@guihz/trading-vue-editor-tes 0.0.301 → 0.1.1
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/lib/assets/editor.worker-BxEYBjj-.js +7352 -0
- package/lib/assets/parserTccWorker-D5cq4N-Y.js +80540 -0
- package/lib/assets/scriptsRunWorker-CaEvEpNA.js +37748 -0
- package/lib/components/diffEditor/index.d.ts +1 -0
- package/lib/components/editor/config/monarchTokens.d.ts +2 -4
- package/lib/components/editor/constants/common.d.ts +38 -0
- package/lib/components/editor/constants/locals.d.ts +1 -0
- package/lib/components/editor/index.d.ts +1 -0
- package/lib/components/editor/tokenizer/utils.d.ts +0 -16
- package/lib/components/editor/type/index.d.ts +32 -1
- package/lib/components/editor/utils/completions.d.ts +3 -1
- package/lib/components/editor/utils/importLibrary.d.ts +2 -160
- package/lib/components/editor/utils/initEditor.d.ts +3 -0
- package/lib/components/editor/utils/parse.d.ts +2 -0
- package/lib/components/editor/utils/parserTccWorker.d.ts +1 -7
- package/lib/components/editor/utils/scriptsRunWorker.d.ts +1 -1
- package/lib/components/editor/utils/signatureHelp.d.ts +2 -0
- package/lib/components/editor/utils/tools.d.ts +6 -0
- package/lib/components/editor/v3/config/monarchTokens.d.ts +3 -0
- package/lib/components/editor/v3/constants/contents_zh.d.ts +6 -0
- package/lib/components/editor/{constants/contents.d.ts → v3/constants/index.d.ts} +1 -5
- package/lib/components/editor/v3/parseScript/buildInConstants.d.ts +179 -0
- package/lib/components/editor/v3/parseScript/buildInFuncNamespace/index.d.ts +9 -0
- package/lib/components/editor/v3/parseScript/buildInFuncNamespace/input.d.ts +43 -0
- package/lib/components/editor/v3/parseScript/buildInFuncNamespace/math.d.ts +50 -0
- package/lib/components/editor/v3/parseScript/buildInFuncNamespace/strategy.d.ts +243 -0
- package/lib/components/editor/v3/parseScript/buildInFuncNamespace/ta.d.ts +102 -0
- package/lib/components/editor/{parseScript → v3/parseScript}/buildInFuncNamespace/timeframe.d.ts +1 -1
- package/lib/components/editor/v3/parseScript/buildInVarNamespace/barstate.d.ts +19 -0
- package/lib/components/editor/v3/parseScript/buildInVarNamespace/index.d.ts +4 -0
- package/lib/components/editor/v3/parseScript/buildInVarNamespace/strategy.d.ts +126 -0
- package/lib/components/editor/v3/parseScript/buildInVarNamespace/syminfo.d.ts +22 -0
- package/lib/components/editor/v3/parseScript/buildInVarNamespace/ta.d.ts +17 -0
- package/lib/components/editor/v3/parseScript/buildInVariables.d.ts +96 -0
- package/lib/components/editor/v3/parseScript/constants.d.ts +119 -0
- package/lib/components/editor/v3/parseScript/enum.d.ts +283 -0
- package/lib/components/editor/v3/parseScript/parseToJs.d.ts +65 -0
- package/lib/components/editor/v3/parseScript/runType.d.ts +119 -0
- package/lib/components/editor/v3/parseScript/strategyNamespace/index.d.ts +2 -0
- package/lib/components/editor/{parseScript → v3/parseScript}/type.d.ts +1 -1
- package/lib/components/editor/v3/parseScript/utils.d.ts +21 -0
- package/lib/components/editor/v3/parseScript/visitorParser.d.ts +321 -0
- package/lib/components/editor/v3/parseScript/visitorUtils.d.ts +25 -0
- package/lib/components/editor/v3/parserTccWorker.d.ts +32 -0
- package/lib/components/editor/v3/scriptsRunWorker.d.ts +11 -0
- package/lib/{tccParser → components/editor/v3/tccParser}/LexerBase.d.ts +1 -1
- package/lib/components/editor/v3/tccParser/tccScriptParserVisitor.d.ts +359 -0
- package/lib/components/editor/v4/config/monarchTokens.d.ts +205 -0
- package/lib/components/editor/v4/constants/contents_zh.d.ts +6 -0
- package/lib/components/editor/v4/constants/index.d.ts +44 -0
- package/lib/components/editor/v4/parseScript/buildInConstants.d.ts +308 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/array.d.ts +84 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/box.d.ts +60 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/errorListener.d.ts +9 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/index.d.ts +17 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/input.d.ts +44 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/label.d.ts +61 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/line.d.ts +62 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/math.d.ts +50 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/strategy.d.ts +244 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/string.d.ts +38 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/ta.d.ts +118 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/table.d.ts +87 -0
- package/lib/components/editor/v4/parseScript/buildInFuncNamespace/timeframe.d.ts +22 -0
- package/lib/components/editor/{parseScript → v4/parseScript}/buildInVarNamespace/barstate.d.ts +1 -1
- package/lib/components/editor/v4/parseScript/buildInVarNamespace/index.d.ts +8 -0
- package/lib/components/editor/v4/parseScript/buildInVarNamespace/strategy.d.ts +126 -0
- package/lib/components/editor/v4/parseScript/buildInVarNamespace/syminfo.d.ts +18 -0
- package/lib/components/editor/v4/parseScript/buildInVarNamespace/ta.d.ts +34 -0
- package/lib/components/editor/{parseScript → v4/parseScript}/constants.d.ts +1 -160
- package/lib/components/editor/v4/parseScript/constantsRun.d.ts +3 -0
- package/lib/components/editor/v4/parseScript/enum.d.ts +282 -0
- package/lib/components/editor/v4/parseScript/parseToJs.d.ts +65 -0
- package/lib/components/editor/v4/parseScript/strategyNamespace/index.d.ts +2 -0
- package/lib/components/editor/v4/parseScript/strategyNamespace/risk.d.ts +22 -0
- package/lib/components/editor/v4/parseScript/type.d.ts +39 -0
- package/lib/components/editor/v4/parseScript/utils.d.ts +21 -0
- package/lib/components/editor/v4/parseScript/visitorParser.d.ts +323 -0
