@marleena/trb-proto 1.0.55 → 1.0.56

package/gen/js-ts/strategysearch/StrategysearchServiceClientPb.ts

@@ -0,0 +1,259 @@
+/**
+ * @fileoverview gRPC-Web generated client stub for trb.strategysearch.v1
+ * @enhanceable
+ * @public
+ */
+
+// Code generated by protoc-gen-grpc-web. DO NOT EDIT.
+// versions:
+// 	protoc-gen-grpc-web v1.5.0
+// 	protoc              v7.34.1
+// source: strategysearch/strategysearch.proto
+
+
+/* eslint-disable */
+// @ts-nocheck
+
+
+import * as grpcWeb from 'grpc-web';
+
+import * as strategysearch_strategysearch_pb from '../strategysearch/strategysearch_pb'; // proto import: "strategysearch/strategysearch.proto"
+import * as strategysearch_search_pb from '../strategysearch/search_pb'; // proto import: "strategysearch/search.proto"
+
+
+export class StrategySearchServiceClient {
+  client_: grpcWeb.AbstractClientBase;
+  hostname_: string;
+  credentials_: null | { [index: string]: string; };
+  options_: null | { [index: string]: any; };
+
+  constructor (hostname: string,
+               credentials?: null | { [index: string]: string; },
+               options?: null | { [index: string]: any; }) {
+    if (!options) options = {};
+    if (!credentials) credentials = {};
+    options['format'] = 'binary';
+
+    this.client_ = new grpcWeb.GrpcWebClientBase(options);
+    this.hostname_ = hostname.replace(/\/+$/, '');
+    this.credentials_ = credentials;
+    this.options_ = options;
+  }
+
+  methodDescriptorSubmitSearch = new grpcWeb.MethodDescriptor(
+    '/trb.strategysearch.v1.StrategySearchService/SubmitSearch',
+    grpcWeb.MethodType.UNARY,
+    strategysearch_strategysearch_pb.SubmitSearchRequest,
+    strategysearch_strategysearch_pb.SubmitSearchResponse,
+    (request: strategysearch_strategysearch_pb.SubmitSearchRequest) => {
+      return request.serializeBinary();
+    },
+    strategysearch_strategysearch_pb.SubmitSearchResponse.deserializeBinary
+  );
+
+  submitSearch(
+    request: strategysearch_strategysearch_pb.SubmitSearchRequest,
+    metadata?: grpcWeb.Metadata | null): Promise<strategysearch_strategysearch_pb.SubmitSearchResponse>;
+
+  submitSearch(
+    request: strategysearch_strategysearch_pb.SubmitSearchRequest,
+    metadata: grpcWeb.Metadata | null,
+    callback: (err: grpcWeb.RpcError,
+               response: strategysearch_strategysearch_pb.SubmitSearchResponse) => void): grpcWeb.ClientReadableStream<strategysearch_strategysearch_pb.SubmitSearchResponse>;
+
+  submitSearch(
+    request: strategysearch_strategysearch_pb.SubmitSearchRequest,
+    metadata?: grpcWeb.Metadata | null,
+    callback?: (err: grpcWeb.RpcError,
+               response: strategysearch_strategysearch_pb.SubmitSearchResponse) => void) {
+    if (callback !== undefined) {
+      return this.client_.rpcCall(
+        this.hostname_ +
+          '/trb.strategysearch.v1.StrategySearchService/SubmitSearch',
+        request,
+        metadata || {},
+        this.methodDescriptorSubmitSearch,
+        callback);
+    }
+    return this.client_.unaryCall(
+    this.hostname_ +
+      '/trb.strategysearch.v1.StrategySearchService/SubmitSearch',
+    request,
+    metadata || {},
+    this.methodDescriptorSubmitSearch);
+  }
+
+  methodDescriptorGetSearchProgress = new grpcWeb.MethodDescriptor(
+    '/trb.strategysearch.v1.StrategySearchService/GetSearchProgress',
+    grpcWeb.MethodType.UNARY,
+    strategysearch_strategysearch_pb.GetSearchProgressRequest,
+    strategysearch_search_pb.SearchRun,
+    (request: strategysearch_strategysearch_pb.GetSearchProgressRequest) => {
+      return request.serializeBinary();
+    },
+    strategysearch_search_pb.SearchRun.deserializeBinary
+  );
+
+  getSearchProgress(
+    request: strategysearch_strategysearch_pb.GetSearchProgressRequest,
+    metadata?: grpcWeb.Metadata | null): Promise<strategysearch_search_pb.SearchRun>;
+
+  getSearchProgress(
+    request: strategysearch_strategysearch_pb.GetSearchProgressRequest,
+    metadata: grpcWeb.Metadata | null,
+    callback: (err: grpcWeb.RpcError,
+               response: strategysearch_search_pb.SearchRun) => void): grpcWeb.ClientReadableStream<strategysearch_search_pb.SearchRun>;
+
+  getSearchProgress(
+    request: strategysearch_strategysearch_pb.GetSearchProgressRequest,
+    metadata?: grpcWeb.Metadata | null,
+    callback?: (err: grpcWeb.RpcError,
