@marleena/trb-proto 1.0.55 → 1.0.57
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/gen/js-ts/strategy/backtest_pb.d.ts +88 -0
- package/gen/js-ts/strategy/backtest_pb.js +661 -1
- package/gen/js-ts/strategysearch/StrategysearchServiceClientPb.ts +388 -0
- package/gen/js-ts/strategysearch/backtest_pb.d.ts +221 -0
- package/gen/js-ts/strategysearch/backtest_pb.js +1649 -0
- package/gen/js-ts/strategysearch/search_pb.d.ts +1246 -0
- package/gen/js-ts/strategysearch/search_pb.js +10049 -0
- package/gen/js-ts/strategysearch/spec_pb.d.ts +388 -0
- package/gen/js-ts/strategysearch/spec_pb.js +3023 -0
- package/gen/js-ts/strategysearch/strategysearch_pb.d.ts +377 -0
- package/gen/js-ts/strategysearch/strategysearch_pb.js +3182 -0
- package/package.json +1 -1
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// source: strategysearch/backtest.proto
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/**
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* @fileoverview
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* @enhanceable
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* @suppress {missingRequire} reports error on implicit type usages.
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* @suppress {messageConventions} JS Compiler reports an error if a variable or
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* field starts with 'MSG_' and isn't a translatable message.
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* @public
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*/
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// GENERATED CODE -- DO NOT EDIT!
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/* eslint-disable */
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// @ts-nocheck
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var jspb = require('google-protobuf');
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var goog = jspb;
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var global =
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(typeof globalThis !== 'undefined' && globalThis) ||
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(typeof window !== 'undefined' && window) ||
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(typeof global !== 'undefined' && global) ||
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(typeof self !== 'undefined' && self) ||
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(function () { return this; }).call(null) ||
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Function('return this')();
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var google_protobuf_timestamp_pb = require('google-protobuf/google/protobuf/timestamp_pb.js');
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goog.object.extend(proto, google_protobuf_timestamp_pb);
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goog.exportSymbol('proto.trb.strategysearch.v1.BacktestConfig', null, global);
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goog.exportSymbol('proto.trb.strategysearch.v1.BacktestMetrics', null, global);
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goog.exportSymbol('proto.trb.strategysearch.v1.RunStatus', null, global);
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/**
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* Generated by JsPbCodeGenerator.
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* @param {Array=} opt_data Optional initial data array, typically from a
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* server response, or constructed directly in Javascript. The array is used
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* in place and becomes part of the constructed object. It is not cloned.
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* If no data is provided, the constructed object will be empty, but still
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* valid.
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* @extends {jspb.Message}
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* @constructor
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*/
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proto.trb.strategysearch.v1.BacktestConfig = function(opt_data) {
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jspb.Message.initialize(this, opt_data, 0, -1, null, null);
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};
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goog.inherits(proto.trb.strategysearch.v1.BacktestConfig, jspb.Message);
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if (goog.DEBUG && !COMPILED) {
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/**
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* @public
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* @override
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*/
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proto.trb.strategysearch.v1.BacktestConfig.displayName = 'proto.trb.strategysearch.v1.BacktestConfig';
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}
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/**
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* Generated by JsPbCodeGenerator.
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* @param {Array=} opt_data Optional initial data array, typically from a
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* server response, or constructed directly in Javascript. The array is used
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* in place and becomes part of the constructed object. It is not cloned.
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* If no data is provided, the constructed object will be empty, but still
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* valid.
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* @extends {jspb.Message}
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* @constructor
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*/
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proto.trb.strategysearch.v1.BacktestMetrics = function(opt_data) {
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jspb.Message.initialize(this, opt_data, 0, -1, null, null);
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};
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goog.inherits(proto.trb.strategysearch.v1.BacktestMetrics, jspb.Message);
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if (goog.DEBUG && !COMPILED) {
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/**
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* @public
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* @override
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*/
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proto.trb.strategysearch.v1.BacktestMetrics.displayName = 'proto.trb.strategysearch.v1.BacktestMetrics';
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}
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if (jspb.Message.GENERATE_TO_OBJECT) {
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/**
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* Creates an object representation of this proto.
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* Field names that are reserved in JavaScript and will be renamed to pb_name.
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* Optional fields that are not set will be set to undefined.
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* To access a reserved field use, foo.pb_<name>, eg, foo.pb_default.
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* For the list of reserved names please see:
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* net/proto2/compiler/js/internal/generator.cc#kKeyword.
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* @param {boolean=} opt_includeInstance Deprecated. whether to include the
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* JSPB instance for transitional soy proto support:
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* http://goto/soy-param-migration
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* @return {!Object}
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*/
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proto.trb.strategysearch.v1.BacktestConfig.prototype.toObject = function(opt_includeInstance) {
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return proto.trb.strategysearch.v1.BacktestConfig.toObject(opt_includeInstance, this);
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};
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/**
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* Static version of the {@see toObject} method.
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* @param {boolean|undefined} includeInstance Deprecated. Whether to include
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* the JSPB instance for transitional soy proto support:
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* http://goto/soy-param-migration
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* @param {!proto.trb.strategysearch.v1.BacktestConfig} msg The msg instance to transform.
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* @return {!Object}
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* @suppress {unusedLocalVariables} f is only used for nested messages
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*/
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proto.trb.strategysearch.v1.BacktestConfig.toObject = function(includeInstance, msg) {
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var f, obj = {
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uid: jspb.Message.getFieldWithDefault(msg, 1, ""),
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interval: jspb.Message.getFieldWithDefault(msg, 2, 0),
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start: (f = msg.getStart()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
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end: (f = msg.getEnd()) && google_protobuf_timestamp_pb.Timestamp.toObject(includeInstance, f),
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initialCash: jspb.Message.getFloatingPointFieldWithDefault(msg, 5, 0.0),
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commissionPct: jspb.Message.getFloatingPointFieldWithDefault(msg, 6, 0.0),
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slippagePct: jspb.Message.getFloatingPointFieldWithDefault(msg, 7, 0.0),
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longOnly: jspb.Message.getBooleanFieldWithDefault(msg, 8, false),
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benchmarkUid: jspb.Message.getFieldWithDefault(msg, 9, "")
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};
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if (includeInstance) {
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obj.$jspbMessageInstance = msg;
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}
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return obj;
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};
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}
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/**
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* Deserializes binary data (in protobuf wire format).
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* @param {jspb.ByteSource} bytes The bytes to deserialize.
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* @return {!proto.trb.strategysearch.v1.BacktestConfig}
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*/
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proto.trb.strategysearch.v1.BacktestConfig.deserializeBinary = function(bytes) {
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var reader = new jspb.BinaryReader(bytes);
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var msg = new proto.trb.strategysearch.v1.BacktestConfig;
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return proto.trb.strategysearch.v1.BacktestConfig.deserializeBinaryFromReader(msg, reader);
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};
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/**
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* Deserializes binary data (in protobuf wire format) from the
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* given reader into the given message object.
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* @param {!proto.trb.strategysearch.v1.BacktestConfig} msg The message object to deserialize into.
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* @param {!jspb.BinaryReader} reader The BinaryReader to use.
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* @return {!proto.trb.strategysearch.v1.BacktestConfig}
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*/
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proto.trb.strategysearch.v1.BacktestConfig.deserializeBinaryFromReader = function(msg, reader) {
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while (reader.nextField()) {
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if (reader.isEndGroup()) {
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break;
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}
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var field = reader.getFieldNumber();
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switch (field) {
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case 1:
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var value = /** @type {string} */ (reader.readString());
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msg.setUid(value);
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break;
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case 2:
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var value = /** @type {number} */ (reader.readInt32());
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msg.setInterval(value);
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break;
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case 3:
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var value = new google_protobuf_timestamp_pb.Timestamp;
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reader.readMessage(value,google_protobuf_timestamp_pb.Timestamp.deserializeBinaryFromReader);
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msg.setStart(value);
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break;
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case 4:
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var value = new google_protobuf_timestamp_pb.Timestamp;
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reader.readMessage(value,google_protobuf_timestamp_pb.Timestamp.deserializeBinaryFromReader);
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msg.setEnd(value);
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break;
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case 5:
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var value = /** @type {number} */ (reader.readDouble());
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msg.setInitialCash(value);
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break;
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case 6:
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var value = /** @type {number} */ (reader.readDouble());
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msg.setCommissionPct(value);
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break;
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case 7:
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var value = /** @type {number} */ (reader.readDouble());
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msg.setSlippagePct(value);
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break;
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case 8:
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var value = /** @type {boolean} */ (reader.readBool());
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msg.setLongOnly(value);
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break;
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case 9:
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var value = /** @type {string} */ (reader.readString());
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msg.setBenchmarkUid(value);
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break;
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default:
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reader.skipField();
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break;
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}
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}
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return msg;
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};
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/**
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* Serializes the message to binary data (in protobuf wire format).