- package/lib/components/editor/v4/parseScript/visitorUtils.d.ts +29 -0
- package/lib/components/editor/v4/parserTccWorker.d.ts +32 -0
- package/lib/components/editor/v4/scriptsRunWorker.d.ts +11 -0
- package/lib/components/editor/v4/tccParser/LexerBase.d.ts +19 -0
- package/lib/components/editor/v4/tccParser/tccScriptParserVisitor.d.ts +401 -0
- package/lib/components/editor/v5/config/monarchTokens.d.ts +205 -0
- package/lib/components/editor/v5/constants/contents_en.d.ts +6 -0
- package/lib/components/editor/{constants → v5/constants}/contents_zh.d.ts +1 -1
- package/lib/components/editor/v5/constants/index.d.ts +41 -0
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/box.d.ts +1 -1
- package/lib/components/editor/v5/parseScript/buildInFuncNamespace/color.d.ts +25 -0
- package/lib/components/editor/v5/parseScript/buildInFuncNamespace/errorListener.d.ts +9 -0
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/label.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/line.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/linefill.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/log.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/map.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/math.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/polyline.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/strategy.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/ta.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/table.d.ts +1 -1
- package/lib/components/editor/v5/parseScript/buildInFuncNamespace/timeframe.d.ts +22 -0
- package/lib/components/editor/v5/parseScript/buildInVarNamespace/barstate.d.ts +22 -0
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInVarNamespace/chart.d.ts +1 -1
- package/lib/components/editor/v5/parseScript/buildInVarNamespace/dividends.d.ts +8 -0
- package/lib/components/editor/v5/parseScript/buildInVarNamespace/earnings.d.ts +9 -0
- package/lib/components/editor/v5/parseScript/buildInVarNamespace/session.d.ts +12 -0
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInVarNamespace/strategy.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInVarNamespace/syminfo.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/buildInVarNamespace/ta.d.ts +4 -3
- package/lib/components/editor/v5/parseScript/buildInVarNamespace/timeframe.d.ts +16 -0
- package/lib/components/editor/v5/parseScript/constants.d.ts +124 -0
- package/lib/components/editor/v5/parseScript/constantsRun.d.ts +3 -0
- package/lib/components/editor/{parseScript → v5/parseScript}/parseToJs.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/parseToLibJs.d.ts +1 -1
- package/lib/components/editor/v5/parseScript/strategyNamespace/risk.d.ts +22 -0
- package/lib/components/editor/v5/parseScript/type.d.ts +39 -0
- package/lib/components/editor/{parseScript → v5/parseScript}/userTypeClass.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/utils.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/visitorParser.d.ts +1 -1
- package/lib/components/editor/{parseScript → v5/parseScript}/visitorUtils.d.ts +2 -2
- package/lib/components/editor/v5/parserTccWorker.d.ts +40 -0
- package/lib/components/editor/v5/scriptsRunWorker.d.ts +11 -0
- package/lib/components/editor/v5/tccParser/LexerBase.d.ts +19 -0
- package/lib/{tccParser → components/editor/v5/tccParser}/tccScriptParserVisitor.d.ts +1 -1
- package/lib/components/referenceManual/components/ContentItem.d.ts +2 -0
- package/lib/components/referenceManual/index.d.ts +2 -0
- package/lib/components/referenceManualPage/components/ContentItem.d.ts +1 -0
- package/lib/components/referenceManualPage/components/ManualLeft.d.ts +5 -0
- package/lib/components/referenceManualPage/index.d.ts +2 -0
- package/lib/index-Ce2gRdFk.js +12813 -0
- package/lib/index-CjECfhIW.js +28088 -0
- package/lib/index-UdtfRBFV.js +59792 -0
- package/lib/monarchTokens-Cj3v8l0Q.js +526 -0
- package/lib/monarchTokens-CnFYyHnR.js +191 -0
- package/lib/monarchTokens-oh3fO2YY.js +563 -0
- package/lib/packages/index.d.ts +3 -3
- package/lib/trading-vue-editor.es.packages.js +6356 -66629
- package/lib/trading-vue-editor.umd.packages.mjs +117 -75
- package/lib/utils/tools.d.ts +7 -2
- package/package.json +1 -1
- package/lib/assets/editor.worker-CT5Cb1wO.js +0 -11
- package/lib/assets/parserTccWorker-cjv11J0f.js +0 -279
- package/lib/assets/scriptsRunWorker-C5pVAsLn.js +0 -91
- /package/lib/components/editor/{parseScript → v3/parseScript}/buildInFuncNamespace/errorListener.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v3/parseScript}/constantsRun.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v3/parseScript}/strategyNamespace/risk.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v4/parseScript}/buildInFuncNamespace/color.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v4/parseScript}/buildInVarNamespace/dividends.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v4/parseScript}/buildInVarNamespace/earnings.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v4/parseScript}/buildInVarNamespace/session.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v4/parseScript}/buildInVarNamespace/timeframe.d.ts +0 -0
- /package/lib/components/editor/{constants → v5/constants}/newContents_en.d.ts +0 -0
- /package/lib/components/editor/{constants → v5/constants}/newContents_zh.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInConstants.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/array.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/chartPoint.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/index.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/input.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/matrix.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/runtime.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/string.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInFuncNamespace/syminfo.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/buildInVarNamespace/index.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/enum.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/strategyNamespace/closedtrades.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/strategyNamespace/index.d.ts +0 -0
