@guihz/trading-vue-editor-tes 0.1.19 → 0.1.21

package/lib/components/editor/type/index.d.ts

@@ -122,4 +122,5 @@ export interface IImportLibrary {
     types: IDocValue[];
     methods: IDocValue[];
 }
+export type IShapeRatioType = "D" | "M" | "NONE";
 export {};

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

@@ -1 +1,5 @@
+import { IShapeRatioType } from "../type";
 export declare function getFullTimezoneNameCN(timezone: string): string;
+export declare function getBalanceByInterval(startTimestamp: number, endTimestamp: number, type: IShapeRatioType): Record<string, number>;
+export declare function getTimestampDayKey(time: number): string;
+export declare function getTimestampMonthKey(time: number): string;

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

@@ -1,9 +1,6 @@
 import { editor } from "monaco-editor";
-import { IKeyValue } from "../type";
 export declare function getTypeOriginName(type: string): string;
 export declare function removeContextMenu(editor: editor.IStandaloneCodeEditor): void;
-export declare function replaceTemplate(template: string, replacements: IKeyValue): string;
-export declare function encode(str: string): string;
-export declare function decode(base64: string): string;
 export declare function getContents(version?: number): Promise<typeof import("../v3/constants") | undefined>;
 export declare function getMonarchTokens(version?: number): Promise<typeof import("../v3/config/monarchTokens") | undefined>;
+export declare function getCurrentVersionFirstName(version: number, prefix?: string): string;

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

@@ -63,6 +63,7 @@ interface IOrderArgs {
     last_commission?: number;
     when?: boolean;
     long?: boolean;
+    createTime?: number;
 }
 type PlaceOrderType = 'order' | 'entry' | 'exit' | 'close' | 'close_all';
 export interface IOrder extends IOrderArgs {
@@ -101,6 +102,12 @@ 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;
@@ -151,6 +158,7 @@ export default class Strategy {
     private _cacheArgs;
     private _useSetArgs;
     private _id;
+    private _closeOrderList;
     constructor(variables: BuiltInVariables, options: IKeyObjectValue, mintick: number, errorListener: TccErrorListener, id: string);
     get _strategyCacheData(): IKeyObjectValue;
     set _strategyCacheData(val: IKeyObjectValue);
@@ -207,6 +215,7 @@ export default class Strategy {
     private _closeOrders;
     private _closeOrder;
     private _exitOrdersHandle;
+    private _updateExitOrders;
     private _orderInExitHandle;
     private _executesSort;
     private _getLimitPrice;
@@ -220,14 +229,21 @@ 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/v3/parseScript/buildInVarNamespace/strategy.d.ts

@@ -3,7 +3,6 @@ import { IOrder, IStrategy } from "../runType";
 import { BuiltInVariables } from "../buildInVariables";
 export declare class Strategy {
     private _orders;
-    private _historyOrders;
     private _options?;
     private _max_contracts_held_all;
     private _max_contracts_held_long;
@@ -37,12 +36,18 @@ export declare class Strategy {
     position_size_total: number;
     openprofit_long: number;
     openprofit_short: number;
+    private _preHistoryOrderCalcResult;
+    private _firstPrice?;
     constructor(variables: BuiltInVariables);
+    get _strategyCacheData(): IKeyObjectValue;
+    set _strategyCacheData(data: IKeyObjectValue);
     update(data: IKeyObjectValue): void;
     private _calcMaxDrawdownAndMaxRunup;
     updateOrders(orders: IOrder[]): void;
     private _calcMaxContracts;
-    updateHistoryOrders(orders: IOrder[]): void;
+    updateHistoryOrderCalcData(): void;
+    private _createBalanceByInterval;
+    updateHistoryOrder(order?: IOrder): void;
     updateStrategyOptions(options: IStrategy): void;
     get account_currency(): string;
     get closedtrades(): number;
@@ -121,6 +126,7 @@ export declare class Strategy {
         equity: number;
         margin_call_long: number;
         margin_call_short: number;
+        first_price: number | undefined;
     };
     private _getOrderPrices;
 }

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

@@ -33,6 +33,7 @@ export declare class BuiltInVariables extends Ta {
         cacheSpace: IKeyObjectValue;
         taCacheData: IKeyObjectValue;
         barstateCacheData: IKeyObjectValue;
+        strategyCacheData: IKeyObjectValue;
     };
     setVarCacheData(data: IKeyObjectValue): void;
     get bar_index(): number;

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

@@ -95,6 +95,7 @@ export declare const ERRORS_TIPS: {
     plotFillForceOverlayErr: string;
     constModifyErr: string;
     maxOpenOrdersErr: string;
+    maxOrdersErr: string;
 };
 export declare const WARNING_TIPS: {
     repeatVar: string;

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

@@ -1,3 +1,5 @@
 export declare const PERIOD_MAP: Record<string, string>;
 export declare const PERIOD_UNIT_MAP: Record<string, string>;
 export declare const SYMBOL_MAP: Record<string, string>;
+export declare const MAX_STRATEGY_ORDERS_COUNT = 9000;
+export declare const MAX_STRATEGY_OPEN_ORDERS_COUNT = 3000;