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* @return {!Uint8Array}
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*/
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proto.trb.strategysearch.v1.BacktestConfig.prototype.serializeBinary = function() {
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var writer = new jspb.BinaryWriter();
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proto.trb.strategysearch.v1.BacktestConfig.serializeBinaryToWriter(this, writer);
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return writer.getResultBuffer();
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};
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/**
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* Serializes the given message to binary data (in protobuf wire
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* format), writing to the given BinaryWriter.
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* @param {!proto.trb.strategysearch.v1.BacktestConfig} message
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* @param {!jspb.BinaryWriter} writer
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* @suppress {unusedLocalVariables} f is only used for nested messages
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*/
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proto.trb.strategysearch.v1.BacktestConfig.serializeBinaryToWriter = function(message, writer) {
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var f = undefined;
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f = message.getUid();
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if (f.length > 0) {
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writer.writeString(
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1,
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f
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);
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}
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f = message.getInterval();
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if (f !== 0) {
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writer.writeInt32(
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2,
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f
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);
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}
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f = message.getStart();
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if (f != null) {
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writer.writeMessage(
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3,
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f,
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google_protobuf_timestamp_pb.Timestamp.serializeBinaryToWriter
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);
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}
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f = message.getEnd();
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if (f != null) {
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writer.writeMessage(
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4,
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f,
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google_protobuf_timestamp_pb.Timestamp.serializeBinaryToWriter
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);
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}
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f = message.getInitialCash();
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if (f !== 0.0) {
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writer.writeDouble(
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5,
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f
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);
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}
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f = message.getCommissionPct();
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if (f !== 0.0) {
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writer.writeDouble(
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6,
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f
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);
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}
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f = message.getSlippagePct();
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if (f !== 0.0) {
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writer.writeDouble(
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f
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);
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}
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f = message.getLongOnly();
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if (f) {
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writer.writeBool(
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f
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);
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}
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f = message.getBenchmarkUid();
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if (f.length > 0) {
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writer.writeString(
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9,
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f
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);
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}
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};
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/**
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* optional string uid = 1;
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* @return {string}
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*/
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proto.trb.strategysearch.v1.BacktestConfig.prototype.getUid = function() {
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return /** @type {string} */ (jspb.Message.getFieldWithDefault(this, 1, ""));
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};
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/**
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* @param {string} value
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* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
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*/
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proto.trb.strategysearch.v1.BacktestConfig.prototype.setUid = function(value) {
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return jspb.Message.setProto3StringField(this, 1, value);
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};
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/**
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* optional int32 interval = 2;
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* @return {number}
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*/
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proto.trb.strategysearch.v1.BacktestConfig.prototype.getInterval = function() {
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return /** @type {number} */ (jspb.Message.getFieldWithDefault(this, 2, 0));
|
|
307
|
+
};
|
|
308
|
+
|
|
309
|
+
|
|
310
|
+
/**
|
|
311
|
+
* @param {number} value
|
|
312
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
313
|
+
*/
|
|
314
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setInterval = function(value) {
|
|
315
|
+
return jspb.Message.setProto3IntField(this, 2, value);
|
|
316
|
+
};
|
|
317
|
+
|
|
318
|
+
|
|
319
|
+
/**
|
|
320
|
+
* optional google.protobuf.Timestamp start = 3;
|
|
321
|
+
* @return {?proto.google.protobuf.Timestamp}
|
|
322
|
+
*/
|
|
323
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getStart = function() {
|
|
324
|
+
return /** @type{?proto.google.protobuf.Timestamp} */ (
|
|
325
|
+
jspb.Message.getWrapperField(this, google_protobuf_timestamp_pb.Timestamp, 3));
|
|
326
|
+
};
|
|
327
|
+
|
|
328
|
+
|
|
329
|
+
/**
|
|
330
|
+
* @param {?proto.google.protobuf.Timestamp|undefined} value
|
|
331
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
332
|
+
*/
|
|
333
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setStart = function(value) {
|
|
334
|
+
return jspb.Message.setWrapperField(this, 3, value);
|
|
335
|
+
};
|
|
336
|
+
|
|
337
|
+
|
|
338
|
+
/**
|
|
339
|
+
* Clears the message field making it undefined.
|
|
340
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
341
|
+
*/
|
|
342
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.clearStart = function() {
|
|
343
|
+
return this.setStart(undefined);
|
|
344
|
+
};
|
|
345
|
+
|
|
346
|
+
|
|
347
|
+
/**
|
|
348
|
+
* Returns whether this field is set.
|
|
349
|
+
* @return {boolean}
|
|
350
|
+
*/
|
|
351
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.hasStart = function() {
|
|
352
|
+
return jspb.Message.getField(this, 3) != null;
|
|
353
|
+
};
|
|
354
|
+
|
|
355
|
+
|
|
356
|
+
/**
|
|
357
|
+
* optional google.protobuf.Timestamp end = 4;
|
|
358
|
+
* @return {?proto.google.protobuf.Timestamp}
|
|
359
|
+
*/
|
|
360
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getEnd = function() {
|
|
361
|
+
return /** @type{?proto.google.protobuf.Timestamp} */ (
|
|
362
|
+
jspb.Message.getWrapperField(this, google_protobuf_timestamp_pb.Timestamp, 4));
|
|
363
|
+
};
|
|
364
|
+
|
|
365
|
+
|
|
366
|
+
/**
|
|
367
|
+
* @param {?proto.google.protobuf.Timestamp|undefined} value
|
|
368
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
369
|
+
*/
|
|
370
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setEnd = function(value) {
|
|
371
|
+
return jspb.Message.setWrapperField(this, 4, value);
|
|
372
|
+
};
|
|
373
|
+
|
|
374
|
+
|
|
375
|
+
/**
|
|
376
|
+
* Clears the message field making it undefined.
|
|
377
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
378
|
+
*/
|
|
379
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.clearEnd = function() {
|
|
380
|
+
return this.setEnd(undefined);
|
|
381
|
+
};
|
|
382
|
+
|
|
383
|
+
|
|
384
|
+
/**
|
|
385
|
+
* Returns whether this field is set.
|
|
386
|
+
* @return {boolean}
|
|
387
|
+
*/
|
|
388
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.hasEnd = function() {
|
|
389
|
+
return jspb.Message.getField(this, 4) != null;
|
|
390
|
+
};
|
|
391
|
+
|
|
392
|
+
|
|
393
|
+
/**
|
|
394
|
+
* optional double initial_cash = 5;
|
|
395
|
+
* @return {number}
|
|
396
|
+
*/
|
|
397
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getInitialCash = function() {
|
|
398
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 5, 0.0));
|
|
399
|
+
};
|
|
400
|
+
|
|
401
|
+
|
|
402
|
+
/**
|
|
403
|
+
* @param {number} value
|
|
404
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
405
|
+
*/
|
|
406
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setInitialCash = function(value) {
|
|
407
|
+
return jspb.Message.setProto3FloatField(this, 5, value);
|
|
408
|
+
};
|
|
409
|
+
|
|
410
|
+
|
|
411
|
+
/**
|
|
412
|
+
* optional double commission_pct = 6;
|
|
413
|
+
* @return {number}
|
|
414
|
+
*/
|
|
415
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getCommissionPct = function() {
|
|
416
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 6, 0.0));
|
|
417
|
+
};
|
|
418
|
+
|
|
419
|
+
|
|
420
|
+
/**
|
|
421
|
+
* @param {number} value
|
|
422
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
423
|
+
*/
|
|
424
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setCommissionPct = function(value) {
|
|
425
|
+
return jspb.Message.setProto3FloatField(this, 6, value);
|
|
426
|
+
};
|
|
427
|
+
|
|
428
|
+
|
|
429
|
+
/**
|
|
430
|
+
* optional double slippage_pct = 7;
|
|
431
|
+
* @return {number}
|
|
432
|
+
*/
|
|
433
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getSlippagePct = function() {
|
|
434
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 7, 0.0));
|
|
435
|
+
};
|
|
436
|
+
|
|
437
|
+
|
|
438
|
+
/**
|
|
439
|
+
* @param {number} value
|
|
440
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
441
|
+
*/
|
|
442
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setSlippagePct = function(value) {
|
|
443
|
+
return jspb.Message.setProto3FloatField(this, 7, value);
|
|
444
|
+
};
|
|
445
|
+
|
|
446
|
+
|
|
447
|
+
/**
|
|
448
|
+
* optional bool long_only = 8;
|
|
449
|
+
* @return {boolean}
|
|
450
|
+
*/
|
|
451
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getLongOnly = function() {
|
|
452
|
+
return /** @type {boolean} */ (jspb.Message.getBooleanFieldWithDefault(this, 8, false));
|
|
453
|
+
};
|
|
454
|
+
|
|
455
|
+
|
|
456
|
+
/**
|
|
457
|
+
* @param {boolean} value
|
|
458
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
459
|
+
*/
|
|
460
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setLongOnly = function(value) {
|
|
461
|
+
return jspb.Message.setProto3BooleanField(this, 8, value);
|
|
462
|
+
};
|
|
463
|
+
|
|
464
|
+
|
|
465
|
+
/**
|
|
466
|
+
* optional string benchmark_uid = 9;
|
|
467
|
+
* @return {string}
|
|
468
|
+
*/
|
|
469
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.getBenchmarkUid = function() {
|
|
470
|
+
return /** @type {string} */ (jspb.Message.getFieldWithDefault(this, 9, ""));
|
|
471
|
+
};
|
|
472
|
+
|
|
473
|
+
|
|
474
|
+
/**
|
|
475
|
+
* @param {string} value
|
|
476
|
+
* @return {!proto.trb.strategysearch.v1.BacktestConfig} returns this
|
|
477
|
+
*/
|
|
478
|
+
proto.trb.strategysearch.v1.BacktestConfig.prototype.setBenchmarkUid = function(value) {
|
|
479
|
+
return jspb.Message.setProto3StringField(this, 9, value);
|
|
480
|
+
};
|
|
481
|
+
|
|
482
|
+
|
|
483
|
+
|
|
484
|
+
|
|
485
|
+
|
|
486
|
+
if (jspb.Message.GENERATE_TO_OBJECT) {
|
|
487
|
+
/**
|
|
488
|
+
* Creates an object representation of this proto.
