@mathieuc/tradingview 3.5.1 → 4.0.0-beta.0

package/src/chart/study.js

@@ -1,435 +0,0 @@
-const { genSessionID } = require('../utils');
-const { parseCompressed } = require('../protocol');
-const graphicParser = require('./graphicParser');
-
-const PineIndicator = require('../classes/PineIndicator');
-const BuiltInIndicator = require('../classes/BuiltInIndicator');
-
-/**
- * Get pine inputs
- * @param {PineIndicator | BuiltInIndicator} options
- */
-function getInputs(options) {
-  if (options instanceof PineIndicator) {
-    const pineInputs = { text: options.script };
-
-    if (options.pineId) pineInputs.pineId = options.pineId;
-    if (options.pineVersion) pineInputs.pineVersion = options.pineVersion;
-
-    Object.keys(options.inputs).forEach((inputID, n) => {
-      const input = options.inputs[inputID];
-
-      pineInputs[inputID] = {
-        v: (input.type !== 'color') ? input.value : n,
-        f: input.isFake,
-        t: input.type,
-      };
-    });
-
-    return pineInputs;
-  }
-
-  return options.options;
-}
-
-const parseTrades = (trades) => trades.reverse().map((t) => ({
-  entry: {
-    name: t.e.c,
-    type: (t.e.tp[0] === 's' ? 'short' : 'long'),
-    value: t.e.p,
-    time: t.e.tm,
-  },
-  exit: {
-    name: t.x.c,
-    value: t.x.p,
-    time: t.x.tm,
-  },
-  quantity: t.q,
-  profit: t.tp,
-  cumulative: t.cp,
-  runup: t.rn,
-  drawdown: t.dd,
-}));
-
-// const historyParser = (history) => history.reverse().map((h) => ({
-
-/**
- * @typedef {Object} TradeReport Trade report
-
- * @prop {Object} entry Trade entry
- * @prop {string} entry.name Trade name
- * @prop {'long' | 'short'} entry.type Entry type (long/short)
- * @prop {number} entry.value Entry price value
- * @prop {number} entry.time Entry timestamp
-
- * @prop {Object} exit Trade exit
- * @prop {'' | string} exit.name Trade name ('' if false exit)
- * @prop {number} exit.value Exit price value
- * @prop {number} exit.time Exit timestamp
-
- * @prop {number} quantity Trade quantity
- * @prop {RelAbsValue} profit Trade profit
- * @prop {RelAbsValue} cumulative Trade cummulative profit
- * @prop {RelAbsValue} runup Trade run-up
- * @prop {RelAbsValue} drawdown Trade drawdown
- */
-
-/**
- * @typedef {Object} PerfReport
- * @prop {number} avgBarsInTrade Average bars in trade
- * @prop {number} avgBarsInWinTrade Average bars in winning trade
- * @prop {number} avgBarsInLossTrade Average bars in losing trade
- * @prop {number} avgTrade Average trade gain
- * @prop {number} avgTradePercent Average trade performace
- * @prop {number} avgLosTrade Average losing trade gain
- * @prop {number} avgLosTradePercent Average losing trade performace
- * @prop {number} avgWinTrade Average winning trade gain
- * @prop {number} avgWinTradePercent Average winning trade performace
- * @prop {number} commissionPaid Commission paid
- * @prop {number} grossLoss Gross loss value
- * @prop {number} grossLossPercent Gross loss percent
- * @prop {number} grossProfit Gross profit
- * @prop {number} grossProfitPercent Gross profit percent
- * @prop {number} largestLosTrade Largest losing trade gain
- * @prop {number} largestLosTradePercent Largent losing trade performance (percentage)
- * @prop {number} largestWinTrade Largest winning trade gain
- * @prop {number} largestWinTradePercent Largest winning trade performance (percentage)
- * @prop {number} marginCalls Margin calls
- * @prop {number} maxContractsHeld Max Contracts Held
- * @prop {number} netProfit Net profit
- * @prop {number} netProfitPercent Net performance (percentage)
- * @prop {number} numberOfLosingTrades Number of losing trades
- * @prop {number} numberOfWiningTrades Number of winning trades
- * @prop {number} percentProfitable Strategy winrate
- * @prop {number} profitFactor Profit factor
- * @prop {number} ratioAvgWinAvgLoss Ratio Average Win / Average Loss
- * @prop {number} totalOpenTrades Total open trades
- * @prop {number} totalTrades Total trades
-*/
-
-/**
- * @typedef {Object} FromTo
- * @prop {number} from From timestamp
