@christtrade/depth 0.12.24 → 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.
- package/depth.cjs +38 -38
- package/depth.mjs +38 -38
- package/package.json +1 -1
- package/script-runtime.cjs +2 -2
- package/script-runtime.mjs +2 -2
- package/types/core/TypedEventBus.d.ts +130 -0
- package/types/core/index.d.ts +6 -0
- package/types/core/script-dsl.d.ts +9 -0
- package/types/core/script-runtime.d.ts +9 -2
- 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/package.json
CHANGED
package/script-runtime.cjs
CHANGED
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@@ -1,2 +1,2 @@
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1
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Z(t,e,n=!1){let r={values:n?e.values:{...t.values,...e.values||{}},loc:t.loc.clone(e.loc),conversionAccuracy:e.conversionAccuracy||t.conversionAccuracy,matrix:e.matrix||t.matrix};return new O(r)}function nr(t,e){let n=e.milliseconds??0;for(let r of Xi.slice(1))e[r]&&(n+=e[r]*t[r].milliseconds);return n}function Qt(t,e){let n=nr(t,e)<0?-1:1;j.reduceRight((r,i)=>{if(y(e[i]))return r;if(r){let s=e[r]*n,o=t[i][r],l=Math.floor(s/o);e[i]+=l*n,e[r]-=l*o*n}return i},null),j.reduce((r,i)=>{if(y(e[i]))return r;if(r){let s=e[r]%1;e[r]-=s,e[i]+=s*t[r][i]}return i},null)}function Kt(t){let e={};for(let[n,r]of Object.entries(t))r!==0&&(e[n]=r);return e}var O=class t{constructor(e){let n=e.conversionAccuracy==="longterm"||!1,r=n?Ji:ji;e.matrix&&(r=e.matrix),this.values=e.values,this.loc=e.loc||b.create(),this.conversionAccuracy=n?"longterm":"casual",this.invalid=e.invalid||null,this.matrix=r,this.isLuxonDuration=!0}static fromMillis(e,n){return t.fromObject({milliseconds:e},n)}static 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n={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(!n)throw new Ee(e);return n}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,n={}){let r={...n,floor:n.round!==!1&&n.floor!==!1};return this.isValid?D.create(this.loc,r).formatDurationFromString(this,e):Xt}toHuman(e={}){if(!this.isValid)return Xt;let n=e.showZeros!==!1,r=j.map(i=>{let s=this.values[i];return y(s)||s===0&&!n?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.quarters*3+"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+=Ot(this.seconds+this.milliseconds/1e3,3)+"S"),e==="P"&&(e+="T0S"),e}toISOTime(e={}){if(!this.isValid)return null;let n=this.toMillis();return n<0||n>=864e5?null:(e={suppressMilliseconds:!1,suppressSeconds:!1,includePrefix:!1,format:"extended",...e,includeOffset:!1},T.fromMillis(n,{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?nr(this.matrix,this.values):NaN}valueOf(){return this.toMillis()}plus(e){if(!this.isValid)return this;let n=t.fromDurationLike(e),r={};for(let i of j)(se(n.values,i)||se(this.values,i))&&(r[i]=n.get(i)+this.get(i));return Z(this,{values:r},!0)}minus(e){if(!this.isValid)return this;let n=t.fromDurationLike(e);return this.plus(n.negate())}mapUnits(e){if(!this.isValid)return this;let n={};for(let r of Object.keys(this.values))n[r]=Un(e(this.values[r],r));return Z(this,{values:n},!0)}get(e){return this[t.normalizeUnit(e)]}set(e){if(!this.isValid)return this;let n={...this.values,...Ve(e,t.normalizeUnit)};return