@marleena/trb-proto 1.0.45 → 1.0.51

package/gen/js-ts/strategy/backtest_pb.d.ts

@@ -0,0 +1,334 @@
+import * as jspb from 'google-protobuf'
+
+import * as google_protobuf_timestamp_pb from 'google-protobuf/google/protobuf/timestamp_pb'; // proto import: "google/protobuf/timestamp.proto"
+import * as strategy_spec_pb from '../strategy/spec_pb'; // proto import: "strategy/spec.proto"
+
+
+export class BacktestConfig extends jspb.Message {
+  getUid(): string;
+  setUid(value: string): BacktestConfig;
+
+  getInterval(): number;
+  setInterval(value: number): BacktestConfig;
+
+  getStart(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setStart(value?: google_protobuf_timestamp_pb.Timestamp): BacktestConfig;
+  hasStart(): boolean;
+  clearStart(): BacktestConfig;
+
+  getEnd(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setEnd(value?: google_protobuf_timestamp_pb.Timestamp): BacktestConfig;
+  hasEnd(): boolean;
+  clearEnd(): BacktestConfig;
+
+  getInitialCash(): number;
+  setInitialCash(value: number): BacktestConfig;
+
+  getCommissionPct(): number;
+  setCommissionPct(value: number): BacktestConfig;
+
+  getSlippagePct(): number;
+  setSlippagePct(value: number): BacktestConfig;
+
+  getLongOnly(): boolean;
+  setLongOnly(value: boolean): BacktestConfig;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): BacktestConfig.AsObject;
+  static toObject(includeInstance: boolean, msg: BacktestConfig): BacktestConfig.AsObject;
+  static serializeBinaryToWriter(message: BacktestConfig, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): BacktestConfig;
+  static deserializeBinaryFromReader(message: BacktestConfig, reader: jspb.BinaryReader): BacktestConfig;
+}
+
+export namespace BacktestConfig {
+  export type AsObject = {
+    uid: string,
+    interval: number,
+    start?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    end?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    initialCash: number,
+    commissionPct: number,
+    slippagePct: number,
+    longOnly: boolean,
+  }
+}
+
+export class BacktestMetrics extends jspb.Message {
+  getTotalReturn(): number;
+  setTotalReturn(value: number): BacktestMetrics;
+
+  getCagr(): number;
+  setCagr(value: number): BacktestMetrics;
+
+  getSharpe(): number;
+  setSharpe(value: number): BacktestMetrics;
+
+  getSortino(): number;
+  setSortino(value: number): BacktestMetrics;
+
+  getMaxDrawdown(): number;
+  setMaxDrawdown(value: number): BacktestMetrics;
+
+  getWinRate(): number;
+  setWinRate(value: number): BacktestMetrics;
+
+  getProfitFactor(): number;
+  setProfitFactor(value: number): BacktestMetrics;
+
+  getSqn(): number;
+  setSqn(value: number): BacktestMetrics;
+
+  getTradesCount(): number;
+  setTradesCount(value: number): BacktestMetrics;
+
+  getExposure(): number;
+  setExposure(value: number): BacktestMetrics;
+
+  getFinalEquity(): number;
+  setFinalEquity(value: number): BacktestMetrics;
+
+  getAvgTradePct(): number;
+  setAvgTradePct(value: number): BacktestMetrics;
+
+  getExpectancy(): number;
+  setExpectancy(value: number): BacktestMetrics;
+
+  getExtraMap(): jspb.Map<string, number>;
+  clearExtraMap(): BacktestMetrics;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): BacktestMetrics.AsObject;
+  static toObject(includeInstance: boolean, msg: BacktestMetrics): BacktestMetrics.AsObject;
+  static serializeBinaryToWriter(message: BacktestMetrics, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): BacktestMetrics;
+  static deserializeBinaryFromReader(message: BacktestMetrics, reader: jspb.BinaryReader): BacktestMetrics;
+}
+
+export namespace BacktestMetrics {
+  export type AsObject = {
+    totalReturn: number,
+    cagr: number,
+    sharpe: number,
+    sortino: number,
+    maxDrawdown: number,
+    winRate: number,
+    profitFactor: number,
+    sqn: number,
+    tradesCount: number,
+    exposure: number,
+    finalEquity: number,
+    avgTradePct: number,
+    expectancy: number,
+    extraMap: Array<[string, number]>,
+  }
+}
+
+export class EquityPoint extends jspb.Message {
+  getTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setTime(value?: google_protobuf_timestamp_pb.Timestamp): EquityPoint;
+  hasTime(): boolean;
+  clearTime(): EquityPoint;
+
+  getEquity(): number;
+  setEquity(value: number): EquityPoint;
+
+  getCash(): number;
+  setCash(value: number): EquityPoint;
+
+  getPositionValue(): number;
+  setPositionValue(value: number): EquityPoint;
+
+  getDrawdown(): number;
+  setDrawdown(value: number): EquityPoint;
+
+  getRet(): number;
+  setRet(value: number): EquityPoint;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): EquityPoint.AsObject;
+  static toObject(includeInstance: boolean, msg: EquityPoint): EquityPoint.AsObject;
+  static serializeBinaryToWriter(message: EquityPoint, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): EquityPoint;
+  static deserializeBinaryFromReader(message: EquityPoint, reader: jspb.BinaryReader): EquityPoint;
+}
+
+export namespace EquityPoint {
+  export type AsObject = {
+    time?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    equity: number,
+    cash: number,
+    positionValue: number,
+    drawdown: number,
+    ret: number,
+  }
+}
+
