@guihz/trading-vue-editor-tes 0.1.14 → 0.1.15

package/lib/components/editor/v3/parseScript/buildInConstants.d.ts

@@ -1,4 +1,4 @@
-import { VPlotDisplay, VHlineStyle, VLocation, VPlotStyle, VAdjustment, VBarmergeGaps, VScale, VSession, VShape, VSize, VStrategy, VCommission, VDirection, VOca, VInputType } from './enum';
+import { VPlotDisplay, VHlineStyle, VLocation, VPlotStyle, VAdjustment, VScale, VSession, VShape, VSize, VStrategy, VCommission, VDirection, VOca, VInputType } from './enum';
 export declare const COLOR_BUILD_IN: {
     aqua: string;
     black: string;
@@ -168,10 +168,10 @@ export declare class BuildInConstants {
         ZAR: string;
     };
     barmerge: {
-        gaps_off: VBarmergeGaps;
-        gaps_on: VBarmergeGaps;
-        lookahead_off: VBarmergeGaps;
-        lookahead_on: VBarmergeGaps;
+        gaps_off: boolean;
+        gaps_on: boolean;
+        lookahead_off: boolean;
+        lookahead_on: boolean;
     };
     true: boolean;
     false: boolean;

package/lib/components/editor/v3/parseScript/buildInFuncNamespace/strategy.d.ts

@@ -207,6 +207,7 @@ export default class Strategy {
     private _closeOrders;
     private _closeOrder;
     private _exitOrdersHandle;
+    private _orderInExitHandle;
     private _executesSort;
     private _getLimitPrice;
     private _getStopPrice;

package/lib/components/editor/v4/parseScript/buildInFuncNamespace/table.d.ts

@@ -20,6 +20,7 @@ export interface ITableArgs {
     end_column?: number;
     end_row?: number;
     merge_cells?: IMergeCell[];
+    merge_cell_ids?: IKeyObjectValue;
 }
 interface IMergeCell {
     start_column?: number;

package/lib/components/editor/v5/parseScript/buildInFuncNamespace/strategy.d.ts

@@ -65,6 +65,7 @@ interface IOrderArgs {
     comment_loss?: string;
     comment_trailing?: string;
     last_commission?: number;
+    createTime?: number;
 }
 type PlaceOrderType = 'order' | 'entry' | 'exit' | 'close' | 'close_all' | 'close_all_short' | 'close_all_long';
 export interface IOrder extends IOrderArgs {
@@ -103,6 +104,12 @@ export interface IOrder extends IOrderArgs {
     out_high?: number;
     isTiggerClose?: boolean;
     entry_time?: number;
+    unid?: string;
+    realQty?: number;
+    isPartClose?: boolean;
+    occupancyQty?: number;
+    exitOrder?: IKeyObjectValue;
+    isEnd?: boolean;
 }
 interface IRisk {
     allow_entry_in?: VDirection;
@@ -155,6 +162,7 @@ export default class Strategy {
     calcOnOrderFillsData: IFillsData;
     private _cacheArgs;
     private _useSetArgs;
+    private _closeOrderList;
     constructor(variables: BuiltInVariables, options: IKeyObjectValue, mintick: number, errorListener: TccErrorListener, id: string);
     get _strategyCacheData(): IKeyObjectValue;
     set _strategyCacheData(val: IKeyObjectValue);
@@ -221,6 +229,8 @@ export default class Strategy {
     private _closeOrders;
     private _closeOrder;
     private _exitOrdersHandle;
+    private _updateExitOrders;
+    private _orderInExitHandle;
     private _executesSort;
     private _getLimitPrice;
     private _getStopPrice;
@@ -233,14 +243,21 @@ export default class Strategy {
     private _onCloseOrderHandle;
     private _entryOrderHandle;
     private _orderOrderHandle;
+    private _getHisOrderSurplusQty;
     private _getCloseOrders;
     private _closeOrderHandle;
+    private _processCloseOrdersFIFO;
     private _processCloseOrders;
     private _exitOrderHandle;
+    private _getUnCloseOrders;
     private _exit;
-    private _updateExitOrders;
+    private _updateExitOrder;
+    private _calcUpdateExitOrderQty;
+    private _calcExitOrderQty;
     private _ordersToExit;
-    private _addExitPendingCloseOrders;
+    private _calcLimitPrice;
+    private _calcStopPrice;
+    private _calcActivePrice;
     private _stopProfit;
     private _stopLoss;
     private _trailStopLoss;

package/lib/components/editor/v5/parseScript/buildInFuncNamespace/strategyNew.d.ts

