==i){let s=Math.min(this.pos.qty,e.qty),o=e.qty-s,a=o>0&&this.cfg.allowReverse;this.exit(r,t,a?"reverse":"signal",s),a&&this.enter(i,o,t,r,e);return}if(this.pos&&this.pos.side===i){if(this.pos.entries>=this.maxEntries())return;let s=this.pos.qty+e.qty;this.pos.avgPrice=(this.pos.avgPricethis.pos.qty+te.qty)/s,this.pos.qty=s,this.pos.entries++,e.sl!=null&&(this.pos.sl=e.sl),e.tp!=null&&(this.pos.tp=e.tp);let o=this.commissionFor(e.qty);this.pos.entryFees+=o,this.realized-=o,this.slippagePaid+=this.slippageCost(e.qty);return}this.enter(i,e.qty,t,r,e)}maxEntries(){return Math.max(1,Math.floor(this.cfg.pyramiding))}roundQty(e){let t=this.cfg.qtyStep>0?this.cfg.qtyStep:1,r=Math.abs(e),i=Math.floor(r/t)t,s=(String(t).split(".")[1]??"").length;return i>0?Number(i.toFixed(s)):t}enter(e,t,r,i,s){let o=this.commissionFor(t);this.pos={side:e,qty:t,avgPrice:r,entryTs:i.ts,entryIndex:this.index,sl:s.sl,tp:s.tp,tag:s.tag,entryFees:o,highWatermark:r,lowWatermark:r,mfeIndex:this.index,mfeTs:i.ts,maeIndex:this.index,maeTs:i.ts,initialRiskPerUnit:s.sl!=null?Math.abs(r-s.sl):void 0,entries:1},this.barsInPosition=0,this.realized-=o,this.slippagePaid+=this.slippageCost(t)}slippageCost(e){return this.cfg.slippageTicksthis.cfg.tickSizeethis.cfg.contractSize}exit(e,t,r,i){let s=this.pos;if(!s)return;let o=i??s.qty,a=s.side==="long"?1:-1,l=(t-s.avgPrice)aothis.cfg.contractSize,u=this.commissionFor(o),c=s.qty>0?s.entryFeeso/s.qty:0,m=c+u;s.entryFees-=c,this.realized+=l-u,this.slippagePaid+=this.slippageCost(o);let d=s.avgPriceothis.cfg.contractSize,f=s.side==="long",g=othis.cfg.contractSize,p=Math.max(0,f?s.highWatermark-s.avgPrice:s.avgPrice-s.lowWatermark),O=Math.max(0,f?s.avgPrice-s.lowWatermark:s.highWatermark-s.avgPrice),N=s.initialRiskPerUnit,k=N!=null?Ng:void 0,C=l-m,K=k&&k>0?C/k:void 0,ee=k&&k>0?pg/k:void 0,oe=k&&k>0?-(Og)/k:void 0,Y=p>0?Math.max(0,f?t-s.avgPrice:s.avgPrice-t)/p:void 0,$=pg,q=Math.max(0,$-(l-m));this.trades.push({id:this.trades.length+1,side:s.side,qty:o,entryTs:s.entryTs,entryPrice:s.avgPrice,exitTs:e.ts,exitPrice:t,pnl:C,pnlGross:l,pnlPct:d>0?C/d:0,fees:m,commission:m,slippage:this.slippageCost(o)2,bars:this.index-s.entryIndex,durationNs:e.ts-s.entryTs,tag:s.tag,reason:r,maeAbs:O,mfeAbs:p,maePnl:Og,mfePnl:pg,mfeTs:s.mfeTs,maeTs:s.maeTs,barsToMfe:s.mfeIndex-s.entryIndex,initialRiskPerUnit:N,initialRiskTotal:k,realizedR:K,maxFavorableR:ee,maxAdverseR:oe,efficiency:Y,maxDrawdownAbs:q,maxDrawdownPct:$>0?q/$:0,sl:s.sl,tp:s.tp}),o>=s.qty?(this.pos=null,this.barsInPosition=0):s.qty-=o}checkBrackets(e){let t=this.pos;if(t.sl==null&&t.tp==null)return;let r=this.cfg.slippageTicksthis.cfg.tickSize,i=t.side==="long",s=t.sl!=null&&(i?e.low<=t.sl:e.high>=t.sl),o=t.tp!