@tradecanvas/analytics 1.4.0 → 1.10.0

package/dist/index.cjs

@@ -1,2 +1,2 @@
-"use strict";Object.defineProperty(exports,Symbol.toStringTag,{value:"Module"});class B{constructor(t){this.perTrade=t}calculate(){return this.perTrade}}class T{constructor(t){this.rate=t}calculate(t,e){return Math.abs(t)*e*this.rate}}class N{constructor(t,e=0){this.perShare=t,this.minimum=e}calculate(t){return Math.max(this.minimum,Math.abs(t)*this.perShare)}}const D={calculate:()=>0},z={apply:i=>i};class Y{constructor(t){this.rate=t}apply(t,e){const n=e==="long"?1+this.rate:1-this.rate;return t*n}}class _{constructor(t){this.factor=t}apply(t,e,n){const o=(n.high-n.low)*this.factor;return e==="long"?t+o:t-o}}class b{cash;initialCash;position=null;fills=[];trades=[];equityCurve=[];realizedPnl=0;constructor(t){if(t.initialCash<=0)throw new Error("initialCash must be > 0");this.cash=t.initialCash,this.initialCash=t.initialCash}getCash(){return this.cash}getPosition(){return this.position}getFills(){return this.fills}getTrades(){return this.trades}getEquityCurve(){return this.equityCurve}getInitialCash(){return this.initialCash}getRealizedPnl(){return this.realizedPnl}unrealizedPnl(t){if(!this.position)return 0;const e=this.position.side==="long"?1:-1;return(t-this.position.averagePrice)*this.position.quantity*e}equity(t){return this.cash+this.positionValue(t)}positionValue(t){if(!this.position)return 0;const e=this.position.side==="long"?1:-1;return this.position.quantity*t*e}applyFill(t){this.fills.push(t);const e=t.side==="long"?t.quantity:-t.quantity;if(this.cash-=e*t.price,this.cash-=t.commission,!this.position){this.position={side:t.side,quantity:t.quantity,averagePrice:t.price,openedAt:t.time,tag:t.tag};return}if(this.position.side===t.side){const a=this.position.quantity+t.quantity;this.position={...this.position,quantity:a,averagePrice:(this.position.averagePrice*this.position.quantity+t.price*t.quantity)/a};return}const n=Math.min(this.position.quantity,t.quantity),s=this.position.side==="long"?1:-1,o=(t.price-this.position.averagePrice)*n*s;this.realizedPnl+=o,this.trades.push({entryTime:this.position.openedAt,exitTime:t.time,side:this.position.side,quantity:n,entryPrice:this.position.averagePrice,exitPrice:t.price,pnl:o,pnlPct:(t.price/this.position.averagePrice-1)*s,commission:t.commission,tag:t.tag??this.position.tag});const r=this.position.quantity-t.quantity;r>0?this.position={...this.position,quantity:r}:r<0?this.position={side:t.side,quantity:-r,averagePrice:t.price,openedAt:t.time,tag:t.tag}:this.position=null}mark(t,e){const n=this.positionValue(e),s=this.unrealizedPnl(e);this.equityCurve.push({time:t,equity:this.cash+n,cash:this.cash,positionValue:n,unrealizedPnl:s,realizedPnl:this.realizedPnl})}reverseSide(t){return t==="long"?"short":"long"}}const I=365*24*60*60*1e3;function A(i,t,e,n={}){if(t.length<2)return j(i,t,e);const s=t[t.length-1].equity,o=s-i,r=o/i,a=n.periodsPerYear??G(t),u=(n.riskFreeRate??0)/a,h=V(t),d=C(h),m=H(h,d),q=W(h,u),g=m===0?0:(d-u)/m*Math.sqrt(a),S=q===0?0:(d-u)/q*Math.sqrt(a),M=t[t.length-1].time-t[0].time,l=M>0?M/I:0,p=l>0?Math.pow(s/i,1/l)-1:0,{maxDrawdown:y,maxDrawdownPct:f}=$(t),O=f>0?p/f:0,P=L(e);return{totalReturn:o,totalReturnPct:r,cagr:p,sharpe:g,sortino:S,calmar:O,maxDrawdown:y,maxDrawdownPct:f,...P}}function j(i,t,e){const n=t.length>0?t[t.length-1].equity:i;return{totalReturn:n-i,totalReturnPct:(n-i)/i,cagr:0,sharpe:0,sortino:0,calmar:0,maxDrawdown:0,maxDrawdownPct:0,...L(e)}}function V(i){const t=[];for(let e=1;e<i.length;e++){const n=i[e-1].equity;if(n<=0){t.push(0);continue}t.push(i[e].equity/n-1)}return t}function C(i){if(i.length===0)return 0;let t=0;for(const e of i)t+=e;return t/i.length}function H(i,t){if(i.length<2)return 0;let e=0;for(const n of i)e+=(n-t)**2;return Math.sqrt(e/(i.length-1))}function W(i,t){if(i.length<2)return 0;let e=0,n=0;for(const s of i){const o=s-t;o<0&&(e+=o**2,n++)}return n===0?0:Math.sqrt(e/n)}function $(i){let t=i[0].equity,e=0,n=0;for(const s of i){s.equity>t&&(t=s.equity);const o=t-s.equity;o>e&&(e=o,n=t>0?o/t:0)}return{maxDrawdown:e,maxDrawdownPct:n}}function L(i){if(i.length===0)return{winRate:0,profitFactor:0,expectancy:0,averageWin:0,averageLoss:0,trades:0};let t=0,e=0,n=0,s=0;for(const h of i)h.pnl>0?(t++,n+=h.pnl):h.pnl<0&&(e++,s+=-h.pnl);const o=t/i.length,r=t>0?n/t:0,a=e>0?s/e:0,c=s>0?n/s:n>0?1/0:0,u=o*r-(1-o)*a;return{winRate:o,profitFactor:c,expectancy:u,averageWin:r,averageLoss:a,trades:i.length}}function G(i){if(i.length<2)return 252;const t=[];for(let s=1;s<i.length&&s<50;s++)t.push(i[s].time-i[s-1].time);const e=C(t);if(e<=0)return 252;const n=I/e;return n>2e5?365*24*60:n>5e4?365*24*4:n>5e3?365*24:n>200?252:n>40?52:12}class Z{commission;slippage;allowShort;portfolio;pendingOrders=[];orderSeq=0;constructor(t){this.commission=t.commission??D,this.slippage=t.slippage??z,this.allowShort=t.allowShort??!0,this.portfolio=new b({initialCash:t.initialCash})}run(t,e){if(t.length<2)throw new Error("Backtester requires at least 2 bars");for(let a=0;a<t.length;a++){const c=t[a];if(this.fillPendingOrders(c),this.portfolio.mark(c.time,c.close),a<t.length-1){const u=this.makeContext(c,a,t.slice(0,a+1));e(u)}}for(const a of this.pendingOrders)a.status==="pending"&&(a.status="cancelled");const n=this.portfolio.getEquityCurve(),s=this.portfolio.getInitialCash(),o=this.portfolio.getTrades(),r=n.length>0?n[n.length-1].equity:s;return{fills:this.portfolio.getFills(),trades:o,equityCurve:n,initialCash:s,finalEquity:r,metrics:A(s,n,o)}}fillPendingOrders(t){for(const e of this.pendingOrders){if(e.status!=="pending")continue;const n=this.resolveFillPrice(e,t);if(n===null){(e.timeInForce==="day"||e.timeInForce==="ioc")&&(e.status="cancelled");continue}const s=this.slippage.apply(n,e.side,t),o=this.commission.calculate(e.quantity,s),r={orderId:e.id,time:t.time,price:s,quantity:e.quantity,side:e.side,commission:o,slippage:Math.abs(s-n),tag:e.tag};this.portfolio.applyFill(r),e.status="filled"}this.pendingOrders=this.pendingOrders.filter(e=>e.status==="pending")}resolveFillPrice(t,e){switch(t.type){case"market":return e.open;case"limit":return t.price===void 0?null:t.side==="long"&&e.low<=t.price?Math.min(t.price,e.open):t.side==="short"&&e.high>=t.price?Math.max(t.price,e.open):null;case"stop":return t.price===void 0?null:t.side==="long"&&e.high>=t.price?Math.max(t.price,e.open):t.side==="short"&&e.low<=t.price?Math.min(t.price,e.open):null}}makeContext(t,e,n){const s=this.portfolio;return{bar:t,index:e,history:n,position:s.getPosition(),cash:s.getCash(),equity:s.equity(t.close),placeOrder:o=>this.placeOrder(o,t.time),close:o=>this.closePosition(t.time,o),cancel:o=>this.cancelOrder(o)}}placeOrder(t,e){if(t.quantity<=0)throw new Error("order quantity must be > 0");if(!this.allowShort&&t.side==="short"){const s=this.portfolio.getPosition();if(!(s!==null&&s.side==="long"&&t.quantity<=s.quantity))throw new Error("shorting is disabled")}const n=t.id??`o-${++this.orderSeq}`;return this.pendingOrders.push({id:n,side:t.side,type:t.type,quantity:t.quantity,price:t.price,tag:t.tag,timeInForce:t.timeInForce??"gtc",status:"pending",placedAt:e}),n}closePosition(t,e){const n=this.portfolio.getPosition();if(!n)return null;const s=n.side==="long"?"short":"long";return this.placeOrder({side:s,type:"market",quantity:n.quantity,tag:e},t)}cancelOrder(t){const e=this.pendingOrders.find(n=>n.id===t);return!e||e.status!=="pending"?!1:(e.status="cancelled",!0)}}function Q(i,t,e={}){const n=e.simulations??1e3,s=(e.percentiles??[5,25,50,75,95]).slice().sort((l,p)=>l-p),o=x(e.seed??Date.now()^23100);if(t.length===0||n<=0)return{simulations:n,initialCash:i,equityBands:[{step:0,p5:i,p25:i,p50:i,p75:i,p95:i}],finalEquityPercentiles:Object.fromEntries(s.map(l=>[`p${l}`,i])),probabilityProfitable:0,worstMaxDrawdownPct:0};const r=t.map(l=>l.pnl),a=t.length+1,c=r.slice(),u=new Float64Array(n),h=new Float64Array(n*a);let d=0,m=0;for(let l=0;l<n;l++){U(c,o);let p=i,y=i,f=0;const O=l*a;h[O]=p;for(let P=0;P<c.length;P++){p+=c[P],h[O+P+1]=p,p>y&&(y=p);const F=y>0?(y-p)/y:0;F>f&&(f=F)}u[l]=p,p>i&&m++,f>d&&(d=f)}const q=[],g=new Float64Array(n);for(let l=0;l<a;l++){for(let p=0;p<n;p++)g[p]=h[p*a+l];g.sort(),q.push({step:l,p5:w(g,5),p25:w(g,25),p50:w(g,50),p75:w(g,75),p95:w(g,95)})}const S=new Float64Array(u);S.sort();const M={};for(const l of s)M[`p${l}`]=w(S,l);return{simulations:n,initialCash:i,equityBands:q,finalEquityPercentiles:M,probabilityProfitable:m/n,worstMaxDrawdownPct:d*100}}function U(i,t){for(let e=i.length-1;e>0;e--){const n=Math.floor(t()*(e+1)),s=i[e];i[e]=i[n],i[n]=s}}function w(i,t){if(i.length===0)return 0;if(i.length===1)return i[0];const e=t/100*(i.length-1),n=Math.floor(e),s=Math.ceil(e);return n===s?i[n]:i[n]*(s-e)+i[s]*(e-n)}function x(i){let t=i>>>0;return()=>{t=t+1831565813>>>0;let e=t;return e=Math.imul(e^e>>>15,e|1),e^=e+Math.imul(e^e>>>7,e|61),((e^e>>>14)>>>0)/4294967296}}function J(i={}){const t=i.fastPeriod??10,e=i.slowPeriod??30,n=i.size??1,s=i.tag??"sma-cross";if(t>=e)throw new Error("smaCrossStrategy: fastPeriod must be less than slowPeriod");return o=>{if(o.index<e)return;const r=o.history,a=v(r,o.index,t),c=v(r,o.index,e),u=v(r,o.index-1,t),h=v(r,o.index-1,e),d=u<=h&&a>c,m=u>=h&&a<c;d?(o.position?.side==="short"&&o.close(s),(!o.position||o.position.side==="short")&&o.placeOrder({side:"long",type:"market",quantity:n,tag:s})):m&&o.position?.side==="long"&&o.close(s)}}function v(i,t,e){let n=0;for(let s=t-e+1;s<=t;s++)n+=i[s].close;return n/e}function K(i={}){const t=i.period??14,e=i.oversold??30,n=i.overbought??70,s=i.size??1,o=i.tag??"rsi-reversion";return r=>{if(r.index<t+1)return;const a=k(r.history,r.index,t),c=k(r.history,r.index-1,t),u=c<e&&a>=e,h=c<n&&a>=n;u&&!r.position?r.placeOrder({side:"long",type:"market",quantity:s,tag:o}):h&&r.position?.side==="long"&&r.close(o)}}function k(i,t,e){let n=0,s=0;for(let r=t-e+1;r<=t;r++){const a=i[r].close-i[r-1].close;a>=0?n+=a:s-=a}return s===0?100:100-100/(1+n/e/(s/e))}function X(i={}){const t=i.entryPeriod??20,e=i.exitPeriod??10,n=i.size??1,s=i.tag??"donchian-breakout";return o=>{if(o.index<t)return;const r=o.bar.close,a=R(o.history,o.index-t,o.index-1),c=E(o.history,o.index-t,o.index-1),u=R(o.history,o.index-e,o.index-1),h=E(o.history,o.index-e,o.index-1);o.position?(o.position.side==="long"&&r<h||o.position.side==="short"&&r>u)&&o.close(s):r>a?o.placeOrder({side:"long",type:"market",quantity:n,tag:s}):r<c&&o.placeOrder({side:"short",type:"market",quantity:n,tag:s})}}function R(i,t,e){let n=-1/0;for(let s=Math.max(0,t);s<=e;s++)i[s].high>n&&(n=i[s].high);return n}function E(i,t,e){let n=1/0;for(let s=Math.max(0,t);s<=e;s++)i[s].low<n&&(n=i[s].low);return n}function tt(i={}){const t=i.period??20,e=i.stdDev??2,n=i.size??1,s=i.tag??"bollinger-reversion";return o=>{if(o.index<t)return;const{mid:r,lower:a}=et(o.history,o.index,t,e),c=o.bar.close;!o.position&&c<=a?o.placeOrder({side:"long",type:"market",quantity:n,tag:s}):o.position?.side==="long"&&c>=r&&o.close(s)}}function et(i,t,e,n){let s=0;for(let c=t-e+1;c<=t;c++)s+=i[c].close;const o=s/e;let r=0;for(let c=t-e+1;c<=t;c++){const u=i[c].close-o;r+=u*u}const a=Math.sqrt(r/e);return{mid:o,upper:o+n*a,lower:o-n*a}}exports.Backtester=Z;exports.FixedCommission=B;exports.NO_SLIPPAGE=z;exports.PerShareCommission=N;exports.PercentCommission=T;exports.PercentSlippage=Y;exports.Portfolio=b;exports.RangeBasedSlippage=_;exports.ZERO_COMMISSION=D;exports.bollingerReversionStrategy=tt;exports.computeRiskMetrics=A;exports.donchianBreakoutStrategy=X;exports.rsiReversionStrategy=K;exports.runMonteCarlo=Q;exports.smaCrossStrategy=J;