Z(this,{values:n})}reconfigure({locale:e,numberingSystem:n,conversionAccuracy:r,matrix:i}={}){let o={loc:this.loc.clone({locale:e,numberingSystem:n}),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 Qt(this.matrix,e),Z(this,{values:e},!0)}rescale(){if(!this.isValid)return this;let e=Kt(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=>t.normalizeUnit(o));let n={},r={},i=this.toObject(),s;for(let o of j)if(e.indexOf(o)>=0){s=o;let l=0;for(let u in r)l+=this.matrix[u][o]*r[u],r[u]=0;B(i[o])&&(l+=i[o]);let a=Math.trunc(l);n[o]=a,r[o]=(l*1e3-a*1e3)/1e3}else B(i[o])&&(r[o]=i[o]);for(let o in r)r[o]!==0&&(n[s]+=o===s?r[o]:r[o]/this.matrix[s][o]);return Qt(this.matrix,n),Z(this,{values:n},!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 n of Object.keys(this.values))e[n]=this.values[n]===0?0:-this.values[n];return Z(this,{values:e},!0)}removeZeros(){if(!this.isValid)return this;let e=Kt(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 n(r,i){return r===void 0||r===0?i===void 0||i===0:r===i}for(let r of j)if(!n(this.values[r],e.values[r]))return!1;return!0}},K="Invalid Interval";function Qi(t,e){return!t||!t.isValid?ie.invalid("missing or invalid start"):!e||!e.isValid?ie.invalid("missing or invalid end"):e<t?ie.invalid("end before start",`The end of an interval must be after its start, but you had start=${t.toISO()} and end=${e.toISO()}`):null}var ie=class t{constructor(e){this.s=e.start,this.e=e.end,this.invalid=e.invalid||null,this.isLuxonInterval=!0}static invalid(e,n=null){if(!e)throw new x("need to specify a reason the Interval is invalid");let r=e instanceof M?e:new M(e,n);if(k.throwOnInvalid)throw new rt(r);return new t({invalid:r})}static fromDateTimes(e,n){let r=me(e),i=me(n),s=Qi(r,i);return s??new t({start:r,end:i})}static after(e,n){let r=O.fromDurationLike(n),i=me(e);return t.fromDateTimes(i,i.plus(r))}static before(e,n){let r=O.fromDurationLike(n),i=me(e);return t.fromDateTimes(i.minus(r),i)}static fromISO(e,n){let[r,i]=(e||"").split("/",2);if(r&&i){let s,o;try{s=T.fromISO(r,n),o=s.isValid}catch{o=!1}let l,a;try{l=T.fromISO(i,n),a=l.isValid}catch{a=!1}if(o&&a)return t.fromDateTimes(s,l);if(o){let u=O.fromISO(i,n);if(u.isValid)return t.after(s,u)}else if(a){let u=O.fromISO(r,n);if(u.isValid)return t.before(l,u)}}return t.invalid("unparsable",`the input "${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",n){if(!this.isValid)return NaN;let r=this.start.startOf(e,n),i;return n?.useLocaleWeeks?i=this.end.reconfigure({locale:r.locale}):i=this.end,i=i.startOf(e,n),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:n}={}){return this.isValid?t.fromDateTimes(e||this.s,n||this.e):this}splitAt(...e){if(!this.isValid)return[];let n=e.map(me).filter(o=>this.contains(o)).sort((o,l)=>o.toMillis()-l.toMillis()),r=[],{s:i}=this,s=0;for(;i<this.e;){let o=n[s]||this.e,l=+o>+this.e?this.e:o;r.push(t.fromDateTimes(i,l)),i=l,s+=1}return r}splitBy(e){let n=O.fromDurationLike(e);if(!this.isValid||!n.isValid||n.as("milliseconds")===0)return[];let{s:r}=this,i=1,s,o=[];for(;r<this.e;){let l=this.start.plus(n.mapUnits(a=>a*i));s=+l>+this.e?this.e:l,o.push(t.