- * @prop {number} to To timestamp
- */
-
-/**
- * @typedef {Object} StrategyReport
- * @prop {'EUR' | 'USD' | 'JPY' | '' | 'CHF'} [currency] Selected currency
- * @prop {Object} [settings] Backtester settings
- * @prop {Object} [settings.dateRange] Backtester date range
- * @prop {FromTo} [settings.dateRange.backtest] Date range for backtest
- * @prop {FromTo} [settings.dateRange.trade] Date range for trade
- * @prop {TradeReport[]} trades Trade list starting by the last
- * @prop {Object} history History Chart value
- * @prop {number[]} [history.buyHold] Buy hold values
- * @prop {number[]} [history.buyHoldPercent] Buy hold percent values
- * @prop {number[]} [history.drawDown] Drawdown values
- * @prop {number[]} [history.drawDownPercent] Drawdown percent values
- * @prop {number[]} [history.equity] Equity values
- * @prop {number[]} [history.equityPercent] Equity percent values
- * @prop {Object} performance Strategy performance
- * @prop {PerfReport} [performance.all] Strategy long/short performances
- * @prop {PerfReport} [performance.long] Strategy long performances
- * @prop {PerfReport} [performance.short] Strategy short performances
- * @prop {number} [performance.buyHoldReturn] Strategy Buy & Hold Return
- * @prop {number} [performance.buyHoldReturnPercent] Strategy Buy & Hold Return percent
- * @prop {number} [performance.maxDrawDown] Strategy max drawdown
- * @prop {number} [performance.maxDrawDownPercent] Strategy max drawdown percent
- * @prop {number} [performance.openPL] Strategy Open P&L (Profit And Loss)
- * @prop {number} [performance.openPLPercent] Strategy Open P&L (Profit And Loss) percent
- * @prop {number} [performance.sharpeRatio] Strategy Sharpe Ratio
- * @prop {number} [performance.sortinoRatio] Strategy Sortino Ratio
- */
-
-/**
- * @param {import('./session').ChartSessionBridge} chartSession
- */
-module.exports = (chartSession) => class ChartStudy {
-  #studID = genSessionID('st');
-
-  #studyListeners = chartSession.studyListeners;
-
-  /**
-   * Table of periods values indexed by timestamp
-   * @type {Object<number, {}[]>}
-   */
-  #periods = {};
-
-  /** @return {{}[]} List of periods values */
-  get periods() {
-    return Object.values(this.#periods).sort((a, b) => b.$time - a.$time);
-  }
-
-  /**
-   * List of graphic xPos indexes
-   * @type {number[]}
-   */
-  #indexes = [];
-
-  /**
-   * Table of graphic drawings indexed by type and ID
-   * @type {Object<string, Object<number, {}>>}
-   */
-  #graphic = {};
-
-  /**
-   * Table of graphic drawings indexed by type
-   * @return {import('./graphicParser').GraphicData}
-   */
-  get graphic() {
-    const translator = {};
-
-    Object.keys(chartSession.indexes)
-      .sort((a, b) => chartSession.indexes[b] - chartSession.indexes[a])
-      .forEach((r, n) => { translator[r] = n; });
-
-    const indexes = this.#indexes.map((i) => translator[i]);
-    return graphicParser(this.#graphic, indexes);
-  }
-
-  /** @type {StrategyReport} */
-  #strategyReport = {
-    trades: [],
-    history: {},
-    performance: {},
-  };
-
-  /** @return {StrategyReport} Get the strategy report if available */
-  get strategyReport() {
-    return this.#strategyReport;
-  }
-
-  #callbacks = {
-    studyCompleted: [],
-    update: [],
-
-    event: [],
-    error: [],
-  };
-
-  /**
-   * @param {ChartEvent} ev Client event
-   * @param {...{}} data Packet data
-   */
-  #handleEvent(ev, ...data) {
-    this.#callbacks[ev].forEach((e) => e(...data));
-    this.#callbacks.event.forEach((e) => e(ev, ...data));
-  }
-
-  #handleError(...msgs) {
-    if (this.#callbacks.error.length === 0) console.error(...msgs);
-    else this.#handleEvent('error', ...msgs);
-  }
-
-  /**
-   * @param {PineIndicator | BuiltInIndicator} indicator Indicator object instance
-   */
-  constructor(indicator) {
-    if (!(indicator instanceof PineIndicator) && !(indicator instanceof BuiltInIndicator)) {
-      throw new Error(`Indicator argument must be an instance of PineIndicator or BuiltInIndicator.