=null&&(i?e.high>=t.tp:e.low<=t.tp);if(s){let a=i?Math.min(t.sl,e.open):Math.max(t.sl,e.open);this.exit(e,i?a-r:a+r,"stop");return}o&&this.exit(e,t.tp,"target")}trackExcursion(e){let t=this.pos;e.high>t.highWatermark&&(t.highWatermark=e.high,t.side==="long"?(t.mfeIndex=this.index,t.mfeTs=e.ts):(t.maeIndex=this.index,t.maeTs=e.ts)),e.low<t.lowWatermark&&(t.lowWatermark=e.low,t.side==="long"?(t.maeIndex=this.index,t.maeTs=e.ts):(t.mfeIndex=this.index,t.mfeTs=e.ts))}commissionFor(e){return this.cfg.commissione}unrealized(){if(!this.pos)return 0;let e=this.pos.side==="long"?1:-1;return(this.markPrice-this.pos.avgPrice)ethis.pos.qtythis.cfg.contractSize}computeStats(){let e=this.trades,t=this.cfg.initialCapital,r=0,i=0,s=0,o=0,a=0,l=0,u=0,c=0,m=0,d=0,f=0,g=0,p=0,O=0,N=0,k=0,C=0,K=0,ee=0,oe=0,Y=0,$=0,q=0,H=0,Le=0,Yt=0,it=0,Ht=0;for(let b of e)b.pnl>0?(r+=b.pnl,s++,c+=b.bars,f++,g=0,b.pnl>l&&(l=b.pnl)):b.pnl<0?(i+=b.pnl,o++,m+=b.bars,g++,f=0,b.pnl<u&&(u=b.pnl)):(a++,f=0,g=0),f>p&&(p=f),g>O&&(O=g),d+=b.bars,ee+=b.maeAbs,oe+=b.mfeAbs,it+=b.commission,Ht+=b.pnlGross,b.realizedR!==void 0&&(N+=b.realizedR,k++),b.efficiency!==void 0&&(C+=b.efficiency,K++),b.side==="long"?(Y++,Le+=b.pnl,b.pnl>0&&q++):($++,Yt+=b.pnl,b.pnl>0&&H++);let Se=0,Te=0,Gt=0;for(let b of this.equityCurve){let Xt=this.peakAt(b)-b.equity;Xt>Se&&(Se=Xt),b.drawdown>Te&&(Te=b.drawdown),Gt+=b.drawdownb.drawdown}let jt=this.equityCurve.length?this.equityCurve[this.equityCurve.length-1].equity:t,st=jt-t,zr=t>0?st/t:0,Re=s?r/s:0,ke=o?i/o:0,ot=e.length?s/e.length:0,Jt=e.map(b=>b.pnl),at=this.runYears();return{netPnl:st,grossProfit:r,grossLoss:i,profitFactor:i===0?r>0?1/0:0:r/-i,totalTrades:e.length,wins:s,losses:o,winRate:ot,avgWin:Re,avgLoss:ke,expectancy:e.length?(r+i)/e.length:0,maxDrawdown:Se,maxDrawdownPct:Te,sharpe:this.sharpe(),returnPct:zr,exposure:this.barCount?this.barsInPositionTotal()/this.barCount:0,finalEquity:jt,largestWin:l,largestLoss:u,medianPnl:Do(Jt),payoffRatio:ke!==0?Re/Math.abs(ke):Re>0?1/0:0,breakEvens:a,maxWinStreak:p,maxLossStreak:O,currentStreak:f>0?f:-g,avgBarsHeld:e.length?d/e.length:0,avgWinBarsHeld:s?c/s:0,avgLossBarsHeld:o?m/o:0,totalBars:this.barCount,sortino:this.sortino(),calmar:Te>0&&at>0?this.cagr(at)/Te:0,recoveryFactor:Se>0?st/Se:0,ulcerIndex:this.equityCurve.length?Math.sqrt(Gt/this.equityCurve.length):0,sqn:Co(Jt),kelly:ke!==0?ot-(1-ot)/(Re/Math.abs(ke)):0,cagr:this.cagr(at),tradesWithRisk:k,avgR:k?N/k:0,totalR:N,avgEfficiency:K?C/K:0,avgMae:e.length?ee/e.length:0,avgMfe:e.length?oe/e.length:0,longTrades:Y,shortTrades:$,longWinRate:Y?q/Y:0,shortWinRate:$?H/$:0,longPnl:Le,shortPnl:Yt,totalFees:it,totalCommission:it,totalSlippage:this.slippagePaid,grossPnlBeforeCosts:Ht}}runYears(){let e=this.equityCurve;if(e.length<2)return 0;let t=e[e.length-1].ts-e[0].ts;return t>0n?Number(t)/31536e12:0}cagr(e){let t=this.cfg.initialCapital;if(e<=0\|\|t<=0)return 0;let r=this.equityCurve.length?this.equityCurve[this.equityCurve.length-1].equity:t;return r<=0?