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

@@ -63,6 +63,7 @@ interface IOrderArgs {
     last_commission?: number;
     when?: boolean;
     long?: boolean;
+    createTime?: number;
 }
 type PlaceOrderType = 'order' | 'entry' | 'exit' | 'close' | 'close_all';
 export interface IOrder extends IOrderArgs {
@@ -101,6 +102,12 @@ 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;
@@ -151,6 +158,7 @@ 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);
@@ -207,6 +215,8 @@ export default class Strategy {
     private _closeOrders;
     private _closeOrder;
     private _exitOrdersHandle;
+    private _updateExitOrders;
+    private _orderInExitHandle;
     private _executesSort;
     private _getLimitPrice;
     private _getStopPrice;
@@ -219,14 +229,21 @@ 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/v4/parseScript/buildInVarNamespace/strategy.d.ts

@@ -3,7 +3,6 @@ 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;
@@ -38,12 +37,18 @@ export declare class Strategy {
     position_size_total: number;
     openprofit_long: number;
     openprofit_short: number;
+    private _preHistoryOrderCalcResult;
+    private _firstPrice?;
     constructor(variables: BuiltInVariables);
+    get _strategyCacheData(): IKeyObjectValue;
+    set _strategyCacheData(data: IKeyObjectValue);
     update(data: IKeyObjectValue): void;
     private _calcMaxDrawdownAndMaxRunup;
     updateOrders(orders: IOrder[]): void;
     private _calcMaxContracts;
-    updateHistoryOrders(orders: IOrder[]): void;
+    updateHistoryOrderCalcData(): void;
+    private _createBalanceByInterval;
+    updateHistoryOrder(order?: IOrder): void;
     updateStrategyOptions(options: IStrategy): void;
     get long(): boolean;
     get short(): boolean;
@@ -120,7 +125,6 @@ export declare class Strategy {
         equity: number;
         margin_call_long: number;
         margin_call_short: number;
+        first_price: number | undefined;
     };
-    private _getOrderPrices;
-    private _getCommission;
 }

package/lib/components/editor/v4/parseScript/constants.d.ts

@@ -95,6 +95,7 @@ export declare const ERRORS_TIPS: {
     plotFillForceOverlayErr: string;
     constModifyErr: string;
     maxOpenOrdersErr: string;
+    maxOrdersErr: string;
 };
 export declare const WARNING_TIPS: {
     repeatVar: string;

package/lib/components/editor/v4/parseScript/constantsRun.d.ts

@@ -1,3 +1,5 @@
 export declare const PERIOD_MAP: Record<string, string>;
 export declare const PERIOD_UNIT_MAP: Record<string, string>;
 export declare const SYMBOL_MAP: Record<string, string>;
+export declare const MAX_STRATEGY_ORDERS_COUNT = 9000;
+export declare const MAX_STRATEGY_OPEN_ORDERS_COUNT = 3000;

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

@@ -3,7 +3,6 @@ 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;
@@ -38,12 +37,18 @@ export declare class Strategy {
     position_size_total: number;
     openprofit_long: number;
     openprofit_short: number;
+    private _preHistoryOrderCalcResult;
+    private _firstPrice?;
     constructor(variables: BuiltInVariables);
+    get _strategyCacheData(): IKeyObjectValue;
+    set _strategyCacheData(data: IKeyObjectValue);
     update(data: IKeyObjectValue): void;
     private _calcMaxDrawdownAndMaxRunup;
     updateOrders(orders: IOrder[]): void;
     private _calcMaxContracts;
-    updateHistoryOrders(orders: IOrder[]): void;
+    updateHistoryOrderCalcData(): void;
+    private _createBalanceByInterval;
+    updateHistoryOrder(order?: IOrder): void;
     updateStrategyOptions(options: IStrategy): void;
     get account_currency(): string;
     get closedtrades(): number;
@@ -128,7 +133,7 @@ export declare class Strategy {
         equity: number;
         margin_call_long: number;
         margin_call_short: number;
+        first_price: number | undefined;
     };
     private _getOrderPrices;
-    private _getCommission;
 }

package/lib/components/editor/v5/parseScript/constants.d.ts

@@ -103,7 +103,7 @@ export declare const ERRORS_TIPS: {
     matrixRowsColsEqErr: string;
     matrixMultErr: string;
     maxOpenOrdersErr: string;
-    historyReferencingOperatorErr: string;
+    maxOrdersErr: string;
 };
 export declare const WARNING_TIPS: {
     repeatVar: string;

package/lib/components/editor/v5/parseScript/constantsRun.d.ts

@@ -1,3 +1,5 @@
 export declare const PERIOD_MAP: Record<string, string>;
 export declare const PERIOD_UNIT_MAP: Record<string, string>;
 export declare const SYMBOL_MAP: Record<string, string>;
+export declare const MAX_STRATEGY_ORDERS_COUNT = 9000;
+export declare const MAX_STRATEGY_OPEN_ORDERS_COUNT = 3000;