@@ -0,0 +1,261 @@
+import { TccErrorListener } from ".";
+import { IKeyObjectValue } from "../../../type";
+import { BuiltInVariables } from "../buildInVariables";
+import { VCommission, VDirection, VFormatType, VOca, VScale, VStrategy } from "../enum";
+import { Closedtrdes, Opentrades, Risk } from '../strategyNamespace';
+export interface IStrategy {
+    title?: string;
+    shorttitle?: string;
+    overlay?: boolean;
+    format?: VFormatType;
+    precision?: number;
+    scale?: VScale;
+    pyramiding?: number;
+    calc_on_order_fills?: boolean;
+    calc_on_every_tick?: boolean;
+    max_bars_back?: number;
+    backtest_fill_limits_assumption?: number;
+    default_qty_type?: VStrategy;
+    default_qty_value?: number;
+    initial_capital: number;
+    currency?: string;
+    slippage?: number;
+    commission_type?: VCommission;
+    commission_value?: number;
+    process_orders_on_close?: boolean;
+    close_entries_rule?: CloseEntriesRuleType;
+    margin_long?: number;
+    margin_short?: number;
+    explicit_plot_zorder?: boolean;
+    max_lines_count?: number;
+    max_labels_count?: number;
+    max_boxes_count?: number;
+    calc_bars_count?: number;
+    risk_free_rate?: number;
+    use_bar_magnifier?: boolean;
+    fill_orders_on_standard_ohlc?: boolean;
+    max_polylines_count?: number;
+    scriptType?: string;
+    direction_short_long?: boolean;
+}
+interface IArgs {
+    value?: number;
+    fill_price?: number;
+}
+interface IOrderArgs {
+    id: string;
+    direction: VDirection;
+    from_entry?: string;
+    qty?: number;
+    limit?: number;
+    loss?: number;
+    stop?: number;
+    oca_name?: string;
+    oca_type?: VOca;
+    comment?: string;
+    alert_message?: string;
+    disable_alert?: false;
+    qty_percent?: number;
+    immediately?: boolean;
+    trail_price?: number;
+    trail_points?: number;
+    trail_offset?: number;
+    profit?: number;
+    comment_profit?: string;
+    comment_loss?: string;
+    comment_trailing?: string;
+    last_commission?: number;
+}
+type PlaceOrderType = 'order' | 'entry' | 'exit' | 'close' | 'close_all' | 'close_all_short' | 'close_all_long';
+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;
+    out_time?: number;
+    out_qty?: number;
+    out_comment?: string;
+    total_profit?: number;
+    max_profit?: number;
+    trading_loss?: number;
+    place_order_type?: PlaceOrderType;
+    position_close_type?: PlaceOrderType;
+    isDeal?: boolean;
+    exitIds?: string[];
+    active_price?: number;
+    trail_stop_price?: number;
+    hasOrder?: boolean;
+    isMarketPriceLimit?: boolean;
+    isMarketPriceStop?: boolean;
+    isCancel?: boolean;
+    close_qty?: number;
+    profit_percent?: number;
+    max_profit_percent?: number;
+    trading_loss_percent?: number;
+    commission?: number;
+    original_qty?: number;
+    in_low?: number;
+    in_high?: number;
+    out_low?: number;
+    out_high?: number;
+    isTiggerClose?: boolean;
+    entry_time?: number;
+    unid?: string;
+}
+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;
+}
+interface IData {
+    close: number;
+    high: number;
+    low: number;
+    open: number;
+}
+interface IFillsData {
+    data?: IData;
+    tradeData?: IData;
+    index: number;
+    currentData?: IData;
+}
+type CloseEntriesRuleType = 'FIFO' | 'ANY';
+export default class Strategy {
+    private _variables;
+    private _options;
+    private _totalChangeCapital;
+    private _historyOrder;
+    private _orders;
+    private _exitOrders;
+    private _pendingOrders;
+    private _mintick;
+    private _funcOptions;
+    private _pendingCloseOrders;
+    private _errorListener;
+    private _risk;
+    private _opentrades;
+    private _closedtrades;
+    private _riskNamespace;
+    private _updateOptions;
+    private _id;
+    private _maxDrawdownVerifyIndex;
+    calcOnOrderFillsData: IFillsData;
+    private _cacheArgs;
