@guihz/trading-vue-editor-tes 0.1.20 → 0.1.21

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

@@ -90,6 +90,7 @@ export interface IDocValue {
     disallowedInTemplate?: boolean;
     expectsTemplate?: boolean;
     realName?: string;
+    isUserFields?: boolean;
 }
 export interface IDetailedDesc {
     desc: string[];
@@ -121,4 +122,5 @@ export interface IImportLibrary {
     types: IDocValue[];
     methods: IDocValue[];
 }
+export type IShapeRatioType = "D" | "M" | "NONE";
 export {};

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

@@ -1,29 +1,5 @@
 import { IKeyObjectValue } from "../type";
-export declare function parseTcc(program: string, hasTranscoding: boolean, getImportLibraryFunc: (obj: IKeyObjectValue) => IKeyObjectValue, keyObjs: IKeyObjectValue, version: number): Promise<{
-    errors: any[];
-    functions: {
-        [k: string]: import("../type").IDocValue[];
-    };
-    variables: {
-        [k: string]: import("../type").IDocValue[];
-    };
-    types: {
-        [k: string]: import("../type").IDocValue[];
-    };
-    methods: {
-        [k: string]: import("../type").IDocValue[];
-    };
-    overloadsFuncs: import("../type").IKeyValue[];
-    imports: {
-        [k: string]: IKeyObjectValue;
-    };
-    enums: {
-        [k: string]: import("../type").IDocValue[];
-    };
-    codeStr: string;
-    preParserCode: string | undefined;
-    config: IKeyObjectValue;
-}>;
+export declare function parseTcc(program: string, hasTranscoding: boolean, getImportLibraryFunc: (obj: IKeyObjectValue) => IKeyObjectValue, keyObjs: IKeyObjectValue, version: number): Promise<IKeyObjectValue>;
 export declare function parseLibraryCode(program: string, libTitle: string, getImportLibraryFunc: (obj: IKeyObjectValue) => IKeyObjectValue, keyObjs: IKeyObjectValue): Promise<{
     description: string;
     codeStr: string;

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

@@ -93,6 +93,9 @@ export declare const ERRORS_TIPS: {
     optionsRepeatErr: string;
     scriptLongTimeErr: string;
     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

@@ -93,6 +93,9 @@ export declare const ERRORS_TIPS: {
     optionsRepeatErr: string;
     scriptLongTimeErr: string;
     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/buildInConstants.d.ts

@@ -265,6 +265,8 @@ export declare class BuildInConstants {
         cash: VStrategy;
         fixed: VStrategy;
         percent_of_equity: VStrategy;
+        long: VDirection;
+        short: VDirection;
         commission: {
             cash_per_contract: VCommission;
             cash_per_order: VCommission;

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

@@ -1,10 +1,8 @@
 import { IKeyObjectValue } from "../../../type";
 import { IOrder, IStrategy } from "../buildInFuncNamespace";
 import { BuiltInVariables } from "../buildInVariables";
-import { VDirection } from "../enum";
 export declare class Strategy {
     private _orders;
-    private _historyOrders;
     private _options?;
     private _max_contracts_held_all;
     private _max_contracts_held_long;
@@ -39,15 +37,19 @@ 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(): VDirection;
-    get short(): VDirection;
     get account_currency(): string;
     get closedtrades(): number;
     get opentrades(): {
@@ -131,7 +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

@@ -102,6 +102,8 @@ export declare const ERRORS_TIPS: {
     matrixSetValueErr: string;
     matrixRowsColsEqErr: string;
     matrixMultErr: string;
+    maxOpenOrdersErr: 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/v5/parseScript/constants_en.d.ts