- /package/lib/components/editor/{parseScript → v5/parseScript}/strategyNamespace/opentrades.d.ts +0 -0
@@ -0,0 +1,244 @@
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import { TccErrorListener } from ".";
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import { IKeyObjectValue } from "../../../type";
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import { BuiltInVariables } from "../buildInVariables";
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import { VCommission, VDirection, VFormatType, VOca, VScale, VStrategy } from "../enum";
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import { Risk } from '../strategyNamespace';
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export interface IStrategy {
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title?: string;
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shorttitle?: string;
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overlay?: boolean;
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format?: VFormatType;
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precision?: number;
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scale?: VScale;
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pyramiding?: number;
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calc_on_order_fills?: boolean;
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calc_on_every_tick?: boolean;
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max_bars_back?: number;
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backtest_fill_limits_assumption?: number;
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default_qty_type?: VStrategy;
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default_qty_value?: number;
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initial_capital: number;
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currency?: string;
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slippage?: number;
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commission_type?: VCommission;
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commission_value?: number;
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process_orders_on_close?: boolean;
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close_entries_rule?: CloseEntriesRuleType;
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margin_long?: number;
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margin_short?: number;
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explicit_plot_zorder?: boolean;
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max_lines_count?: number;
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max_labels_count?: number;
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max_boxes_count?: number;
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calc_bars_count?: number;
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risk_free_rate?: number;
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use_bar_magnifier?: boolean;
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fill_orders_on_standard_ohlc?: boolean;
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max_polylines_count?: number;
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scriptType?: string;
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direction_short_long?: boolean;
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}
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interface IOrderArgs {
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id: string;
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direction: VDirection;
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from_entry?: string;
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qty?: number;
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limit?: number;
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loss?: number;
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stop?: number;
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oca_name?: string;
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oca_type?: VOca;
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comment?: string;
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alert_message?: string;
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disable_alert?: false;
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qty_percent?: number;
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immediately?: boolean;
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trail_price?: number;
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trail_points?: number;
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trail_offset?: number;
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profit?: number;
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comment_profit?: string;
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comment_loss?: string;
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comment_trailing?: string;
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last_commission?: number;
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when?: boolean;
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long?: boolean;