+    private _useSetArgs;
+    private _posOrders;
+    constructor(variables: BuiltInVariables, options: IKeyObjectValue, mintick: number, errorListener: TccErrorListener, id: string);
+    get _strategyCacheData(): IKeyObjectValue;
+    set _strategyCacheData(val: IKeyObjectValue);
+    get orders(): IOrder[];
+    get historyOrders(): IOrder[];
+    get _freezeCapital(): number;
+    get opentrades(): Opentrades;
+    get closedtrades(): Closedtrdes;
+    get risk(): Risk;
+    get isCalcOnEveryTick(): boolean | undefined;
+    updateOptions(options?: IStrategy): void;
+    update(): void;
+    calcCurrentOrder(): void;
+    updateRisk(risk: IRisk): void;
+    endExecution(): void;
+    private _maxIntradayLoss;
+    private _maxIntradayFilledOrdersVerify;
+    private _maxConsLossDaysVerify;
+    private _maxDrawdownVerify;
+    private _riskTouchOff;
+    strategy(args: IKeyObjectValue, posStr: string): void;
+    private _updateArgToOptions;
+    order(args: IOrderArgs, posStr: string): void;
+    entry(args: IOrderArgs, posStr: string): void;
+    close(args: IOrder, posStr: string): void;
+    close_all(args: IOrder, posStr: string): void;
+    close_all_long(args: IOrder, posStr: string): void;
+    close_all_short(args: IOrder, posStr: string): void;
+    cancel({ id }: {
+        id: string;
+    }, posStr: string): void;
+    cancel_all(posStr: string): void;
+    exit(args: IOrderArgs, posStr: string): void;
+    convert_to_account({ value }: IArgs, posStr: string): number | undefined;
+    convert_to_symbol({ value }: IArgs, posStr: string): number | undefined;
+    default_entry_qty({ fill_price }: IArgs, posStr: string): number;
+    private _calcDefaultQty;
+    private _calcExitQty;
+    private _getCommQty;
+    private _getLen;
+    private _getCapital;
+    private _calcProfitAndLoss;
+    private _calcProfitAndLossHandle;
+    private _calcOrderPercent;
+    private _calcLiquidate;
+    private _marginCallOrders;
+    private _orderHandle;
+    private _orderOnCloseHandle;
+    private _judgeCapitalEnough;
+    private _getOrderProfit;
+    private _ocaGroupVerify;
+    private _processOrders;
+    private _addPendingOrders;
+    private _orderArgsParse;
+    private _entryHandle;
+    private _entryOnCloseHandle;
+    private _getOrders;
+    private _entryOrder;
+    private _getAvailablePositionSize;
+    private _getEntryOrders;
+    private _addPendingEntry;
+    private _closeAllOrders;
+    private _closeAllPartOrders;
+    private _closeOrders;
+    private _closeOrder;
+    private _exitOrdersHandle;
+    private _executesSort;
+    private _getLimitPrice;
+    private _getStopPrice;
+    private _getTrailStopPrice;
+    private _ordersHandle;
+    private _calcTrailStopPrice;
+    private _pendingOrderHandle;
+    private _pendingOrderSort;
+    private _pendingCloseOrderHandle;
+    private _onCloseOrderHandle;
+    private _entryOrderHandle;
+    private _orderOrderHandle;
+    private _getCloseOrders;
+    private _closeOrderHandle;
+    private _processCloseOrders;
+    private _exitOrderHandle;
+    private _exit;
+    private _updateExitOrders;
+    private _calcExitOrderQty;
+    private _ordersToExit;
+    private _addExitPendingCloseOrders;
+    private _stopProfit;
+    private _stopLoss;
+    private _trailStopLoss;
+    private _processExitOnClose;
+    private _processExitOrders;
+    private _processOrder;
+    private _calcPercent;
+    private _getCommission;
+    private _calcCurrentOrder;
+    private _calcOrderFillsHandle;
+    private _isNaN;
+    private _paramVerfiy;
+    _verfiyRequestFunc(posStr: string, name: string): void;
+}
+export {};

package/lib/components/editor/v5/parseScript/buildInFuncNamespace/table.d.ts

@@ -20,6 +20,7 @@ export interface ITableArgs {
     end_column?: number;
     end_row?: number;
     merge_cells?: IMergeCell[];
+    merge_cell_ids?: IKeyObjectValue;
 }
 interface IMergeCell {
     start_column?: number;