|
|
489
|
+
* Field names that are reserved in JavaScript and will be renamed to pb_name.
|
|
490
|
+
* Optional fields that are not set will be set to undefined.
|
|
491
|
+
* To access a reserved field use, foo.pb_<name>, eg, foo.pb_default.
|
|
492
|
+
* For the list of reserved names please see:
|
|
493
|
+
* net/proto2/compiler/js/internal/generator.cc#kKeyword.
|
|
494
|
+
* @param {boolean=} opt_includeInstance Deprecated. whether to include the
|
|
495
|
+
* JSPB instance for transitional soy proto support:
|
|
496
|
+
* http://goto/soy-param-migration
|
|
497
|
+
* @return {!Object}
|
|
498
|
+
*/
|
|
499
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.toObject = function(opt_includeInstance) {
|
|
500
|
+
return proto.trb.strategysearch.v1.BacktestMetrics.toObject(opt_includeInstance, this);
|
|
501
|
+
};
|
|
502
|
+
|
|
503
|
+
|
|
504
|
+
/**
|
|
505
|
+
* Static version of the {@see toObject} method.
|
|
506
|
+
* @param {boolean|undefined} includeInstance Deprecated. Whether to include
|
|
507
|
+
* the JSPB instance for transitional soy proto support:
|
|
508
|
+
* http://goto/soy-param-migration
|
|
509
|
+
* @param {!proto.trb.strategysearch.v1.BacktestMetrics} msg The msg instance to transform.
|
|
510
|
+
* @return {!Object}
|
|
511
|
+
* @suppress {unusedLocalVariables} f is only used for nested messages
|
|
512
|
+
*/
|
|
513
|
+
proto.trb.strategysearch.v1.BacktestMetrics.toObject = function(includeInstance, msg) {
|
|
514
|
+
var f, obj = {
|
|
515
|
+
totalReturn: jspb.Message.getFloatingPointFieldWithDefault(msg, 1, 0.0),
|
|
516
|
+
cagr: jspb.Message.getFloatingPointFieldWithDefault(msg, 2, 0.0),
|
|
517
|
+
sharpe: jspb.Message.getFloatingPointFieldWithDefault(msg, 3, 0.0),
|
|
518
|
+
sortino: jspb.Message.getFloatingPointFieldWithDefault(msg, 4, 0.0),
|
|
519
|
+
maxDrawdown: jspb.Message.getFloatingPointFieldWithDefault(msg, 5, 0.0),
|
|
520
|
+
winRate: jspb.Message.getFloatingPointFieldWithDefault(msg, 6, 0.0),
|
|
521
|
+
profitFactor: jspb.Message.getFloatingPointFieldWithDefault(msg, 7, 0.0),
|
|
522
|
+
sqn: jspb.Message.getFloatingPointFieldWithDefault(msg, 8, 0.0),
|
|
523
|
+
tradesCount: jspb.Message.getFieldWithDefault(msg, 9, 0),
|
|
524
|
+
exposure: jspb.Message.getFloatingPointFieldWithDefault(msg, 10, 0.0),
|
|
525
|
+
finalEquity: jspb.Message.getFloatingPointFieldWithDefault(msg, 11, 0.0),
|
|
526
|
+
avgTradePct: jspb.Message.getFloatingPointFieldWithDefault(msg, 12, 0.0),
|
|
527
|
+
expectancy: jspb.Message.getFloatingPointFieldWithDefault(msg, 13, 0.0),
|
|
528
|
+
calmar: jspb.Message.getFloatingPointFieldWithDefault(msg, 21, 0.0),
|
|
529
|
+
omega: jspb.Message.getFloatingPointFieldWithDefault(msg, 22, 0.0),
|
|
530
|
+
tailRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 23, 0.0),
|
|
531
|
+
valueAtRisk: jspb.Message.getFloatingPointFieldWithDefault(msg, 24, 0.0),
|
|
532
|
+
conditionalValueAtRisk: jspb.Message.getFloatingPointFieldWithDefault(msg, 25, 0.0),
|
|
533
|
+
skew: jspb.Message.getFloatingPointFieldWithDefault(msg, 26, 0.0),
|
|
534
|
+
kurtosis: jspb.Message.getFloatingPointFieldWithDefault(msg, 27, 0.0),
|
|
535
|
+
kellyCriterion: jspb.Message.getFloatingPointFieldWithDefault(msg, 28, 0.0),
|
|
536
|
+
riskOfRuin: jspb.Message.getFloatingPointFieldWithDefault(msg, 29, 0.0),
|
|
537
|
+
recoveryFactor: jspb.Message.getFloatingPointFieldWithDefault(msg, 30, 0.0),
|
|
538
|
+
payoffRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 31, 0.0),
|
|
539
|
+
gainToPainRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 32, 0.0),
|
|
540
|
+
outlierWinRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 33, 0.0),
|
|
541
|
+
outlierLossRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 34, 0.0),
|
|
542
|
+
commonSenseRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 35, 0.0),
|
|
543
|
+
ulcerIndex: jspb.Message.getFloatingPointFieldWithDefault(msg, 36, 0.0),
|
|
544
|
+
serenityIndex: jspb.Message.getFloatingPointFieldWithDefault(msg, 37, 0.0),
|
|
545
|
+
alpha: jspb.Message.getFloatingPointFieldWithDefault(msg, 38, 0.0),
|
|
546
|
+
beta: jspb.Message.getFloatingPointFieldWithDefault(msg, 39, 0.0),
|
|
547
|
+
informationRatio: jspb.Message.getFloatingPointFieldWithDefault(msg, 40, 0.0),
|
|
548
|
+
rSquared: jspb.Message.getFloatingPointFieldWithDefault(msg, 41, 0.0),
|
|
549
|
+
extraMap: (f = msg.getExtraMap()) ? f.toObject(includeInstance, undefined) : []
|
|
550
|
+
};
|
|
551
|
+
|
|
552
|
+
if (includeInstance) {
|
|
553
|
+
obj.$jspbMessageInstance = msg;
|
|
554
|
+
}
|
|
555
|
+
return obj;
|
|
556
|
+
};
|
|
557
|
+
}
|
|
558
|
+
|
|
559
|
+
|
|
560
|
+
/**
|
|
561
|
+
* Deserializes binary data (in protobuf wire format).
|
|
562
|
+
* @param {jspb.ByteSource} bytes The bytes to deserialize.
|
|
563
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics}
|
|
564
|
+
*/
|
|
565
|
+
proto.trb.strategysearch.v1.BacktestMetrics.deserializeBinary = function(bytes) {
|
|
566
|
+
var reader = new jspb.BinaryReader(bytes);
|
|
567
|
+
var msg = new proto.trb.strategysearch.v1.BacktestMetrics;
|
|
568
|
+
return proto.trb.strategysearch.v1.BacktestMetrics.deserializeBinaryFromReader(msg, reader);
|
|
569
|
+
};
|
|
570
|
+
|
|
571
|
+
|
|
572
|
+
/**
|
|
573
|
+
* Deserializes binary data (in protobuf wire format) from the
|
|
574
|
+
* given reader into the given message object.