-      Please use 'TradingView.getIndicator(...)' function.`);
-    }
-
-    /** @type {PineIndicator | BuiltInIndicator} Indicator instance */
-    this.instance = indicator;
-
-    this.#studyListeners[this.#studID] = async (packet) => {
-      if (global.TW_DEBUG) console.log('§90§30§105 STUDY §0 DATA', packet);
-
-      if (packet.type === 'study_completed') {
-        this.#handleEvent('studyCompleted');
-        return;
-      }
-
-      if (['timescale_update', 'du'].includes(packet.type)) {
-        const changes = [];
-        const data = packet.data[1][this.#studID];
-
-        if (data && data.st && data.st[0]) {
-          data.st.forEach((p) => {
-            const period = {};
-
-            p.v.forEach((plot, i) => {
-              if (!this.instance.plots) {
-                period[i === 0 ? '$time' : `plot_${i - 1}`] = plot;
-                return;
-              }
-              const plotName = (i === 0 ? '$time' : this.instance.plots[`plot_${i - 1}`]);
-              if (plotName && !period[plotName]) period[plotName] = plot;
-              else period[`plot_${i - 1}`] = plot;
-            });
-
-            this.#periods[p.v[0]] = period;
-          });
-
-          changes.push('plots');
-        }
-
-        if (data.ns && data.ns.d) {
-          const parsed = JSON.parse(data.ns.d);
-
-          if (parsed.graphicsCmds) {
-            if (parsed.graphicsCmds.erase) {
-              parsed.graphicsCmds.erase.forEach((instruction) => {
-                // console.log('Erase', instruction);
-                if (instruction.action === 'all') {
-                  if (!instruction.type) {
-                    Object.keys(this.#graphic).forEach((drawType) => {
-                      this.#graphic[drawType] = {};
-                    });
-                  } else delete this.#graphic[instruction.type];
-                  return;
-                }
-
-                if (instruction.action === 'one') {
-                  delete this.#graphic[instruction.type][instruction.id];
-                }
-                // Can an 'instruction' contains other things ?
-              });
-            }
-
-            if (parsed.graphicsCmds.create) {
-              Object.keys(parsed.graphicsCmds.create).forEach((drawType) => {
-                if (!this.#graphic[drawType]) this.#graphic[drawType] = {};
-                parsed.graphicsCmds.create[drawType].forEach((group) => {
-                  group.data.forEach((item) => {
-                    this.#graphic[drawType][item.id] = item;
-                  });
-                });
-              });
-            }
-
-            // console.log('graphicsCmds', Object.keys(parsed.graphicsCmds));
-            // Can 'graphicsCmds' contains other things ?