+export class TradeRecord extends jspb.Message {
+  getTradeId(): number;
+  setTradeId(value: number): TradeRecord;
+
+  getIsLong(): boolean;
+  setIsLong(value: boolean): TradeRecord;
+
+  getEntryTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setEntryTime(value?: google_protobuf_timestamp_pb.Timestamp): TradeRecord;
+  hasEntryTime(): boolean;
+  clearEntryTime(): TradeRecord;
+
+  getEntryPrice(): number;
+  setEntryPrice(value: number): TradeRecord;
+
+  getExitTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setExitTime(value?: google_protobuf_timestamp_pb.Timestamp): TradeRecord;
+  hasExitTime(): boolean;
+  clearExitTime(): TradeRecord;
+
+  getExitPrice(): number;
+  setExitPrice(value: number): TradeRecord;
+
+  getSize(): number;
+  setSize(value: number): TradeRecord;
+
+  getPnl(): number;
+  setPnl(value: number): TradeRecord;
+
+  getPnlPct(): number;
+  setPnlPct(value: number): TradeRecord;
+
+  getBarsHeld(): number;
+  setBarsHeld(value: number): TradeRecord;
+
+  getMae(): number;
+  setMae(value: number): TradeRecord;
+
+  getMfe(): number;
+  setMfe(value: number): TradeRecord;
+
+  getEntryReason(): string;
+  setEntryReason(value: string): TradeRecord;
+
+  getExitReason(): string;
+  setExitReason(value: string): TradeRecord;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): TradeRecord.AsObject;
+  static toObject(includeInstance: boolean, msg: TradeRecord): TradeRecord.AsObject;
+  static serializeBinaryToWriter(message: TradeRecord, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): TradeRecord;
+  static deserializeBinaryFromReader(message: TradeRecord, reader: jspb.BinaryReader): TradeRecord;
+}
+
+export namespace TradeRecord {
+  export type AsObject = {
+    tradeId: number,
+    isLong: boolean,
+    entryTime?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    entryPrice: number,
+    exitTime?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    exitPrice: number,
+    size: number,
+    pnl: number,
+    pnlPct: number,
+    barsHeld: number,
+    mae: number,
+    mfe: number,
+    entryReason: string,
+    exitReason: string,
+  }
+}
+
+export class BacktestRun extends jspb.Message {
+  getRunId(): string;
+  setRunId(value: string): BacktestRun;
+
+  getStrategyId(): string;
+  setStrategyId(value: string): BacktestRun;
+
+  getSpec(): strategy_spec_pb.StrategySpec | undefined;
+  setSpec(value?: strategy_spec_pb.StrategySpec): BacktestRun;
+  hasSpec(): boolean;
+  clearSpec(): BacktestRun;
+
+  getConfig(): BacktestConfig | undefined;
+  setConfig(value?: BacktestConfig): BacktestRun;
+  hasConfig(): boolean;
+  clearConfig(): BacktestRun;
+
+  getStatus(): RunStatus;
+  setStatus(value: RunStatus): BacktestRun;
+
+  getError(): string;
+  setError(value: string): BacktestRun;
+
+  getEngineVersion(): string;
+  setEngineVersion(value: string): BacktestRun;
+
+  getSearchRunId(): string;
+  setSearchRunId(value: string): BacktestRun;
+
+  getCreatedAt(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setCreatedAt(value?: google_protobuf_timestamp_pb.Timestamp): BacktestRun;
+  hasCreatedAt(): boolean;
+  clearCreatedAt(): BacktestRun;
+
+  getStartedAt(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setStartedAt(value?: google_protobuf_timestamp_pb.Timestamp): BacktestRun;
+  hasStartedAt(): boolean;
+  clearStartedAt(): BacktestRun;
+
+  getFinishedAt(): google_protobuf_timestamp_pb.Timestamp | undefined;
+  setFinishedAt(value?: google_protobuf_timestamp_pb.Timestamp): BacktestRun;
+  hasFinishedAt(): boolean;
+  clearFinishedAt(): BacktestRun;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): BacktestRun.AsObject;
+  static toObject(includeInstance: boolean, msg: BacktestRun): BacktestRun.AsObject;
+  static serializeBinaryToWriter(message: BacktestRun, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): BacktestRun;
+  static deserializeBinaryFromReader(message: BacktestRun, reader: jspb.BinaryReader): BacktestRun;
+}
+
+export namespace BacktestRun {
+  export type AsObject = {
+    runId: string,
+    strategyId: string,
+    spec?: strategy_spec_pb.StrategySpec.AsObject,
+    config?: BacktestConfig.AsObject,
+    status: RunStatus,
+    error: string,
+    engineVersion: string,
+    searchRunId: string,
+    createdAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    startedAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    finishedAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+  }
+}
+
+export class BacktestTask extends jspb.Message {
+  getRunId(): string;
+  setRunId(value: string): BacktestTask;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): BacktestTask.AsObject;
+  static toObject(includeInstance: boolean, msg: BacktestTask): BacktestTask.AsObject;
+  static serializeBinaryToWriter(message: BacktestTask, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): BacktestTask;
+  static deserializeBinaryFromReader(message: BacktestTask, reader: jspb.BinaryReader): BacktestTask;
+}
+
+export namespace BacktestTask {
+  export type AsObject = {
+    runId: string,
+  }
+}
+
+export enum RunStatus { 
+  RUN_STATUS_UNSPECIFIED = 0,
+  RUN_QUEUED = 1,
+  RUN_RUNNING = 2,
+  RUN_SUCCEEDED = 3,
+  RUN_FAILED = 4,
+  RUN_CANCELED = 5,
+}