|
|
575
|
+
* @param {!proto.trb.strategysearch.v1.BacktestMetrics} msg The message object to deserialize into.
|
|
576
|
+
* @param {!jspb.BinaryReader} reader The BinaryReader to use.
|
|
577
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics}
|
|
578
|
+
*/
|
|
579
|
+
proto.trb.strategysearch.v1.BacktestMetrics.deserializeBinaryFromReader = function(msg, reader) {
|
|
580
|
+
while (reader.nextField()) {
|
|
581
|
+
if (reader.isEndGroup()) {
|
|
582
|
+
break;
|
|
583
|
+
}
|
|
584
|
+
var field = reader.getFieldNumber();
|
|
585
|
+
switch (field) {
|
|
586
|
+
case 1:
|
|
587
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
588
|
+
msg.setTotalReturn(value);
|
|
589
|
+
break;
|
|
590
|
+
case 2:
|
|
591
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
592
|
+
msg.setCagr(value);
|
|
593
|
+
break;
|
|
594
|
+
case 3:
|
|
595
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
596
|
+
msg.setSharpe(value);
|
|
597
|
+
break;
|
|
598
|
+
case 4:
|
|
599
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
600
|
+
msg.setSortino(value);
|
|
601
|
+
break;
|
|
602
|
+
case 5:
|
|
603
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
604
|
+
msg.setMaxDrawdown(value);
|
|
605
|
+
break;
|
|
606
|
+
case 6:
|
|
607
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
608
|
+
msg.setWinRate(value);
|
|
609
|
+
break;
|
|
610
|
+
case 7:
|
|
611
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
612
|
+
msg.setProfitFactor(value);
|
|
613
|
+
break;
|
|
614
|
+
case 8:
|
|
615
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
616
|
+
msg.setSqn(value);
|
|
617
|
+
break;
|
|
618
|
+
case 9:
|
|
619
|
+
var value = /** @type {number} */ (reader.readUint32());
|
|
620
|
+
msg.setTradesCount(value);
|
|
621
|
+
break;
|
|
622
|
+
case 10:
|
|
623
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
624
|
+
msg.setExposure(value);
|
|
625
|
+
break;
|
|
626
|
+
case 11:
|
|
627
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
628
|
+
msg.setFinalEquity(value);
|
|
629
|
+
break;
|
|
630
|
+
case 12:
|
|
631
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
632
|
+
msg.setAvgTradePct(value);
|
|
633
|
+
break;
|
|
634
|
+
case 13:
|
|
635
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
636
|
+
msg.setExpectancy(value);
|
|
637
|
+
break;
|
|
638
|
+
case 21:
|
|
639
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
640
|
+
msg.setCalmar(value);
|
|
641
|
+
break;
|
|
642
|
+
case 22:
|
|
643
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
644
|
+
msg.setOmega(value);
|
|
645
|
+
break;
|
|
646
|
+
case 23:
|
|
647
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
648
|
+
msg.setTailRatio(value);
|
|
649
|
+
break;
|
|
650
|
+
case 24:
|
|
651
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
652
|
+
msg.setValueAtRisk(value);
|
|
653
|
+
break;
|
|
654
|
+
case 25:
|
|
655
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
656
|
+
msg.setConditionalValueAtRisk(value);
|
|
657
|
+
break;
|
|
658
|
+
case 26:
|
|
659
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
660
|
+
msg.setSkew(value);
|
|
661
|
+
break;
|
|
662
|
+
case 27:
|
|
663
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
664
|
+
msg.setKurtosis(value);
|
|
665
|
+
break;
|
|
666
|
+
case 28:
|
|
667
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
668
|
+
msg.setKellyCriterion(value);
|
|
669
|
+
break;
|
|
670
|
+
case 29:
|
|
671
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
672
|
+
msg.setRiskOfRuin(value);
|
|
673
|
+
break;
|
|
674
|
+
case 30:
|
|
675
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
676
|
+
msg.setRecoveryFactor(value);
|
|
677
|
+
break;
|
|
678
|
+
case 31:
|
|
679
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
680
|
+
msg.setPayoffRatio(value);
|
|
681
|
+
break;
|
|
682
|
+
case 32:
|
|
683
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
684
|
+
msg.setGainToPainRatio(value);
|
|
685
|
+
break;
|
|
686
|
+
case 33:
|
|
687
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
688
|
+
msg.setOutlierWinRatio(value);
|
|
689
|
+
break;
|
|
690
|
+
case 34:
|
|
691
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
692
|
+
msg.setOutlierLossRatio(value);
|
|
693
|
+
break;
|
|
694
|
+
case 35:
|
|
695
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
696
|
+
msg.setCommonSenseRatio(value);
|
|
697
|
+
break;
|
|
698
|
+
case 36:
|
|
699
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
700
|
+
msg.setUlcerIndex(value);
|
|
701
|
+
break;
|
|
702
|
+
case 37:
|
|
703
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
704
|
+
msg.setSerenityIndex(value);
|
|
705
|
+
break;
|
|
706
|
+
case 38:
|
|
707
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
708
|
+
msg.setAlpha(value);
|
|
709
|
+
break;
|
|
710
|
+
case 39:
|
|
711
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
712
|
+
msg.setBeta(value);
|
|
713
|
+
break;
|
|
714
|
+
case 40:
|
|
715
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
716
|
+
msg.setInformationRatio(value);
|
|
717
|
+
break;
|
|
718
|
+
case 41:
|
|
719
|
+
var value = /** @type {number} */ (reader.readDouble());
|
|
720
|
+
msg.setRSquared(value);
|
|
721
|
+
break;
|
|
722
|
+
case 20:
|
|
723
|
+
var value = msg.getExtraMap();
|
|
724
|
+
reader.readMessage(value, function(message, reader) {
|
|
725
|
+
jspb.Map.deserializeBinary(message, reader, jspb.BinaryReader.prototype.readString, jspb.BinaryReader.prototype.readDouble, null, "", 0.0);
|
|
726
|
+
});
|
|
727
|
+
break;
|
|
728
|
+
default:
|
|
729
|
+
reader.skipField();
|
|
730
|
+
break;
|
|
731
|
+
}
|
|
732
|
+
}
|
|
733
|
+
return msg;
|
|
734
|
+
};
|
|
735
|
+
|
|
736
|
+
|
|
737
|
+
/**
|
|
738
|
+
* Serializes the message to binary data (in protobuf wire format).
|
|
739
|
+
* @return {!Uint8Array}
|
|
740
|
+
*/
|
|
741
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.serializeBinary = function() {
|
|
742
|
+
var writer = new jspb.BinaryWriter();
|
|
743
|
+
proto.trb.strategysearch.v1.BacktestMetrics.serializeBinaryToWriter(this, writer);
|
|
744
|
+
return writer.getResultBuffer();
|
|
745
|
+
};
|
|
746
|
+
|
|
747
|
+
|
|
748
|
+
/**
|
|
749
|
+
* Serializes the given message to binary data (in protobuf wire
|
|
750
|
+
* format), writing to the given BinaryWriter.