-//# sourceMappingURL=index.cjs.map
+Object.defineProperty(exports,Symbol.toStringTag,{value:`Module`});var e=class{constructor(e){this.perTrade=e}calculate(){return this.perTrade}},t=class{constructor(e){this.rate=e}calculate(e,t){return Math.abs(e)*t*this.rate}},n=class{constructor(e,t=0){this.perShare=e,this.minimum=t}calculate(e){return Math.max(this.minimum,Math.abs(e)*this.perShare)}},r={calculate:()=>0},i={apply:e=>e},a=class{constructor(e){this.rate=e}apply(e,t){return e*(t===`long`?1+this.rate:1-this.rate)}},o=class{constructor(e){this.factor=e}apply(e,t,n){let r=(n.high-n.low)*this.factor;return t===`long`?e+r:e-r}},s=class{cash;initialCash;position=null;fills=[];trades=[];equityCurve=[];realizedPnl=0;constructor(e){if(e.initialCash<=0)throw Error(`initialCash must be > 0`);this.cash=e.initialCash,this.initialCash=e.initialCash}getCash(){return this.cash}getPosition(){return this.position}getFills(){return this.fills}getTrades(){return this.trades}getEquityCurve(){return this.equityCurve}getInitialCash(){return this.initialCash}getRealizedPnl(){return this.realizedPnl}unrealizedPnl(e){if(!this.position)return 0;let t=this.position.side===`long`?1:-1;return(e-this.position.averagePrice)*this.position.quantity*t}equity(e){return this.cash+this.positionValue(e)}positionValue(e){if(!this.position)return 0;let t=this.position.side===`long`?1:-1;return this.position.quantity*e*t}applyFill(e){this.fills.push(e);let t=e.side===`long`?e.quantity:-e.quantity;if(this.cash-=t*e.price,this.cash-=e.commission,!this.position){this.position={side:e.side,quantity:e.quantity,averagePrice:e.price,openedAt:e.time,tag:e.tag};return}if(this.position.side===e.side){let t=this.position.quantity+e.quantity;this.position={...this.position,quantity:t,averagePrice:(this.position.averagePrice*this.position.quantity+e.price*e.quantity)/t};return}let n=Math.min(this.position.quantity,e.quantity),r=this.position.side===`long`?1:-1,i=(e.price-this.position.averagePrice)*n*r;this.realizedPnl+=i,this.trades.push({entryTime:this.position.openedAt,exitTime:e.time,side:this.position.side,quantity:n,entryPrice:this.position.averagePrice,exitPrice:e.price,pnl:i,pnlPct:(e.price/this.position.averagePrice-1)*r,commission:e.commission,tag:e.tag??this.position.tag});let a=this.position.quantity-e.quantity;a>0?this.position={...this.position,quantity:a}:a<0?this.position={side:e.side,quantity:-a,averagePrice:e.price,openedAt:e.time,tag:e.tag}:this.position=null}mark(e,t){let n=this.positionValue(t),r=this.unrealizedPnl(t);this.equityCurve.push({time:e,equity:this.cash+n,cash:this.cash,positionValue:n,unrealizedPnl:r,realizedPnl:this.realizedPnl})}reverseSide(e){return e===`long`?`short`:`long`}},c=365*24*60*60*1e3;function l(e,t,n,r={}){if(t.length<2)return u(e,t,n);let i=t[t.length-1].equity,a=i-e,o=a/e,s=r.periodsPerYear??_(t),l=(r.riskFreeRate??0)/s,v=d(t),y=f(v),b=p(v,y),x=m(v,l),S=b===0?0:(y-l)/b*Math.sqrt(s),C=x===0?0:(y-l)/x*Math.sqrt(s),w=t[t.length-1].time-t[0].time,T=w>0?w/c:0,E=T>0?(i/e)**(1/T)-1:0,{maxDrawdown:D,maxDrawdownPct:O}=h(t);return{totalReturn:a,totalReturnPct:o,cagr:E,sharpe:S,sortino:C,calmar:O>0?E/O:0,maxDrawdown:D,maxDrawdownPct:O,...g(n)}}function u(e,t,n){let r=t.length>0?t[t.length-1].equity:e;return{totalReturn:r-e,totalReturnPct:(r-e)/e,cagr:0,sharpe:0,sortino:0,calmar:0,maxDrawdown:0,maxDrawdownPct:0,...g(n)}}function d(e){let t=[];for(let n=1;n<e.length;n++){let r=e[n-1].equity;if(r<=0){t.push(0);continue}t.push(e[n].equity/r-1)}return t}function f(e){if(e.length===0)return 0;let t=0;for(let n of e)t+=n;return t/e.length}function p(e,t){if(e.length<2)return 0;let n=0;for(let r of e)n+=(r-t)**2;return Math.sqrt(n/(e.length-1))}function m(e,t){if(e.length<2)return 0;let n=0,r=0;for(let i of e){let e=i-t;e<0&&(n+=e**2,r++)}return r===0?0:Math.sqrt(n/r)}function h(e){let t=e[0].equity,n=0,r=0;for(let i of e){i.equity>t&&(t=i.equity);let e=t-i.equity;e>n&&(n=e,r=t>0?e/t:0)}return{maxDrawdown:n,maxDrawdownPct:r}}function g(e){if(e.length===0)return{winRate:0,profitFactor:0,expectancy:0,averageWin:0,averageLoss:0,trades:0};let t=0,n=0,r=0,i=0;for(let a of e)a.pnl>0?(t++,r+=a.pnl):a.pnl<0&&(n++,i+=-a.pnl);let a=t/e.length,o=t>0?r/t:0,s=n>0?i/n:0;return{winRate:a,profitFactor:i>0?r/i:r>0?1/0:0,expectancy:a*o-(1-a)*s,averageWin:o,averageLoss:s,trades:e.length}}function _(e){if(e.length<2)return 252;let t=[];for(let n=1;n<e.length&&n<50;n++)t.push(e[n].time-e[n-1].time);let n=f(t);if(n<=0)return 252;let r=c/n;return r>2e5?365*24*60:r>5e4?365*24*4:r>5e3?365*24:r>200?252:r>40?52:12}var v=class{commission;slippage;allowShort;portfolio;pendingOrders=[];orderSeq=0;constructor(e){this.commission=e.commission??r,this.slippage=e.slippage??i,this.allowShort=e.allowShort??!0,this.portfolio=new s({initialCash:e.initialCash})}run(e,t){if(e.length<2)throw Error(`Backtester requires at least 2 bars`);for(let n=0;n<e.length;n++){let r=e[n];this.fillPendingOrders(r),this.portfolio.mark(r.time,r.close),n<e.length-1&&t(this.makeContext(r,n,e.slice(0,n+1)))}for(let e of this.pendingOrders)e.status===`pending`&&(e.status=`cancelled`);let n=this.portfolio.getEquityCurve(),r=this.portfolio.getInitialCash(),i=this.portfolio.getTrades(),a=n.length>0?n[n.length-1].equity:r;return{fills:this.portfolio.getFills(),trades:i,equityCurve:n,initialCash:r,finalEquity:a,metrics:l(r,n,i)}}fillPendingOrders(e){for(let t of this.pendingOrders){if(t.status!==`pending`)continue;let n=this.resolveFillPrice(t,e);if(n===null){(t.timeInForce===`day`||t.timeInForce===`ioc`)&&(t.status=`cancelled`);continue}let r=this.slippage.apply(n,t.side,e),i=this.commission.calculate(t.quantity,r),a={orderId:t.id,time:e.time,price:r,quantity:t.quantity,side:t.side,commission:i,slippage:Math.abs(r-n),tag:t.tag};this.portfolio.applyFill(a),t.status=`filled`}this.pendingOrders=this.pendingOrders.filter(e=>e.status===`pending`)}resolveFillPrice(e,t){switch(e.type){case`market`:return t.open;case`limit`:return e.price===void 0?null:e.side===`long`&&t.low<=e.price?Math.min(e.price,t.open):e.side===`short`&&t.high>=e.price?Math.max(e.price,t.open):null;case`stop`:return e.price===void 0?null:e.side===`long`&&t.high>=e.price?Math.max(e.price,t.open):e.side===`short`&&t.low<=e.price?Math.min(e.price,t.open):null}}makeContext(e,t,n){let r=this.portfolio;return{bar:e,index:t,history:n,position:r.getPosition(),cash:r.getCash(),equity:r.equity(e.close),placeOrder:t=>this.placeOrder(t,e.time),close:t=>this.closePosition(e.time,t),cancel:e=>this.cancelOrder(e)}}placeOrder(e,t){if(e.quantity<=0)throw Error(`order quantity must be > 0`);if(!this.allowShort&&e.side===`short`){let t=this.portfolio.getPosition();if(!(t!==null&&t.side===`long`&&e.quantity<=t.quantity))throw Error(`shorting is disabled`)}let n=e.id??`o-${++this.orderSeq}`;return this.pendingOrders.push({id:n,side:e.side,type:e.type,quantity:e.quantity,price:e.price,tag:e.tag,timeInForce:e.timeInForce??`gtc`,status:`pending`,placedAt:t}),n}closePosition(e,t){let n=this.portfolio.getPosition();if(!n)return null;let r=n.side===`long`?`short`:`long`;return this.placeOrder({side:r,type:`market`,quantity:n.quantity,tag:t},e)}cancelOrder(e){let t=this.pendingOrders.find(t=>t.id===e);return!t||t.status!==`pending`?!1:(t.status=`cancelled`,!0)}};function y(e,t,n={}){let r=n.simulations??1e3,i=(n.percentiles??[5,25,50,75,95]).slice().sort((e,t)=>e-t),a=S(n.seed??Date.now()^23100);if(t.length===0||r<=0)return{simulations:r,initialCash:e,equityBands:[{step:0,p5:e,p25:e,p50:e,p75:e,p95:e}],finalEquityPercentiles:Object.fromEntries(i.map(t=>[`p${t}`,e])),probabilityProfitable:0,worstMaxDrawdownPct:0};let o=t.map(e=>e.pnl),s=t.length+1,c=o.slice(),l=new Float64Array(r),u=new Float64Array(r*s),d=0,f=0;for(let t=0;t<r;t++){b(c,a);let n=e,r=e,i=0,o=t*s;u[o]=n;for(let e=0;e<c.length;e++){n+=c[e],u[o+e+1]=n,n>r&&(r=n);let t=r>0?(r-n)/r:0;t>i&&(i=t)}l[t]=n,n>e&&f++,i>d&&(d=i)}let p=[],m=new Float64Array(r);for(let e=0;e<s;e++){for(let t=0;t<r;t++)m[t]=u[t*s+e];m.sort(),p.push({step:e,p5:x(m,5),p25:x(m,25),p50:x(m,50),p75:x(m,75),p95:x(m,95)})}let h=new Float64Array(l);h.sort();let g={};for(let e of i)g[`p${e}`]=x(h,e);return{simulations:r,initialCash:e,equityBands:p,finalEquityPercentiles:g,probabilityProfitable:f/r,worstMaxDrawdownPct:d*100}}function b(e,t){for(let n=e.length-1;n>0;n--){let r=Math.floor(t()*(n+1)),i=e[n];e[n]=e[r],e[r]=i}}function x(e,t){if(e.length===0)return 0;if(e.length===1)return e[0];let n=t/100*(e.length-1),r=Math.floor(n),i=Math.ceil(n);return r===i?e[r]:e[r]*(i-n)+e[i]*(n-r)}function S(e){let t=e>>>0;return()=>{t=t+1831565813>>>0;let e=t;return e=Math.imul(e^e>>>15,e|1),e^=e+Math.imul(e^e>>>7,e|61),((e^e>>>14)>>>0)/4294967296}}function C(e={}){let t=e.fastPeriod??10,n=e.slowPeriod??30,r=e.size??1,i=e.tag??`sma-cross`;if(t>=n)throw Error(`smaCrossStrategy: fastPeriod must be less than slowPeriod`);return e=>{if(e.index<n)return;let a=e.history,o=w(a,e.index,t),s=w(a,e.index,n),c=w(a,e.index-1,t),l=w(a,e.index-1,n);c<=l&&o>s?(e.position?.side===`short`&&e.close(i),(!e.position||e.position.side===`short`)&&e.placeOrder({side:`long`,type:`market`,quantity:r,tag:i})):c>=l&&o<s&&e.position?.side===`long`&&e.close(i)}}function w(e,t,n){let r=0;for(let i=t-n+1;i<=t;i++)r+=e[i].close;return r/n}function T(e={}){let t=e.period??14,n=e.oversold??30,r=e.overbought??70,i=e.size??1,a=e.tag??