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}
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type PlaceOrderType = 'order' | 'entry' | 'exit' | 'close' | 'close_all';
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export interface IOrder extends IOrderArgs {
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isMarketPrice?: boolean;
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out_id?: string;
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in_index?: number;
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out_index?: number;
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in_price: number;
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out_price?: number;
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in_time?: number;
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out_time?: number;
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out_qty?: number;
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out_comment?: string;
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total_profit?: number;
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max_profit?: number;
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trading_loss?: number;
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place_order_type?: PlaceOrderType;
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position_close_type?: PlaceOrderType;
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isDeal?: boolean;
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exitIds?: string[];
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active_price?: number;
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trail_stop_price?: number;
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hasOrder?: boolean;
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isMarketPriceLimit?: boolean;
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isMarketPriceStop?: boolean;
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isCancel?: boolean;
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close_qty?: number;
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profit_percent?: number;
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max_profit_percent?: number;
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trading_loss_percent?: number;
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commission?: number;
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original_qty?: number;
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in_low?: number;
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in_high?: number;
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out_low?: number;
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out_high?: number;
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isTiggerClose?: boolean;
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entry_time?: number;
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}
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interface IRisk {
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allow_entry_in?: VDirection;
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max_cons_loss_days?: number;
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max_drawdown?: number;
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max_drawdown_type?: VStrategy;
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max_intraday_filled_orders?: number;
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max_intraday_loss?: number;
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max_intraday_loss_type?: VStrategy;
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max_position_size?: number;
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isDisabledOpen?: boolean;
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lossDays?: number;
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totalProfit?: number;
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intradayOrders?: number;
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isTemporaryBan?: boolean;
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preNetprofit?: number;
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}
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interface IData {
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close: number;
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high: number;
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low: number;
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open: number;
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}
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interface IFillsData {
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data?: IData;
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tradeData?: IData;
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index: number;
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currentData?: IData;
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}
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type CloseEntriesRuleType = 'FIFO' | 'ANY';
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export default class Strategy {
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private _variables;
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private _options;
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private _totalChangeCapital;
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private _historyOrder;
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private _orders;
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private _exitOrders;
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private _pendingOrders;