|
|
751
|
+
* @param {!proto.trb.strategysearch.v1.BacktestMetrics} message
|
|
752
|
+
* @param {!jspb.BinaryWriter} writer
|
|
753
|
+
* @suppress {unusedLocalVariables} f is only used for nested messages
|
|
754
|
+
*/
|
|
755
|
+
proto.trb.strategysearch.v1.BacktestMetrics.serializeBinaryToWriter = function(message, writer) {
|
|
756
|
+
var f = undefined;
|
|
757
|
+
f = message.getTotalReturn();
|
|
758
|
+
if (f !== 0.0) {
|
|
759
|
+
writer.writeDouble(
|
|
760
|
+
1,
|
|
761
|
+
f
|
|
762
|
+
);
|
|
763
|
+
}
|
|
764
|
+
f = message.getCagr();
|
|
765
|
+
if (f !== 0.0) {
|
|
766
|
+
writer.writeDouble(
|
|
767
|
+
2,
|
|
768
|
+
f
|
|
769
|
+
);
|
|
770
|
+
}
|
|
771
|
+
f = message.getSharpe();
|
|
772
|
+
if (f !== 0.0) {
|
|
773
|
+
writer.writeDouble(
|
|
774
|
+
3,
|
|
775
|
+
f
|
|
776
|
+
);
|
|
777
|
+
}
|
|
778
|
+
f = message.getSortino();
|
|
779
|
+
if (f !== 0.0) {
|
|
780
|
+
writer.writeDouble(
|
|
781
|
+
4,
|
|
782
|
+
f
|
|
783
|
+
);
|
|
784
|
+
}
|
|
785
|
+
f = message.getMaxDrawdown();
|
|
786
|
+
if (f !== 0.0) {
|
|
787
|
+
writer.writeDouble(
|
|
788
|
+
5,
|
|
789
|
+
f
|
|
790
|
+
);
|
|
791
|
+
}
|
|
792
|
+
f = message.getWinRate();
|
|
793
|
+
if (f !== 0.0) {
|
|
794
|
+
writer.writeDouble(
|
|
795
|
+
6,
|
|
796
|
+
f
|
|
797
|
+
);
|
|
798
|
+
}
|
|
799
|
+
f = message.getProfitFactor();
|
|
800
|
+
if (f !== 0.0) {
|
|
801
|
+
writer.writeDouble(
|
|
802
|
+
7,
|
|
803
|
+
f
|
|
804
|
+
);
|
|
805
|
+
}
|
|
806
|
+
f = message.getSqn();
|
|
807
|
+
if (f !== 0.0) {
|
|
808
|
+
writer.writeDouble(
|
|
809
|
+
8,
|
|
810
|
+
f
|
|
811
|
+
);
|
|
812
|
+
}
|
|
813
|
+
f = message.getTradesCount();
|
|
814
|
+
if (f !== 0) {
|
|
815
|
+
writer.writeUint32(
|
|
816
|
+
9,
|
|
817
|
+
f
|
|
818
|
+
);
|
|
819
|
+
}
|
|
820
|
+
f = message.getExposure();
|
|
821
|
+
if (f !== 0.0) {
|
|
822
|
+
writer.writeDouble(
|
|
823
|
+
10,
|
|
824
|
+
f
|
|
825
|
+
);
|
|
826
|
+
}
|
|
827
|
+
f = message.getFinalEquity();
|
|
828
|
+
if (f !== 0.0) {
|
|
829
|
+
writer.writeDouble(
|
|
830
|
+
11,
|
|
831
|
+
f
|
|
832
|
+
);
|
|
833
|
+
}
|
|
834
|
+
f = message.getAvgTradePct();
|
|
835
|
+
if (f !== 0.0) {
|
|
836
|
+
writer.writeDouble(
|
|
837
|
+
12,
|
|
838
|
+
f
|
|
839
|
+
);
|
|
840
|
+
}
|
|
841
|
+
f = message.getExpectancy();
|
|
842
|
+
if (f !== 0.0) {
|
|
843
|
+
writer.writeDouble(
|
|
844
|
+
13,
|
|
845
|
+
f
|
|
846
|
+
);
|
|
847
|
+
}
|
|
848
|
+
f = message.getCalmar();
|
|
849
|
+
if (f !== 0.0) {
|
|
850
|
+
writer.writeDouble(
|
|
851
|
+
21,
|
|
852
|
+
f
|
|
853
|
+
);
|
|
854
|
+
}
|
|
855
|
+
f = message.getOmega();
|
|
856
|
+
if (f !== 0.0) {
|
|
857
|
+
writer.writeDouble(
|
|
858
|
+
22,
|
|
859
|
+
f
|
|
860
|
+
);
|
|
861
|
+
}
|
|
862
|
+
f = message.getTailRatio();
|
|
863
|
+
if (f !== 0.0) {
|
|
864
|
+
writer.writeDouble(
|
|
865
|
+
23,
|
|
866
|
+
f
|
|
867
|
+
);
|
|
868
|
+
}
|
|
869
|
+
f = message.getValueAtRisk();
|
|
870
|
+
if (f !== 0.0) {
|
|
871
|
+
writer.writeDouble(
|
|
872
|
+
24,
|
|
873
|
+
f
|
|
874
|
+
);
|
|
875
|
+
}
|
|
876
|
+
f = message.getConditionalValueAtRisk();
|
|
877
|
+
if (f !== 0.0) {
|
|
878
|
+
writer.writeDouble(
|
|
879
|
+
25,
|
|
880
|
+
f
|
|
881
|
+
);
|
|
882
|
+
}
|
|
883
|
+
f = message.getSkew();
|
|
884
|
+
if (f !== 0.0) {
|
|
885
|
+
writer.writeDouble(
|
|
886
|
+
26,
|
|
887
|
+
f
|
|
888
|
+
);
|
|
889
|
+
}
|
|
890
|
+
f = message.getKurtosis();
|
|
891
|
+
if (f !== 0.0) {
|
|
892
|
+
writer.writeDouble(
|
|
893
|
+
27,
|
|
894
|
+
f
|
|
895
|
+
);
|
|
896
|
+
}
|
|
897
|
+
f = message.getKellyCriterion();
|
|
898
|
+
if (f !== 0.0) {
|
|
899
|
+
writer.writeDouble(
|
|
900
|
+
28,
|
|
901
|
+
f
|
|
902
|
+
);
|
|
903
|
+
}
|
|
904
|
+
f = message.getRiskOfRuin();
|
|
905
|
+
if (f !== 0.0) {
|
|
906
|
+
writer.writeDouble(
|
|
907
|
+
29,
|
|
908
|
+
f
|
|
909
|
+
);
|
|
910
|
+
}
|
|
911
|
+
f = message.getRecoveryFactor();
|
|
912
|
+
if (f !== 0.0) {
|
|
913
|
+
writer.writeDouble(
|
|
914
|
+
30,
|
|
915
|
+
f
|
|
916
|
+
);
|
|
917
|
+
}
|
|
918
|
+
f = message.getPayoffRatio();
|
|
919
|
+
if (f !== 0.0) {
|
|
920
|
+
writer.writeDouble(
|
|
921
|
+
31,
|
|
922
|
+
f
|
|
923
|
+
);
|
|
924
|
+
}
|
|
925
|
+
f = message.getGainToPainRatio();
|
|
926
|
+
if (f !== 0.0) {
|
|
927
|
+
writer.writeDouble(
|
|
928
|
+
32,
|
|
929
|
+
f
|
|
930
|
+
);
|
|
931
|
+
}
|
|
932
|
+
f = message.getOutlierWinRatio();
|
|
933
|
+
if (f !== 0.0) {
|
|
934
|
+
writer.writeDouble(
|
|
935
|
+
33,
|
|
936
|
+
f
|
|
937
|
+
);
|
|
938
|
+
}
|
|
939
|
+
f = message.getOutlierLossRatio();
|
|
940
|
+
if (f !== 0.0) {
|
|
941
|
+
writer.writeDouble(
|
|
942
|
+
34,
|
|
943
|
+
f
|
|
944
|
+
);
|
|
945
|
+
}
|
|
946
|
+
f = message.getCommonSenseRatio();
|
|
947
|
+
if (f !== 0.0) {
|
|
948
|
+
writer.writeDouble(
|
|
949
|
+
35,
|
|
950
|
+
f
|
|
951
|
+
);
|
|
952
|
+
}
|
|
953
|
+
f = message.getUlcerIndex();
|
|
954
|
+
if (f !== 0.0) {
|
|
955
|
+
writer.writeDouble(
|
|
956
|
+
36,
|
|
957
|
+
f
|
|
958
|
+
);
|
|
959
|
+
}
|
|
960
|
+
f = message.getSerenityIndex();
|
|
961
|
+
if (f !== 0.0) {
|
|
962
|
+
writer.writeDouble(
|
|
963
|
+
37,
|
|
964
|
+
f
|
|
965
|
+
);
|
|
966
|
+
}
|
|
967
|
+
f = message.getAlpha();
|
|
968
|
+
if (f !== 0.0) {
|
|
969
|
+
writer.writeDouble(
|
|
970
|
+
38,
|
|
971
|
+
f
|
|
972
|
+
);
|
|
973
|
+
}
|
|
974
|
+
f = message.getBeta();
|
|
975
|
+
if (f !== 0.0) {
|
|
976
|
+
writer.writeDouble(
|
|
977
|
+
39,
|
|
978
|
+
f
|
|
979
|
+
);
|
|
980
|
+
}
|
|
981
|
+
f = message.getInformationRatio();
|
|
982
|
+
if (f !== 0.0) {
|
|
983
|
+
writer.writeDouble(
|
|
984
|
+
40,
|
|
985
|
+
f
|
|
986
|
+
);
|
|
987
|
+
}
|
|
988
|
+
f = message.getRSquared();
|
|
989
|
+
if (f !== 0.0) {
|
|
990
|
+
writer.writeDouble(
|
|
991
|
+
41,
|
|
992
|
+
f
|
|
993
|
+
);
|
|
994
|
+
}
|
|
995
|
+
f = message.getExtraMap(true);
|
|
996
|
+
if (f && f.getLength() > 0) {
|
|
997
|
+
f.serializeBinary(20, writer, jspb.BinaryWriter.prototype.writeString, jspb.BinaryWriter.prototype.writeDouble);
|
|
998
|
+
}
|
|
999
|
+
};
|
|
1000
|
+
|
|
1001
|
+
|
|
1002
|
+
/**
|
|
1003
|
+
* optional double total_return = 1;
|
|
1004
|
+
* @return {number}
|
|
1005
|
+
*/
|
|
1006
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getTotalReturn = function() {
|
|
1007
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 1, 0.0));
|
|
1008
|
+
};
|
|
1009
|
+
|
|
1010
|
+
|
|
1011
|
+
/**
|
|
1012
|
+
* @param {number} value
|
|
1013
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1014
|
+
*/
|
|
1015
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setTotalReturn = function(value) {
|
|
1016
|
+
return jspb.Message.setProto3FloatField(this, 1, value);
|
|
1017
|
+
};
|
|
1018
|
+
|
|
1019
|
+
|
|
1020
|
+
/**
|
|
1021
|
+
* optional double cagr = 2;
|
|
1022
|
+
* @return {number}
|
|
1023
|
+
*/
|
|
1024
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getCagr = function() {
|
|
1025
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 2, 0.0));
|
|
1026
|
+
};
|
|
1027
|
+
|
|
1028
|
+
|
|
1029
|
+
/**
|
|
1030
|
+
* @param {number} value
|
|
1031
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1032
|
+
*/
|
|
1033
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setCagr = function(value) {
|
|
1034
|
+
return jspb.Message.setProto3FloatField(this, 2, value);
|
|
1035
|
+
};
|
|
1036
|
+
|
|
1037
|
+
|
|
1038
|
+
/**
|
|
1039
|
+
* optional double sharpe = 3;
|
|
1040
|
+