`rsi-reversion`;return e=>{if(e.index<t+1)return;let o=E(e.history,e.index,t),s=E(e.history,e.index-1,t),c=s<n&&o>=n,l=s<r&&o>=r;c&&!e.position?e.placeOrder({side:`long`,type:`market`,quantity:i,tag:a}):l&&e.position?.side===`long`&&e.close(a)}}function E(e,t,n){let r=0,i=0;for(let a=t-n+1;a<=t;a++){let t=e[a].close-e[a-1].close;t>=0?r+=t:i-=t}return i===0?100:100-100/(1+r/n/(i/n))}function D(e={}){let t=e.entryPeriod??20,n=e.exitPeriod??10,r=e.size??1,i=e.tag??`donchian-breakout`;return e=>{if(e.index<t)return;let a=e.bar.close,o=O(e.history,e.index-t,e.index-1),s=k(e.history,e.index-t,e.index-1),c=O(e.history,e.index-n,e.index-1),l=k(e.history,e.index-n,e.index-1);e.position?(e.position.side===`long`&&a<l||e.position.side===`short`&&a>c)&&e.close(i):a>o?e.placeOrder({side:`long`,type:`market`,quantity:r,tag:i}):a<s&&e.placeOrder({side:`short`,type:`market`,quantity:r,tag:i})}}function O(e,t,n){let r=-1/0;for(let i=Math.max(0,t);i<=n;i++)e[i].high>r&&(r=e[i].high);return r}function k(e,t,n){let r=1/0;for(let i=Math.max(0,t);i<=n;i++)e[i].low<r&&(r=e[i].low);return r}function A(e={}){let t=e.period??20,n=e.stdDev??2,r=e.size??1,i=e.tag??`bollinger-reversion`;return e=>{if(e.index<t)return;let{mid:a,lower:o}=j(e.history,e.index,t,n),s=e.bar.close;!e.position&&s<=o?e.placeOrder({side:`long`,type:`market`,quantity:r,tag:i}):e.position?.side===`long`&&s>=a&&e.close(i)}}function j(e,t,n,r){let i=0;for(let r=t-n+1;r<=t;r++)i+=e[r].close;let a=i/n,o=0;for(let r=t-n+1;r<=t;r++){let t=e[r].close-a;o+=t*t}let s=Math.sqrt(o/n);return{mid:a,upper:a+r*s,lower:a-r*s}}exports.Backtester=v,exports.FixedCommission=e,exports.NO_SLIPPAGE=i,exports.PerShareCommission=n,exports.PercentCommission=t,exports.PercentSlippage=a,exports.Portfolio=s,exports.RangeBasedSlippage=o,exports.ZERO_COMMISSION=r,exports.bollingerReversionStrategy=A,exports.computeRiskMetrics=l,exports.donchianBreakoutStrategy=D,exports.rsiReversionStrategy=T,exports.runMonteCarlo=y,exports.smaCrossStrategy=C;
+//# sourceMappingURL=index.cjs.map

package/dist/index.cjs.map

@@ -1 +1 @@
-{"version":3,"file":"index.cjs","sources":["../src/commission.ts","../src/slippage.ts","../src/Portfolio.ts","../src/RiskMetrics.ts","../src/Backtester.ts","../src/MonteCarlo.ts","../src/strategies/smaCross.ts","../src/strategies/rsiReversion.ts","../src/strategies/donchianBreakout.ts","../src/strategies/bollingerReversion.ts"],"sourcesContent":["import type { CommissionModel } from './types.js';\n\nexport class FixedCommission implements CommissionModel {\n  constructor(private readonly perTrade: number) {}\n\n  calculate(): number {\n    return this.perTrade;\n  }\n}\n\nexport class PercentCommission implements CommissionModel {\n  /** rate = 0.001 → 10 bps per trade notional. */\n  constructor(private readonly rate: number) {}\n\n  calculate(quantity: number, price: number): number {\n    return Math.abs(quantity) * price * this.rate;\n  }\n}\n\nexport class PerShareCommission implements CommissionModel {\n  /** Minimum total commission per trade (optional). */\n  constructor(\n    private readonly perShare: number,\n    private readonly minimum = 0,\n  ) {}\n\n  calculate(quantity: number): number {\n    return Math.max(this.minimum, Math.abs(quantity) * this.perShare);\n  }\n}\n\nexport const ZERO_COMMISSION: CommissionModel = {\n  calculate: () => 0,\n};\n","import type { OHLCBar } from '@tradecanvas/commons';\nimport type { Side, SlippageModel } from './types.js';\n\nexport const NO_SLIPPAGE: SlippageModel = {\n  apply: (price) => price,\n};\n\nexport class PercentSlippage implements SlippageModel {\n  /** rate = 0.0005 → 5bps adverse */\n  constructor(private readonly rate: number) {}\n\n  apply(intendedPrice: number, side: Side): number {\n    const adverse = side === 'long' ? 1 + this.rate : 1 - this.rate;\n    return intendedPrice * adverse;\n  }\n}\n\nexport class RangeBasedSlippage implements SlippageModel {\n  /** factor = 0.1 → 10% of the bar's range pushes against the order */\n  constructor(private readonly factor: number) {}\n\n  apply(intendedPrice: number, side: Side, bar: OHLCBar): number {\n    const range = bar.high - bar.low;\n    const push = range * this.factor;\n    return side === 'long' ? intendedPrice + push : intendedPrice - push;\n  }\n}\n","import type {\n  ClosedTrade,\n  EquityPoint,\n  Fill,\n  PortfolioPosition,\n  Side,\n} from './types.js';\n\nexport interface PortfolioOptions {\n  initialCash: number;\n}\n\n/**\n * Tracks cash, a single net position, realized PnL, and the equity curve.\n *\n * Simplifying assumptions:\n *  - One symbol at a time. Opposing fills net against the existing position.\n *  - Realized PnL is computed when a fill reduces or flips the position.\n *  - Equity = cash + position market value (mark-to-market).\n */\nexport class Portfolio {\n  private cash: number;\n  private readonly initialCash: number;\n  private position: PortfolioPosition | null = null;\n  private readonly fills: Fill[] = [];\n  private readonly trades: ClosedTrade[] = [];\n  private readonly equityCurve: EquityPoint[] = [];\n  private realizedPnl = 0;\n\n  constructor(opts: PortfolioOptions) {\n    if (opts.initialCash <= 0) throw new Error('initialCash must be > 0');\n    this.cash = opts.initialCash;\n    this.initialCash = opts.initialCash;\n  }\n\n  getCash(): number {\n    return this.cash;\n  }\n\n  getPosition(): Readonly<PortfolioPosition> | null {\n    return this.position;\n  }\n\n  getFills(): ReadonlyArray<Fill> {\n    return this.fills;\n  }\n\n  getTrades(): ReadonlyArray<ClosedTrade> {\n    return this.trades;\n  }\n\n  getEquityCurve(): ReadonlyArray<EquityPoint> {\n    return this.equityCurve;\n  }\n\n  getInitialCash(): number {\n    return this.initialCash;\n  }\n\n  getRealizedPnl(): number {\n    return this.realizedPnl;\n  }\n\n  unrealizedPnl(price: number): number {\n    if (!this.position) return 0;\n    const dir = this.position.side === 'long' ? 1 : -1;\n    return (price - this.position.averagePrice) * this.position.quantity * dir;\n  }\n\n  equity(price: number): number {\n    return this.cash + this.positionValue(price);\n  }\n\n  positionValue(price: number): number {\n    if (!this.position) return 0;\n    const dir = this.position.side === 'long' ? 1 : -1;\n    return this.position.quantity * price * dir;\n  }\n\n  /** Apply a fill: cash flow + position update + realized PnL. */\n  applyFill(fill: Fill): void {\n    this.fills.push(fill);\n\n    const signed = fill.side === 'long' ? fill.quantity : -fill.quantity;\n    this.cash -= signed * fill.price;\n    this.cash -= fill.commission;\n\n    if (!this.position) {\n      this.position = {\n        side: fill.side,\n        quantity: fill.quantity,\n        averagePrice: fill.price,\n        openedAt: fill.time,\n        tag: fill.tag,\n      };\n      return;\n    }\n\n    if (this.position.side === fill.side) {\n      // Same direction: average up\n      const totalQty = this.position.quantity + fill.quantity;\n      this.position = {\n        ...this.position,\n        quantity: totalQty,\n        averagePrice:\n          (this.position.averagePrice * this.position.quantity +\n            fill.price * fill.quantity) /\n          totalQty,\n      };\n      return;\n    }\n\n    // Opposite direction: close or flip\n    const closing = Math.min(this.position.quantity, fill.quantity);\n    const dir = this.position.side === 'long' ? 1 : -1;\n    const pnl = (fill.price - this.position.averagePrice) * closing * dir;\n\n    this.realizedPnl += pnl;\n    this.trades.push({\n      entryTime: this.position.openedAt,\n      exitTime: fill.time,\n      side: this.position.side,\n      quantity: closing,\n      entryPrice: this.position.averagePrice,\n      exitPrice: fill.price,\n      pnl,\n      pnlPct: (fill.price / this.position.averagePrice - 1) * dir,\n      commission: fill.commission,\n      tag: fill.tag ?? this.position.tag,\n    });\n\n    const remaining = this.position.quantity - fill.quantity;\n    if (remaining > 0) {\n      this.position = { ...this.position, quantity: remaining };\n    } else if (remaining < 0) {\n      this.position = {\n        side: fill.side,\n        quantity: -remaining,\n        averagePrice: fill.price,\n        openedAt: fill.time,\n        tag: fill.tag,\n      };\n    } else {\n      this.position = null;\n    }\n  }\n\n  /** Snapshot equity at the current bar close. */\n  mark(time: number, price: number): void {\n    const positionValue = this.positionValue(price);\n    const unrealizedPnl = this.unrealizedPnl(price);\n    this.equityCurve.push({\n      time,\n      equity: this.cash + positionValue,\n      cash: this.cash,\n      positionValue,\n      unrealizedPnl,\n      realizedPnl: this.realizedPnl,\n    });\n  }\n\n  reverseSide(side: Side): Side {\n    return side === 'long' ? 'short' : 'long';\n  }\n}\n","import type {\n  ClosedTrade,\n  EquityPoint,\n  RiskMetrics,\n} from './types.js';\n\nconst MS_PER_YEAR = 365 * 24 * 60 * 60 * 1000;\n\nexport interface RiskMetricsOptions {\n  /** Periods per year for Sharpe/Sortino annualization. Auto-detected from equity timestamps if omitted. */\n  periodsPerYear?: number;\n  /** Annual risk-free rate, default 0. */\n  riskFreeRate?: number;\n}\n\n/**\n * Compute summary risk and return metrics from an equity curve and closed trades.\n *\n * Returns NaN/0 fallbacks for degenerate inputs (empty curve, single point, no losses)\n * so downstream UIs can render safely.\n */\nexport function computeRiskMetrics(\n  initialCash: number,\n  equityCurve: ReadonlyArray<EquityPoint>,\n  trades: ReadonlyArray<ClosedTrade>,\n  opts: RiskMetricsOptions = {},\n): RiskMetrics {\n  if (equityCurve.length < 2) {\n    return emptyMetrics(initialCash, equityCurve, trades);\n  }\n\n  const finalEquity = equityCurve[equityCurve.length - 1].equity;\n  const totalReturn = finalEquity - initialCash;\n  const totalReturnPct = totalReturn / initialCash;\n\n  const periodsPerYear =\n    opts.periodsPerYear ?? inferPeriodsPerYear(equityCurve);\n  const riskFreeRate = opts.riskFreeRate ?? 0;\n  const periodRiskFree = riskFreeRate / periodsPerYear;\n\n  const returns = periodReturns(equityCurve);\n  const meanReturn = mean(returns);\n  const stdDev = standardDeviation(returns, meanReturn);\n  const downsideDev = downsideDeviation(returns, periodRiskFree);\n\n  const sharpe = stdDev === 0\n    ? 0\n    : ((meanReturn - periodRiskFree) / stdDev) * Math.sqrt(periodsPerYear);\n  const sortino = downsideDev === 0\n    ? 