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

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

@@ -0,0 +1,146 @@
+import { IKeyObjectValue } from "../../../type";
+import { IOrder, IStrategy } from "../buildInFuncNamespace";
+import { BuiltInVariables } from "../buildInVariables";
+export declare class Strategy {
+    private _orders;
+    private _options?;
+    private _max_contracts_held_all;
+    private _max_contracts_held_long;
+    private _max_contracts_held_short;
+    private _max_drawdown;
+    private _max_runup;
+    private _max_runup_percent;
+    private _max_drawdown_percent;
+    private _variables;
+    private _netprofit;
+    private _eventrades;
+    private _avg_trade_percent?;
+    private _avg_losing_trade_percent?;
+    private _avg_winning_trade_percent?;
+    private _closedtrades;
+    private _losstrades;
+    private _grossloss;
+    private _grossprofit;
+    private _wintrades;
+    private _opentrades_capital_held;
+    private _position_avg_price?;
+    private _position_size;
+    private _openprofit;
+    private _preMaxNetValue;
+    private _preMinNetValue;
+    marginCallLong: number;
+    marginCallShort: number;
+    opentrades_long: number;
+    opentrades_short: number;
+    position_size_long: number;
+    position_size_short: number;
+    position_size_total: number;
+    openprofit_long: number;
+    openprofit_short: number;
+    private _firstIndex;
+    private _preHistoryOrderCalcResult;
+    private _firstPrice?;
+    constructor(variables: BuiltInVariables);
+    get _strategyCacheData(): IKeyObjectValue;
+    set _strategyCacheData(data: IKeyObjectValue);
+    update(data: IKeyObjectValue): void;
+    private _calcMaxDrawdownAndMaxRunup;
+    updateOrders(orders: IOrder[], isRemove?: boolean): void;
+    private _calcMaxContracts;
+    updateHistoryOrderCalcData(): void;
+    private _createBalanceByInterval;
+    updateHistoryOrder(order?: IOrder): void;
+    updateStrategyOptions(options: IStrategy): void;
+    get account_currency(): string;
+    get closedtrades(): {
+        closedtrades: number;
+        first_index: number;
+    };
+    get opentrades(): {
+        opentrades: number;
+        capital_held: number;
+    };
+    get price_first_long(): number;
+    get price_last_long(): number;
+    get avg_price_long(): number;
+    get price_highest_long(): number | undefined;
+    get price_lowest_long(): number | undefined;
+    get price_first_short(): number;
+    get price_last_short(): number;
+    get avg_price_short(): number;
+    get price_highest_short(): number | undefined;
+    get price_lowest_short(): number | undefined;
+    get avg_losing_trade(): number | undefined;
+    get avg_losing_trade_percent(): number | undefined;
+    get avg_trade(): number | undefined;
+    get equity(): number;
+    get netprofit(): number;
+    get eventrades(): number;
+    get openprofit(): number;
+    get avg_trade_percent(): number | undefined;
+    get avg_winning_trade(): number | undefined;
+    get avg_winning_trade_percent(): number | undefined;
+    get initial_capital(): number;
+    get losstrades(): number;
+    get grossloss(): number;
+    get grossloss_percent(): number;
+    get grossprofit(): number;
+    get grossprofit_percent(): number;
+    get wintrades(): number;
+    get margin_liquidation_price(): number | undefined;
+    get max_contracts_held_all(): number;
+    get max_contracts_held_long(): number;
+    get max_contracts_held_short(): number;
+    get max_drawdown(): number;
+    get max_runup(): number;
+    get max_runup_percent(): number;
+    get max_drawdown_percent(): number;
+    get netprofit_percent(): number;
+    get openprofit_percent(): number;
+    get position_avg_price(): number | undefined;
+    get position_entry_name(): string | undefined;
+    get position_size(): number;
+    get summaryData(): {
+        position_size: number;
+        position_avg_price: number | undefined;
+        position_entry_name: string | undefined;
+        openprofit_percent: number;
+        netprofit_percent: number;
+        max_drawdown_percent: number;
+        max_runup_percent: number;
+        max_drawdown: number;
+        max_runup: number;
+        max_contracts_held_long: number;
+        max_contracts_held_short: number;
+        max_contracts_held_all: number;
+        avg_winning_trade_percent: number | undefined;
+        avg_winning_trade: number | undefined;
+        avg_trade_percent: number | undefined;
+        avg_trade: number | undefined;
+        avg_losing_trade: number | undefined;
+        avg_losing_trade_percent: number | undefined;
+        wintrades: number;
+        losstrades: number;
+        eventrades: number;
+        grossprofit: number;
+        grossprofit_percent: number;
+        grossloss: number;
+        grossloss_percent: number;
+        openprofit: number;
+        initial_capital: number;
+        netprofit: number;
+        closedtrades: {
+            closedtrades: number;
+            first_index: number;
+        };
+        opentrades: {
+            opentrades: number;
+            capital_held: number;
+        };
+        equity: number;
+        margin_call_long: number;
+        margin_call_short: number;
+        first_price: number | undefined;
+    };
+    private _getOrderPrices;
+}