* @return {number}
|
|
1041
|
+
*/
|
|
1042
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getSharpe = function() {
|
|
1043
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 3, 0.0));
|
|
1044
|
+
};
|
|
1045
|
+
|
|
1046
|
+
|
|
1047
|
+
/**
|
|
1048
|
+
* @param {number} value
|
|
1049
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1050
|
+
*/
|
|
1051
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setSharpe = function(value) {
|
|
1052
|
+
return jspb.Message.setProto3FloatField(this, 3, value);
|
|
1053
|
+
};
|
|
1054
|
+
|
|
1055
|
+
|
|
1056
|
+
/**
|
|
1057
|
+
* optional double sortino = 4;
|
|
1058
|
+
* @return {number}
|
|
1059
|
+
*/
|
|
1060
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getSortino = function() {
|
|
1061
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 4, 0.0));
|
|
1062
|
+
};
|
|
1063
|
+
|
|
1064
|
+
|
|
1065
|
+
/**
|
|
1066
|
+
* @param {number} value
|
|
1067
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1068
|
+
*/
|
|
1069
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setSortino = function(value) {
|
|
1070
|
+
return jspb.Message.setProto3FloatField(this, 4, value);
|
|
1071
|
+
};
|
|
1072
|
+
|
|
1073
|
+
|
|
1074
|
+
/**
|
|
1075
|
+
* optional double max_drawdown = 5;
|
|
1076
|
+
* @return {number}
|
|
1077
|
+
*/
|
|
1078
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getMaxDrawdown = function() {
|
|
1079
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 5, 0.0));
|
|
1080
|
+
};
|
|
1081
|
+
|
|
1082
|
+
|
|
1083
|
+
/**
|
|
1084
|
+
* @param {number} value
|
|
1085
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1086
|
+
*/
|
|
1087
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setMaxDrawdown = function(value) {
|
|
1088
|
+
return jspb.Message.setProto3FloatField(this, 5, value);
|
|
1089
|
+
};
|
|
1090
|
+
|
|
1091
|
+
|
|
1092
|
+
/**
|
|
1093
|
+
* optional double win_rate = 6;
|
|
1094
|
+
* @return {number}
|
|
1095
|
+
*/
|
|
1096
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getWinRate = function() {
|
|
1097
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 6, 0.0));
|
|
1098
|
+
};
|
|
1099
|
+
|
|
1100
|
+
|
|
1101
|
+
/**
|
|
1102
|
+
* @param {number} value
|
|
1103
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1104
|
+
*/
|
|
1105
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setWinRate = function(value) {
|
|
1106
|
+
return jspb.Message.setProto3FloatField(this, 6, value);
|
|
1107
|
+
};
|
|
1108
|
+
|
|
1109
|
+
|
|
1110
|
+
/**
|
|
1111
|
+
* optional double profit_factor = 7;
|
|
1112
|
+
* @return {number}
|
|
1113
|
+
*/
|
|
1114
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getProfitFactor = function() {
|
|
1115
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 7, 0.0));
|
|
1116
|
+
};
|
|
1117
|
+
|
|
1118
|
+
|
|
1119
|
+
/**
|
|
1120
|
+
* @param {number} value
|
|
1121
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1122
|
+
*/
|
|
1123
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setProfitFactor = function(value) {
|
|
1124
|
+
return jspb.Message.setProto3FloatField(this, 7, value);
|
|
1125
|
+
};
|
|
1126
|
+
|
|
1127
|
+
|
|
1128
|
+
/**
|
|
1129
|
+
* optional double sqn = 8;
|
|
1130
|
+
* @return {number}
|
|
1131
|
+
*/
|
|
1132
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getSqn = function() {
|
|
1133
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 8, 0.0));
|
|
1134
|
+
};
|
|
1135
|
+
|
|
1136
|
+
|
|
1137
|
+
/**
|
|
1138
|
+
* @param {number} value
|
|
1139
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1140
|
+
*/
|
|
1141
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setSqn = function(value) {
|
|
1142
|
+
return jspb.Message.setProto3FloatField(this, 8, value);
|
|
1143
|
+
};
|
|
1144
|
+
|
|
1145
|
+
|
|
1146
|
+
/**
|
|
1147
|
+
* optional uint32 trades_count = 9;
|
|
1148
|
+
* @return {number}
|
|
1149
|
+
*/
|
|
1150
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getTradesCount = function() {
|
|
1151
|
+
return /** @type {number} */ (jspb.Message.getFieldWithDefault(this, 9, 0));
|
|
1152
|
+
};
|
|
1153
|
+
|
|
1154
|
+
|
|
1155
|
+
/**
|
|
1156
|
+
* @param {number} value
|
|
1157
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1158
|
+
*/
|
|
1159
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setTradesCount = function(value) {
|
|
1160
|
+
return jspb.Message.setProto3IntField(this, 9, value);
|
|
1161
|
+
};
|
|
1162
|
+
|
|
1163
|
+
|
|
1164
|
+
/**
|
|
1165
|
+
* optional double exposure = 10;
|
|
1166
|
+
* @return {number}
|
|
1167
|
+
*/
|
|
1168
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getExposure = function() {
|
|
1169
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 10, 0.0));
|
|
1170
|
+
};
|
|
1171
|
+
|
|
1172
|
+
|
|
1173
|
+
/**
|
|
1174
|
+
* @param {number} value
|
|
1175
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1176
|
+
*/
|
|
1177
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setExposure = function(value) {
|
|
1178
|
+
return jspb.Message.setProto3FloatField(this, 10, value);
|
|
1179
|
+
};
|
|
1180
|
+
|
|
1181
|
+
|
|
1182
|
+
/**
|
|
1183
|
+
* optional double final_equity = 11;
|
|
1184
|
+
* @return {number}
|
|
1185
|
+
*/
|
|
1186
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getFinalEquity = function() {
|
|
1187
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 11, 0.0));
|
|
1188
|
+
};
|
|
1189
|
+
|
|
1190
|
+
|
|
1191
|
+
/**
|
|
1192
|
+
* @param {number} value
|
|
1193
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1194
|
+
*/
|
|
1195
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setFinalEquity = function(value) {
|
|
1196
|
+
return jspb.Message.setProto3FloatField(this, 11, value);
|
|
1197
|
+
};
|
|
1198
|
+
|
|
1199
|
+
|
|
1200
|
+
/**
|
|
1201
|
+
* optional double avg_trade_pct = 12;
|
|
1202
|
+
* @return {number}
|
|
1203
|
+
*/
|
|
1204
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getAvgTradePct = function() {
|
|
1205
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 12, 0.0));
|
|
1206
|
+
};
|
|
1207
|
+
|
|
1208
|
+
|
|
1209
|
+
/**
|
|
1210
|
+
* @param {number} value
|
|
1211
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1212
|
+
*/
|
|
1213
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setAvgTradePct = function(value) {
|
|
1214
|
+
return jspb.Message.setProto3FloatField(this, 12, value);
|
|
1215
|
+
};
|
|
1216
|
+
|
|
1217
|
+
|
|
1218
|
+
/**
|
|
1219
|
+
* optional double expectancy = 13;
|
|
1220
|
+
* @return {number}
|
|
1221
|
+
*/
|
|
1222
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getExpectancy = function() {
|
|
1223
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 13, 0.0));
|
|
1224
|
+
};
|
|
1225
|
+
|
|
1226
|
+
|
|
1227
|
+
/**
|
|
1228
|
+
* @param {number} value
|
|
1229
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1230
|
+
*/
|
|
1231
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setExpectancy = function(value) {
|
|
1232
|
+
return jspb.Message.setProto3FloatField(this, 13, value);
|
|
1233
|
+
};
|
|
1234
|
+
|
|
1235
|
+
|
|
1236
|
+
/**
|
|
1237
|
+
* optional double calmar = 21;
|
|
1238
|
+
* @return {number}
|
|
1239
|
+
*/
|
|
1240
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getCalmar = function() {
|
|
1241
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 21, 0.0));
|
|
1242
|
+
};
|
|
1243
|
+
|
|
1244
|
+
|
|
1245
|
+
/**
|
|
1246
|
+
