@guihz/trading-vue-editor-tes 0.0.22 → 0.0.23

package/lib/components/editor/parseScript/buildInFuncNamespace/index.d.ts

@@ -14,10 +14,10 @@ import BuildInLine, { ILineArgs, Line } from "./line";
 import BuildInLinefill, { TLinefill, Linefill } from "./linefill";
 import BuildInBox, { IBoxArgs, Box } from "./box";
 import BuildInTable, { ITableArgs, Table } from "./table";
-import Strategy, { IOrder } from './strategy';
+import Strategy, { IOrder, IStrategy } from './strategy';
 import { Log } from './log';
 import { Runtime } from './runtime';
 export { TccErrorListener } from './errorListener';
 export type { IColorArgs } from './color';
 export { BuildInArray, BuildInMath, BuildInTa, BuildInInput, BuildInColor, BuildInMatrix, ChartPoint, Point, BuildInTimeframe, BuildInStr, BuildInMap, PseudoArray, VInputType, BuildInLabel, BuildInPolyline, BuildInLine, Label, Polyline, Line, BuildInLinefill, Linefill, BuildInBox, Box, BuildInTable, Table, Log, Runtime, Strategy };
-export type { PartialLabelArgs, IPolyline, ILineArgs, TLinefill, IBoxArgs, ITableArgs, IOrder };
+export type { PartialLabelArgs, IPolyline, ILineArgs, TLinefill, IBoxArgs, ITableArgs, IOrder, IStrategy };

package/lib/components/editor/parseScript/buildInFuncNamespace/strategy.d.ts

@@ -1,7 +1,9 @@
+import { TccErrorListener } from ".";
 import { IKeyObjectValue } from "../../type";
 import { BuiltInVariables } from "../buildInVariables";
 import { VCommission, VDirection, VFormatType, VOca, VScale, VStrategy } from "../enum";
-interface IStrategy {
+import { Closedtrdes, Opentrades, Risk } from '../strategyNamespace';
+export interface IStrategy {
     title?: string;
     shorttitle?: string;
     overlay?: boolean;
@@ -34,6 +36,10 @@ interface IStrategy {
     fill_orders_on_standard_ohlc?: boolean;
     max_polylines_count?: number;
 }
+interface IArgs {
+    value?: number;
+    fill_price?: number;
+}
 interface IOrderArgs {
     id: string;
     direction: VDirection;
@@ -53,10 +59,16 @@ interface IOrderArgs {
     trail_points?: number;
     trail_offset?: number;
     profit?: number;
+    comment_profit?: string;
+    comment_loss?: string;
+    comment_trailing?: string;
 }
 type PlaceOrderType = 'order' | 'entry' | 'exit' | 'close' | 'close_all';
 export interface IOrder extends IOrderArgs {
     isMarketPrice?: boolean;
+    out_id?: string;
+    in_index?: number;
+    out_index?: number;
     in_price: number;
     out_price?: number;
     in_time?: number;
@@ -76,6 +88,27 @@ export interface IOrder extends IOrderArgs {
     isMarketPriceStop?: boolean;
     isCancel?: boolean;
     close_qty?: number;
+    profit_percent?: number;
+    max_profit_percent?: number;
+    trading_loss_percent?: number;
+    commission?: number;
+    original_qty?: number;
+}
+interface IRisk {
+    allow_entry_in?: VDirection;
+    max_cons_loss_days?: number;
+    max_drawdown?: number;
+    max_drawdown_type?: VStrategy;
+    max_intraday_filled_orders?: number;
+    max_intraday_loss?: number;
+    max_intraday_loss_type?: VStrategy;
+    max_position_size?: number;
+    isDisabledOpen?: boolean;
+    lossDays?: number;
+    totalProfit?: number;
+    intradayOrders?: number;
+    isTemporaryBan?: boolean;
+    preNetprofit?: number;
 }
 type CloseEntriesRuleType = 'FIFO' | 'ANY';
 export default class Strategy {
@@ -87,12 +120,28 @@ export default class Strategy {
     private _pendingOrders;
     private _mintick;
     private _funcOptions;
-    constructor(variables: BuiltInVariables, options: IKeyObjectValue, mintick?: number);
+    private _pendingCloseOrders;
+    private _errorListener;
+    private _risk;
+    private _opentrades;
+    private _closedtrades;
+    private _riskNamespace;
+    constructor(variables: BuiltInVariables, options: IKeyObjectValue, mintick: number, errorListener: TccErrorListener);
     get orders(): IOrder[];
     get historyOrders(): IOrder[];
     get _orderProfit(): number;
     get _freezeCapital(): number;
+    get opentrades(): Opentrades;
+    get closedtrades(): Closedtrdes;
+    get risk(): Risk;
     updateOptions(options?: IStrategy): void;
+    updateRisk(risk: IRisk): void;
+    endExecution(): void;
+    private _maxIntradayLoss;
+    private _maxIntradayFilledOrdersVerify;
+    private _maxConsLossDaysVerify;
+    private _maxDrawdownVerify;
+    private _riskTouchOff;
     strategy(args: IStrategy): void;
     order(args: IOrderArgs): void;
     entry(args: IOrderArgs): void;
@@ -102,11 +151,16 @@ export default class Strategy {
         id: string;
     }): void;
     cancel_all(): void;
-    exit(args: IOrderArgs): void;
+    exit(args: IOrderArgs, posStr: string): void;
+    convert_to_account({ value }: IArgs): number | undefined;
+    convert_to_symbol({ value }: IArgs): number | undefined;
+    default_entry_qty({ fill_price }: IArgs): number;
     private _calcDefaultQty;
     private _getCapital;
     private _calcProfitAndLoss;
+    private _calcOrderPercent;
     private _calcLiquidate;
+    private _marginCallOrders;
     private _orderHandle;
     private _judgeCapitalEnough;
     private _ocaGroupVerify;
@@ -115,6 +169,7 @@ export default class Strategy {
     private _orderArgsParse;
     private _entryHandle;
     private _entryOrder;
+    private _getAvailablePositionSize;
     private _getEntryOrders;
     private _addPendingEntry;
     private _closeAllOrders;
@@ -122,18 +177,23 @@ export default class Strategy {
     private _closeOrder;
     private _ordersHandle;
     private _pendingOrderHandle;
+    private _pendingCloseOrderHandle;
     private _entryOrderHandle;
     private _orderOrderHandle;
     private _closeOrderHandle;
     private _exitOrderHandle;
     private _exit;
     private _ordersToExit;
+    private _addExitPendingCloseOrders;
     private _stopProfit;
     private _stopLoss;
     private _trailStopLoss;
     private _processExitOnClose;
     private _processExitOrders;
     private _processOrder;
+    private _calcPercent;
+    private _getCommission;
+    private _calcCurrentOrder;
     private _isNaN;
 }
 export {};