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 n=this.s>e.s?this.s:e.s,r=this.e<e.e?this.e:e.e;return n>=r?null:t.fromDateTimes(n,r)}union(e){if(!this.isValid)return this;let n=this.s<e.s?this.s:e.s,r=this.e>e.e?this.e:e.e;return t.fromDateTimes(n,r)}static merge(e){let[n,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&&n.push(r),n}static xor(e){let n=null,r=0,i=[],s=e.map(a=>[{time:a.s,type:"s"},{time:a.e,type:"e"}]),o=Array.prototype.concat(...s),l=o.sort((a,u)=>a.time-u.time);for(let a of l)r+=a.type==="s"?1:-1,r===1?n=a.time:(n&&+n!=+a.time&&i.push(t.fromDateTimes(n,a.time)),n=null);return t.merge(i)}difference(...e){return t.xor([this].concat(e)).map(n=>this.intersection(n)).filter(n=>n&&!n.isEmpty())}toString(){return this.isValid?`[${this.s.toISO()} \u2013 ${this.e.toISO()})`:K}[Symbol.for("nodejs.util.inspect.custom")](){return this.isValid?`Interval { start: ${this.s.toISO()}, end: ${this.e.toISO()} }`:`Interval { Invalid, reason: ${this.invalidReason} }`}toLocaleString(e=Fe,n={}){return this.isValid?D.create(this.s.loc.clone(n),e).formatInterval(this):K}toISO(e){return this.isValid?`${this.s.toISO(e)}/${this.e.toISO(e)}`:K}toISODate(){return this.isValid?`${this.s.toISODate()}/${this.e.toISODate()}`:K}toISOTime(e){return this.isValid?`${this.s.toISOTime(e)}/${this.e.toISOTime(e)}`:K}toFormat(e,{separator:n=" \u2013 "}={}){return this.isValid?`${this.s.toFormat(e)}${n}${this.e.toFormat(e)}`:K}toDuration(e,n){return this.isValid?this.e.diff(this.s,e,n):O.invalid(this.invalidReason)}mapEndpoints(e){return t.fromDateTimes(e(this.s),e(this.e))}},te=class{static hasDST(e=k.defaultZone){let n=T.now().setZone(e).set({month:12});return!e.isUniversal&&n.offset!==n.set({month:6}).offset}static isValidIANAZone(e){return P.isValidZone(e)}static normalizeZone(e){return q(e,k.defaultZone)}static getStartOfWeek({locale:e=null,locObj:n=null}={}){return(n||b.create(e)).getStartOfWeek()}static getMinimumDaysInFirstWeek({locale:e=null,locObj:n=null}={}){return(n||b.create(e)).getMinDaysInFirstWeek()}static getWeekendWeekdays({locale:e=null,locObj:n=null}={}){return(n||b.create(e)).getWeekendDays().slice()}static months(e="long",{locale:n=null,numberingSystem:r=null,locObj:i=null,outputCalendar:s="gregory"}={}){return(i||b.create(n,r,s)).months(e)}static monthsFormat(e="long",{locale:n=null,numberingSystem:r=null,locObj:i=null,outputCalendar:s="gregory"}={}){return(i||b.create(n,r,s)).months(e,!0)}static weekdays(e="long",{locale:n=null,numberingSystem:r=null,locObj:i=null}={}){return(i||b.create(n,r,null)).weekdays(e)}static weekdaysFormat(e="long",{locale:n=null,numberingSystem:r=null,locObj:i=null}={}){return(i||b.create(n,r,null)).weekdays(e,!0)}static meridiems({locale:e=null}={}){return b.create(e).meridiems()}static eras(e="short",{locale:n=null}={}){return b.create(n,null,"gregory").eras(e)}static features(){return{relative:$n(),localeWeek:zn()}}};function en(t,e){let n=i=>i.toUTC(0,{keepLocalTime:!0}).startOf("day").valueOf(),r=n(e)-n(t);return Math.floor(O.fromMillis(r).as("days"))}function Ki(t,e,n){let 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as=ye($i,Zt),ls=ye(_i,Zt),us=ye(Zi,Zt),cs=ye(xr),vr=pe(ji,we,Ie,Ee),fs=pe(Ui,we,Ie,Ee),ms=pe(Yi,we,Ie,Ee),hs=pe(we,Ie,Ee);function ds(n){return be(n,[as,vr],[ls,fs],[us,ms],[cs,hs])}function gs(n){return be(ns(n),[es,ts])}function ys(n){return