@marleena/trb-proto 1.0.63 → 1.0.64

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

@@ -1,6 +1,7 @@
 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 strategysearch_spec_pb from '../strategysearch/spec_pb'; // proto import: "strategysearch/spec.proto"
 
 
 export class BacktestConfig extends jspb.Message {
@@ -211,6 +212,288 @@ export namespace BacktestMetrics {
   }
 }
 
+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(): strategysearch_spec_pb.StrategySearchSpec | undefined;
+  setSpec(value?: strategysearch_spec_pb.StrategySearchSpec): 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;
+
+  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?: strategysearch_spec_pb.StrategySearchSpec.AsObject,
+    config?: BacktestConfig.AsObject,
+    status: RunStatus,
+    error: string,
+    engineVersion: string,
+    createdAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    startedAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+    finishedAt?: google_protobuf_timestamp_pb.Timestamp.AsObject,
+  }
+}
+
+export class BacktestRunListItem extends jspb.Message {
+  getRun(): BacktestRun | undefined;
+  setRun(value?: BacktestRun): BacktestRunListItem;
+  hasRun(): boolean;
+  clearRun(): BacktestRunListItem;
+
+  getMetrics(): BacktestMetrics | undefined;
+  setMetrics(value?: BacktestMetrics): BacktestRunListItem;
+  hasMetrics(): boolean;
+  clearMetrics(): BacktestRunListItem;
+
+  serializeBinary(): Uint8Array;
+  toObject(includeInstance?: boolean): BacktestRunListItem.AsObject;
+  static toObject(includeInstance: boolean, msg: BacktestRunListItem): BacktestRunListItem.AsObject;
+  static serializeBinaryToWriter(message: BacktestRunListItem, writer: jspb.BinaryWriter): void;
+  static deserializeBinary(bytes: Uint8Array): BacktestRunListItem;
+  static deserializeBinaryFromReader(message: BacktestRunListItem, reader: jspb.BinaryReader): BacktestRunListItem;
+}
+
+export namespace BacktestRunListItem {
+  export type AsObject = {
+    run?: BacktestRun.AsObject,
+    metrics?: BacktestMetrics.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,