-
-            changes.push('graphic');
-          }
-
-          const updateStrategyReport = (report) => {
-            if (report.currency) {
-              this.#strategyReport.currency = report.currency;
-              changes.push('report.currency');
-            }
-
-            if (report.settings) {
-              this.#strategyReport.settings = report.settings;
-              changes.push('report.settings');
-            }
-
-            if (report.performance) {
-              this.#strategyReport.performance = report.performance;
-              changes.push('report.perf');
-            }
-
-            if (report.trades) {
-              this.#strategyReport.trades = parseTrades(report.trades);
-              changes.push('report.trades');
-            }
-
-            if (report.equity) {
-              this.#strategyReport.history = {
-                buyHold: report.buyHold,
-                buyHoldPercent: report.buyHoldPercent,
-                drawDown: report.drawDown,
-                drawDownPercent: report.drawDownPercent,
-                equity: report.equity,
-                equityPercent: report.equityPercent,
-              };
-              changes.push('report.history');
-            }
-          };
-
-          if (parsed.dataCompressed) {
-            updateStrategyReport((await parseCompressed(parsed.dataCompressed)).report);
-          }
-
-          if (parsed.data && parsed.data.report) updateStrategyReport(parsed.data.report);
-        }
-
-        if (data.ns.indexes && typeof data.ns.indexes === 'object') {
-          this.#indexes = data.ns.indexes;
-        }
-
-        this.#handleEvent('update', changes);
-        return;
-      }
-
-      if (packet.type === 'study_error') {
-        this.#handleError(packet.data[3], packet.data[4]);
-      }
-    };
-
-    chartSession.send('create_study', [
-      chartSession.sessionID,
-      `${this.#studID}`,
-      'st1',
-      '$prices',
-      this.instance.type,
-      getInputs(this.instance),
-    ]);
-  }
-
-  /**
-   * @param {PineIndicator | BuiltInIndicator} indicator Indicator instance
-   */
-  setIndicator(indicator) {
-    if (!(indicator instanceof PineIndicator) && !(indicator instanceof BuiltInIndicator)) {
-      throw new Error(`Indicator argument must be an instance of PineIndicator or BuiltInIndicator.
-      Please use 'TradingView.getIndicator(...)' function.`);
-    }
-
-    this.instance = indicator;
-
-    chartSession.send('modify_study', [
-      chartSession.sessionID,
-      `${this.#studID}`,
-      'st1',
-      getInputs(this.instance),
-    ]);
-  }
-
-  /**
-   * When the indicator is ready
-   * @param {() => void} cb
-   * @event
-   */
-  onReady(cb) {
-    this.#callbacks.studyCompleted.push(cb);
-  }
-
-  /**
-   * @typedef {'plots' | 'report.currency'
-   *  | 'report.settings' | 'report.perf'
-   *  | 'report.trades' | 'report.history'
-   *  | 'graphic'
-   * } UpdateChangeType
-   */
-
-  /**
-   * When an indicator update happens
-   * @param {(changes: UpdateChangeType[]) => void} cb
-   * @event
-   */
-  onUpdate(cb) {
-    this.#callbacks.update.push(cb);
-  }
-
-  /**
-   * When indicator error happens
-   * @param {(...any) => void} cb Callback
-   * @event
-   */
-  onError(cb) {
-    this.#callbacks.error.push(cb);
-  }
-
-  /** Remove the study */
-  remove() {
-    chartSession.send('remove_study', [
-      chartSession.sessionID,
-      this.#studID,
-    ]);
-    delete this.#studyListeners[this.#studID];
-  }
-};

package/src/classes/BuiltInIndicator.js

@@ -1,137 +0,0 @@
-/**
- * @typedef {'Volume@tv-basicstudies-241'
- *  | 'VbPFixed@tv-basicstudies-241'
- *  | 'VbPFixed@tv-basicstudies-241!'
- *  | 'VbPFixed@tv-volumebyprice-53!'
- *  | 'VbPSessions@tv-volumebyprice-53'
- *  | 'VbPSessionsRough@tv-volumebyprice-53!'
- *  | 'VbPSessionsDetailed@tv-volumebyprice-53!'