be(n,[rs,kn],[is,kn],[ss,os])}function ps(n){return be(n,[Xi,Qi])}var bs=pe(we);function ws(n){return be(n,[Ji,bs])}var Ss=ye(Hi,Gi),Ts=ye(Or),ks=pe(we,Ie,Ee);function xs(n){return be(n,[Ss,vr],[Ts,ks])}var xn="Invalid Duration",Nr={weeks:{days:7,hours:168,minutes:10080,seconds:10080*60,milliseconds:10080*60*1e3},days:{hours:24,minutes:1440,seconds:1440*60,milliseconds:1440*60*1e3},hours:{minutes:60,seconds:3600,milliseconds:3600*1e3},minutes:{seconds:60,milliseconds:60*1e3},seconds:{milliseconds:1e3}},Os={years:{quarters:4,months:12,weeks:52,days:365,hours:365*24,minutes:365*24*60,seconds:365*24*60*60,milliseconds:365*24*60*60*1e3},quarters:{months:3,weeks:13,days:91,hours:2184,minutes:2184*60,seconds:2184*60*60,milliseconds:2184*60*60*1e3},months:{weeks:4,days:30,hours:720,minutes:720*60,seconds:720*60*60,milliseconds:720*60*60*1e3},...Nr},W=146097/400,le=146097/4800,vs={years:{quarters:4,months:12,weeks:W/7,days:W,hours:W*24,minutes:W*24*60,seconds:W*24*60*60,milliseconds:W*24*60*60*1e3},quarters:{months:3,weeks:W/28,days:W/4,hours:W*24/4,minutes:W*24*60/4,seconds:W*24*60*60/4,milliseconds:W*24*60*60*1e3/4},months:{weeks:le/7,days:le,hours:le*24,minutes:le*24*60,seconds:le*24*60*60,milliseconds:le*24*60*60*1e3},...Nr},re=["years","quarters","months","weeks","days","hours","minutes","seconds","milliseconds"],Ns=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 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]+=a*t,e[r]-=a*o*t}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]+=s*n[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.quarters*3+"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]=(a*1e3-l*1e3)/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 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=>l*i));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 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i=S.fromObject(t),s=Je(e,Fn),{minDaysInFirstWeek:o,startOfWeek:a}=bn(s,i),l=x.now(),u=y(t.specificOffset)?r.offset(l):t.specificOffset,c=!y(s.ordinal),m=!y(s.year),d=!y(s.month)||!y(s.day),f=m||d,g=s.weekYear||s.weekNumber;if((f||c)&&g)throw new J("Can't mix weekYear/weekNumber units with year/month/day or ordinals");if(d&&c)throw new J("Can't mix ordinal dates with month/day");let p=g||s.weekday&&!f,O,N,k=ze(l,u);p?(O=Us,N=_s,k=Ge(k,o,a)):c?(O=Ys,N=Zs,k=dt(k)):(O=_e,N=Wr);let C=!1;for(let H of O){let Le=s[H];y(Le)?C?s[H]=N[H]:s[H]=k[H]:C=!0}let K=p?ki(s,o,a):c?xi(s):ar(s),ee=K||lr(s);if(ee)return n.invalid(ee);let ae=p?yn(s,o,a):c?pn(s):s,[Y,$]=$e(ae,u,r),q=new n({ts:Y,zone:r,o:$,loc:i});return s.weekday&&f&&e.weekday!==q.weekday?n.invalid("mismatched weekday",`you can't specify both a weekday of ${s.weekday} and a date of ${q.toISO()}`):q.isValid?q:n.invalid(q.invalid)}static fromISO(e,t={}){let[r,i]=ds(e);return ce(r,i,t,"ISO 8601",e)}static fromRFC2822(e,t={}){let[r,i]=gs(e);return 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isValid(){return this.invalid===null}get invalidReason(){return this.invalid?this.invalid.reason:null}get invalidExplanation(){return this.invalid?this.invalid.explanation:null}get locale(){return this.isValid?this.loc.locale:null}get numberingSystem(){return this.isValid?this.loc.numberingSystem:null}get