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private _mintick;
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private _funcOptions;
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private _pendingCloseOrders;
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private _errorListener;
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private _risk;
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private _riskNamespace;
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private _updateOptions;
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private _id;
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private _maxDrawdownVerifyIndex;
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calcOnOrderFillsData: IFillsData;
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private _cacheArgs;
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private _useSetArgs;
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+
constructor(variables: BuiltInVariables, options: IKeyObjectValue, mintick: number, errorListener: TccErrorListener, id: string);
|
155
|
+
get _strategyCacheData(): IKeyObjectValue;
|
156
|
+
set _strategyCacheData(val: IKeyObjectValue);
|
157
|
+
get orders(): IOrder[];
|
158
|
+
get historyOrders(): IOrder[];
|
159
|
+
get _freezeCapital(): number;
|
160
|
+
get risk(): Risk;
|
161
|
+
get isCalcOnEveryTick(): boolean | undefined;
|
162
|
+
updateOptions(options?: IStrategy): void;
|
163
|
+
update(): void;
|
164
|
+
calcCurrentOrder(): void;
|
165
|
+
updateRisk(risk: IRisk): void;
|
166
|
+
endExecution(): void;
|
167
|
+
private _maxIntradayLoss;
|
168
|
+
private _maxIntradayFilledOrdersVerify;
|
169
|
+
private _maxConsLossDaysVerify;
|
170
|
+
private _maxDrawdownVerify;
|
171
|
+
private _riskTouchOff;
|
172
|
+
strategy(args: IKeyObjectValue, posStr: string): void;
|
173
|
+
private _updateArgToOptions;
|
174
|
+
order(args: IOrderArgs, posStr: string): void;
|
175
|
+
entry(args: IOrderArgs, posStr: string): void;
|
176
|
+
close(args: IOrder, posStr: string): void;
|
177
|
+
close_all(args: IOrder, posStr: string): void;
|
178
|
+
cancel(args: IOrderArgs, posStr: string): void;
|
179
|
+
cancel_all(args: IOrderArgs, posStr: string): void;
|
180
|
+
exit(args: IOrderArgs, posStr: string): void;
|
181
|
+
private _calcDefaultQty;
|
182
|
+
private _calcExitQty;
|
183
|
+
private _getCommQty;
|
184
|
+
private _getLen;
|
185
|
+
private _getCapital;
|
186
|
+
private _calcProfitAndLoss;
|
187
|
+
private _calcProfitAndLossHandle;
|
188
|
+
private _calcOrderPercent;
|
189
|
+
private _calcLiquidate;
|
190
|
+
private _marginCallOrders;
|
191
|
+
private _orderHandle;
|
192
|
+
private _orderOnCloseHandle;
|
193
|
+
private _judgeCapitalEnough;
|
194
|
+
private _getOrderProfit;
|
195
|
+
private _ocaGroupVerify;
|
196
|
+
private _processOrders;
|
197
|
+
private _addPendingOrders;
|
198
|
+
private _orderArgsParse;
|
199
|
+
private _entryHandle;
|
200
|
+
private _entryOnCloseHandle;
|
201
|
+
private _getOrders;
|
202
|
+
private _entryOrder;
|
203
|
+
private _getAvailablePositionSize;
|
204
|
+
private _getEntryOrders;
|
205
|
+
private _addPendingEntry;
|
206
|
+
private _closeAllOrders;
|
207
|
+
private _closeOrders;
|
208
|
+
private _closeOrder;
|
209
|
+
private _exitOrdersHandle;
|
210
|
+
private _executesSort;
|
211
|
+
private _getLimitPrice;
|
212
|
+
private _getStopPrice;
|
213
|
+
private _getTrailStopPrice;
|
214
|
+
private _ordersHandle;
|
215
|
+
private _calcTrailStopPrice;
|
216
|
+
private _pendingOrderHandle;
|
217
|
+
private _pendingOrderSort;
|
218
|
+
private _pendingCloseOrderHandle;
|
219
|
+
private _onCloseOrderHandle;
|
220
|
+
private _entryOrderHandle;
|
221
|
+
private _orderOrderHandle;
|
222
|
+
private _getCloseOrders;
|
223
|
+
private _closeOrderHandle;
|
224
|
+
private _processCloseOrders;
|
225
|
+
private _exitOrderHandle;
|
226
|
+
private _exit;
|
227
|
+
private _updateExitOrders;
|
228
|
+
private _ordersToExit;
|
229
|
+
private _addExitPendingCloseOrders;
|
230
|
+
private _stopProfit;
|
231
|
+
private _stopLoss;
|
232
|
+
private _trailStopLoss;
|
233
|
+
private _processExitOnClose;
|
234
|
+
private _processExitOrders;
|
235
|
+
private _processOrder;
|
236
|
+
private _calcPercent;
|
237
|
+
private _getCommission;
|
238
|
+
private _calcCurrentOrder;
|
239
|
+
private _calcOrderFillsHandle;
|
240
|
+
private _isNaN;
|
241
|
+
private _paramVerfiy;
|
242
|
+
_verfiyRequestFunc(posStr: string, name: string): void;
|
243
|
+
}
|
244
|
+
export {};
|
@@ -0,0 +1,38 @@
|
|
1
|
+
interface IStrArgs {
|
2
|
+
source?: string;
|
3
|
+
str?: string;
|
4
|
+
regex?: string;
|
5
|
+
string?: string;
|
6
|
+
separator?: string;
|
7
|
+
formatString?: string;
|
8
|
+
repeat?: number;
|
9
|
+
target?: string;
|
10
|
+
replacement?: string;
|
11
|
+
occurrence?: number;
|
12
|
+
value?: any;
|
13
|
+
format?: string;
|
14
|
+
begin_pos?: number;
|
15
|
+
end_pos?: number;
|
16
|
+
time?: number;
|
17
|
+
timezone?: string;
|
18
|
+
}
|
19
|
+
export default class BuildInStr {
|
20
|
+
private _intlNumberFormatter;
|
21
|
+
private _precision;
|
22
|
+
private _intlFormat;
|
23
|
+
constructor(precision: number);
|
24
|
+
pos({ source, str }: IStrArgs): number;
|
25
|
+
split({ string, separator }: IStrArgs): import("./array").IPseudoArray;
|
26
|
+
format({ formatString }: IStrArgs, args: any[]): string;
|
27
|
+
length({ string }: IStrArgs): number;
|
28
|
+
tonumber({ string }: IStrArgs): number;
|
29
|
+
tostring({ value, format }: IStrArgs): string | undefined;
|
30
|
+
private _arrToStr;
|
31
|
+
replace_all({ source, target, replacement }: IStrArgs): string;
|
32
|
+
private _toStringFormat;
|
33
|
+
private _numberDef;
|
34
|
+