package/lib/components/editor/v6/parseScript/buildInFuncNamespace/strategy.d.ts

@@ -176,6 +176,7 @@ export default class Strategy {
     get closedtrades(): Closedtrdes;
     get risk(): Risk;
     get isCalcOnEveryTick(): boolean | undefined;
+    getFirstIndex(): number;
     updateOptions(options?: IStrategy): void;
     update(): void;
     calcCurrentOrder(): void;

package/lib/components/editor/v6/parseScript/buildInVarNamespace/strategy.d.ts

@@ -39,6 +39,7 @@ export declare class Strategy {
     openprofit_short: number;
     private _firstIndex;
     private _preHistoryOrderCalcResult;
+    private _firstPrice?;
     constructor(variables: BuiltInVariables);
     get _strategyCacheData(): IKeyObjectValue;
     set _strategyCacheData(data: IKeyObjectValue);
@@ -139,6 +140,7 @@ export declare class Strategy {
         equity: number;
         margin_call_long: number;
         margin_call_short: number;
+        first_price: number | undefined;
     };
     private _getOrderPrices;
 }

package/lib/components/editor/v6/parseScript/constants.d.ts

@@ -1,3 +1,4 @@
+import { IKeyValueStr } from "../../type";
 import { VType } from "./enum";
 export declare const ERRORS_TIPS: {
     onlyInLoop: string;
@@ -107,6 +108,11 @@ export declare const ERRORS_TIPS: {
     historyReferencingOperatorUseFieldErr: string;
     moreSameArgErr: string;
     lineWidthErr: string;
+    ifOrSwitchQualifiedTypeErr: string;
+    conditionTypeErr: string;
+    boolVarErr: string;
+    naCompareErr: string;
+    notConstConditionTypeErr: string;
 };
 export declare const WARNING_TIPS: {
     repeatVar: string;
@@ -137,3 +143,4 @@ export declare const TCC_KEYWORDS: string[];
 export declare const TCC_NAMESAPCES: string[];
 export declare const CHANGE_VALUE_FUNCS: string[];
 export declare const TRANSP_FUNCS: string[];
+export declare const BUILDIN_CONST_QUALIFIERS: IKeyValueStr;

package/lib/components/editor/v6/parseScript/type.d.ts

@@ -36,5 +36,4 @@ export interface IDrawComponent {
     preId: string;
     isDraw: boolean;
 }
-export type IShapeRatioType = "D" | "M" | "NONE";
 export {};

package/lib/components/editor/v6/parseScript/utils.d.ts

@@ -1,6 +1,5 @@
 import { IKeyValue } from "../../type";
 import { TccErrorListener } from "./buildInFuncNamespace";
-import { IShapeRatioType } from "./type";
 import moment from 'moment-timezone';
 export declare function replaceTemplate(template: string, replacements: IKeyValue): string;
 export declare function parsePerid(period: string): (string | number)[];
@@ -20,6 +19,3 @@ export declare function decimalFloor(num?: number, precision?: number): number |
 export declare function parsePeriodHandle(period?: string): string;
 export declare function transformPeriod(period: string): string;
 export declare function addRequestUseFuncError(errorListener: TccErrorListener, funcName: string, reqName: string, posStr: string): void;
-export declare function getBalanceByInterval(startTimestamp: number, endTimestamp: number, type: IShapeRatioType): Record<string, number>;
-export declare function getTimestampDayKey(time: number): string;
-export declare function getTimestampMonthKey(time: number): string;

package/lib/components/editor/v6/parseScript/visitorParser.d.ts

@@ -97,6 +97,7 @@ export default class ParserVisitor extends ParserUtils {
         value: IKeyObjectValue;
     };
     visitAgainAssignName: (ctx: IKeyObjectValue) => IKeyObjectValue;
+    private _updateVariableType;
     visitVarSingle: (ctx: IKeyObjectValue) => IKeyObjectValue;
     /**
    * 解析注释
@@ -379,4 +380,5 @@ export default class ParserVisitor extends ParserUtils {
      * @returns 返回一个类型数组，表示该代码块可能的返回类型
      */
     private _getBlockReturnTypes;
+    private _ifOrSwitchQualifiedTypeVerify;
 }

package/lib/components/editor/v6/parseScript/visitorUtils.d.ts

@@ -12,7 +12,7 @@ export declare class ParserUtils extends TccScriptParserVisitor<any> {
     protected _returnTypesOtherHandle(firstArg: IKeyObjectValue, returnType: string, returnTypes: string[], name: string): string[];
     protected _checkMethodThisType(thisType: string[], type: string): boolean;
     protected _priorityComparison(currentType: string, targetType: string): boolean;
-    protected _compareType(currentType: string, targetType: string, isCondition?: boolean): boolean;
+    protected _compareType(currentType: string, targetType: string): boolean;
     protected _compareVarType(currentType: string, targetType: string): boolean;
     protected _typeAddSeries(type: string): string;
     protected _typeAddConst(type: string): string;