- *  | 'VbPVisible@tv-volumebyprice-53'} BuiltInIndicatorType Built-in indicator type
- */
-
-/**
- * @typedef {'rowsLayout' | 'rows' | 'volume'
- *  | 'vaVolume' | 'subscribeRealtime'
- *  | 'first_bar_time' | 'first_visible_bar_time'
- *  | 'last_bar_time' | 'last_visible_bar_time'
- *  | 'extendPocRight'} BuiltInIndicatorOption Built-in indicator Option
- */
-
-const defaultValues = {
-  'Volume@tv-basicstudies-241': {
-    length: 20,
-    col_prev_close: false,
-  },
-  'VbPFixed@tv-basicstudies-241': {
-    rowsLayout: 'Number Of Rows',
-    rows: 24,
-    volume: 'Up/Down',
-    vaVolume: 70,
-    subscribeRealtime: false,
-    first_bar_time: NaN,
-    last_bar_time: Date.now(),
-    extendToRight: false,
-    mapRightBoundaryToBarStartTime: true,
-  },
-  'VbPFixed@tv-basicstudies-241!': {
-    rowsLayout: 'Number Of Rows',
-    rows: 24,
-    volume: 'Up/Down',
-    vaVolume: 70,
-    subscribeRealtime: false,
-    first_bar_time: NaN,
-    last_bar_time: Date.now(),
-  },
-  'VbPFixed@tv-volumebyprice-53!': {
-    rowsLayout: 'Number Of Rows',
-    rows: 24,
-    volume: 'Up/Down',
-    vaVolume: 70,
-    subscribeRealtime: false,
-    first_bar_time: NaN,
-    last_bar_time: Date.now(),
-  },
-  'VbPSessions@tv-volumebyprice-53': {
-    rowsLayout: 'Number Of Rows',
-    rows: 24,
-    volume: 'Up/Down',
-    vaVolume: 70,
-    extendPocRight: false,
-  },
-  'VbPSessionsRough@tv-volumebyprice-53!': {
-    volume: 'Up/Down',
-    vaVolume: 70,
-  },
-  'VbPSessionsDetailed@tv-volumebyprice-53!': {
-    volume: 'Up/Down',
-    vaVolume: 70,
-    subscribeRealtime: false,
-    first_visible_bar_time: NaN,
-    last_visible_bar_time: Date.now(),
-  },
-  'VbPVisible@tv-volumebyprice-53': {
-    rowsLayout: 'Number Of Rows',
-    rows: 24,
-    volume: 'Up/Down',
-    vaVolume: 70,
-    subscribeRealtime: false,
-    first_visible_bar_time: NaN,
-    last_visible_bar_time: Date.now(),
-  },
-};
-
-/** @class */
-module.exports = class BuiltInIndicator {
-  /** @type {BuiltInIndicatorType} */
-  #type;
-
-  /** @return {BuiltInIndicatorType} Indicator script */
-  get type() {
-    return this.#type;
-  }
-
-  /** @type {Object<string, any>} */
-  #options = {};
-
-  /** @return {Object<string, any>} Indicator script */
-  get options() {
-    return this.#options;
-  }
-
-  /**
-   * @param {BuiltInIndicatorType} type Buit-in indocator raw type
-   */
-  constructor(type = '') {
-    if (!type) throw new Error(`Wrong buit-in indicator type "${type}".`);
-
-    this.#type = type;
-    if (defaultValues[type]) this.#options = { ...defaultValues[type] };
-  }
-
-  /**
-   * Set an option
-   * @param {BuiltInIndicatorOption} key The option you want to change
-   * @param {*} value The new value of the property
-   * @param {boolean} FORCE Ignore type and key verifications
-   */
-  setOption(key, value, FORCE = false) {
-    if (FORCE) {
-      this.#options[key] = value;
-      return;
-    }
-
-    if (defaultValues[this.#type] && defaultValues[this.#type][key] !== undefined) {
-      const requiredType = typeof defaultValues[this.#type][key];
-      const valType = typeof value;
-      if (requiredType !== valType) {
-        throw new Error(`Wrong '${key}' value type '${valType}' (must be '${requiredType}')`);
-      }
-    }
-
-    if (defaultValues[this.#type] && defaultValues[this.#type][key] === undefined) {
-      throw new Error(`Option '${key}' is denied with '${this.#type}' indicator`);
-    }
-
-    this.#options[key] = value;
-  }
-};

package/src/classes/PineIndicator.js

@@ -1,132 +0,0 @@
-/**
- * @typedef {Object} IndicatorInput
- * @property {string} name Input name
- * @property {string} inline Input inline name
- * @property {string} [internalID] Input internal ID
- * @property {string} [tooltip] Input tooltip
- * @property {'text' | 'source' | 'integer'
- *  | 'float' | 'resolution' | 'bool' | 'color'
- * } type Input type
- * @property {string | number | boolean} value Input default value
- * @property {boolean} isHidden If the input is hidden
- * @property {boolean} isFake If the input is fake
- * @property {string[]} [options] Input options if the input is a select
- */
-
-/**
- * @typedef {Object} Indicator
- * @property {string} pineId Indicator ID
- * @property {string} pineVersion Indicator version
- * @property {string} description Indicator description
- * @property {string} shortDescription Indicator short description
- * @property {Object<string, IndicatorInput>} inputs Indicator inputs
- * @property {Object<string, string>} plots Indicator plots
- * @property {string} script Indicator script
- */
-
-/**
- * @typedef {'Script@tv-scripting-101!'