outputCalendar(){return this.isValid?this.loc.outputCalendar:null}get zone(){return this._zone}get zoneName(){return this.isValid?this.zone.name:null}get year(){return this.isValid?this.c.year:NaN}get quarter(){return this.isValid?Math.ceil(this.c.month/3):NaN}get month(){return this.isValid?this.c.month:NaN}get day(){return this.isValid?this.c.day:NaN}get hour(){return this.isValid?this.c.hour:NaN}get minute(){return this.isValid?this.c.minute:NaN}get second(){return this.isValid?this.c.second:NaN}get millisecond(){return this.isValid?this.c.millisecond:NaN}get weekYear(){return this.isValid?pt(this).weekYear:NaN}get weekNumber(){return this.isValid?pt(this).weekNumber:NaN}get weekday(){return this.isValid?pt(this).weekday:NaN}get isWeekend(){return this.isValid&&this.loc.getWeekendDays().includes(this.weekday)}get localWeekday(){return this.isValid?bt(this).weekday:NaN}get localWeekNumber(){return this.isValid?bt(this).weekNumber:NaN}get localWeekYear(){return this.isValid?bt(this).weekYear:NaN}get ordinal(){return this.isValid?dt(this.c).ordinal:NaN}get monthShort(){return this.isValid?fe.months("short",{locObj:this.loc})[this.month-1]:null}get monthLong(){return this.isValid?fe.months("long",{locObj:this.loc})[this.month-1]:null}get weekdayShort(){return this.isValid?fe.weekdays("short",{locObj:this.loc})[this.weekday-1]:null}get weekdayLong(){return this.isValid?fe.weekdays("long",{locObj:this.loc})[this.weekday-1]:null}get offset(){return this.isValid?+this.o:NaN}get offsetNameShort(){return this.isValid?this.zone.offsetName(this.ts,{format:"short",locale:this.locale}):null}get offsetNameLong(){return 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t=Je(e,Fn),{minDaysInFirstWeek:r,startOfWeek:i}=bn(t,this.loc),s=!y(t.weekYear)||!y(t.weekNumber)||!y(t.weekday),o=!y(t.ordinal),a=!y(t.year),l=!y(t.month)||!y(t.day),u=a||l,c=t.weekYear||t.weekNumber;if((u||o)&&c)throw new J("Can't mix weekYear/weekNumber units with year/month/day or ordinals");if(l&&o)throw new J("Can't mix ordinal dates with month/day");let m;s?m=yn({...Ge(this.c,r,i),...t},r,i):y(t.ordinal)?(m={...this.toObject(),...t},y(t.day)&&(m.day=Math.min(je(m.year,m.month),m.day))):m=pn({...dt(this.c),...t});let[d,f]=$e(m,this.o,this.zone);return ne(this,{ts:d,o:f})}plus(e){if(!this.isValid)return this;let t=D.fromDurationLike(e);return ne(this,In(this,t))}minus(e){if(!this.isValid)return this;let t=D.fromDurationLike(e).negate();return ne(this,In(this,t))}startOf(e,{useLocaleWeeks:t=!1}={}){if(!this.isValid)return this;let 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):yt}toLocaleString(e=Ye,t={}){return this.isValid?E.create(this.loc.clone(t),e).formatDateTime(this):yt}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=Ze(o);let a=e==="extended",l=wt(this,a,o);return _e.indexOf(o)>=3&&(l+="T"),l+=En(this,a,t,r,i,s,o),l}toISODate({format:e="extended",precision:t="day"}={}){return this.isValid?wt(this,e==="extended",Ze(t)):null}toISOWeekDate(){return Be(this,"kkkk-'W'WW-c")}toISOTime({suppressMilliseconds:e=!1,suppressSeconds:t=!1,includeOffset:r=!0,includePrefix:i=!1,extendedZone:s=!1,format:o="extended",precision:a="milliseconds"}={}){return this.isValid?