package/lib/components/editor/parseScript/buildInVarNamespace/barstate.d.ts

@@ -0,0 +1,16 @@
+export declare class Barstate {
+    private _isMarketOpen;
+    private _currentBarIndex;
+    private _totalBarIndex;
+    private _isRealTimeBar;
+    private _preBarIndex;
+    constructor();
+    update(currentBarIndex: number, totalBarIndex: number, isRealTimeBar: boolean, isMarketOpen: boolean): void;
+    get isnew(): boolean;
+    get islast(): boolean;
+    get isfirst(): boolean;
+    get ishistory(): boolean;
+    get isrealtime(): boolean;
+    get isconfirmed(): boolean;
+    get islastconfirmedhistory(): boolean;
+}

package/lib/components/editor/parseScript/buildInVarNamespace/index.d.ts

@@ -0,0 +1,5 @@
+export { Barstate } from './barstate';
+export { Session } from './session';
+export { Strategy } from './strategy';
+export { Ta } from './ta';
+export { Timeframe } from './timeframe';

package/lib/components/editor/parseScript/buildInVarNamespace/session.d.ts

@@ -0,0 +1,12 @@
+import { BuiltInVariables } from "../buildInVariables";
+export declare class Session {
+    private _variables;
+    constructor(variables: BuiltInVariables);
+    get isfirstbar(): boolean;
+    get isfirstbar_regular(): boolean;
+    get islastbar(): boolean;
+    get islastbar_regular(): boolean;
+    get ismarket(): boolean;
+    get ispostmarket(): boolean;
+    get ispremarket(): boolean;
+}