private _formatOthers;
|
35
|
+
private _formatNumber;
|
36
|
+
private _strFormat;
|
37
|
+
}
|
38
|
+
export {};
|
@@ -0,0 +1,118 @@
|
|
1
|
+
import { IKeyObjectValue } from "../../../type";
|
2
|
+
import { BuiltInVariables } from "../buildInVariables";
|
3
|
+
import BuildInTimeframe from "./timeframe";
|
4
|
+
import BuildInMath from "./math";
|
5
|
+
interface ITaArgs {
|
6
|
+
series?: number;
|
7
|
+
length?: number;
|
8
|
+
offset?: number;
|
9
|
+
sigma?: number;
|
10
|
+
floor?: boolean;
|
11
|
+
source?: number;
|
12
|
+
condition?: boolean;
|
13
|
+
biased?: boolean;
|
14
|
+
mult?: number;
|
15
|
+
source1?: number;
|
16
|
+
source2?: number;
|
17
|
+
source_a?: number;
|
18
|
+
source_b?: number;
|
19
|
+
x?: number;
|
20
|
+
y?: number;
|
21
|
+
diLength?: number;
|
22
|
+
adxSmoothing?: number;
|
23
|
+
useTrueRange?: boolean;
|
24
|
+
fastlen?: number;
|
25
|
+
slowlen?: number;
|
26
|
+
siglen?: number;
|
27
|
+
percentage?: number;
|
28
|
+
type?: string;
|
29
|
+
anchor?: boolean;
|
30
|
+
developing?: boolean;
|
31
|
+
leftbars?: number;
|
32
|
+
rightbars?: number;
|
33
|
+
start?: number;
|
34
|
+
inc?: number;
|
35
|
+
max?: number;
|
36
|
+
high?: number;
|
37
|
+
low?: number;
|
38
|
+
factor?: number;
|
39
|
+
atrPeriod?: number;
|
40
|
+
handle_na?: boolean;
|
41
|
+
short_length?: number;
|
42
|
+
long_length?: number;
|
43
|
+
occurrence?: number;
|
44
|
+
stdev_mult?: number;
|
45
|
+
isSeriesLen?: boolean;
|
46
|
+
}
|
47
|
+
export default class BuildInTa extends BuildInMath {
|
48
|
+
private _taCacheDataLoc;
|
49
|
+
protected _variables: BuiltInVariables;
|
50
|
+
private _timeframe;
|
51
|
+
constructor(variables: BuiltInVariables);
|
52
|
+
get timeframe(): BuildInTimeframe;
|
53
|
+
get _taCacheData(): IKeyObjectValue;
|
54
|
+
set _taCacheData(data: IKeyObjectValue);
|
55
|
+
alma({ series, length, offset, sigma, floor, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
56
|
+
sma({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
57
|
+
rma({ source, length, isSeriesLen }: ITaArgs, posStr: string): any;
|
58
|
+
atr({ length, isSeriesLen }: ITaArgs, posStr: string): any;
|
59
|
+
barssince({ condition }: ITaArgs, posStr: string): any;
|
60
|
+
stdev({ source, length, biased, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
61
|
+
private _sum;
|
62
|
+
bb({ series, length, mult, isSeriesLen }: ITaArgs, posStr: string): number[];
|
63
|
+
bbw({ series, length, mult, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
64
|
+
cci({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
65
|
+
change({ source, length, isSeriesLen }: ITaArgs, posStr: string): any;
|
66
|
+
cmo({ series, length }: ITaArgs, posStr: string): number | undefined;
|
67
|
+
cog({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
68
|
+
correlation({ source_a: source1, source_b: source2, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
69
|
+
cross({ x: source1, y: source2 }: ITaArgs, posStr: string): any;
|
70
|
+
crossover({ x: source1, y: source2 }: ITaArgs, posStr: string): any;
|
71
|
+
crossunder({ x: source1, y: source2 }: ITaArgs, posStr: string): any;
|
72
|
+
cum({ x: source }: ITaArgs, posStr: string): any;
|
73
|
+
dev({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
74
|
+
dmi({ diLength, adxSmoothing }: ITaArgs, posStr: string): any;
|
75
|
+
ema({ source, length, isSeriesLen }: ITaArgs, posStr: string): any;
|
76
|
+
falling({ source, length }: ITaArgs, posStr: string): any;
|
77
|
+
rising({ source, length }: ITaArgs, posStr: string): any;
|
78
|
+
highest(args: ITaArgs, posStr: string): number | undefined;
|
79
|
+
highestbars(args: ITaArgs, posStr: string): number | undefined;
|
80
|
+
wma({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
81
|
+
hma({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
82
|
+
kc({ series, length, mult, useTrueRange, isSeriesLen }: ITaArgs, posStr: string): any[];
|
83
|
+
kcw({ series, length, mult, useTrueRange, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
84
|
+
linreg({ source, length, offset, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
85
|
+
lowest(args: ITaArgs, posStr: string): number | undefined;
|
86
|
+
lowestbars(args: ITaArgs, posStr: string): number | undefined;
|
87
|
+
macd({ source, fastlen, slowlen, siglen }: ITaArgs, posStr: string): any[];
|
88
|
+
median({ source, length, isSeriesLen }: ITaArgs, posStr: string): any;
|
89
|
+
mfi({ series, length }: ITaArgs, posStr: string): number | undefined;
|
90
|
+
mode({ source, length, isSeriesLen }: ITaArgs, posStr: string): any;
|
91
|
+
mom({ source, length, isSeriesLen }: ITaArgs, posStr: string): any;
|
92
|
+
percentile_linear_interpolation({ source, length, percentage, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
93
|
+
percentile_nearest_rank({ source, length, percentage, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
94
|
+
percentrank({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
95
|
+
pivothigh(args: ITaArgs, posStr: string): any;
|
96
|
+
pivotlow(args: ITaArgs, posStr: string): any;
|
97
|
+
range({ source, length }: ITaArgs, posStr: string): number | undefined;
|
98
|
+
roc({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
99
|
+
rsi({ x: source, y: length, isSeriesLen }: ITaArgs, posStr: string): any;
|
100
|
+
sar({ start, inc, max }: ITaArgs, posStr: string): any;
|
101
|
+
stoch({ source, high, low, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
102
|
+
supertrend({ factor, atrPeriod }: ITaArgs, posStr: string): any;
|
103
|
+
swma({ x: source }: ITaArgs, posStr: string): any;
|
104
|
+
tr({ handle_na }: ITaArgs, posStr: string): any;
|
105
|
+
tsi({ source, short_length, long_length }: ITaArgs, posStr: string): number | undefined;