(a=Ze(a),(i&&_e.indexOf(a)>=3?"T":"")+En(this,o==="extended",t,e,r,s,a)):null}toRFC2822(){return Be(this,"EEE, dd LLL yyyy HH:mm:ss ZZZ",!1)}toHTTP(){return Be(this.toUTC(),"EEE, dd LLL yyyy HH:mm:ss 'GMT'")}toSQLDate(){return this.isValid?wt(this,!0):null}toSQLTime({includeOffset:e=!0,includeZone:t=!1,includeOffsetSpace:r=!0}={}){let i="HH:mm:ss.SSS";return(t||e)&&(r&&(i+=" "),t?i+="z":e&&(i+="ZZ")),Be(this,i,!0)}toSQL(e={}){return this.isValid?`${this.toSQLDate()} ${this.toSQLTime(e)}`:null}toString(){return this.isValid?this.toISO():yt}[Symbol.for("nodejs.util.inspect.custom")](){return this.isValid?`DateTime { ts: ${this.toISO()}, zone: ${this.zone.name}, locale: ${this.locale} }`:`DateTime { Invalid, reason: ${this.invalidReason} }`}valueOf(){return this.toMillis()}toMillis(){return this.isValid?this.ts:NaN}toSeconds(){return this.isValid?this.ts/1e3:NaN}toUnixInteger(){return this.isValid?Math.floor(this.ts/1e3):NaN}toJSON(){return this.toISO()}toBSON(){return this.toJSDate()}toObject(e={}){if(!this.isValid)return{};let t={...this.c};return e.includeConfig&&(t.outputCalendar=this.outputCalendar,t.numberingSystem=this.loc.numberingSystem,t.locale=this.loc.locale),t}toJSDate(){return new Date(this.isValid?this.ts:NaN)}diff(e,t="milliseconds",r={}){if(!this.isValid||!e.isValid)return D.invalid("created by diffing an invalid DateTime");let i={locale:this.locale,numberingSystem:this.numberingSystem,...r},s=Ni(t).map(D.normalizeUnit),o=e.valueOf()>this.valueOf(),a=o?this:e,l=o?e:this,u=Cs(a,l,s,i);return o?u.negate():u}diffNow(e="milliseconds",t={}){return this.diff(n.now(),e,t)}until(e){return this.isValid?de.fromDateTimes(this,e):this}hasSame(e,t,r){if(!this.isValid)return!1;let i=e.valueOf(),s=this.setZone(e.zone,{keepLocalTime:!0});return s.startOf(t,r)<=i&&i<=s.endOf(t,r)}equals(e){return this.isValid&&e.isValid&&this.valueOf()===e.valueOf()&&this.zone.equals(e.zone)&&this.loc.equals(e.loc)}toRelative(e={}){if(!this.isValid)return null;let t=e.base||n.fromObject({},{zone:this.zone}),r=e.padding?this<t?-e.padding:e.padding:0,i=["years","months","days","hours","minutes","seconds"],s=e.unit;return Array.isArray(e.unit)&&(i=e.unit,s=void 0),Wn(t,this.plus(r),{...e,numeric:"always",units:i,unit:s})}toRelativeCalendar(e={}){return 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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.slippageTicks*this.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.slippageTicks*this.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.avgPrice*this.pos.qty+t*e.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.slippageTicks*this.cfg.tickSize*e*this.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)*a*o*this.cfg.contractSize,u=this.commissionFor(o),c=s.qty>0?s.entryFees*o/s.qty:0,m=c+u;s.entryFees-=c,this.realized+=l-u,this.slippagePaid+=this.slippageCost(o);let d=s.avgPrice*o*this.cfg.contractSize,f=s.side==="long",g=o*this.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?N*g:void 0,C=l-m,K=k&&k>0?C/k:void 0,ee=k&&k>0?p*g/k:void 0,ae=k&&k>0?