package/lib/components/editor/parseScript/buildInVarNamespace/strategy.d.ts

@@ -0,0 +1,71 @@
+import { IOrder, IStrategy } from "../buildInFuncNamespace";
+import { BuiltInVariables } from "../buildInVariables";
+export declare class Strategy {
+    private _orders;
+    private _historyOrders;
+    private _options?;
+    private _max_contracts_held_all;
+    private _max_contracts_held_long;
+    private _max_contracts_held_short;
+    private _max_drawdown;
+    private _max_runup;
+    private _max_runup_percent;
+    private _max_drawdown_percent;
+    private _variables;
+    private _netprofit;
+    private _eventrades;
+    private _avg_trade_percent?;
+    private _closedtrades;
+    private _losstrades;
+    private _grossloss;
+    private _grossloss_percent;
+    private _grossprofit;
+    private _grossprofit_percent;
+    private _wintrades;
+    private _opentrades_capital_held;
+    private _position_avg_price;
+    private _position_size;
+    constructor(variables: BuiltInVariables);
+    update(): void;
+    private _calcMaxDrawdownAndMaxRunup;
+    updateOrders(orders: IOrder[]): void;
+    private _calcMaxContracts;
+    updateHistoryOrders(orders: IOrder[]): void;
+    updateStrategyOptions(options: IStrategy): void;
+    get long(): string;
+    get short(): string;
+    get account_currency(): string;
+    get closedtrades(): number;
+    get opentrades(): number;
+    get opentrades_capital_held(): number;
+    get avg_losing_trade(): number | undefined;
+    get avg_losing_trade_percent(): number | undefined;
+    get avg_trade(): number | undefined;
+    get equity(): number;
+    get netprofit(): number;
+    get eventrades(): number;
+    get openprofit(): number;
+    get avg_trade_percent(): number | undefined;
+    get avg_winning_trade(): number | undefined;
+    get avg_winning_trade_percent(): number | undefined;
+    get initial_capital(): number;
+    get losstrades(): number;
+    get grossloss(): number;
+    get grossloss_percent(): number;
+    get grossprofit(): number;
+    get grossprofit_percent(): number;
+    get wintrades(): number;
+    get margin_liquidation_price(): number | undefined;
+    get max_contracts_held_all(): number;
+    get max_contracts_held_long(): number;
+    get max_contracts_held_short(): number;
+    get max_drawdown(): number;
+    get max_runup(): number;
+    get max_runup_percent(): number;
+    get max_drawdown_percent(): number;
+    get netprofit_percent(): number;
+    get openprofit_percent(): number;
+    get position_avg_price(): number;
+    get position_entry_name(): string | undefined;
+    get position_size(): number;
+}

package/lib/components/editor/parseScript/buildInVarNamespace/ta.d.ts

@@ -0,0 +1,28 @@
+import { IKeyObjectValue } from "../../type";
+export declare class Ta {
+    private _preAccdist;
+    private _preNvi;
+    private _prePvi;
+    private _preObv;
+    private _prePvt;
+    private _preWad;
+    private _preVwap;
+    private _preValue;
+    private _currentData;
+    private _preData;
+    constructor();
+    update(currentData: IKeyObjectValue): void;
+    get isRealTime(): boolean;
+    get accdist(): any;
+    get iii(): any;
+    get nvi(): any;
+    get wvad(): any;
+    get obv(): any;
+    get pvi(): any;
+    get tr(): any;
+    get pvt(): any;
+    get wad(): any;
+    get vwap(): any;
+    private _getNvi;
+    private _getPvi;
+}

package/lib/components/editor/parseScript/buildInVarNamespace/timeframe.d.ts

@@ -0,0 +1,16 @@
+export declare class Timeframe {
+    private _period;
+    private _multiplier;
+    private _unit;
+    constructor();
+    update(period: string): void;
+    get isdaily(): boolean;
+    get isdwm(): boolean;
+    get isintraday(): boolean;
+    get isminutes(): boolean;
+    get ismonthly(): boolean;
+    get isseconds(): boolean;
+    get isweekly(): boolean;
+    get multiplier(): number;
+    get period(): string;
+}

package/lib/components/editor/parseScript/constants.d.ts

@@ -42,6 +42,8 @@ export declare const ERRORS_TIPS: {
     modifyGlobalVarErr: string;
     inputDefvalErr: string;
     objectIsNaErr: string;
+    buidinAssignErr: string;
+    buidinVarErr: string;
 };
 export declare const WARNING_TIPS: {
     repeatVar: string;