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

@@ -0,0 +1,49 @@
+import { IKeyObjectValue } from "../../../type";
+import { BuiltInVariables } from "../buildInVariables";
+export declare class Syminfo {
+    private _syminfo;
+    private _variables;
+    constructor(variables: BuiltInVariables);
+    update(syminfo: IKeyObjectValue): void;
+    get __syminfo(): IKeyObjectValue;
+    get basecurrency(): any;
+    get country(): any;
+    get currency(): any;
+    get description(): any;
+    get employees(): any;
+    get expiration_date(): any;
+    get industry(): any;
+    get minmove(): any;
+    get mintick(): any;
+    get pointvalue(): any;
+    get prefix(): any;
+    get pricescale(): any;
+    get recommendations_buy(): any;
+    get recommendations_buy_strong(): any;
+    get recommendations_date(): any;
+    get recommendations_hold(): any;
+    get recommendations_sell(): any;
+    get recommendations_sell_strong(): any;
+    get recommendations_total(): any;
+    get root(): any;
+    get sector(): any;
+    get session(): any;
+    get shareholders(): any;
+    get shares_outstanding_float(): any;
+    get shares_outstanding_total(): any;
+    get target_price_average(): any;
+    get target_price_date(): any;
+    get target_price_estimates(): any;
+    get target_price_high(): any;
+    get target_price_low(): any;
+    get target_price_median(): any;
+    get ticker(): any;
+    get tickerid(): any;
+    get timezone(): any;
+    get type(): any;
+    get volumetype(): any;
+    get current_contract(): any;
+    get mincontract(): any;
+    get main_period(): any;
+    get main_tickerid(): any;
+}

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

@@ -0,0 +1,32 @@
+import { IKeyObjectValue } from "../../../type";
+import { BuiltInVariables } from "../buildInVariables";
+export declare class Ta {
+    private _preAccdist;
+    private _preNvi;
+    private _prePvi;
+    private _preObv;
+    private _prePvt;
+    private _preWad;
+    private _preVwap;
+    private _preValue;
+    private _currentData;
+    private _preData;
+    private _variables;
+    constructor(variables: BuiltInVariables);
+    get _varTaCacheData(): IKeyObjectValue;
+    set _varTaCacheData(data: IKeyObjectValue);
+    update(currentData: IKeyObjectValue): void;
+    get isRealTime(): boolean;
+    get accdist(): any;
+    get iii(): any;
+    get nvi(): any;
+    get wvad(): any;
+    get obv(): any;
+    get pvi(): any;
+    get tr(): any;
+    get pvt(): any;
+    get wad(): any;
+    get vwap(): any;
+    private _getNvi;
+    private _getPvi;
+}

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

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

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

@@ -0,0 +1,146 @@
+import { IKeyValueStr } from "../../type";
+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;
+    maxOpenOrdersErr: string;
+    historyReferencingOperatorErr: string;
+    historyReferencingOperatorUseFieldErr: string;
+    moreSameArgErr: string;
+    lineWidthErr: string;
+    ifOrSwitchQualifiedTypeErr: string;
+    conditionTypeErr: string;
+    boolVarErr: string;
+    naCompareErr: string;
+    notConstConditionTypeErr: 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[];
+export declare const BUILDIN_CONST_QUALIFIERS: IKeyValueStr;