|
106
|
+
private _doubleSmooth;
|
107
|
+
valuewhen({ condition, source, occurrence }: ITaArgs, posStr: string): any;
|
108
|
+
variance({ source, length, biased, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
109
|
+
vwap({ x: source, anchor }: ITaArgs, posStr: string): any;
|
110
|
+
vwma({ source, length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
111
|
+
wpr({ length, isSeriesLen }: ITaArgs, posStr: string): number | undefined;
|
112
|
+
private _sort;
|
113
|
+
private _cacheDataList;
|
114
|
+
private _getCacheData;
|
115
|
+
private _cacheDataHandle;
|
116
|
+
private _verifyCacheData;
|
117
|
+
}
|
118
|
+
export {};
|
@@ -0,0 +1,87 @@
|
|
1
|
+
import { IKeyObjectValue } from "../../../type";
|
2
|
+
import { BuiltInVariables } from "../buildInVariables";
|
3
|
+
import { VPosition, VSize, VText } from "../enum";
|
4
|
+
import { IDrawComponent } from "../type";
|
5
|
+
import { TccErrorListener } from "./errorListener";
|
6
|
+
export interface ITableArgs {
|
7
|
+
id?: string;
|
8
|
+
table_id?: IDrawComponent;
|
9
|
+
position?: VPosition;
|
10
|
+
columns?: number;
|
11
|
+
rows?: number;
|
12
|
+
bgcolor?: string;
|
13
|
+
frame_color?: string;
|
14
|
+
frame_width?: number;
|
15
|
+
border_color?: string;
|
16
|
+
border_width?: number;
|
17
|
+
cell?: (ITableCellArgs | undefined)[][];
|
18
|
+
start_column?: number;
|
19
|
+
start_row?: number;
|
20
|
+
end_column?: number;
|
21
|
+
end_row?: number;
|
22
|
+
merge_cells?: IMergeCell[];
|
23
|
+
}
|
24
|
+
interface IMergeCell {
|
25
|
+
start_column?: number;
|
26
|
+
start_row?: number;
|
27
|
+
end_column?: number;
|
28
|
+
end_row?: number;
|
29
|
+
}
|
30
|
+
interface ITableCellArgs {
|
31
|
+
table_id?: IDrawComponent;
|
32
|
+
column?: number;
|
33
|
+
row?: number;
|
34
|
+
text?: string;
|
35
|
+
width?: number;
|
36
|
+
height?: number;
|
37
|
+
text_color?: string;
|
38
|
+
text_halign?: VText;
|
39
|
+
text_valign?: VText;
|
40
|
+
text_size?: VSize;
|
41
|
+
bgcolor?: string;
|
42
|
+
tooltip?: string;
|
43
|
+
text_font_family?: string;
|
44
|
+
isMerge?: boolean;
|
45
|
+
merge_columns?: number;
|
46
|
+
merge_rows?: number;
|
47
|
+
}
|
48
|
+
export default class BuildInTable {
|
49
|
+
private _variables;
|
50
|
+
private _errorListener;
|
51
|
+
private _updateIds;
|
52
|
+
private _defaultCell;
|
53
|
+
private _defaultTable;
|
54
|
+
constructor(variables: BuiltInVariables, errorListener: TccErrorListener);
|
55
|
+
get updateIds(): string[];
|
56
|
+
table({ x }: {
|
57
|
+
x?: IDrawComponent;
|
58
|
+
}): IDrawComponent | undefined;
|
59
|
+
new(args: ITableArgs, posStr: string): IDrawComponent;
|
60
|
+
private _paramVerfiy;
|
61
|
+
updateId(id: IDrawComponent): string;
|
62
|
+
cell({ table_id, ...args }: ITableCellArgs, posStr: string): void;
|
63
|
+
cell_set_bgcolor({ table_id, column, row, bgcolor }: ITableCellArgs, posStr: string): void;
|
64
|
+
cell_set_height({ table_id, column, row, height }: ITableCellArgs, posStr: string): void;
|
65
|
+
cell_set_text({ table_id, column, row, text }: ITableCellArgs, posStr: string): void;
|
66
|
+
cell_set_text_color({ table_id, column, row, text_color }: ITableCellArgs, posStr: string): void;
|
67
|
+
cell_set_text_halign({ table_id, column, row, text_halign }: ITableCellArgs, posStr: string): void;
|
68
|
+
cell_set_text_valign({ table_id, column, row, text_valign }: ITableCellArgs, posStr: string): void;
|
69
|
+
cell_set_text_size({ table_id, column, row, text_size }: ITableCellArgs, posStr: string): void;
|
70
|
+
cell_set_tooltip({ table_id, column, row, tooltip }: ITableCellArgs, posStr: string): void;
|
71
|
+
cell_set_width({ table_id, column, row, width }: ITableCellArgs, posStr: string): void;
|
72
|
+
clear({ table_id, start_column, start_row, end_column, end_row }: ITableArgs, posStr: string): void;
|
73
|
+
delete({ table_id }: ITableArgs, posStr: string): void;
|
74
|
+
merge_cells({ table_id, start_column, start_row, end_column, end_row }: ITableArgs, posStr: string): void;
|
75
|
+
set_bgcolor({ table_id, bgcolor }: ITableArgs, posStr: string): void;
|
76
|
+
set_border_color({ table_id, border_color }: ITableArgs, posStr: string): void;
|
77
|
+
set_border_width({ table_id, border_width }: ITableArgs, posStr: string): void;
|
78
|
+
set_frame_color({ table_id, frame_color }: ITableArgs, posStr: string): void;
|
79
|
+
set_frame_width({ table_id, frame_width }: ITableArgs, posStr: string): void;
|
80
|
+
set_position({ table_id, position }: ITableArgs, posStr: string): void;
|
81
|
+
private _getTableItem;
|
82
|
+
private _getTable;
|
83
|
+
private _verfiyRequestFunc;
|
84
|
+
private _rowColToInt;
|
85
|
+
}
|
86
|
+
export declare function createTable(key: string, data: IKeyObjectValue): IDrawComponent;
|
87
|
+
export {};
|
@@ -0,0 +1,22 @@
|
|
1
|
+
import { IKeyObjectValue } from "../../../type";
|
2
|
+
import { BuiltInVariables } from "../buildInVariables";
|
3
|
+
interface ITimeArgs {
|
4
|
+
timeframe?: string;
|
5
|
+
session?: string;
|
6
|
+
timezone?: string;
|
7
|
+
bars_back?: number;
|
8
|
+
time?: number;
|
9
|
+
seconds?: number;
|
10
|
+
}
|
11
|
+
export default class BuildInTimeframe {
|
12
|
+
private _variables;
|
13
|
+
private _cacheData;
|
14
|
+
constructor(variables: BuiltInVariables);
|
15
|
+
get _timeframeCacheData(): IKeyObjectValue;
|
16
|
+
set _timeframeCacheData(data: IKeyObjectValue);
|
17
|
+
change({ timeframe }: ITimeArgs, posStr: string): any;
|
18
|
+
in_seconds({ timeframe }?: ITimeArgs): number;
|
19
|
+
from_seconds({ seconds }: ITimeArgs): string;
|
20
|
+
private _calcTimeOffset;
|
21
|
+
}
|
22
|
+
export {};
|
@@ -0,0 +1,8 @@
|
|
1
|
+
export { Barstate } from './barstate';
|
2
|
+