-(O*g)/k:void 0,Y=p>0?Math.max(0,f?t-s.avgPrice:s.avgPrice-t)/p:void 0,$=p*g,q=Math.max(0,$-(l-m));this.trades.push({id:this.trades.length+1,side:s.side,qty:o,entryTs:s.entryTs,entryPrice:s.avgPrice,exitTs:e.ts,exitPrice:t,pnl:C,pnlGross:l,pnlPct:d>0?C/d:0,fees:m,commission:m,slippage:this.slippageCost(o)*2,bars:this.index-s.entryIndex,durationNs:e.ts-s.entryTs,tag:s.tag,reason:r,maeAbs:O,mfeAbs:p,maePnl:O*g,mfePnl:p*g,mfeTs:s.mfeTs,maeTs:s.maeTs,barsToMfe:s.mfeIndex-s.entryIndex,initialRiskPerUnit:N,initialRiskTotal:k,realizedR:K,maxFavorableR:ee,maxAdverseR:ae,efficiency:Y,maxDrawdownAbs:q,maxDrawdownPct:$>0?q/$:0,sl:s.sl,tp:s.tp}),o>=s.qty?(this.pos=null,this.barsInPosition=0):s.qty-=o}checkBrackets(e){let t=this.pos;if(t.sl==null&&t.tp==null)return;let r=this.cfg.slippageTicks*this.cfg.tickSize,i=t.side==="long",s=t.sl!=null&&(i?e.low<=t.sl:e.high>=t.sl),o=t.tp!=null&&(i?e.high>=t.tp:e.low<=t.tp);if(s){let a=i?Math.min(t.sl,e.open):Math.max(t.sl,e.open);this.exit(e,i?a-r:a+r,"stop");return}o&&this.exit(e,t.tp,"target")}trackExcursion(e){let t=this.pos;e.high>t.highWatermark&&(t.highWatermark=e.high,t.side==="long"?(t.mfeIndex=this.index,t.mfeTs=e.ts):(t.maeIndex=this.index,t.maeTs=e.ts)),e.low<t.lowWatermark&&(t.lowWatermark=e.low,t.side==="long"?(t.maeIndex=this.index,t.maeTs=e.ts):(t.mfeIndex=this.index,t.mfeTs=e.ts))}commissionFor(e){return this.cfg.commission*e}unrealized(){if(!this.pos)return 0;let e=this.pos.side==="long"?1:-1;return(this.markPrice-this.pos.avgPrice)*e*this.pos.qty*this.cfg.contractSize}computeStats(){let e=this.trades,t=this.cfg.initialCapital,r=0,i=0,s=0,o=0,a=0,l=0,u=0,c=0,m=0,d=0,f=0,g=0,p=0,O=0,N=0,k=0,C=0,K=0,ee=0,ae=0,Y=0,$=0,q=0,H=0,Le=0,Kt=0,at=0,en=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,ae+=b.mfeAbs,at+=b.commission,en+=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++):($++,Kt+=b.pnl,b.pnl>0&&H++);let Se=0,Te=0,tn=0;for(let b of this.equityCurve){let sn=this.peakAt(b)-b.equity;sn>Se&&(Se=sn),b.drawdown>Te&&(Te=b.drawdown),tn+=b.drawdown*b.drawdown}let nn=this.equityCurve.length?this.equityCurve[this.equityCurve.length-1].equity:t,lt=nn-t,jr=t>0?lt/t:0,Re=s?r/s:0,ke=o?i/o:0,ut=e.length?s/e.length:0,rn=e.map(b=>b.pnl),ct=this.runYears();return{netPnl:lt,grossProfit:r,grossLoss:i,profitFactor:i===0?r>0?1/0:0:r/-i,totalTrades:e.length,wins:s,losses:o,winRate:ut,avgWin:Re,avgLoss:ke,expectancy:e.length?(r+i)/e.length:0,maxDrawdown:Se,maxDrawdownPct:Te,sharpe:this.sharpe(),returnPct:jr,exposure:this.barCount?this.barsInPositionTotal()/this.barCount:0,finalEquity:nn,largestWin:l,largestLoss:u,medianPnl:$o(rn),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&&ct>0?this.cagr(ct)/Te:0,recoveryFactor:Se>0?lt/Se:0,ulcerIndex:this.equityCurve.length?Math.sqrt(tn/this.equityCurve.length):0,sqn:_o(rn),kelly:ke!==0?ut-(1-ut)/(Re/Math.abs(ke)):0,cagr:this.cagr(ct),tradesWithRisk:k,avgR:k?N/k:0,totalR:N,avgEfficiency:K?C/K:0,avgMae:e.length?ee/e.length:0,avgMfe:e.length?ae/e.length:0,longTrades:Y,shortTrades:$,longWinRate:Y?q/Y:0,shortWinRate:$?H/$:0,longPnl:Le,shortPnl:Kt,totalFees:at,totalCommission:at,totalSlippage:this.slippagePaid,grossPnlBeforeCosts:en}}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+=a*a,i++);if(!i)return 0;let s=Math.sqrt(r/i);if(s===0)return 0;let o=Number(31536000000000000n/this.barNs);return t/s*Math.