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

@@ -0,0 +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/enum.d.ts

@@ -0,0 +1,302 @@
+export declare enum VType {
+    BOOL = "bool",
+    INT = "int",
+    FLOAT = "float",
+    ARRAY = "array",
+    BOX = "box",
+    CHART_POINT = "chart.point",
+    COLOR = "color",
+    CONST = "const",
+    LABEL = "label",
+    LINE = "line",
+    LINEFILL = "linefill",
+    MAP = "map",
+    MATRIX = "matrix",
+    POLYLINE = "polyline",
+    SERIES = "series",
+    SIMPLE = "simple",
+    STRING = "string",
+    TABLE = "table",
+    UNDETERMINED = "undetermined type",
+    INPUT = "input",
+    NA = "na",
+    VOID = "void",
+    ENUM = "enum"
+}
+export declare enum VInsType {
+    TYPE = "type",
+    ARRAY = "array",
+    BOX = "box",
+    CHART_POINT = "chart.point",
+    LABEL = "label",
+    LINE = "line",
+    LINEFILL = "linefill",
+    MAP = "map",
+    MATRIX = "matrix",
+    POLYLINE = "polyline",
+    TABLE = "table"
+}
+export declare enum VRuleType {
+    FlowStmt = "FlowStmt",
+    DeclareAssign = "DeclareAssign",
+    VarBlockStmt = "VarBlockStmt",
+    VarSingle = "VarSingle",
+    VarMultiple = "VarMultiple",
+    ParenthesizedExpression = "ParenthesizedExpression",
+    AdditiveExpression = "AdditiveExpression",
+    RelationalExpression = "RelationalExpression",
+    EqualityExpression = "EqualityExpression",
+    TernaryExpression = "TernaryExpression",
+    UnaryExpression = "UnaryExpression",
+    NotExpression = "NotExpression",
+    MemberIndexExpression = "MemberIndexExpression",
+    MethodExpression = "MethodExpression",
+    LogicalAndExpression = "LogicalAndExpression",
+    LogicalOrExpression = "LogicalOrExpression",
+    MultiplicativeExpression = "MultiplicativeExpression",
+    Brackethesized = "Brackethesized",
+    IfStatement = "IfStatement",
+    ForToStatement = "ForToStatement",
+    ForInStatement = "ForInStatement",
+    SwitchStatement = "SwitchStatement",
+    CaseClause = "CaseClause",
+    DefaultCaluse = "DefaultCaluse",
+    WhileStatement = "WhileStatement",
+    ImportElement = "ImportElement",
+    Literal = "Literal",
+    ArrowFunction = "ArrowFunction",
+    ArrowMethod = "ArrowMethod",
+    TypeStatement = "TypeStatement",
+    Name = "Name",
+    AgainAssign = "AgainAssign",
+    EnumStatement = "EnumStatement"
+}
+export declare enum VAdjustment {
+    dividends = "dividends",
+    none = "none",
+    splits = "splits"
+}
+export declare enum VAlert {
+    freqAll = "freq_all",
+    freqOncePerBar = "freq_once_per_bar",
+    freqOncePerBarClose = "freq_once_per_bar_close"
+}
+export declare enum VBarmergeGaps {
+    gapsOff = "gaps_off",
+    gapsOn = "gaps_on",
+    lookaheadOff = "lookahead_off",
+    lookaheadOn = "lookahead_on"
+}
+export declare enum VPlotDisplay {
+    all = "all",
+    dataWindow = "data_window",
+    none = "none",
+    pane = "pane",
+    priceScale = "price_scale",
+    statusLine = "status_line"
+}
+export declare enum VExtend {
+    both = "both",
+    left = "left",
+    none = "none",
+    right = "right"
+}
+export declare enum VFormatType {
+    inherit = "inherit",
+    mintick = "mintick",
+    percent = "percent",
+    price = "price",
+    volume = "volume"
+}
+export declare enum VHlineStyle {
+    styleDashed = "style_dashed",
+    styleDotted = "style_dotted",
+    styleSolid = "style_solid"
+}
+export declare enum VLabelStyle {
+    styleArrowdown = "style_arrowdown",
+    styleArrowup = "style_arrowup",
+    styleCircle = "style_circle",
+    styleCross = "style_cross",
+    styleDiamond = "style_diamond",
+    styleFlag = "style_flag",
+    styleLabelCenter = "style_label_center",
+    styleLabelDown = "style_label_down",
+    styleLabelLeft = "style_label_left",
+    styleLabelLowerLeft = "style_label_lower_left",
+    styleLabelLowerRight = "style_label_lower_right",
+    styleLabelRight = "style_label_right",
+    styleLabelUp = "style_label_up",
+    styleLabelUpperLeft = "style_label_upper_left",
+    styleLabelUpperRight = "style_label_upper_right",
+    styleNone = "style_none",
+    styleSquare = "style_square",
+    styleTextOutline = "style_text_outline",
+    styleTriangledown = "style_triangledown",
