@marleena/trb-proto 1.0.61 → 1.0.62

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

@@ -1,482 +0,0 @@
-import * as jspb from 'google-protobuf'
-
-import * as google_protobuf_timestamp_pb from 'google-protobuf/google/protobuf/timestamp_pb'; // proto import: "google/protobuf/timestamp.proto"
-import * as strategy_spec_pb from '../strategy/spec_pb'; // proto import: "strategy/spec.proto"
-
-
-export class BacktestConfig extends jspb.Message {
-  getUid(): string;
-  setUid(value: string): BacktestConfig;
-
-  getInterval(): number;
-  setInterval(value: number): BacktestConfig;
-
-  getStart(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setStart(value?: google_protobuf_timestamp_pb.Timestamp): BacktestConfig;
-  hasStart(): boolean;
-  clearStart(): BacktestConfig;
-
-  getEnd(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setEnd(value?: google_protobuf_timestamp_pb.Timestamp): BacktestConfig;
-  hasEnd(): boolean;
-  clearEnd(): BacktestConfig;
-
-  getInitialCash(): number;
-  setInitialCash(value: number): BacktestConfig;
-
-  getCommissionPct(): number;
-  setCommissionPct(value: number): BacktestConfig;
-
-  getSlippagePct(): number;
-  setSlippagePct(value: number): BacktestConfig;
-
-  getLongOnly(): boolean;
-  setLongOnly(value: boolean): BacktestConfig;
-
-  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 class EquityPoint extends jspb.Message {
-  getTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setTime(value?: google_protobuf_timestamp_pb.Timestamp): EquityPoint;
-  hasTime(): boolean;
-  clearTime(): EquityPoint;
-
-  getEquity(): number;
-  setEquity(value: number): EquityPoint;
-
-  getCash(): number;
-  setCash(value: number): EquityPoint;
-
-  getPositionValue(): number;
-  setPositionValue(value: number): EquityPoint;
-
-  getDrawdown(): number;
-  setDrawdown(value: number): EquityPoint;
-
-  getRet(): number;
-  setRet(value: number): EquityPoint;
-
-  serializeBinary(): Uint8Array;
-  toObject(includeInstance?: boolean): EquityPoint.AsObject;
-  static toObject(includeInstance: boolean, msg: EquityPoint): EquityPoint.AsObject;
-  static serializeBinaryToWriter(message: EquityPoint, writer: jspb.BinaryWriter): void;
-  static deserializeBinary(bytes: Uint8Array): EquityPoint;
-  static deserializeBinaryFromReader(message: EquityPoint, reader: jspb.BinaryReader): EquityPoint;
-}
-
-export namespace EquityPoint {
-  export type AsObject = {
-    time?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-    equity: number,
-    cash: number,
-    positionValue: number,
-    drawdown: number,
-    ret: number,
-  }
-}
-
-export class TradeRecord extends jspb.Message {
-  getTradeId(): number;
-  setTradeId(value: number): TradeRecord;
-
-  getIsLong(): boolean;
-  setIsLong(value: boolean): TradeRecord;
-
-  getEntryTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setEntryTime(value?: google_protobuf_timestamp_pb.Timestamp): TradeRecord;
-  hasEntryTime(): boolean;
-  clearEntryTime(): TradeRecord;
-
-  getEntryPrice(): number;
-  setEntryPrice(value: number): TradeRecord;
-
-  getExitTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setExitTime(value?: google_protobuf_timestamp_pb.Timestamp): TradeRecord;
-  hasExitTime(): boolean;
-  clearExitTime(): TradeRecord;
-
-  getExitPrice(): number;
-  setExitPrice(value: number): TradeRecord;
-
-  getSize(): number;
-  setSize(value: number): TradeRecord;
-
-  getPnl(): number;
-  setPnl(value: number): TradeRecord;
-
-  getPnlPct(): number;