export { Session } from './session';
|
3
|
+
export { Strategy } from './strategy';
|
4
|
+
export { Ta } from './ta';
|
5
|
+
export { Timeframe } from './timeframe';
|
6
|
+
export { Syminfo } from './syminfo';
|
7
|
+
export { Dividends } from './dividends';
|
8
|
+
export { Earnings } from './earnings';
|
@@ -0,0 +1,126 @@
|
|
1
|
+
import { IKeyObjectValue } from "../../../type";
|
2
|
+
import { IOrder, IStrategy } from "../buildInFuncNamespace";
|
3
|
+
import { BuiltInVariables } from "../buildInVariables";
|
4
|
+
export declare class Strategy {
|
5
|
+
private _orders;
|
6
|
+
private _historyOrders;
|
7
|
+
private _options?;
|
8
|
+
private _max_contracts_held_all;
|
9
|
+
private _max_contracts_held_long;
|
10
|
+
private _max_contracts_held_short;
|
11
|
+
private _max_drawdown;
|
12
|
+
private _max_runup;
|
13
|
+
private _max_runup_percent;
|
14
|
+
private _max_drawdown_percent;
|
15
|
+
private _variables;
|
16
|
+
private _netprofit;
|
17
|
+
private _eventrades;
|
18
|
+
private _avg_trade_percent?;
|
19
|
+
private _avg_losing_trade_percent?;
|
20
|
+
private _avg_winning_trade_percent?;
|
21
|
+
private _closedtrades;
|
22
|
+
private _losstrades;
|
23
|
+
private _grossloss;
|
24
|
+
private _grossprofit;
|
25
|
+
private _wintrades;
|
26
|
+
private _opentrades_capital_held;
|
27
|
+
private _position_avg_price?;
|
28
|
+
private _position_size;
|
29
|
+
private _openprofit;
|
30
|
+
private _preMaxNetValue;
|
31
|
+
private _preMinNetValue;
|
32
|
+
marginCallLong: number;
|
33
|
+
marginCallShort: number;
|
34
|
+
opentrades_long: number;
|
35
|
+
opentrades_short: number;
|
36
|
+
position_size_long: number;
|
37
|
+
position_size_short: number;
|
38
|
+
position_size_total: number;
|
39
|
+
openprofit_long: number;
|
40
|
+
openprofit_short: number;
|
41
|
+
constructor(variables: BuiltInVariables);
|
42
|
+
update(data: IKeyObjectValue): void;
|
43
|
+
private _calcMaxDrawdownAndMaxRunup;
|
44
|
+
updateOrders(orders: IOrder[]): void;
|
45
|
+
private _calcMaxContracts;
|
46
|
+
updateHistoryOrders(orders: IOrder[]): void;
|
47
|
+
updateStrategyOptions(options: IStrategy): void;
|
48
|
+
get long(): boolean;
|
49
|
+
get short(): boolean;
|
50
|
+
get account_currency(): string;
|
51
|
+
get closedtrades(): number;
|
52
|
+
get opentrades(): {
|
53
|
+
opentrades: number;
|
54
|
+
capital_held: number;
|
55
|
+
};
|
56
|
+
get avg_losing_trade(): number | undefined;
|
57
|
+
get avg_losing_trade_percent(): number | undefined;
|
58
|
+
get avg_trade(): number | undefined;
|
59
|
+
get equity(): number;
|
60
|
+
get netprofit(): number;
|
61
|
+
get eventrades(): number;
|
62
|
+
get openprofit(): number;
|
63
|
+
get avg_trade_percent(): number | undefined;
|
64
|
+
get avg_winning_trade(): number | undefined;
|
65
|
+
get avg_winning_trade_percent(): number | undefined;
|
66
|
+
get initial_capital(): number;
|
67
|
+
get losstrades(): number;
|
68
|
+
get grossloss(): number;
|
69
|
+
get grossloss_percent(): number;
|
70
|
+
get grossprofit(): number;
|
71
|
+
get grossprofit_percent(): number;
|
72
|
+
get wintrades(): number;
|
73
|
+
get margin_liquidation_price(): number | undefined;
|
74
|
+
get max_contracts_held_all(): number;
|
75
|
+
get max_contracts_held_long(): number;
|
76
|
+
get max_contracts_held_short(): number;
|
77
|
+
get max_drawdown(): number;
|
78
|
+
get max_runup(): number;
|
79
|
+
get max_runup_percent(): number;
|
80
|
+
get max_drawdown_percent(): number;
|
81
|
+
get netprofit_percent(): number;
|
82
|
+
get openprofit_percent(): number;
|
83
|
+
get position_avg_price(): number | undefined;
|
84
|
+
get position_entry_name(): string | undefined;
|
85
|
+
get position_size(): number;
|
86
|
+
get summaryData(): {
|
87
|
+
position_size: number;
|
88
|
+
position_avg_price: number | undefined;
|
89
|
+
position_entry_name: string | undefined;
|
90
|
+
openprofit_percent: number;
|
91
|
+
netprofit_percent: number;
|
92
|
+
max_drawdown_percent: number;
|
93
|
+
max_runup_percent: number;
|
94
|
+
max_drawdown: number;
|
95
|
+
max_runup: number;
|
96
|
+
max_contracts_held_long: number;
|
97
|
+
max_contracts_held_short: number;
|
98
|
+
max_contracts_held_all: number;
|
99
|
+
avg_winning_trade_percent: number | undefined;
|
100
|
+
avg_winning_trade: number | undefined;
|
101
|
+
avg_trade_percent: number | undefined;
|
102
|
+
avg_trade: number | undefined;
|
103
|
+
avg_losing_trade: number | undefined;
|
104
|
+
avg_losing_trade_percent: number | undefined;
|
105
|
+
wintrades: number;
|
106
|
+
losstrades: number;
|
107
|
+
eventrades: number;
|
108
|
+
grossprofit: number;
|
109
|
+
grossprofit_percent: number;
|
110
|
+
grossloss: number;
|
111
|
+
grossloss_percent: number;
|
112
|
+
openprofit: number;
|
113
|
+
initial_capital: number;
|
114
|
+
netprofit: number;
|
115
|
+
closedtrades: number;
|
116
|
+
opentrades: {
|
117
|
+
opentrades: number;
|
118
|
+
capital_held: number;
|
119
|
+
};
|
120
|
+
equity: number;
|
121
|
+
margin_call_long: number;
|
122
|
+
margin_call_short: number;
|
123
|
+
};
|
124
|
+
private _getOrderPrices;
|
125
|
+
private _getCommission;
|
126
|
+
}
|
@@ -0,0 +1,18 @@
|
|
1
|
+
import { IKeyObjectValue } from "../../../type";
|
2
|
+
export declare class Syminfo {
|
3
|
+
private _syminfo;
|
4
|
+
update(syminfo: IKeyObjectValue): void;
|
5
|
+
get __syminfo(): IKeyObjectValue;
|
6
|
+
get basecurrency(): any;
|
7
|
+
get currency(): any;
|
8
|
+
get description(): any;
|
9
|
+
get mintick(): any;
|
10
|
+
get pointvalue(): any;
|
11
|
+
get prefix(): any;
|
12
|
+
get root(): any;
|
13
|
+
get session(): any;
|
14
|
+
get ticker(): any;
|
15
|
+
get tickerid(): any;
|
16
|
+
get timezone(): any;
|
17
|
+
get type(): any;
|
18
|
+
}
|