0\n    : ((meanReturn - periodRiskFree) / downsideDev) * Math.sqrt(periodsPerYear);\n\n  const elapsedMs =\n    equityCurve[equityCurve.length - 1].time - equityCurve[0].time;\n  const years = elapsedMs > 0 ? elapsedMs / MS_PER_YEAR : 0;\n  const cagr = years > 0\n    ? Math.pow(finalEquity / initialCash, 1 / years) - 1\n    : 0;\n\n  const { maxDrawdown, maxDrawdownPct } = computeDrawdown(equityCurve);\n  const calmar = maxDrawdownPct > 0 ? cagr / maxDrawdownPct : 0;\n\n  const tradeStats = summarizeTrades(trades);\n\n  return {\n    totalReturn,\n    totalReturnPct,\n    cagr,\n    sharpe,\n    sortino,\n    calmar,\n    maxDrawdown,\n    maxDrawdownPct,\n    ...tradeStats,\n  };\n}\n\nfunction emptyMetrics(\n  initialCash: number,\n  equityCurve: ReadonlyArray<EquityPoint>,\n  trades: ReadonlyArray<ClosedTrade>,\n): RiskMetrics {\n  const finalEquity = equityCurve.length > 0\n    ? equityCurve[equityCurve.length - 1].equity\n    : initialCash;\n  return {\n    totalReturn: finalEquity - initialCash,\n    totalReturnPct: (finalEquity - initialCash) / initialCash,\n    cagr: 0,\n    sharpe: 0,\n    sortino: 0,\n    calmar: 0,\n    maxDrawdown: 0,\n    maxDrawdownPct: 0,\n    ...summarizeTrades(trades),\n  };\n}\n\nfunction periodReturns(curve: ReadonlyArray<EquityPoint>): number[] {\n  const result: number[] = [];\n  for (let i = 1; i < curve.length; i++) {\n    const prev = curve[i - 1].equity;\n    if (prev <= 0) {\n      result.push(0);\n      continue;\n    }\n    result.push(curve[i].equity / prev - 1);\n  }\n  return result;\n}\n\nfunction mean(values: number[]): number {\n  if (values.length === 0) return 0;\n  let sum = 0;\n  for (const v of values) sum += v;\n  return sum / values.length;\n}\n\nfunction standardDeviation(values: number[], avg: number): number {\n  if (values.length < 2) return 0;\n  let acc = 0;\n  for (const v of values) acc += (v - avg) ** 2;\n  return Math.sqrt(acc / (values.length - 1));\n}\n\nfunction downsideDeviation(values: number[], target: number): number {\n  if (values.length < 2) return 0;\n  let acc = 0;\n  let count = 0;\n  for (const v of values) {\n    const diff = v - target;\n    if (diff < 0) {\n      acc += diff ** 2;\n      count++;\n    }\n  }\n  if (count === 0) return 0;\n  return Math.sqrt(acc / count);\n}\n\nfunction computeDrawdown(curve: ReadonlyArray<EquityPoint>): {\n  maxDrawdown: number;\n  maxDrawdownPct: number;\n} {\n  let peak = curve[0].equity;\n  let maxDd = 0;\n  let maxDdPct = 0;\n  for (const point of curve) {\n    if (point.equity > peak) peak = point.equity;\n    const dd = peak - point.equity;\n    if (dd > maxDd) {\n      maxDd = dd;\n      maxDdPct = peak > 0 ? dd / peak : 0;\n    }\n  }\n  return { maxDrawdown: maxDd, maxDrawdownPct: maxDdPct };\n}\n\nfunction summarizeTrades(trades: ReadonlyArray<ClosedTrade>): {\n  winRate: number;\n  profitFactor: number;\n  expectancy: number;\n  averageWin: number;\n  averageLoss: number;\n  trades: number;\n} {\n  if (trades.length === 0) {\n    return {\n      winRate: 0,\n      profitFactor: 0,\n      expectancy: 0,\n      averageWin: 0,\n      averageLoss: 0,\n      trades: 0,\n    };\n  }\n\n  let wins = 0;\n  let losses = 0;\n  let totalWin = 0;\n  let totalLoss = 0;\n  for (const t of trades) {\n    if (t.pnl > 0) {\n      wins++;\n      totalWin += t.pnl;\n    } else if (t.pnl < 0) {\n      losses++;\n      totalLoss += -t.pnl;\n    }\n  }\n\n  const winRate = wins / trades.length;\n  const averageWin = wins > 0 ? totalWin / wins : 0;\n  const averageLoss = losses > 0 ? totalLoss / losses : 0;\n  const profitFactor = totalLoss > 0 ? totalWin / totalLoss : totalWin > 0 ? Infinity : 0;\n  const expectancy = winRate * averageWin - (1 - winRate) * averageLoss;\n\n  return {\n    winRate,\n    profitFactor,\n    expectancy,\n    averageWin,\n    averageLoss,\n    trades: trades.length,\n  };\n}\n\nfunction inferPeriodsPerYear(curve: ReadonlyArray<EquityPoint>): number {\n  if (curve.length < 2) return 252;\n  const deltas: number[] = [];\n  for (let i = 1; i < curve.length && i < 50; i++) {\n    deltas.push(curve[i].time - curve[i - 1].time);\n  }\n  const avgMs = mean(deltas);\n  if (avgMs <= 0) return 252;\n  const perYear = MS_PER_YEAR / avgMs;\n  // Snap to common cadences for stability\n  if (perYear > 200_000) return 365 * 24 * 60; // 1m\n  if (perYear > 50_000) return 365 * 24 * 4; // 15m\n  if (perYear > 5_000) return 365 * 24; // hourly\n  if (perYear > 200) return 252; // daily trading\n  if (perYear > 40) return 52; // weekly\n  return 12; // monthly fallback\n}\n","import type { OHLCBar, DataSeries } from '@tradecanvas/commons';\nimport { ZERO_COMMISSION } from './commission.js';\nimport { NO_SLIPPAGE } from './slippage.js';\nimport { Portfolio } from './Portfolio.js';\nimport { computeRiskMetrics } from './RiskMetrics.js';\nimport type {\n  BacktestOptions,\n  BacktestOrder,\n  BacktestResult,\n  CommissionModel,\n  Fill,\n  OrderStatus,\n  Side,\n  SlippageModel,\n  StrategyContext,\n  StrategyFn,\n} from './types.js';\n\ninterface PendingOrder extends BacktestOrder {\n  status: OrderStatus;\n  placedAt: number;\n}\n\n/**\n * Bar-by-bar backtest engine.\n *\n * Execution model:\n *  - Strategy fn runs at close of each bar\n *  - Orders placed on bar N fill on bar N+1's open (market) or when\n *    bar N+1 trades through the limit/stop price\n *  - Equity is marked to close of every bar\n *\n * The engine is intentionally headless — no chart dependency — and produces\n * a result that can be visualised via @tradecanvas/chart's EquityCurveRenderer\n * or rendered into a report. See README for wiring examples.\n */\nexport class Backtester {\n  private readonly commission: CommissionModel;\n  private readonly slippage: SlippageModel;\n  private readonly allowShort: boolean;\n  private readonly portfolio: Portfolio;\n  private pendingOrders: PendingOrder[] = [];\n  private orderSeq = 0;\n\n  constructor(opts: BacktestOptions) {\n    this.commission = opts.commission ?? ZERO_COMMISSION;\n    this.slippage = opts.slippage ?? NO_SLIPPAGE;\n    this.allowShort = opts.allowShort ?? true;\n    this.portfolio = new Portfolio({ initialCash: opts.initialCash });\n  }\n\n  run(data: DataSeries, strategy: StrategyFn): BacktestResult {\n    if (data.length < 2) {\n      throw new Error('Backtester requires at least 2 bars');\n    }\n\n    for (let i = 0; i < data.length; i++) {\n      const bar = data[i];\n\n      // 1. Fill any pending orders against this bar\n      this.fillPendingOrders(bar);\n\n      // 2. Mark-to-market after fills resolve\n      this.portfolio.mark(bar.time, bar.close);\n\n      // 3. Run strategy for the next bar (if there is one)\n      if (i < data.length - 1) {\n        const ctx = this.makeContext(bar, i, data.slice(0, i + 1));\n        strategy(ctx);\n      }\n    }\n\n    // Cancel anything left pending\n    for (const order of this.pendingOrders) {\n      if (order.status === 'pending') order.status = 'cancelled';\n    }\n\n    const equityCurve = this.portfolio.getEquityCurve();\n    const initialCash = this.portfolio.getInitialCash();\n    const trades = this.portfolio.getTrades();\n    const finalEquity = equityCurve.length > 0\n      ? equityCurve[equityCurve.length - 1].equity\n      : initialCash;\n\n    return {\n      fills: this.portfolio.getFills(),\n      trades,\n      equityCurve,\n      initialCash,\n      finalEquity,\n      metrics: computeRiskMetrics(initialCash, equityCurve, trades),\n    };\n  }\n\n  private fillPendingOrders(bar: OHLCBar): void {\n    for (const order of this.pendingOrders) {\n      if (order.status !== 'pending') continue;\n      const fillPrice = this.resolveFillPrice(order, bar);\n      if (fillPrice === null) {\n        if (order.timeInForce === 'day' || order.timeInForce === 'ioc') {\n          order.status = 'cancelled';\n        }\n        continue;\n      }\n      const adjustedPrice = this.slippage.apply(fillPrice, order.side, bar);\n      const commission = this.commission.calculate(order.quantity, adjustedPrice);\n      const fill: Fill = {\n        orderId: order.id,\n        time: bar.time,\n        price: adjustedPrice,\n        quantity: order.quantity,\n        side: order.side,\n        commission,\n        slippage: Math.abs(adjustedPrice - fillPrice),\n        tag: order.tag,\n      };\n      this.portfolio.applyFill(fill);\n      order.status = 'filled';\n    }\n    this.pendingOrders = this.pendingOrders.filter(\n      (o) => o.status === 'pending',\n    );\n  }\n\n  private resolveFillPrice(order: PendingOrder, bar: OHLCBar): number | null {\n    switch (order.type) {\n      case 'market':\n        return bar.open;\n      case 'limit':\n        if (order.price === undefined) return null;\n        if (order.side === 'long' && bar.low <= order.price) {\n          return Math.min(order.price, bar.open);\n        }\n        if (order.side === 'short' && bar.high >= order.price) {\n          return Math.max(order.price, bar.open);\n        }\n        return null;\n      case 'stop':\n        if (order.price === undefined) return null;\n        if (order.side === 'long' && bar.high >= order.price) {\n          return Math.max(order.price, bar.open);\n        }\n        if (order.side === 'short' && bar.low <= order.price) {\n          return Math.min(order.price, bar.open);\n        }\n        return null;\n    }\n  }\n\n  private makeContext(\n    bar: OHLCBar,\n    index: number,\n    history: ReadonlyArray<OHLCBar>,\n  ): StrategyContext {\n    const portfolio = this.portfolio;\n    return {\n      bar,\n      index,\n      history,\n      position: portfolio.getPosition(),\n      cash: portfolio.getCash(),\n      equity: portfolio.equity(bar.close),\n      placeOrder: (order) => this.placeOrder(order, bar.time),\n      close: (tag) => this.closePosition(bar.time, tag),\n      cancel: (orderId) => this.cancelOrder(orderId),\n    };\n  }\n\n  private placeOrder(\n    raw: Omit<BacktestOrder, 'id'> & { id?: string },\n    placedAt: number,\n  ): string {\n    if (raw.quantity <= 0) {\n      throw new Error('order quantity must be > 0');\n    }\n    if (!this.allowShort && raw.side === 'short') {\n      // `allowShort: false` means \"don't go net short\". A sell that only\n      // closes (or reduces) an existing long position is not shorting.\n      const pos = this.portfolio.getPosition();\n      const closesExistingLong =\n        pos !== null && pos.side === 'long' && raw.quantity <= pos.quantity;\n      if (!closesExistingLong) {\n        throw new Error('shorting is disabled');\n      }\n    }\n    const id = raw.id ?? `o-${++this.orderSeq}`;\n    this.pendingOrders.push({\n      id,\n      side: raw.side,\n      type: raw.type,\n      quantity: raw.quantity,\n      price: raw.price,\n      tag: raw.tag,\n      timeInForce: raw.timeInForce ?? 