-  setPnlPct(value: number): TradeRecord;
-
-  getBarsHeld(): number;
-  setBarsHeld(value: number): TradeRecord;
-
-  getMae(): number;
-  setMae(value: number): TradeRecord;
-
-  getMfe(): number;
-  setMfe(value: number): TradeRecord;
-
-  getEntryReason(): string;
-  setEntryReason(value: string): TradeRecord;
-
-  getExitReason(): string;
-  setExitReason(value: string): TradeRecord;
-
-  serializeBinary(): Uint8Array;
-  toObject(includeInstance?: boolean): TradeRecord.AsObject;
-  static toObject(includeInstance: boolean, msg: TradeRecord): TradeRecord.AsObject;
-  static serializeBinaryToWriter(message: TradeRecord, writer: jspb.BinaryWriter): void;
-  static deserializeBinary(bytes: Uint8Array): TradeRecord;
-  static deserializeBinaryFromReader(message: TradeRecord, reader: jspb.BinaryReader): TradeRecord;
-}
-
-export namespace TradeRecord {
-  export type AsObject = {
-    tradeId: number,
-    isLong: boolean,
-    entryTime?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-    entryPrice: number,
-    exitTime?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-    exitPrice: number,
-    size: number,
-    pnl: number,
-    pnlPct: number,
-    barsHeld: number,
-    mae: number,
-    mfe: number,
-    entryReason: string,
-    exitReason: string,
-  }
-}
-
-export class BacktestIndicatorPoint extends jspb.Message {
-  getTime(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setTime(value?: google_protobuf_timestamp_pb.Timestamp): BacktestIndicatorPoint;
-  hasTime(): boolean;
-  clearTime(): BacktestIndicatorPoint;
-
-  getValuesMap(): jspb.Map<string, number>;
-  clearValuesMap(): BacktestIndicatorPoint;
-
-  serializeBinary(): Uint8Array;
-  toObject(includeInstance?: boolean): BacktestIndicatorPoint.AsObject;
-  static toObject(includeInstance: boolean, msg: BacktestIndicatorPoint): BacktestIndicatorPoint.AsObject;
-  static serializeBinaryToWriter(message: BacktestIndicatorPoint, writer: jspb.BinaryWriter): void;
-  static deserializeBinary(bytes: Uint8Array): BacktestIndicatorPoint;
-  static deserializeBinaryFromReader(message: BacktestIndicatorPoint, reader: jspb.BinaryReader): BacktestIndicatorPoint;
-}
-
-export namespace BacktestIndicatorPoint {
-  export type AsObject = {
-    time?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-    valuesMap: Array<[string, number]>,
-  }
-}
-
-export class BacktestIndicatorSeries extends jspb.Message {
-  getIndicatorId(): string;
-  setIndicatorId(value: string): BacktestIndicatorSeries;
-
-  getIndicator(): string;
-  setIndicator(value: string): BacktestIndicatorSeries;
-
-  getOutputKey(): string;
-  setOutputKey(value: string): BacktestIndicatorSeries;
-
-  getOverlay(): boolean;
-  setOverlay(value: boolean): BacktestIndicatorSeries;
-
-  getPointsList(): Array<BacktestIndicatorPoint>;
-  setPointsList(value: Array<BacktestIndicatorPoint>): BacktestIndicatorSeries;
-  clearPointsList(): BacktestIndicatorSeries;
-  addPoints(value?: BacktestIndicatorPoint, index?: number): BacktestIndicatorPoint;
-
-  serializeBinary(): Uint8Array;
-  toObject(includeInstance?: boolean): BacktestIndicatorSeries.AsObject;
-  static toObject(includeInstance: boolean, msg: BacktestIndicatorSeries): BacktestIndicatorSeries.AsObject;
-  static serializeBinaryToWriter(message: BacktestIndicatorSeries, writer: jspb.BinaryWriter): void;
-  static deserializeBinary(bytes: Uint8Array): BacktestIndicatorSeries;
-  static deserializeBinaryFromReader(message: BacktestIndicatorSeries, reader: jspb.BinaryReader): BacktestIndicatorSeries;