+    styleTriangleup = "style_triangleup",
+    styleXcross = "style_xcross"
+}
+export declare enum VLineStyle {
+    styleArrowBoth = "style_arrow_both",
+    styleArrowLeft = "style_arrow_left",
+    styleArrowRight = "style_arrow_right",
+    styleDashed = "style_dashed",
+    styleDotted = "style_dotted",
+    styleSolid = "style_solid"
+}
+export declare enum VLocation {
+    abovebar = "abovebar",
+    absolute = "absolute",
+    belowbar = "belowbar",
+    bottom = "bottom",
+    top = "top"
+}
+export declare enum VSortOrder {
+    ascending = "ascending",// 从小到大
+    descending = "descending"
+}
+export declare enum VPlotStyle {
+    styleArea = "Area",
+    styleAreabr = "Area With Breaks",
+    styleCircles = "Circles",
+    styleColumns = "Columns",
+    styleCross = "Cross",
+    styleHistogram = "Histogram",
+    styleLine = "Line",
+    styleLinebr = "Line With Breaks",
+    styleStepline = "Step Line",
+    styleSteplineDiamond = "Step Line With Diamonds",
+    styleSteplinebr = "Step line with Breaks"
+}
+export declare enum VPosition {
+    bottomCenter = "bottom_center",
+    bottomLeft = "bottom_left",
+    bottomRight = "bottom_right",
+    middleCenter = "middle_center",
+    middleLeft = "middle_left",
+    middleRight = "middle_right",
+    topCenter = "top_center",
+    topLeft = "top_left",
+    topRight = "top_right"
+}
+export declare enum VScale {
+    left = "left",
+    none = "none",
+    right = "right"
+}
+export declare enum VSession {
+    extended = "extended",
+    regular = "regular"
+}
+export declare enum VShape {
+    arrowdown = "arrowdown",
+    arrowup = "arrowup",
+    circle = "circle",
+    cross = "cross",
+    diamond = "diamond",
+    flag = "flag",
+    labeldown = "labeldown",
+    labelup = "labelup",
+    square = "square",
+    triangledown = "triangledown",
+    triangleup = "triangleup",
+    xcross = "xcross"
+}
+export declare enum VSize {
+    auto = "auto",
+    huge = "huge",
+    large = "large",
+    normal = "normal",
+    small = "small",
+    tiny = "tiny"
+}
+export declare enum VFont {
+    familyDefault = "default",
+    familyMonospace = "monospace"
+}
+export declare enum VStrategy {
+    cash = "cash",
+    fixed = "fixed",
+    percentOfEquity = "percent_of_equity"
+}
+export declare enum VCommission {
+    cashPerContract = "cash_per_contract",
+    cashPerOrder = "cash_per_order",
+    percent = "percent"
+}
+export declare enum VDirection {
+    all = "all",
+    long = "long",
+    short = "short"
+}
+export declare enum VOca {
+    cancel = "cancel",
+    none = "none",
+    reduce = "reduce"
+}
+export declare enum VText {
+    alignBottom = "align_bottom",
+    alignCenter = "align_center",
+    alignLeft = "align_left",
+    alignRight = "align_right",
+    alignTop = "align_top",
+    wrapAuto = "wrap_auto",
+    wrapNone = "wrap_none"
+}
+export declare enum VXloc {
+    bar_index = "bar_index",
+    bar_time = "bar_time"
+}
+export declare enum VYloc {
+    abovebar = "abovebar",
+    belowbar = "belowbar",
+    price = "price"
+}
+export declare enum VEarnings {
+    actual = "actual",
+    estimate = "estimate",
+    standardized = "standardized"
+}
+export declare enum VPivotType {
+    traditional = "Traditional",
+    fibonacci = "Fibonacci",
+    woodie = "Woodie",
+    classic = "Classic",
+    dm = "DM",
+    camarilla = "Camarilla"
+}
+export declare enum VInputType {
+    INT = "int",
+    BOOL = "bool",
+    TIME = "time",
+    COLOR = "color",
+    FLOAT = "float",
+    PRICE = "price",
+    SOURCE = "source",
+    STRING = "string",
+    SYMBOL = "symbol",
+    SESSION = "session",
+    TEXT_AREA = "text_area",
+    TIMEFRAME = "timeframe",
+    ENUM = "enum"
+}
+export declare enum VComments {
+    description = "description",
+    field = "field",
+    function = "function",
+    param = "param",
+    returns = "returns",
+    type = "type",
+    variable = "variable",
+    enum = "enum"
+}
+export declare enum VScriptType {
+    library = "library",
+    indicator = "indicator",
+    strategy = "strategy"
+}
+export declare enum VTextFormat {
+    format_bold = "format_bold",
+    format_italic = "format_italic",
+    format_none = "format_none"
+}