'gtc',\n      status: 'pending',\n      placedAt,\n    });\n    return id;\n  }\n\n  private closePosition(placedAt: number, tag?: string): string | null {\n    const pos = this.portfolio.getPosition();\n    if (!pos) return null;\n    const closeSide: Side = pos.side === 'long' ? 'short' : 'long';\n    return this.placeOrder(\n      { side: closeSide, type: 'market', quantity: pos.quantity, tag },\n      placedAt,\n    );\n  }\n\n  private cancelOrder(orderId: string): boolean {\n    const order = this.pendingOrders.find((o) => o.id === orderId);\n    if (!order || order.status !== 'pending') return false;\n    order.status = 'cancelled';\n    return true;\n  }\n}\n","import type { ClosedTrade } from './types.js';\n\nexport interface MonteCarloOptions {\n  /** Number of simulations to run. Default 1000. */\n  simulations?: number;\n  /** Deterministic seed (mulberry32). Default `Date.now() ^ 0`. */\n  seed?: number;\n  /** Percentiles to compute on the final-equity distribution. Default [5, 25, 50, 75, 95]. */\n  percentiles?: number[];\n}\n\nexport interface MonteCarloEquityBand {\n  step: number;\n  p5: number;\n  p25: number;\n  p50: number;\n  p75: number;\n  p95: number;\n}\n\nexport interface MonteCarloResult {\n  simulations: number;\n  initialCash: number;\n  /** Per-step equity percentiles (length = trades.length + 1). */\n  equityBands: MonteCarloEquityBand[];\n  /** Final-equity percentiles, keyed by the percentile values requested. */\n  finalEquityPercentiles: Record<string, number>;\n  /** Probability the final equity is above the initial cash. */\n  probabilityProfitable: number;\n  /** Worst single-simulation max drawdown (in % of running peak). */\n  worstMaxDrawdownPct: number;\n}\n\n/**\n * Monte Carlo simulation that randomizes the *order* of realised trades and\n * replays them. This isolates path-dependence: a strategy that depends on\n * lucky sequencing will show a wide P5/P95 band, while a robust edge stays\n * tight. It does NOT bootstrap from per-bar returns — that's a different\n * (and noisier) flavor for a future addition.\n *\n * Implementation notes:\n *   - Each simulation is O(trades.length); total cost ≈ sims × trades.\n *   - Equity bands are computed at the trade-resolution timeline (one point\n *     per closed trade), so 1000 sims × 100 trades ≈ 100k float ops — fast.\n *   - Uses mulberry32 PRNG so results are reproducible with a fixed seed.\n */\nexport function runMonteCarlo(\n  initialCash: number,\n  trades: ReadonlyArray<ClosedTrade>,\n  opts: MonteCarloOptions = {},\n): MonteCarloResult {\n  const simulations = opts.simulations ?? 1000;\n  const percentiles = (opts.percentiles ?? [5, 25, 50, 75, 95]).slice().sort((a, b) => a - b);\n  const rng = mulberry32(opts.seed ?? (Date.now() ^ 0x5a3c));\n\n  if (trades.length === 0 || simulations <= 0) {\n    return {\n      simulations,\n      initialCash,\n      equityBands: [{ step: 0, p5: initialCash, p25: initialCash, p50: initialCash, p75: initialCash, p95: initialCash }],\n      finalEquityPercentiles: Object.fromEntries(percentiles.map(p => [`p${p}`, initialCash])),\n      probabilityProfitable: 0,\n      worstMaxDrawdownPct: 0,\n    };\n  }\n\n  const pnls = trades.map(t => t.pnl);\n  const steps = trades.length + 1; // includes the starting point\n\n  // Reuse arrays across simulations — avoid GC pressure for 1000+ runs.\n  const shuffled = pnls.slice();\n  const finals = new Float64Array(simulations);\n  // equityMatrix[i][s] = equity at step s of simulation i. Allocated flat.\n  const equityMatrix = new Float64Array(simulations * steps);\n  let worstDrawdown = 0;\n  let profitableCount = 0;\n\n  for (let i = 0; i < simulations; i++) {\n    fisherYates(shuffled, rng);\n\n    let equity = initialCash;\n    let peak = initialCash;\n    let maxDd = 0;\n    const base = i * steps;\n    equityMatrix[base] = equity;\n\n    for (let s = 0; s < shuffled.length; s++) {\n      equity += shuffled[s];\n      equityMatrix[base + s + 1] = equity;\n      if (equity > peak) peak = equity;\n      const dd = peak > 0 ? (peak - equity) / peak : 0;\n      if (dd > maxDd) maxDd = dd;\n    }\n\n    finals[i] = equity;\n    if (equity > initialCash) profitableCount++;\n    if (maxDd > worstDrawdown) worstDrawdown = maxDd;\n  }\n\n  // Per-step bands: collect each step's column, sort, pick percentiles.\n  const equityBands: MonteCarloEquityBand[] = [];\n  const stepColumn = new Float64Array(simulations);\n  for (let s = 0; s < steps; s++) {\n    for (let i = 0; i < simulations; i++) {\n      stepColumn[i] = equityMatrix[i * steps + s];\n    }\n    // Float64Array supports sort in place, but doesn't accept a comparator —\n    // it sorts numerically by default, which is exactly what we want.\n    stepColumn.sort();\n    equityBands.push({\n      step: s,\n      p5: percentileFromSorted(stepColumn, 5),\n      p25: percentileFromSorted(stepColumn, 25),\n      p50: percentileFromSorted(stepColumn, 50),\n      p75: percentileFromSorted(stepColumn, 75),\n      p95: percentileFromSorted(stepColumn, 95),\n    });\n  }\n\n  // Final-equity percentiles\n  const sortedFinals = new Float64Array(finals);\n  sortedFinals.sort();\n  const finalEquityPercentiles: Record<string, number> = {};\n  for (const p of percentiles) {\n    finalEquityPercentiles[`p${p}`] = percentileFromSorted(sortedFinals, p);\n  }\n\n  return {\n    simulations,\n    initialCash,\n    equityBands,\n    finalEquityPercentiles,\n    probabilityProfitable: profitableCount / simulations,\n    worstMaxDrawdownPct: worstDrawdown * 100,\n  };\n}\n\nfunction fisherYates(arr: number[], rng: () => number): void {\n  for (let i = arr.length - 1; i > 0; i--) {\n    const j = Math.floor(rng() * (i + 1));\n    const tmp = arr[i];\n    arr[i] = arr[j];\n    arr[j] = tmp;\n  }\n}\n\nfunction percentileFromSorted(sorted: ArrayLike<number>, p: number): number {\n  if (sorted.length === 0) return 0;\n  if (sorted.length === 1) return sorted[0];\n  // Linear interpolation between adjacent ranks — same convention as numpy's\n  // default. Index = (p/100) * (n - 1).\n  const idx = (p / 100) * (sorted.length - 1);\n  const lo = Math.floor(idx);\n  const hi = Math.ceil(idx);\n  if (lo === hi) return sorted[lo];\n  return sorted[lo] * (hi - idx) + sorted[hi] * (idx - lo);\n}\n\n/**\n * Mulberry32 — small, fast, well-distributed PRNG. Deterministic given a\n * seed; collisions are negligible for sample sizes below 2^32.\n */\nfunction mulberry32(seed: number): () => number {\n  let a = seed >>> 0;\n  return () => {\n    a = (a + 0x6D2B79F5) >>> 0;\n    let t = a;\n    t = Math.imul(t ^ (t >>> 15), t | 1);\n    t ^= t + Math.imul(t ^ (t >>> 7), t | 61);\n    return ((t ^ (t >>> 14)) >>> 0) / 4294967296;\n  };\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface SmaCrossOptions {\n  fastPeriod?: number;\n  slowPeriod?: number;\n  /** Position size (units, not cash). */\n  size?: number;\n  /** Tag attached to placed orders for reporting. */\n  tag?: string;\n}\n\n/**\n * Classic SMA cross strategy.\n *\n * Goes long on the bar after the fast SMA crosses above the slow SMA, closes\n * (or reverses, depending on `allowShort`) on the opposite cross. The cross\n * is detected on `ctx.history.length - 1` (i.e. the closing bar that the\n * strategy is reacting to), so the fill happens on the next bar's open —\n * matching the backtester's no-look-ahead semantics.\n */\nexport function smaCrossStrategy(options: SmaCrossOptions = {}): StrategyFn {\n  const fastPeriod = options.fastPeriod ?? 10;\n  const slowPeriod = options.slowPeriod ?? 30;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'sma-cross';\n\n  if (fastPeriod >= slowPeriod) {\n    throw new Error('smaCrossStrategy: fastPeriod must be less than slowPeriod');\n  }\n\n  return (ctx: StrategyContext) => {\n    // Need slowPeriod + 1 closes to detect a cross (yesterday vs today SMAs).\n    if (ctx.index < slowPeriod) return;\n\n    const closes = ctx.history;\n    const fastNow = sma(closes, ctx.index, fastPeriod);\n    const slowNow = sma(closes, ctx.index, slowPeriod);\n    const fastPrev = sma(closes, ctx.index - 1, fastPeriod);\n    const slowPrev = sma(closes, ctx.index - 1, slowPeriod);\n\n    const crossedUp = fastPrev <= slowPrev && fastNow > slowNow;\n    const crossedDown = fastPrev >= slowPrev && fastNow < slowNow;\n\n    if (crossedUp) {\n      if (ctx.position?.side === 'short') ctx.close(tag);\n      if (!ctx.position || ctx.position.side === 'short') {\n        ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n      }\n    } else if (crossedDown) {\n      if (ctx.position?.side === 'long') ctx.close(tag);\n    }\n  };\n}\n\nfunction sma(history: ReadonlyArray<{ close: number }>, endIdx: number, period: number): number {\n  let sum = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) {\n    sum += history[i].close;\n  }\n  return sum / period;\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface RsiReversionOptions {\n  period?: number;\n  oversold?: number;\n  overbought?: number;\n  size?: number;\n  tag?: string;\n}\n\n/**\n * RSI(14) mean-reversion. Goes long when RSI crosses up through `oversold`\n * (default 30); exits when RSI crosses up through `overbought` (default 70).\n * No shorts — pure mean-reversion long-only by default.\n */\nexport function rsiReversionStrategy(options: RsiReversionOptions = {}): StrategyFn {\n  const period = options.period ?? 14;\n  const oversold = options.oversold ?? 30;\n  const overbought = options.overbought ?? 70;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'rsi-reversion';\n\n  return (ctx: StrategyContext) => {\n    if (ctx.index < period + 1) return;\n    const rsiNow = rsi(ctx.history, ctx.index, period);\n    const rsiPrev = rsi(ctx.history, ctx.index - 1, period);\n\n    const enteringFromOversold = rsiPrev < oversold && rsiNow >= oversold;\n    const enteringFromOverbought = rsiPrev < overbought && rsiNow >= overbought;\n\n    if (enteringFromOversold && !ctx.position) {\n      ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n    } else if (enteringFromOverbought && ctx.position?.side === 'long') {\n      ctx.close(tag);\n    }\n  };\n}\n\nfunction rsi(history: ReadonlyArray<{ close: number }>, endIdx: number, period: number): number {\n  let gains = 0;\n  let losses = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) {\n    const change = history[i].close - history[i - 1].close;\n    if (change >= 0) gains += change;\n    else losses -= change;\n  }\n  if (losses === 0) return 100;\n  const rs = (gains / period) / (losses / period);\n  return 100 - 100 / (1 + rs);\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface DonchianBreakoutOptions {\n  /** Lookback for the entry channel high/low. */\n  entryPeriod?: number;\n  /** Lookback for the exit channel — usually shorter than entry. */\n  exitPeriod?: number;\n  size?: number;\n  tag?: string;\n}\n\n/**\n * Donchian channel breakout — classic Turtle-style trend follower.