-}
-
-export namespace BacktestIndicatorSeries {
-  export type AsObject = {
-    indicatorId: string,
-    indicator: string,
-    outputKey: string,
-    overlay: boolean,
-    pointsList: Array<BacktestIndicatorPoint.AsObject>,
-  }
-}
-
-export class BacktestRun extends jspb.Message {
-  getRunId(): string;
-  setRunId(value: string): BacktestRun;
-
-  getStrategyId(): string;
-  setStrategyId(value: string): BacktestRun;
-
-  getSpec(): strategy_spec_pb.StrategySpec | undefined;
-  setSpec(value?: strategy_spec_pb.StrategySpec): BacktestRun;
-  hasSpec(): boolean;
-  clearSpec(): BacktestRun;
-
-  getConfig(): BacktestConfig | undefined;
-  setConfig(value?: BacktestConfig): BacktestRun;
-  hasConfig(): boolean;
-  clearConfig(): BacktestRun;
-
-  getStatus(): RunStatus;
-  setStatus(value: RunStatus): BacktestRun;
-
-  getError(): string;
-  setError(value: string): BacktestRun;
-
-  getEngineVersion(): string;
-  setEngineVersion(value: string): BacktestRun;
-
-  getSearchRunId(): string;
-  setSearchRunId(value: string): BacktestRun;
-
-  getCreatedAt(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setCreatedAt(value?: google_protobuf_timestamp_pb.Timestamp): BacktestRun;
-  hasCreatedAt(): boolean;
-  clearCreatedAt(): BacktestRun;
-
-  getStartedAt(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setStartedAt(value?: google_protobuf_timestamp_pb.Timestamp): BacktestRun;
-  hasStartedAt(): boolean;
-  clearStartedAt(): BacktestRun;
-
-  getFinishedAt(): google_protobuf_timestamp_pb.Timestamp | undefined;
-  setFinishedAt(value?: google_protobuf_timestamp_pb.Timestamp): BacktestRun;
-  hasFinishedAt(): boolean;
-  clearFinishedAt(): BacktestRun;
-
-  serializeBinary(): Uint8Array;
-  toObject(includeInstance?: boolean): BacktestRun.AsObject;
-  static toObject(includeInstance: boolean, msg: BacktestRun): BacktestRun.AsObject;
-  static serializeBinaryToWriter(message: BacktestRun, writer: jspb.BinaryWriter): void;
-  static deserializeBinary(bytes: Uint8Array): BacktestRun;
-  static deserializeBinaryFromReader(message: BacktestRun, reader: jspb.BinaryReader): BacktestRun;
-}
-
-export namespace BacktestRun {
-  export type AsObject = {
-    runId: string,
-    strategyId: string,
-    spec?: strategy_spec_pb.StrategySpec.AsObject,
-    config?: BacktestConfig.AsObject,
-    status: RunStatus,
-    error: string,
-    engineVersion: string,
-    searchRunId: string,
-    createdAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-    startedAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-    finishedAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
-  }
-}
-
-export class BacktestTask extends jspb.Message {
-  getRunId(): string;
-  setRunId(value: string): BacktestTask;
-
-  serializeBinary(): Uint8Array;
-  toObject(includeInstance?: boolean): BacktestTask.AsObject;
-  static toObject(includeInstance: boolean, msg: BacktestTask): BacktestTask.AsObject;
-  static serializeBinaryToWriter(message: BacktestTask, writer: jspb.BinaryWriter): void;
-  static deserializeBinary(bytes: Uint8Array): BacktestTask;
-  static deserializeBinaryFromReader(message: BacktestTask, reader: jspb.BinaryReader): BacktestTask;
-}
-
-export namespace BacktestTask {
-  export type AsObject = {
-    runId: string,
-  }
-}
-
-export enum RunStatus { 
-  RUN_STATUS_UNSPECIFIED = 0,
-  RUN_QUEUED = 1,
-  RUN_RUNNING = 2,
-  RUN_SUCCEEDED = 3,
-  RUN_FAILED = 4,
-  RUN_CANCELED = 5,
-}