+               response: strategysearch_search_pb.SearchRun) => void) {
+    if (callback !== undefined) {
+      return this.client_.rpcCall(
+        this.hostname_ +
+          '/trb.strategysearch.v1.StrategySearchService/GetSearchProgress',
+        request,
+        metadata || {},
+        this.methodDescriptorGetSearchProgress,
+        callback);
+    }
+    return this.client_.unaryCall(
+    this.hostname_ +
+      '/trb.strategysearch.v1.StrategySearchService/GetSearchProgress',
+    request,
+    metadata || {},
+    this.methodDescriptorGetSearchProgress);
+  }
+
+  methodDescriptorGetBestTrials = new grpcWeb.MethodDescriptor(
+    '/trb.strategysearch.v1.StrategySearchService/GetBestTrials',
+    grpcWeb.MethodType.UNARY,
+    strategysearch_strategysearch_pb.GetBestTrialsRequest,
+    strategysearch_strategysearch_pb.GetBestTrialsResponse,
+    (request: strategysearch_strategysearch_pb.GetBestTrialsRequest) => {
+      return request.serializeBinary();
+    },
+    strategysearch_strategysearch_pb.GetBestTrialsResponse.deserializeBinary
+  );
+
+  getBestTrials(
+    request: strategysearch_strategysearch_pb.GetBestTrialsRequest,
+    metadata?: grpcWeb.Metadata | null): Promise<strategysearch_strategysearch_pb.GetBestTrialsResponse>;
+
+  getBestTrials(
+    request: strategysearch_strategysearch_pb.GetBestTrialsRequest,
+    metadata: grpcWeb.Metadata | null,
+    callback: (err: grpcWeb.RpcError,
+               response: strategysearch_strategysearch_pb.GetBestTrialsResponse) => void): grpcWeb.ClientReadableStream<strategysearch_strategysearch_pb.GetBestTrialsResponse>;
+
+  getBestTrials(
+    request: strategysearch_strategysearch_pb.GetBestTrialsRequest,
+    metadata?: grpcWeb.Metadata | null,
+    callback?: (err: grpcWeb.RpcError,
+               response: strategysearch_strategysearch_pb.GetBestTrialsResponse) => void) {
+    if (callback !== undefined) {
+      return this.client_.rpcCall(
+        this.hostname_ +
+          '/trb.strategysearch.v1.StrategySearchService/GetBestTrials',
+        request,
+        metadata || {},
+        this.methodDescriptorGetBestTrials,
+        callback);
+    }
+    return this.client_.unaryCall(
+    this.hostname_ +
+      '/trb.strategysearch.v1.StrategySearchService/GetBestTrials',
+    request,
+    metadata || {},
+    this.methodDescriptorGetBestTrials);
+  }
+
+  methodDescriptorListSearches = new grpcWeb.MethodDescriptor(
+    '/trb.strategysearch.v1.StrategySearchService/ListSearches',
+    grpcWeb.MethodType.UNARY,
+    strategysearch_strategysearch_pb.ListSearchesRequest,
+    strategysearch_strategysearch_pb.ListSearchesResponse,
+    (request: strategysearch_strategysearch_pb.ListSearchesRequest) => {
+      return request.serializeBinary();
+    },
+    strategysearch_strategysearch_pb.ListSearchesResponse.deserializeBinary
+  );
+
+  listSearches(
+    request: strategysearch_strategysearch_pb.ListSearchesRequest,
+    metadata?: grpcWeb.Metadata | null): Promise<strategysearch_strategysearch_pb.ListSearchesResponse>;
+
+  listSearches(
+    request: strategysearch_strategysearch_pb.ListSearchesRequest,
+    metadata: grpcWeb.Metadata | null,
+    callback: (err: grpcWeb.RpcError,
+               response: strategysearch_strategysearch_pb.ListSearchesResponse) => void): grpcWeb.ClientReadableStream<strategysearch_strategysearch_pb.ListSearchesResponse>;
+
+  listSearches(
+    request: strategysearch_strategysearch_pb.ListSearchesRequest,
+    metadata?: grpcWeb.Metadata | null,
+    callback?: (err: grpcWeb.RpcError,
+               response: strategysearch_strategysearch_pb.ListSearchesResponse) => void) {
+    if (callback !== undefined) {
+      return this.client_.rpcCall(
+        this.hostname_ +
+          '/trb.strategysearch.v1.StrategySearchService/ListSearches',
+        request,
+        metadata || {},
+        this.methodDescriptorListSearches,
+        callback);
+    }
+    return this.client_.unaryCall(
+    this.hostname_ +
+      '/trb.strategysearch.v1.StrategySearchService/ListSearches',
+    request,
+    metadata || {},
+    this.methodDescriptorListSearches);
+  }
+
+  methodDescriptorCancelSearch = new grpcWeb.MethodDescriptor(
+    '/trb.strategysearch.v1.StrategySearchService/CancelSearch',
+    grpcWeb.MethodType.UNARY,
+    strategysearch_strategysearch_pb.CancelSearchRequest,