* @param {number} value
|
|
1247
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1248
|
+
*/
|
|
1249
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setCalmar = function(value) {
|
|
1250
|
+
return jspb.Message.setProto3FloatField(this, 21, value);
|
|
1251
|
+
};
|
|
1252
|
+
|
|
1253
|
+
|
|
1254
|
+
/**
|
|
1255
|
+
* optional double omega = 22;
|
|
1256
|
+
* @return {number}
|
|
1257
|
+
*/
|
|
1258
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getOmega = function() {
|
|
1259
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 22, 0.0));
|
|
1260
|
+
};
|
|
1261
|
+
|
|
1262
|
+
|
|
1263
|
+
/**
|
|
1264
|
+
* @param {number} value
|
|
1265
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1266
|
+
*/
|
|
1267
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setOmega = function(value) {
|
|
1268
|
+
return jspb.Message.setProto3FloatField(this, 22, value);
|
|
1269
|
+
};
|
|
1270
|
+
|
|
1271
|
+
|
|
1272
|
+
/**
|
|
1273
|
+
* optional double tail_ratio = 23;
|
|
1274
|
+
* @return {number}
|
|
1275
|
+
*/
|
|
1276
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getTailRatio = function() {
|
|
1277
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 23, 0.0));
|
|
1278
|
+
};
|
|
1279
|
+
|
|
1280
|
+
|
|
1281
|
+
/**
|
|
1282
|
+
* @param {number} value
|
|
1283
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1284
|
+
*/
|
|
1285
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setTailRatio = function(value) {
|
|
1286
|
+
return jspb.Message.setProto3FloatField(this, 23, value);
|
|
1287
|
+
};
|
|
1288
|
+
|
|
1289
|
+
|
|
1290
|
+
/**
|
|
1291
|
+
* optional double value_at_risk = 24;
|
|
1292
|
+
* @return {number}
|
|
1293
|
+
*/
|
|
1294
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getValueAtRisk = function() {
|
|
1295
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 24, 0.0));
|
|
1296
|
+
};
|
|
1297
|
+
|
|
1298
|
+
|
|
1299
|
+
/**
|
|
1300
|
+
* @param {number} value
|
|
1301
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1302
|
+
*/
|
|
1303
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setValueAtRisk = function(value) {
|
|
1304
|
+
return jspb.Message.setProto3FloatField(this, 24, value);
|
|
1305
|
+
};
|
|
1306
|
+
|
|
1307
|
+
|
|
1308
|
+
/**
|
|
1309
|
+
* optional double conditional_value_at_risk = 25;
|
|
1310
|
+
* @return {number}
|
|
1311
|
+
*/
|
|
1312
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getConditionalValueAtRisk = function() {
|
|
1313
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 25, 0.0));
|
|
1314
|
+
};
|
|
1315
|
+
|
|
1316
|
+
|
|
1317
|
+
/**
|
|
1318
|
+
* @param {number} value
|
|
1319
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1320
|
+
*/
|
|
1321
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setConditionalValueAtRisk = function(value) {
|
|
1322
|
+
return jspb.Message.setProto3FloatField(this, 25, value);
|
|
1323
|
+
};
|
|
1324
|
+
|
|
1325
|
+
|
|
1326
|
+
/**
|
|
1327
|
+
* optional double skew = 26;
|
|
1328
|
+
* @return {number}
|
|
1329
|
+
*/
|
|
1330
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getSkew = function() {
|
|
1331
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 26, 0.0));
|
|
1332
|
+
};
|
|
1333
|
+
|
|
1334
|
+
|
|
1335
|
+
/**
|
|
1336
|
+
* @param {number} value
|
|
1337
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1338
|
+
*/
|
|
1339
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setSkew = function(value) {
|
|
1340
|
+
return jspb.Message.setProto3FloatField(this, 26, value);
|
|
1341
|
+
};
|
|
1342
|
+
|
|
1343
|
+
|
|
1344
|
+
/**
|
|
1345
|
+
* optional double kurtosis = 27;
|
|
1346
|
+
* @return {number}
|
|
1347
|
+
*/
|
|
1348
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getKurtosis = function() {
|
|
1349
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 27, 0.0));
|
|
1350
|
+
};
|
|
1351
|
+
|
|
1352
|
+
|
|
1353
|
+
/**
|
|
1354
|
+
* @param {number} value
|
|
1355
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1356
|
+
*/
|
|
1357
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setKurtosis = function(value) {
|
|
1358
|
+
return jspb.Message.setProto3FloatField(this, 27, value);
|
|
1359
|
+
};
|
|
1360
|
+
|
|
1361
|
+
|
|
1362
|
+
/**
|
|
1363
|
+
* optional double kelly_criterion = 28;
|
|
1364
|
+
* @return {number}
|
|
1365
|
+
*/
|
|
1366
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getKellyCriterion = function() {
|
|
1367
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 28, 0.0));
|
|
1368
|
+
};
|
|
1369
|
+
|
|
1370
|
+
|
|
1371
|
+
/**
|
|
1372
|
+
* @param {number} value
|
|
1373
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1374
|
+
*/
|
|
1375
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setKellyCriterion = function(value) {
|
|
1376
|
+
return jspb.Message.setProto3FloatField(this, 28, value);
|
|
1377
|
+
};
|
|
1378
|
+
|
|
1379
|
+
|
|
1380
|
+
/**
|
|
1381
|
+
* optional double risk_of_ruin = 29;
|
|
1382
|
+
* @return {number}
|
|
1383
|
+
*/
|
|
1384
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getRiskOfRuin = function() {
|
|
1385
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 29, 0.0));
|
|
1386
|
+
};
|
|
1387
|
+
|
|
1388
|
+
|
|
1389
|
+
/**
|
|
1390
|
+
* @param {number} value
|
|
1391
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1392
|
+
*/
|
|
1393
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setRiskOfRuin = function(value) {
|
|
1394
|
+
return jspb.Message.setProto3FloatField(this, 29, value);
|
|
1395
|
+
};
|
|
1396
|
+
|
|
1397
|
+
|
|
1398
|
+
/**
|
|
1399
|
+
* optional double recovery_factor = 30;
|
|
1400
|
+
* @return {number}
|
|
1401
|
+
*/
|
|
1402
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getRecoveryFactor = function() {
|
|
1403
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 30, 0.0));
|
|
1404
|
+
};
|
|
1405
|
+
|
|
1406
|
+
|
|
1407
|
+
/**
|
|
1408
|
+
* @param {number} value
|
|
1409
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1410
|
+
*/
|
|
1411
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setRecoveryFactor = function(value) {
|
|
1412
|
+
return jspb.Message.setProto3FloatField(this, 30, value);
|
|
1413
|
+
};
|
|
1414
|
+
|
|
1415
|
+
|
|
1416
|
+
/**
|
|
1417
|
+
* optional double payoff_ratio = 31;
|
|
1418
|
+
* @return {number}
|
|
1419
|
+
*/
|
|
1420
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getPayoffRatio = function() {
|
|
1421
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 31, 0.0));
|
|
1422
|
+
};
|
|
1423
|
+
|
|
1424
|
+
|
|
1425
|
+
/**
|
|
1426
|
+
* @param {number} value
|
|
1427
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1428
|
+
*/
|
|
1429
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setPayoffRatio = function(value) {
|
|
1430
|
+
return jspb.Message.setProto3FloatField(this, 31, value);
|
|
1431
|
+
};
|
|
1432
|
+
|
|
1433
|
+
|
|
1434
|
+
/**
|
|
1435
|
+
* optional double gain_to_pain_ratio = 32;
|
|
1436
|
+
* @return {number}
|
|
1437
|
+
*/
|
|
1438
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getGainToPainRatio = function() {
|
|
1439
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 32, 0.0));
|
|
1440
|
+
};
|
|
1441
|
+
|
|
1442
|
+
|
|
1443
|
+
/**
|
|
1444
|
+
* @param {number} value
|
|
1445
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1446
|
+
*/
|
|
1447
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setGainToPainRatio = function(value) {