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/s*Math.sqrt(o)}};function ot(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+c*i).toFixed(u)));return a}function Br(n){let e=n.filter(r=>ot(r).length>0);if(!e.length)return[{}];let t=[{}];for(let r of e){let i=ot(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 $r(n,e){let t=n*e,r={combos:n,bars:e,iterations:t,ok:!0};return n>2e4?{...r,ok:!1,reason:`${n.toLocaleString()} combinations is past the limit of ${2e4.toLocaleString()}. Widen the step, or sweep fewer parameters at once.`}:t>2e8?{...r,ok:!1,reason:`${n.toLocaleString()} combinations over ${e.toLocaleString()} bars is ${t.toLocaleString()} bar evaluations, past what this browser will run (${2e8.toLocaleString()}). Shorten the range, widen the step, or sweep fewer parameters.`}:r}function _r(n,e){if(!e||e<=0||e>=.9||n<100)return null;let t=Math.floor(n*(1-e));return t<50||n-t<50?null:t}function Zr(n,e){let t=Math.floor(e.windows),r=Math.max(1,Math.floor(e.isMultiple));if(t<1||n<200)return[];let i=Math.floor(n/(t+r)),s=i*r;if(i<50||s<50)return[];let o=[];for(let a=0;a<t;a++){let l=a*i+s,u=l+i;if(u>n)break;o.push({index:a,isFrom:e.anchored?0:a*i,isTo:l,oosFrom:l,oosTo:u})}return o}function Ur(n){let e=0,t=0,r=0,i=0;for(let a of n)e+=a.inSample.netPnl,t+=a.window.isTo-a.window.isFrom,r+=a.outOfSample.netPnl,i+=a.window.oosTo-a.window.oosFrom;if(!t||!i)return 0;let s=e/t,o=r/i;return s<=0?0:o/s}function Yr(n){if(!n.length)return[];let e=new Set;for(let r of n)for(let i of Object.keys(r.params))e.add(i);let t=[];for(let r of e){let i=[];for(let l of n){let u=l.params[r];typeof u=="number"&&Number.isFinite(u)&&i.push(u)}if(i.length<2)continue;let s=0;for(let l of i)s+=l;s/=i.length;let o=0;for(let l of i)o+=(l-s)*(l-s);let a=Math.sqrt(o/i.length);t.push({param:r,values:i,distinct:new Set(i).size,coefficientOfVariation:s!==0?a/Math.abs(s):a===0?0:1/0})}return t}function Hr(n,e,t=!0){let r=null,i=t?-1/0:1/0;for(let s of n){let o=e(s);o===void 0||!Number.isFinite(o)||(t?o>i:o<i)&&(i=o,r=s)}return r}function Gr(n){let e={...Xt,Math,console,plugin:n.plugin};for(let[t,r]of Object.entries(oe))e[t]=r;if(n.shadowNetwork&&(e.fetch=void 0,e.XMLHttpRequest=void 0,e.WebSocket=void 0,e.importScripts=void 0),n.extra)for(let[t,r]of Object.entries(n.extra))e[t]=r;return e}function Zo(n,e){let t=Gr(e),r=Object.keys(t);new Function(...r,`"use strict";
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2
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+
${n}`)(...r.map(i=>t[i]))}function Uo(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?[oe.drawLine(s,"#38bdf8",1.5,[],!0)]:[]}let r=[],i=t.trades??[];for(let s of i){let o=s.side==="long";r.push(oe.drawArrow(s.entryTs,s.entryPrice,o?"up":"down",o?"#22c55e":"#ef4444",9)),r.push(oe.drawArrow(s.exitTs,s.exitPrice,o?"down":"up",s.pnl>=0?"#22c55e":"#ef4444",7))}return r}var Yo=(()=>{let n=Object.keys(oe).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")})();0&&(module.exports={DEFAULT_STRATEGY_CONFIG,DataLevel,ExitReason,Layout,PluginType,SCRIPT_DSL,STDLIB,STDLIB_SIGNATURE,StrategyEngine,axisValues,buildScriptScope,checkSweepBudget,defaultStrategyDraw,evalScriptInScope,expandGrid,parameterStability,pickBest,planWalkForward,splitIndex,walkForwardEfficiency});
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