+    strategysearch_search_pb.SearchRun,
+    (request: strategysearch_strategysearch_pb.CancelSearchRequest) => {
+      return request.serializeBinary();
+    },
+    strategysearch_search_pb.SearchRun.deserializeBinary
+  );
+
+  cancelSearch(
+    request: strategysearch_strategysearch_pb.CancelSearchRequest,
+    metadata?: grpcWeb.Metadata | null): Promise<strategysearch_search_pb.SearchRun>;
+
+  cancelSearch(
+    request: strategysearch_strategysearch_pb.CancelSearchRequest,
+    metadata: grpcWeb.Metadata | null,
+    callback: (err: grpcWeb.RpcError,
+               response: strategysearch_search_pb.SearchRun) => void): grpcWeb.ClientReadableStream<strategysearch_search_pb.SearchRun>;
+
+  cancelSearch(
+    request: strategysearch_strategysearch_pb.CancelSearchRequest,
+    metadata?: grpcWeb.Metadata | null,
+    callback?: (err: grpcWeb.RpcError,
+               response: strategysearch_search_pb.SearchRun) => void) {
+    if (callback !== undefined) {
+      return this.client_.rpcCall(
+        this.hostname_ +
+          '/trb.strategysearch.v1.StrategySearchService/CancelSearch',
+        request,
+        metadata || {},
+        this.methodDescriptorCancelSearch,
+        callback);
+    }
+    return this.client_.unaryCall(
+    this.hostname_ +
+      '/trb.strategysearch.v1.StrategySearchService/CancelSearch',
+    request,
+    metadata || {},
+    this.methodDescriptorCancelSearch);
+  }
+
+}
+

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

@@ -0,0 +1,221 @@
+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"
+
+
+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;
+
+  getBenchmarkUid(): string;
+  setBenchmarkUid(value: string): 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,
+    benchmarkUid: string,
+  }
+}
+
+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;
+
+  getCalmar(): number;
+  setCalmar(value: number): BacktestMetrics;
+
+  getOmega(): number;
+  setOmega(value: number): BacktestMetrics;
+
+  getTailRatio(): number;
+  setTailRatio(value: number): BacktestMetrics;
+
+  getValueAtRisk(): number;
+  setValueAtRisk(value: number): BacktestMetrics;
+
+  getConditionalValueAtRisk(): number;
+  setConditionalValueAtRisk(value: number): BacktestMetrics;
+
+  getSkew(): number;
+  setSkew(value: number): BacktestMetrics;
+
+  getKurtosis(): number;
+  setKurtosis(value: number): BacktestMetrics;
+
+  getKellyCriterion(): number;
+  setKellyCriterion(value: number): BacktestMetrics;
+
+  getRiskOfRuin(): number;
+  setRiskOfRuin(value: number): BacktestMetrics;
+
+  getRecoveryFactor(): number;
+  setRecoveryFactor(value: number): BacktestMetrics;
+
+  getPayoffRatio(): number;
+  setPayoffRatio(value: number): BacktestMetrics;
+
+  getGainToPainRatio(): number;
+  setGainToPainRatio(value: number): BacktestMetrics;
+
+  getOutlierWinRatio(): number;
+  setOutlierWinRatio(value: number): BacktestMetrics;
+
+  getOutlierLossRatio(): number;
+  setOutlierLossRatio(value: number): BacktestMetrics;
+
+  getCommonSenseRatio(): number;
+  setCommonSenseRatio(value: number): BacktestMetrics;
+
+  getUlcerIndex(): number;
+  setUlcerIndex(value: number): BacktestMetrics;
+
+  getSerenityIndex(): number;
+  setSerenityIndex(value: number): BacktestMetrics;
+
+  getAlpha(): number;
+  setAlpha(value: number): BacktestMetrics;
+
+  getBeta(): number;
+  setBeta(value: number): BacktestMetrics;
+
+  getInformationRatio(): number;
+  setInformationRatio(value: number): BacktestMetrics;
+
+  getRSquared(): number;
+  setRSquared(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,
+    calmar: number,
+    omega: number,
+    tailRatio: number,
+    valueAtRisk: number,
+    conditionalValueAtRisk: number,
+    skew: number,
+    kurtosis: number,
+    kellyCriterion: number,
+    riskOfRuin: number,
+    recoveryFactor: number,
+    payoffRatio: number,
+    gainToPainRatio: number,
+    outlierWinRatio: number,
+    outlierLossRatio: number,
+    commonSenseRatio: number,
+    ulcerIndex: number,
+    serenityIndex: number,
+    alpha: number,
+    beta: number,
+    informationRatio: number,
+    rSquared: number,
+    extraMap: Array<[string, number]>,
+  }
+}
+
+export enum RunStatus { 
+  RUN_STATUS_UNSPECIFIED = 0,
+  RUN_QUEUED = 1,
+  RUN_RUNNING = 2,
+  RUN_SUCCEEDED = 3,
+  RUN_FAILED = 4,
+  RUN_CANCELED = 5,
+}