|
|
1448
|
+
return jspb.Message.setProto3FloatField(this, 32, value);
|
|
1449
|
+
};
|
|
1450
|
+
|
|
1451
|
+
|
|
1452
|
+
/**
|
|
1453
|
+
* optional double outlier_win_ratio = 33;
|
|
1454
|
+
* @return {number}
|
|
1455
|
+
*/
|
|
1456
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getOutlierWinRatio = function() {
|
|
1457
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 33, 0.0));
|
|
1458
|
+
};
|
|
1459
|
+
|
|
1460
|
+
|
|
1461
|
+
/**
|
|
1462
|
+
* @param {number} value
|
|
1463
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1464
|
+
*/
|
|
1465
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setOutlierWinRatio = function(value) {
|
|
1466
|
+
return jspb.Message.setProto3FloatField(this, 33, value);
|
|
1467
|
+
};
|
|
1468
|
+
|
|
1469
|
+
|
|
1470
|
+
/**
|
|
1471
|
+
* optional double outlier_loss_ratio = 34;
|
|
1472
|
+
* @return {number}
|
|
1473
|
+
*/
|
|
1474
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getOutlierLossRatio = function() {
|
|
1475
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 34, 0.0));
|
|
1476
|
+
};
|
|
1477
|
+
|
|
1478
|
+
|
|
1479
|
+
/**
|
|
1480
|
+
* @param {number} value
|
|
1481
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1482
|
+
*/
|
|
1483
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setOutlierLossRatio = function(value) {
|
|
1484
|
+
return jspb.Message.setProto3FloatField(this, 34, value);
|
|
1485
|
+
};
|
|
1486
|
+
|
|
1487
|
+
|
|
1488
|
+
/**
|
|
1489
|
+
* optional double common_sense_ratio = 35;
|
|
1490
|
+
* @return {number}
|
|
1491
|
+
*/
|
|
1492
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getCommonSenseRatio = function() {
|
|
1493
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 35, 0.0));
|
|
1494
|
+
};
|
|
1495
|
+
|
|
1496
|
+
|
|
1497
|
+
/**
|
|
1498
|
+
* @param {number} value
|
|
1499
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1500
|
+
*/
|
|
1501
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setCommonSenseRatio = function(value) {
|
|
1502
|
+
return jspb.Message.setProto3FloatField(this, 35, value);
|
|
1503
|
+
};
|
|
1504
|
+
|
|
1505
|
+
|
|
1506
|
+
/**
|
|
1507
|
+
* optional double ulcer_index = 36;
|
|
1508
|
+
* @return {number}
|
|
1509
|
+
*/
|
|
1510
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getUlcerIndex = function() {
|
|
1511
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 36, 0.0));
|
|
1512
|
+
};
|
|
1513
|
+
|
|
1514
|
+
|
|
1515
|
+
/**
|
|
1516
|
+
* @param {number} value
|
|
1517
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1518
|
+
*/
|
|
1519
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setUlcerIndex = function(value) {
|
|
1520
|
+
return jspb.Message.setProto3FloatField(this, 36, value);
|
|
1521
|
+
};
|
|
1522
|
+
|
|
1523
|
+
|
|
1524
|
+
/**
|
|
1525
|
+
* optional double serenity_index = 37;
|
|
1526
|
+
* @return {number}
|
|
1527
|
+
*/
|
|
1528
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getSerenityIndex = function() {
|
|
1529
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 37, 0.0));
|
|
1530
|
+
};
|
|
1531
|
+
|
|
1532
|
+
|
|
1533
|
+
/**
|
|
1534
|
+
* @param {number} value
|
|
1535
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1536
|
+
*/
|
|
1537
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setSerenityIndex = function(value) {
|
|
1538
|
+
return jspb.Message.setProto3FloatField(this, 37, value);
|
|
1539
|
+
};
|
|
1540
|
+
|
|
1541
|
+
|
|
1542
|
+
/**
|
|
1543
|
+
* optional double alpha = 38;
|
|
1544
|
+
* @return {number}
|
|
1545
|
+
*/
|
|
1546
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getAlpha = function() {
|
|
1547
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 38, 0.0));
|
|
1548
|
+
};
|
|
1549
|
+
|
|
1550
|
+
|
|
1551
|
+
/**
|
|
1552
|
+
* @param {number} value
|
|
1553
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1554
|
+
*/
|
|
1555
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setAlpha = function(value) {
|
|
1556
|
+
return jspb.Message.setProto3FloatField(this, 38, value);
|
|
1557
|
+
};
|
|
1558
|
+
|
|
1559
|
+
|
|
1560
|
+
/**
|
|
1561
|
+
* optional double beta = 39;
|
|
1562
|
+
* @return {number}
|
|
1563
|
+
*/
|
|
1564
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getBeta = function() {
|
|
1565
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 39, 0.0));
|
|
1566
|
+
};
|
|
1567
|
+
|
|
1568
|
+
|
|
1569
|
+
/**
|
|
1570
|
+
* @param {number} value
|
|
1571
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1572
|
+
*/
|
|
1573
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setBeta = function(value) {
|
|
1574
|
+
return jspb.Message.setProto3FloatField(this, 39, value);
|
|
1575
|
+
};
|
|
1576
|
+
|
|
1577
|
+
|
|
1578
|
+
/**
|
|
1579
|
+
* optional double information_ratio = 40;
|
|
1580
|
+
* @return {number}
|
|
1581
|
+
*/
|
|
1582
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getInformationRatio = function() {
|
|
1583
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 40, 0.0));
|
|
1584
|
+
};
|
|
1585
|
+
|
|
1586
|
+
|
|
1587
|
+
/**
|
|
1588
|
+
* @param {number} value
|
|
1589
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1590
|
+
*/
|
|
1591
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setInformationRatio = function(value) {
|
|
1592
|
+
return jspb.Message.setProto3FloatField(this, 40, value);
|
|
1593
|
+
};
|
|
1594
|
+
|
|
1595
|
+
|
|
1596
|
+
/**
|
|
1597
|
+
* optional double r_squared = 41;
|
|
1598
|
+
* @return {number}
|
|
1599
|
+
*/
|
|
1600
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getRSquared = function() {
|
|
1601
|
+
return /** @type {number} */ (jspb.Message.getFloatingPointFieldWithDefault(this, 41, 0.0));
|
|
1602
|
+
};
|
|
1603
|
+
|
|
1604
|
+
|
|
1605
|
+
/**
|
|
1606
|
+
* @param {number} value
|
|
1607
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1608
|
+
*/
|
|
1609
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.setRSquared = function(value) {
|
|
1610
|
+
return jspb.Message.setProto3FloatField(this, 41, value);
|
|
1611
|
+
};
|
|
1612
|
+
|
|
1613
|
+
|
|
1614
|
+
/**
|
|
1615
|
+
* map<string, double> extra = 20;
|
|
1616
|
+
* @param {boolean=} opt_noLazyCreate Do not create the map if
|
|
1617
|
+
* empty, instead returning `undefined`
|
|
1618
|
+
* @return {!jspb.Map<string,number>}
|
|
1619
|
+
*/
|
|
1620
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.getExtraMap = function(opt_noLazyCreate) {
|
|
1621
|
+
return /** @type {!jspb.Map<string,number>} */ (
|
|
1622
|
+
jspb.Message.getMapField(this, 20, opt_noLazyCreate,
|
|
1623
|
+
null));
|
|
1624
|
+
};
|
|
1625
|
+
|
|
1626
|
+
|
|
1627
|
+
/**
|
|
1628
|
+
* Clears values from the map. The map will be non-null.
|
|
1629
|
+
* @return {!proto.trb.strategysearch.v1.BacktestMetrics} returns this
|
|
1630
|
+
*/
|
|
1631
|
+
proto.trb.strategysearch.v1.BacktestMetrics.prototype.clearExtraMap = function() {
|
|
1632
|
+
this.getExtraMap().clear();
|
|
1633
|
+
return this;
|
|
1634
|
+
};
|
|
1635
|
+
|
|
1636
|
+
|
|
1637
|
+
/**
|
|
1638
|
+
* @enum {number}
|
|
1639
|
+
*/
|
|
1640
|
+
proto.trb.strategysearch.v1.RunStatus = {
|
|
1641
|
+
RUN_STATUS_UNSPECIFIED: 0,
|
|
1642
|
+
RUN_QUEUED: 1,
|
|
1643
|
+
RUN_RUNNING: 2,
|
|
1644
|
+
RUN_SUCCEEDED: 3,
|
|
1645
|
+
RUN_FAILED: 4,
|
|
1646
|
+
RUN_CANCELED: 5
|
|
1647
|
+
};
|
|
1648
|
+
|
|
1649
|
+
goog.object.extend(exports, proto.trb.strategysearch.v1);
|