\n *\n * Long entry: close > highest high of last `entryPeriod` bars (excluding current).\n * Long exit:  close < lowest low of last `exitPeriod` bars (excluding current).\n * Mirror on the short side when `allowShort` is enabled by the backtester.\n */\nexport function donchianBreakoutStrategy(options: DonchianBreakoutOptions = {}): StrategyFn {\n  const entryPeriod = options.entryPeriod ?? 20;\n  const exitPeriod = options.exitPeriod ?? 10;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'donchian-breakout';\n\n  return (ctx: StrategyContext) => {\n    if (ctx.index < entryPeriod) return;\n\n    const close = ctx.bar.close;\n    const entryHigh = highestHigh(ctx.history, ctx.index - entryPeriod, ctx.index - 1);\n    const entryLow = lowestLow(ctx.history, ctx.index - entryPeriod, ctx.index - 1);\n    const exitHigh = highestHigh(ctx.history, ctx.index - exitPeriod, ctx.index - 1);\n    const exitLow = lowestLow(ctx.history, ctx.index - exitPeriod, ctx.index - 1);\n\n    if (!ctx.position) {\n      if (close > entryHigh) {\n        ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n      } else if (close < entryLow) {\n        ctx.placeOrder({ side: 'short', type: 'market', quantity: size, tag });\n      }\n    } else if (ctx.position.side === 'long' && close < exitLow) {\n      ctx.close(tag);\n    } else if (ctx.position.side === 'short' && close > exitHigh) {\n      ctx.close(tag);\n    }\n  };\n}\n\nfunction highestHigh(history: ReadonlyArray<{ high: number }>, from: number, to: number): number {\n  let h = -Infinity;\n  for (let i = Math.max(0, from); i <= to; i++) {\n    if (history[i].high > h) h = history[i].high;\n  }\n  return h;\n}\n\nfunction lowestLow(history: ReadonlyArray<{ low: number }>, from: number, to: number): number {\n  let l = Infinity;\n  for (let i = Math.max(0, from); i <= to; i++) {\n    if (history[i].low < l) l = history[i].low;\n  }\n  return l;\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface BollingerReversionOptions {\n  period?: number;\n  /** Number of standard deviations for the bands. */\n  stdDev?: number;\n  size?: number;\n  tag?: string;\n}\n\n/**\n * Bollinger Band mean-reversion. Goes long when price closes below the lower\n * band and re-enters; exits when price re-touches the middle band (SMA).\n * Long-only — relies on the backtester's `allowShort: false` semantics to\n * happily close longs without throwing.\n */\nexport function bollingerReversionStrategy(options: BollingerReversionOptions = {}): StrategyFn {\n  const period = options.period ?? 20;\n  const stdDev = options.stdDev ?? 2;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'bollinger-reversion';\n\n  return (ctx: StrategyContext) => {\n    if (ctx.index < period) return;\n\n    const { mid, lower } = bollinger(ctx.history, ctx.index, period, stdDev);\n    const close = ctx.bar.close;\n\n    if (!ctx.position && close <= lower) {\n      ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n    } else if (ctx.position?.side === 'long' && close >= mid) {\n      ctx.close(tag);\n    }\n  };\n}\n\nfunction bollinger(\n  history: ReadonlyArray<{ close: number }>,\n  endIdx: number,\n  period: number,\n  stdDev: number,\n): { mid: number; upper: number; lower: number } {\n  let sum = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) sum += history[i].close;\n  const mid = sum / period;\n\n  let varSum = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) {\n    const diff = history[i].close - mid;\n    varSum += diff * diff;\n  }\n  const sd = Math.sqrt(varSum / period);\n  return { mid, upper: mid + stdDev * sd, lower: mid - stdDev * sd 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+{"version":3,"file":"index.cjs","names":[],"sources":["../src/commission.ts","../src/slippage.ts","../src/Portfolio.ts","../src/RiskMetrics.ts","../src/Backtester.ts","../src/MonteCarlo.ts","../src/strategies/smaCross.ts","../src/strategies/rsiReversion.ts","../src/strategies/donchianBreakout.ts","../src/strategies/bollingerReversion.ts"],"sourcesContent":["import type { CommissionModel } from './types.js';\n\nexport class FixedCommission implements CommissionModel {\n  constructor(private readonly perTrade: number) {}\n\n  calculate(): number {\n    return this.perTrade;\n  }\n}\n\nexport class PercentCommission implements CommissionModel {\n  /** rate = 0.001 → 10 bps per trade notional. */\n  constructor(private readonly rate: number) {}\n\n  calculate(quantity: number, price: number): number {\n    return Math.abs(quantity) * price * this.rate;\n  }\n}\n\nexport class PerShareCommission implements CommissionModel {\n  /** Minimum total commission per trade (optional). */\n  constructor(\n    private readonly perShare: number,\n    private readonly minimum = 0,\n  ) {}\n\n  calculate(quantity: number): number {\n    return Math.max(this.minimum, Math.abs(quantity) * this.perShare);\n  }\n}\n\nexport const ZERO_COMMISSION: CommissionModel = {\n  calculate: () => 0,\n};\n","import type { OHLCBar } from '@tradecanvas/commons';\nimport type { Side, SlippageModel } from './types.js';\n\nexport const NO_SLIPPAGE: SlippageModel = {\n  apply: (price) => price,\n};\n\nexport class PercentSlippage implements SlippageModel {\n  /** rate = 0.0005 → 5bps adverse */\n  constructor(private readonly rate: number) {}\n\n  apply(intendedPrice: number, side: Side): number {\n    const adverse = side === 'long' ? 1 + this.rate : 1 - this.rate;\n    return intendedPrice * adverse;\n  }\n}\n\nexport class RangeBasedSlippage implements SlippageModel {\n  /** factor = 0.1 → 10% of the bar's range pushes against the order */\n  constructor(private readonly factor: number) {}\n\n  apply(intendedPrice: number, side: Side, bar: OHLCBar): number {\n    const range = bar.high - bar.low;\n    const push = range * this.factor;\n    return side === 'long' ? intendedPrice + push : intendedPrice - push;\n  }\n}\n","import type {\n  ClosedTrade,\n  EquityPoint,\n  Fill,\n  PortfolioPosition,\n  Side,\n} from './types.js';\n\nexport interface PortfolioOptions {\n  initialCash: number;\n}\n\n/**\n * Tracks cash, a single net position, realized PnL, and the equity curve.\n *\n * Simplifying assumptions:\n *  - One symbol at a time. Opposing fills net against the existing position.\n *  - Realized PnL is computed when a fill reduces or flips the position.\n *  - Equity = cash + position market value (mark-to-market).\n */\nexport class Portfolio {\n  private cash: number;\n  private readonly initialCash: number;\n  private position: PortfolioPosition | null = null;\n  private readonly fills: Fill[] = [];\n  private readonly trades: ClosedTrade[] = [];\n  private readonly equityCurve: EquityPoint[] = [];\n  private realizedPnl = 0;\n\n  constructor(opts: PortfolioOptions) {\n    if (opts.initialCash <= 0) throw new Error('initialCash must be > 0');\n    this.cash = opts.initialCash;\n    this.initialCash = opts.initialCash;\n  }\n\n  getCash(): number {\n    return this.cash;\n  }\n\n  getPosition(): Readonly<PortfolioPosition> | null {\n    return this.position;\n  }\n\n  getFills(): ReadonlyArray<Fill> {\n    return this.fills;\n  }\n\n  getTrades(): ReadonlyArray<ClosedTrade> {\n    return this.trades;\n  }\n\n  getEquityCurve(): ReadonlyArray<EquityPoint> {\n    return this.equityCurve;\n  }\n\n  getInitialCash(): number {\n    return this.initialCash;\n  }\n\n  getRealizedPnl(): number {\n    return this.realizedPnl;\n  }\n\n  unrealizedPnl(price: number): number {\n    if (!this.position) return 0;\n    const dir = this.position.side === 'long' ? 1 : -1;\n    return (price - this.position.averagePrice) * this.position.quantity * dir;\n  }\n\n  equity(price: number): number {\n    return this.cash + this.positionValue(price);\n  }\n\n  positionValue(price: number): number {\n    if (!this.position) return 0;\n    const dir = this.position.side === 'long' ? 1 : -1;\n    return this.position.quantity * price * dir;\n  }\n\n  /** Apply a fill: cash flow + position update + realized PnL. */\n  applyFill(fill: Fill): void {\n    this.fills.push(fill);\n\n    const signed = fill.side === 'long' ? fill.quantity : -fill.quantity;\n    this.cash -= signed * fill.price;\n    this.cash -= fill.commission;\n\n    if (!this.position) {\n      this.position = {\n        side: fill.side,\n        quantity: fill.quantity,\n        averagePrice: fill.price,\n        openedAt: fill.time,\n        tag: fill.tag,\n      };\n      return;\n    }\n\n    if (this.position.side === fill.side) {\n      // Same direction: average up\n      const totalQty = this.position.quantity + fill.quantity;\n      this.position = {\n        ...this.position,\n        quantity: totalQty,\n        averagePrice:\n          (this.position.averagePrice * this.position.quantity +\n            fill.price * fill.quantity) /\n          totalQty,\n      };\n      return;\n    }\n\n    // Opposite direction: close or flip\n    const closing = Math.min(this.position.quantity, fill.quantity);\n    const dir = this.position.side === 'long' ? 1 : -1;\n    const pnl = (fill.price - this.position.averagePrice) * closing * dir;\n\n    this.realizedPnl += pnl;\n    this.trades.push({\n      entryTime: this.position.openedAt,\n      exitTime: fill.time,\n      side: this.position.side,\n      quantity: closing,\n      entryPrice: this.position.averagePrice,\n      exitPrice: fill.price,\n      pnl,\n      pnlPct: (fill.price / this.position.averagePrice - 1) * dir,\n      commission: fill.commission,\n      tag: fill.tag ?? this.position.tag,\n    });\n\n    const remaining = this.position.quantity - fill.quantity;\n    if (remaining > 0) {\n      this.position = { ...this.position, quantity: remaining };\n    } else if (remaining < 0) {\n      this.position = {\n        side: fill.side,\n        quantity: -remaining,\n        averagePrice: fill.price,\n        openedAt: fill.time,\n        tag: fill.tag,\n      };\n    } else {\n      this.position = null;\n    }\n  }\n\n  /** Snapshot equity at the current bar close. */\n  mark(time: number, price: number): void {\n    const positionValue = this.positionValue(price);\n    const unrealizedPnl = this.unrealizedPnl(price);\n    this.equityCurve.push({\n      time,\n      equity: this.cash + positionValue,\n      cash: this.cash,\n      positionValue,\n      unrealizedPnl,\n      realizedPnl: this.realizedPnl,\n    });\n  }\n\n  reverseSide(side: Side): Side {\n    return side === 'long' ? 