package/lib/components/editor/parseScript/strategyNamespace/closedtrades.d.ts

@@ -0,0 +1,28 @@
+import { Strategy } from "../buildInFuncNamespace";
+interface IArgs {
+    trade_num: number;
+}
+declare class Closedtrdes {
+    private _strategy;
+    constructor(strategy: Strategy);
+    commission({ trade_num }: IArgs): number;
+    entry_bar_index({ trade_num }: IArgs): number | undefined;
+    entry_comment({ trade_num }: IArgs): string;
+    entry_id({ trade_num }: IArgs): string;
+    entry_price({ trade_num }: IArgs): number | undefined;
+    entry_time({ trade_num }: IArgs): number | undefined;
+    exit_bar_index({ trade_num }: IArgs): number | undefined;
+    exit_comment({ trade_num }: IArgs): string | undefined;
+    exit_id({ trade_num }: IArgs): string | undefined;
+    exit_price({ trade_num }: IArgs): number | undefined;
+    exit_time({ trade_num }: IArgs): number | undefined;
+    max_drawdown({ trade_num }: IArgs): number | undefined;
+    max_drawdown_percent({ trade_num }: IArgs): number | undefined;
+    max_runup({ trade_num }: IArgs): number | undefined;
+    max_runup_percent({ trade_num }: IArgs): number | undefined;
+    profit({ trade_num }: IArgs): number | undefined;
+    profit_percent({ trade_num }: IArgs): number | undefined;
+    size({ trade_num }: IArgs): number;
+    private _verifyTradeNum;
+}
+export default Closedtrdes;

package/lib/components/editor/parseScript/strategyNamespace/index.d.ts

@@ -0,0 +1,4 @@
+import Closedtrdes from "./closedtrades";
+import Opentrades from "./opentrades";
+import Risk from "./risk";
+export { Closedtrdes, Opentrades, Risk };

package/lib/components/editor/parseScript/strategyNamespace/opentrades.d.ts

@@ -0,0 +1,23 @@
+import { Strategy } from "../buildInFuncNamespace";
+interface IArgs {
+    trade_num: number;
+}
+declare class Opentrades {
+    private _strategy;
+    constructor(strategy: Strategy);
+    commission({ trade_num }: IArgs): number;
+    entry_bar_index({ trade_num }: IArgs): number | undefined;
+    entry_comment({ trade_num }: IArgs): string;
+    entry_id({ trade_num }: IArgs): string;
+    entry_price({ trade_num }: IArgs): number | undefined;
+    entry_time({ trade_num }: IArgs): number | undefined;
+    max_drawdown({ trade_num }: IArgs): number | undefined;
+    max_drawdown_percent({ trade_num }: IArgs): number | undefined;
+    max_runup({ trade_num }: IArgs): number | undefined;
+    max_runup_percent({ trade_num }: IArgs): number | undefined;
+    profit({ trade_num }: IArgs): number | undefined;
+    profit_percent({ trade_num }: IArgs): number | undefined;
+    size({ trade_num }: IArgs): number;
+    private _verifyTradeNum;
+}
+export default Opentrades;

package/lib/components/editor/parseScript/strategyNamespace/risk.d.ts

@@ -0,0 +1,20 @@
+import { Strategy } from "../buildInFuncNamespace";
+import { VStrategy } from "../enum";
+interface IRiskArgs {
+    value?: any;
+    count?: number;
+    alert_message?: string;
+    type?: VStrategy;
+    contracts?: number;
+}
+declare class Risk {
+    private _strategy;
+    constructor(strategy: Strategy);
+    allow_entry_in({ value }: IRiskArgs): void;
+    max_cons_loss_days({ count }: IRiskArgs): void;
+    max_drawdown({ value, type }: IRiskArgs): void;
+    max_intraday_filled_orders({ count }: IRiskArgs): void;
+    max_intraday_loss({ value, type }: IRiskArgs): void;
+    max_position_size({ contracts }: IRiskArgs): void;
+}
+export default Risk;

package/lib/components/editor/parseScript/visitorParser.d.ts

@@ -195,6 +195,7 @@ export default class ParserVisitor extends ParserUtils {
     private _setUserType;
     private _againAssignHandle;
     private _typeCheck;
+    private _getBuildVar;
     private _verifyName;
     private _judgeGatherValue;
     private _nameCheck;

package/lib/components/editor/utils/initEditor.d.ts

@@ -15,6 +15,7 @@ export default class InitEditor {
         contentHeight: number;
         lineCount: number | undefined;
     };
+    setEditorLayout(height: number): void;
     private _init;
     private _setCursorPosition;
     private _register;