@@ -0,0 +1,134 @@
+import { VType } from "./enum";
+export declare const ERRORS_TIPS: {
+    onlyInLoop: string;
+    invalidType: string;
+    typeUseError: string;
+    notTypeKeyword: string;
+    undeclared: string;
+    repeatVar: string;
+    typeRepeatErr: string;
+    typeMismatch: string;
+    assignTypeMismatch: string;
+    voidNotVar: string;
+    declareTypeErr: string;
+    mapKeyValErr: string;
+    inputSourceErr: string;
+    buildInUseErr: string;
+    argsLenErr: string;
+    requiredParamErr: string;
+    argsSyntaxErr: string;
+    requestArgsErr: string;
+    mapKeyErr: string;
+    templateErr: string;
+    templateNoSupportErr: string;
+    ifOrSwitchTypeErr: string;
+    argsNameErr: string;
+    noFiledErr: string;
+    methodNotExistErr: string;
+    tupleVarErr: string;
+    tupleLeftVarErr: string;
+    tupleRightVarErr: string;
+    tempateTypeErr: string;
+    qualifierErr: string;
+    notFindFuncErr: string;
+    naVarErr: string;
+    notHistoryErr: string;
+    defaultValueErr: string;
+    defaultValueTypeErr: string;
+    typeFieldErr: string;
+    unaryErr: string;
+    funcArgAssignErr: string;
+    declaredErr: string;
+    globalFuncErr: string;
+    onlyStatementErr: string;
+    modifyGlobalVarErr: string;
+    inputDefvalErr: string;
+    objectIsNaErr: string;
+    buidinAssignErr: string;
+    buidinVarErr: string;
+    useNaErr: string;
+    libraryTitleErr: string;
+    exportFuncArgErr: string;
+    indiRunErr: string;
+    libraryExportErr: string;
+    strategyRunErr: string;
+    exportUseErr: string;
+    funcRepeatErr: string;
+    importMultipleErr: string;
+    importNotExitErr: string;
+    importNameRepeatErr: string;
+    exportFuncHasInputErr: string;
+    libraryTitleIsKeywordErr: string;
+    exportFuncUseGlobalVarErr: string;
+    loopRuntimeErr: string;
+    paramsErr: string;
+    displayErr: string;
+    exportFuncUseReqErr: string;
+    requestExprErr: string;
+    argDefaultErr: string;
+    overloadFuncErr: string;
+    againAssignErr: string;
+    requestUserInLoopErr: string;
+    enumVarNameErr: string;
+    enumVarNameBuiltinErr: string;
+    typeNameErr: string;
+    enumUseErr: string;
+    conditionalErr: string;
+    fortoErr: string;
+    indicatorUseStrategyFuncErr: string;
+    arrEmptyErr: string;
+    arrLengthDiffErr: string;
+    arrTypeErr: string;
+    inputOptErr: string;
+    mathRandomErr: string;
+    matrixRehapeErr: string;
+    strategyExitErr: string;
+    arrLenErr: string;
+    mergeCellErr: string;
+    minOrMaxErr: string;
+    requestsNumErr: string;
+    undeterminedTypeMethodErr: string;
+    requestUseFuncErr: string;
+    requestLowerTfPeriodErr: string;
+    optionsRepeatErr: string;
+    scriptLongTimeErr: string;
+    plotFillForceOverlayErr: string;
+    constModifyErr: string;
+    arrMaxLenErr: string;
+    arrSetValueErr: string;
+    matrixMaxLenErr: string;
+    matrixToFromErr: string;
+    matrixAddRowColErr: string;
+    matrixSetValueErr: string;
+    matrixRowsColsEqErr: string;
+    matrixMultErr: string;
+};
+export declare const WARNING_TIPS: {
+    repeatVar: string;
+    typeMismatch: string;
+    moreSameArg: string;
+    localScopeGetHistory: string;
+    localScopeWarning: string;
+    strategyCalcTickWarn: string;
+    conditionWarning: string;
+    lineWidthWarning: string;
+    boolVarNumWarning: string;
+    transpDeprecatedTips: string;
+};
+export declare const DRAW_TYPES: VType[];
+export declare const QUALIFIERS: VType[];
+export declare const BASE_TYPE: VType[];
+export declare const PLOT_DISPLAY_TYPES: string[];
+export declare const ONLY_STATEMENTS: string[];
+export declare const GLOBAL_DRAW_FUNCS: string[];
+export declare const GLOBAL_FUNCS: string[];
+export declare const INDICATOR_NEED_DRAW_FUNCS: string[];
+export declare const STRATEGY_NEED_FUNCS: string[];
+export declare const NAMESPACE_CALL_SELF_FUNCS: string[];
+export declare const SOURCE_TYPE_BUILTIN: string[];
+export declare const COMMENTS_DESC_REG: RegExp;
+export declare const JS_KEYWORDS: string[];
+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[];

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

@@ -20,7 +20,9 @@ export default class ParseToJs {
     private _dependsObj;
     private _enums;
     private _preRunMembers;
+    private _isInConditionalStmt;
     private _preRunMembersFuncs;
+    private _preRunMemberFuncsCount;
     private __count;
     preParseCode: string;
     private _hasLeftVisibleBarTime;