'short' : 'long';\n  }\n}\n","import type {\n  ClosedTrade,\n  EquityPoint,\n  RiskMetrics,\n} from './types.js';\n\nconst MS_PER_YEAR = 365 * 24 * 60 * 60 * 1000;\n\nexport interface RiskMetricsOptions {\n  /** Periods per year for Sharpe/Sortino annualization. Auto-detected from equity timestamps if omitted. */\n  periodsPerYear?: number;\n  /** Annual risk-free rate, default 0. */\n  riskFreeRate?: number;\n}\n\n/**\n * Compute summary risk and return metrics from an equity curve and closed trades.\n *\n * Returns NaN/0 fallbacks for degenerate inputs (empty curve, single point, no losses)\n * so downstream UIs can render safely.\n */\nexport function computeRiskMetrics(\n  initialCash: number,\n  equityCurve: ReadonlyArray<EquityPoint>,\n  trades: ReadonlyArray<ClosedTrade>,\n  opts: RiskMetricsOptions = {},\n): RiskMetrics {\n  if (equityCurve.length < 2) {\n    return emptyMetrics(initialCash, equityCurve, trades);\n  }\n\n  const finalEquity = equityCurve[equityCurve.length - 1].equity;\n  const totalReturn = finalEquity - initialCash;\n  const totalReturnPct = totalReturn / initialCash;\n\n  const periodsPerYear =\n    opts.periodsPerYear ?? inferPeriodsPerYear(equityCurve);\n  const riskFreeRate = opts.riskFreeRate ?? 0;\n  const periodRiskFree = riskFreeRate / periodsPerYear;\n\n  const returns = periodReturns(equityCurve);\n  const meanReturn = mean(returns);\n  const stdDev = standardDeviation(returns, meanReturn);\n  const downsideDev = downsideDeviation(returns, periodRiskFree);\n\n  const sharpe = stdDev === 0\n    ? 0\n    : ((meanReturn - periodRiskFree) / stdDev) * Math.sqrt(periodsPerYear);\n  const sortino = downsideDev === 0\n    ? 0\n    : ((meanReturn - periodRiskFree) / downsideDev) * Math.sqrt(periodsPerYear);\n\n  const elapsedMs =\n    equityCurve[equityCurve.length - 1].time - equityCurve[0].time;\n  const years = elapsedMs > 0 ? elapsedMs / MS_PER_YEAR : 0;\n  const cagr = years > 0\n    ? Math.pow(finalEquity / initialCash, 1 / years) - 1\n    : 0;\n\n  const { maxDrawdown, maxDrawdownPct } = computeDrawdown(equityCurve);\n  const calmar = maxDrawdownPct > 0 ? cagr / maxDrawdownPct : 0;\n\n  const tradeStats = summarizeTrades(trades);\n\n  return {\n    totalReturn,\n    totalReturnPct,\n    cagr,\n    sharpe,\n    sortino,\n    calmar,\n    maxDrawdown,\n    maxDrawdownPct,\n    ...tradeStats,\n  };\n}\n\nfunction emptyMetrics(\n  initialCash: number,\n  equityCurve: ReadonlyArray<EquityPoint>,\n  trades: ReadonlyArray<ClosedTrade>,\n): RiskMetrics {\n  const finalEquity = equityCurve.length > 0\n    ? equityCurve[equityCurve.length - 1].equity\n    : initialCash;\n  return {\n    totalReturn: finalEquity - initialCash,\n    totalReturnPct: (finalEquity - initialCash) / initialCash,\n    cagr: 0,\n    sharpe: 0,\n    sortino: 0,\n    calmar: 0,\n    maxDrawdown: 0,\n    maxDrawdownPct: 0,\n    ...summarizeTrades(trades),\n  };\n}\n\nfunction periodReturns(curve: ReadonlyArray<EquityPoint>): number[] {\n  const result: number[] = [];\n  for (let i = 1; i < curve.length; i++) {\n    const prev = curve[i - 1].equity;\n    if (prev <= 0) {\n      result.push(0);\n      continue;\n    }\n    result.push(curve[i].equity / prev - 1);\n  }\n  return result;\n}\n\nfunction mean(values: number[]): number {\n  if (values.length === 0) return 0;\n  let sum = 0;\n  for (const v of values) sum += v;\n  return sum / values.length;\n}\n\nfunction standardDeviation(values: number[], avg: number): number {\n  if (values.length < 2) return 0;\n  let acc = 0;\n  for (const v of values) acc += (v - avg) ** 2;\n  return Math.sqrt(acc / (values.length - 1));\n}\n\nfunction downsideDeviation(values: number[], target: number): number {\n  if (values.length < 2) return 0;\n  let acc = 0;\n  let count = 0;\n  for (const v of values) {\n    const diff = v - target;\n    if (diff < 0) {\n      acc += diff ** 2;\n      count++;\n    }\n  }\n  if (count === 0) return 0;\n  return Math.sqrt(acc / count);\n}\n\nfunction computeDrawdown(curve: ReadonlyArray<EquityPoint>): {\n  maxDrawdown: number;\n  maxDrawdownPct: number;\n} {\n  let peak = curve[0].equity;\n  let maxDd = 0;\n  let maxDdPct = 0;\n  for (const point of curve) {\n    if (point.equity > peak) peak = point.equity;\n    const dd = peak - point.equity;\n    if (dd > maxDd) {\n      maxDd = dd;\n      maxDdPct = peak > 0 ? dd / peak : 0;\n    }\n  }\n  return { maxDrawdown: maxDd, maxDrawdownPct: maxDdPct };\n}\n\nfunction summarizeTrades(trades: ReadonlyArray<ClosedTrade>): {\n  winRate: number;\n  profitFactor: number;\n  expectancy: number;\n  averageWin: number;\n  averageLoss: number;\n  trades: number;\n} {\n  if (trades.length === 0) {\n    return {\n      winRate: 0,\n      profitFactor: 0,\n      expectancy: 0,\n      averageWin: 0,\n      averageLoss: 0,\n      trades: 0,\n    };\n  }\n\n  let wins = 0;\n  let losses = 0;\n  let totalWin = 0;\n  let totalLoss = 0;\n  for (const t of trades) {\n    if (t.pnl > 0) {\n      wins++;\n      totalWin += t.pnl;\n    } else if (t.pnl < 0) {\n      losses++;\n      totalLoss += -t.pnl;\n    }\n  }\n\n  const winRate = wins / trades.length;\n  const averageWin = wins > 0 ? totalWin / wins : 0;\n  const averageLoss = losses > 0 ? totalLoss / losses : 0;\n  const profitFactor = totalLoss > 0 ? totalWin / totalLoss : totalWin > 0 ? Infinity : 0;\n  const expectancy = winRate * averageWin - (1 - winRate) * averageLoss;\n\n  return {\n    winRate,\n    profitFactor,\n    expectancy,\n    averageWin,\n    averageLoss,\n    trades: trades.length,\n  };\n}\n\nfunction inferPeriodsPerYear(curve: ReadonlyArray<EquityPoint>): number {\n  if (curve.length < 2) return 252;\n  const deltas: number[] = [];\n  for (let i = 1; i < curve.length && i < 50; i++) {\n    deltas.push(curve[i].time - curve[i - 1].time);\n  }\n  const avgMs = mean(deltas);\n  if (avgMs <= 0) return 252;\n  const perYear = MS_PER_YEAR / avgMs;\n  // Snap to common cadences for stability\n  if (perYear > 200_000) return 365 * 24 * 60; // 1m\n  if (perYear > 50_000) return 365 * 24 * 4; // 15m\n  if (perYear > 5_000) return 365 * 24; // hourly\n  if (perYear > 200) return 252; // daily trading\n  if (perYear > 40) return 52; // weekly\n  return 12; // monthly fallback\n}\n","import type { OHLCBar, DataSeries } from '@tradecanvas/commons';\nimport { ZERO_COMMISSION } from './commission.js';\nimport { NO_SLIPPAGE } from './slippage.js';\nimport { Portfolio } from './Portfolio.js';\nimport { computeRiskMetrics } from './RiskMetrics.js';\nimport type {\n  BacktestOptions,\n  BacktestOrder,\n  BacktestResult,\n  CommissionModel,\n  Fill,\n  OrderStatus,\n  Side,\n  SlippageModel,\n  StrategyContext,\n  StrategyFn,\n} from './types.js';\n\ninterface PendingOrder extends BacktestOrder {\n  status: OrderStatus;\n  placedAt: number;\n}\n\n/**\n * Bar-by-bar backtest engine.\n *\n * Execution model:\n *  - Strategy fn runs at close of each bar\n *  - Orders placed on bar N fill on bar N+1's open (market) or when\n *    bar N+1 trades through the limit/stop price\n *  - Equity is marked to close of every bar\n *\n * The engine is intentionally headless — no chart dependency — and produces\n * a result that can be visualised via @tradecanvas/chart's EquityCurveRenderer\n * or rendered into a report. See README for wiring examples.\n */\nexport class Backtester {\n  private readonly commission: CommissionModel;\n  private readonly slippage: SlippageModel;\n  private readonly allowShort: boolean;\n  private readonly portfolio: Portfolio;\n  private pendingOrders: PendingOrder[] = [];\n  private orderSeq = 0;\n\n  constructor(opts: BacktestOptions) {\n    this.commission = opts.commission ?? ZERO_COMMISSION;\n    this.slippage = opts.slippage ?? NO_SLIPPAGE;\n    this.allowShort = opts.allowShort ?? true;\n    this.portfolio = new Portfolio({ initialCash: opts.initialCash });\n  }\n\n  run(data: DataSeries, strategy: StrategyFn): BacktestResult {\n    if (data.length < 2) {\n      throw new Error('Backtester requires at least 2 bars');\n    }\n\n    for (let i = 0; i < data.length; i++) {\n      const bar = data[i];\n\n      // 1. Fill any pending orders against this bar\n      this.fillPendingOrders(bar);\n\n      // 2. Mark-to-market after fills resolve\n      this.portfolio.mark(bar.time, bar.close);\n\n      // 3. Run strategy for the next bar (if there is one)\n      if (i < data.length - 1) {\n        const ctx = this.makeContext(bar, i, data.slice(0, i + 1));\n        strategy(ctx);\n      }\n    }\n\n    // Cancel anything left pending\n    for (const order of this.pendingOrders) {\n      if (order.status === 'pending') order.status = 'cancelled';\n    }\n\n    const equityCurve = this.portfolio.getEquityCurve();\n    const initialCash = this.portfolio.getInitialCash();\n    const trades = this.portfolio.getTrades();\n    const finalEquity = equityCurve.length > 0\n      ? equityCurve[equityCurve.length - 1].equity\n      : initialCash;\n\n    return {\n      fills: this.portfolio.getFills(),\n      trades,\n      equityCurve,\n      initialCash,\n      finalEquity,\n      metrics: computeRiskMetrics(initialCash, equityCurve, trades),\n    };\n  }\n\n  private fillPendingOrders(bar: OHLCBar): void {\n    for (const order of this.pendingOrders) {\n      if (order.status !