- *  | 'StrategyScript@tv-scripting-101!'} IndicatorType Indicator type
- */
-
-/** @class */
-module.exports = class PineIndicator {
-  #options;
-
-  /** @type {IndicatorType} */
-  #type = 'Script@tv-scripting-101!';
-
-  /** @param {Indicator} options Indicator */
-  constructor(options) {
-    this.#options = options;
-  }
-
-  /** @return {string} Indicator ID */
-  get pineId() {
-    return this.#options.pineId;
-  }
-
-  /** @return {string} Indicator version */
-  get pineVersion() {
-    return this.#options.pineVersion;
-  }
-
-  /** @return {string} Indicator description */
-  get description() {
-    return this.#options.description;
-  }
-
-  /** @return {string} Indicator short description */
-  get shortDescription() {
-    return this.#options.shortDescription;
-  }
-
-  /** @return {Object<string, IndicatorInput>} Indicator inputs */
-  get inputs() {
-    return this.#options.inputs;
-  }
-
-  /** @return {Object<string, string>} Indicator plots */
-  get plots() {
-    return this.#options.plots;
-  }
-
-  /** @return {IndicatorType} Indicator script */
-  get type() {
-    return this.#type;
-  }
-
-  /**
-   * Set the indicator type
-   * @param {IndicatorType} type Indicator type
-   */
-  setType(type = 'Script@tv-scripting-101!') {
-    this.#type = type;
-  }
-
-  /** @return {string} Indicator script */
-  get script() {
-    return this.#options.script;
-  }
-
-  /**
-   * Set an option
-   * @param {number | string} key The key can be ID of the property (`in_{ID}`),
-   * the inline name or the internalID.
-   * @param {*} value The new value of the property
-   */
-  setOption(key, value) {
-    let propI = '';
-
-    if (this.#options.inputs[`in_${key}`]) propI = `in_${key}`;
-    else if (this.#options.inputs[key]) propI = key;
-    else {
-      propI = Object.keys(this.#options.inputs).find((I) => (
-        this.#options.inputs[I].inline === key
-        || this.#options.inputs[I].internalID === key
-      ));
-    }
-
-    if (propI && this.#options.inputs[propI]) {
-      const input = this.#options.inputs[propI];
-
-      const types = {
-        bool: 'Boolean',
-        integer: 'Number',
-        float: 'Number',
-        text: 'String',
-      };
-
-      // eslint-disable-next-line valid-typeof
-      if (types[input.type] && typeof value !== types[input.type].toLowerCase()) {
-        throw new Error(`Input '${input.name}' (${propI}) must be a ${types[input.type]} !`);
-      }
-
-      if (input.options && !input.options.includes(value)) {
-        throw new Error(`Input '${input.name}' (${propI}) must be one of these values:`, input.options);
-      }
-
-      input.value = value;
-    } else throw new Error(`Input '${key}' not found (${propI}).`);
-  }
-};