-1:Math.pow(r/t,1/e)-1}sortino(){let e=this.barReturns();if(e.length<2\|\|this.barNs<=0n)return 0;let t=0;for(let a of e)t+=a;t/=e.length;let r=0,i=0;for(let a of e)a<0&&(r+=aa,i++);if(!i)return 0;let s=Math.sqrt(r/i);if(s===0)return 0;let o=Number(31536000000000000n/this.barNs);return t/sMath.sqrt(o)}barReturns(){let e=this.equityCurve,t=[];for(let r=1;r<e.length;r++){let i=e[r-1].equity;i>0&&t.push((e[r].equity-i)/i)}return t}peakAt(e){return e.drawdown>=1?e.equity:e.equity/(1-e.drawdown)}barsInPositionTotal(){let e=0;for(let t of this.trades)e+=t.bars;return this.pos&&(e+=this.barsInPosition),e}sharpe(){let e=this.equityCurve;if(e.length<3\|\|this.barNs<=0n)return 0;let t=[];for(let a=1;a<e.length;a++){let l=e[a-1].equity;l>0&&t.push((e[a].equity-l)/l)}if(t.length<2)return 0;let r=0;for(let a of t)r+=a;r/=t.length;let i=0;for(let a of t)i+=(a-r)(a-r);let s=Math.sqrt(i/(t.length-1));if(s===0)return 0;let o=Number(31536000000000000n/this.barNs);return r/sMath.sqrt(o)}};function Ut(n){if("values"in n)return n.values;let{from:e,to:t,step:r}=n;if(!isFinite(e)\|\|!isFinite(t))return[];let i=r>0?r:0;if(i===0\|\|e===t)return[e];let s=Math.min(e,t),o=Math.max(e,t),a=[],l=Math.floor((o-s)/i+1e-9)+1,u=(String(i).split(".")[1]??"").length;for(let c=0;c<l;c++)a.push(Number((s+ci).toFixed(u)));return a}function Io(n){let e=n.filter(r=>Ut(r).length>0);if(!e.length)return[{}];let t=[{}];for(let r of e){let i=Ut(r),s=[];for(let o of t)for(let a of i)s.push({...o,[r.param]:a});if(t=s,t.length>2e4)return t.slice(0,20001)}return t}function Eo(n,e){let t=ne,r={combos:n,bars:e,iterations:t,ok:!0};return n>2e4?{...r,ok:!1,reason:`${n.toLocaleString()} combinations is past the limit of ${2e4.toLocaleString()}. 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2	+ ${n}`)(...r.map(i=>t[i]))}function Jo(n,e){let t=n;if(!t)return[];if(e==="pane"){let s=(t.equity??[]).map(o=>({t:o.ts,price:o.equity}));return s.length?[we.drawLine(s,"#38bdf8",1.5,[],!0)]:[]}let r=[],i=t.trades??[];for(let s of i){let o=s.side==="long";r.push(we.drawArrow(s.entryTs,s.entryPrice,o?"up":"down",o?"#22c55e":"#ef4444",9)),r.push(we.drawArrow(s.exitTs,s.exitPrice,o?"down":"up",s.pnl>=0?"#22c55e":"#ef4444",7))}return r}var Xo=(()=>{let n=Object.keys(we).sort().join(","),e=2166136261;for(let t=0;t<n.length;t++)e^=n.charCodeAt(t),e=Math.imul(e,16777619);return(e>>>0).toString(16).padStart(8,"0")})();export{Vr as DEFAULT_STRATEGY_CONFIG,Lr as DataLevel,Pr as ExitReason,Rr as Layout,Wr as PluginType,qr as SCRIPT_DSL,we as STDLIB,Xo as STDLIB_SIGNATURE,Zt as StrategyEngine,Ut as axisValues,Po as buildScriptScope,Eo as checkSweepBudget,Jo as defaultStrategyDraw,jo as evalScriptInScope,Io as expandGrid,Lo as parameterStability,Ro as pickBest,Ao as planWalkForward,Fo as splitIndex,Wo as walkForwardEfficiency};