== 'pending') continue;\n      const fillPrice = this.resolveFillPrice(order, bar);\n      if (fillPrice === null) {\n        if (order.timeInForce === 'day' || order.timeInForce === 'ioc') {\n          order.status = 'cancelled';\n        }\n        continue;\n      }\n      const adjustedPrice = this.slippage.apply(fillPrice, order.side, bar);\n      const commission = this.commission.calculate(order.quantity, adjustedPrice);\n      const fill: Fill = {\n        orderId: order.id,\n        time: bar.time,\n        price: adjustedPrice,\n        quantity: order.quantity,\n        side: order.side,\n        commission,\n        slippage: Math.abs(adjustedPrice - fillPrice),\n        tag: order.tag,\n      };\n      this.portfolio.applyFill(fill);\n      order.status = 'filled';\n    }\n    this.pendingOrders = this.pendingOrders.filter(\n      (o) => o.status === 'pending',\n    );\n  }\n\n  private resolveFillPrice(order: PendingOrder, bar: OHLCBar): number | null {\n    switch (order.type) {\n      case 'market':\n        return bar.open;\n      case 'limit':\n        if (order.price === undefined) return null;\n        if (order.side === 'long' && bar.low <= order.price) {\n          return Math.min(order.price, bar.open);\n        }\n        if (order.side === 'short' && bar.high >= order.price) {\n          return Math.max(order.price, bar.open);\n        }\n        return null;\n      case 'stop':\n        if (order.price === undefined) return null;\n        if (order.side === 'long' && bar.high >= order.price) {\n          return Math.max(order.price, bar.open);\n        }\n        if (order.side === 'short' && bar.low <= order.price) {\n          return Math.min(order.price, bar.open);\n        }\n        return null;\n    }\n  }\n\n  private makeContext(\n    bar: OHLCBar,\n    index: number,\n    history: ReadonlyArray<OHLCBar>,\n  ): StrategyContext {\n    const portfolio = this.portfolio;\n    return {\n      bar,\n      index,\n      history,\n      position: portfolio.getPosition(),\n      cash: portfolio.getCash(),\n      equity: portfolio.equity(bar.close),\n      placeOrder: (order) => this.placeOrder(order, bar.time),\n      close: (tag) => this.closePosition(bar.time, tag),\n      cancel: (orderId) => this.cancelOrder(orderId),\n    };\n  }\n\n  private placeOrder(\n    raw: Omit<BacktestOrder, 'id'> & { id?: string },\n    placedAt: number,\n  ): string {\n    if (raw.quantity <= 0) {\n      throw new Error('order quantity must be > 0');\n    }\n    if (!this.allowShort && raw.side === 'short') {\n      // `allowShort: false` means \"don't go net short\". A sell that only\n      // closes (or reduces) an existing long position is not shorting.\n      const pos = this.portfolio.getPosition();\n      const closesExistingLong =\n        pos !== null && pos.side === 'long' && raw.quantity <= pos.quantity;\n      if (!closesExistingLong) {\n        throw new Error('shorting is disabled');\n      }\n    }\n    const id = raw.id ?? `o-${++this.orderSeq}`;\n    this.pendingOrders.push({\n      id,\n      side: raw.side,\n      type: raw.type,\n      quantity: raw.quantity,\n      price: raw.price,\n      tag: raw.tag,\n      timeInForce: raw.timeInForce ?? 'gtc',\n      status: 'pending',\n      placedAt,\n    });\n    return id;\n  }\n\n  private closePosition(placedAt: number, tag?: string): string | null {\n    const pos = this.portfolio.getPosition();\n    if (!pos) return null;\n    const closeSide: Side = pos.side === 'long' ? 'short' : 'long';\n    return this.placeOrder(\n      { side: closeSide, type: 'market', quantity: pos.quantity, tag },\n      placedAt,\n    );\n  }\n\n  private cancelOrder(orderId: string): boolean {\n    const order = this.pendingOrders.find((o) => o.id === orderId);\n    if (!order || order.status !== 'pending') return false;\n    order.status = 'cancelled';\n    return true;\n  }\n}\n","import type { ClosedTrade } from './types.js';\n\nexport interface MonteCarloOptions {\n  /** Number of simulations to run. Default 1000. */\n  simulations?: number;\n  /** Deterministic seed (mulberry32). Default `Date.now() ^ 0`. */\n  seed?: number;\n  /** Percentiles to compute on the final-equity distribution. Default [5, 25, 50, 75, 95]. */\n  percentiles?: number[];\n}\n\nexport interface MonteCarloEquityBand {\n  step: number;\n  p5: number;\n  p25: number;\n  p50: number;\n  p75: number;\n  p95: number;\n}\n\nexport interface MonteCarloResult {\n  simulations: number;\n  initialCash: number;\n  /** Per-step equity percentiles (length = trades.length + 1). */\n  equityBands: MonteCarloEquityBand[];\n  /** Final-equity percentiles, keyed by the percentile values requested. */\n  finalEquityPercentiles: Record<string, number>;\n  /** Probability the final equity is above the initial cash. */\n  probabilityProfitable: number;\n  /** Worst single-simulation max drawdown (in % of running peak). */\n  worstMaxDrawdownPct: number;\n}\n\n/**\n * Monte Carlo simulation that randomizes the *order* of realised trades and\n * replays them. This isolates path-dependence: a strategy that depends on\n * lucky sequencing will show a wide P5/P95 band, while a robust edge stays\n * tight. It does NOT bootstrap from per-bar returns — that's a different\n * (and noisier) flavor for a future addition.\n *\n * Implementation notes:\n *   - Each simulation is O(trades.length); total cost ≈ sims × trades.\n *   - Equity bands are computed at the trade-resolution timeline (one point\n *     per closed trade), so 1000 sims × 100 trades ≈ 100k float ops — fast.\n *   - Uses mulberry32 PRNG so results are reproducible with a fixed seed.\n */\nexport function runMonteCarlo(\n  initialCash: number,\n  trades: ReadonlyArray<ClosedTrade>,\n  opts: MonteCarloOptions = {},\n): MonteCarloResult {\n  const simulations = opts.simulations ?? 1000;\n  const percentiles = (opts.percentiles ?? [5, 25, 50, 75, 95]).slice().sort((a, b) => a - b);\n  const rng = mulberry32(opts.seed ?? (Date.now() ^ 0x5a3c));\n\n  if (trades.length === 0 || simulations <= 0) {\n    return {\n      simulations,\n      initialCash,\n      equityBands: [{ step: 0, p5: initialCash, p25: initialCash, p50: initialCash, p75: initialCash, p95: initialCash }],\n      finalEquityPercentiles: Object.fromEntries(percentiles.map(p => [`p${p}`, initialCash])),\n      probabilityProfitable: 0,\n      worstMaxDrawdownPct: 0,\n    };\n  }\n\n  const pnls = trades.map(t => t.pnl);\n  const steps = trades.length + 1; // includes the starting point\n\n  // Reuse arrays across simulations — avoid GC pressure for 1000+ runs.\n  const shuffled = pnls.slice();\n  const finals = new Float64Array(simulations);\n  // equityMatrix[i][s] = equity at step s of simulation i. Allocated flat.\n  const equityMatrix = new Float64Array(simulations * steps);\n  let worstDrawdown = 0;\n  let profitableCount = 0;\n\n  for (let i = 0; i < simulations; i++) {\n    fisherYates(shuffled, rng);\n\n    let equity = initialCash;\n    let peak = initialCash;\n    let maxDd = 0;\n    const base = i * steps;\n    equityMatrix[base] = equity;\n\n    for (let s = 0; s < shuffled.length; s++) {\n      equity += shuffled[s];\n      equityMatrix[base + s + 1] = equity;\n      if (equity > peak) peak = equity;\n      const dd = peak > 0 ? (peak - equity) / peak : 0;\n      if (dd > maxDd) maxDd = dd;\n    }\n\n    finals[i] = equity;\n    if (equity > initialCash) profitableCount++;\n    if (maxDd > worstDrawdown) worstDrawdown = maxDd;\n  }\n\n  // Per-step bands: collect each step's column, sort, pick percentiles.\n  const equityBands: MonteCarloEquityBand[] = [];\n  const stepColumn = new Float64Array(simulations);\n  for (let s = 0; s < steps; s++) {\n    for (let i = 0; i < simulations; i++) {\n      stepColumn[i] = equityMatrix[i * steps + s];\n    }\n    // Float64Array supports sort in place, but doesn't accept a comparator —\n    // it sorts numerically by default, which is exactly what we want.\n    stepColumn.sort();\n    equityBands.push({\n      step: s,\n      p5: percentileFromSorted(stepColumn, 5),\n      p25: percentileFromSorted(stepColumn, 25),\n      p50: percentileFromSorted(stepColumn, 50),\n      p75: percentileFromSorted(stepColumn, 75),\n      p95: percentileFromSorted(stepColumn, 95),\n    });\n  }\n\n  // Final-equity percentiles\n  const sortedFinals = new Float64Array(finals);\n  sortedFinals.sort();\n  const finalEquityPercentiles: Record<string, number> = {};\n  for (const p of percentiles) {\n    finalEquityPercentiles[`p${p}`] = percentileFromSorted(sortedFinals, p);\n  }\n\n  return {\n    simulations,\n    initialCash,\n    equityBands,\n    finalEquityPercentiles,\n    probabilityProfitable: profitableCount / simulations,\n    worstMaxDrawdownPct: worstDrawdown * 100,\n  };\n}\n\nfunction fisherYates(arr: number[], rng: () => number): void {\n  for (let i = arr.length - 1; i > 0; i--) {\n    const j = Math.floor(rng() * (i + 1));\n    const tmp = arr[i];\n    arr[i] = arr[j];\n    arr[j] = tmp;\n  }\n}\n\nfunction percentileFromSorted(sorted: ArrayLike<number>, p: number): number {\n  if (sorted.length === 0) return 0;\n  if (sorted.length === 1) return sorted[0];\n  // Linear interpolation between adjacent ranks — same convention as numpy's\n  // default. Index = (p/100) * (n - 1).\n  const idx = (p / 100) * (sorted.length - 1);\n  const lo = Math.floor(idx);\n  const hi = Math.ceil(idx);\n  if (lo === hi) return sorted[lo];\n  return sorted[lo] * (hi - idx) + sorted[hi] * (idx - lo);\n}\n\n/**\n * Mulberry32 — small, fast, well-distributed PRNG. Deterministic given a\n * seed; collisions are negligible for sample sizes below 2^32.\n */\nfunction mulberry32(seed: number): () => number {\n  let a = seed >>> 0;\n  return () => {\n    a = (a + 0x6D2B79F5) >>> 0;\n    let t = a;\n    t = Math.imul(t ^ (t >>> 15), t | 1);\n    t ^= t + Math.imul(t ^ (t >>> 7), t | 61);\n    return ((t ^ (t >>> 14)) >>> 0) / 4294967296;\n  };\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface SmaCrossOptions {\n  fastPeriod?: number;\n  slowPeriod?: number;\n  /** Position size (units, not cash). */\n  size?: number;\n  /** Tag attached to placed orders for reporting. */\n  tag?: string;\n}\n\n/**\n * Classic SMA cross strategy.\n *\n * Goes long on the bar after the fast SMA crosses above the slow SMA, closes\n * (or reverses, depending on `allowShort`) on the opposite cross. The cross\n * is detected on `ctx.history.length - 1` (i.e. the closing bar that the\n * strategy is reacting to), so the fill happens on the next bar's open —\n * matching the backtester's no-look-ahead semantics.\n */\nexport function smaCrossStrategy(options: SmaCrossOptions = {}): StrategyFn {\n  const fastPeriod = options.fastPeriod ?? 10;\n  const slowPeriod = options.slowPeriod ?? 30;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'sma-cross';\n\n  if (fastPeriod >= slowPeriod) {\n    throw new Error('smaCrossStrategy: fastPeriod must be less than slowPeriod');\n  }\n\n  return (ctx: StrategyContext) => {\n    // Need slowPeriod + 1 closes to detect a cross (yesterday vs today SMAs).\n    if (ctx.index < slowPeriod) return;\n\n    const closes = ctx.history;\n    const fastNow = sma(closes, ctx.index, fastPeriod);\n    const slowNow = sma(closes, ctx.index, slowPeriod);\n    const fastPrev = sma(closes, ctx.index - 1, fastPeriod);\n    const slowPrev = sma(closes, ctx.index - 1, slowPeriod);\n\n    const crossedUp = fastPrev <= slowPrev && fastNow > slowNow;\n    const crossedDown = fastPrev >= slowPrev && fastNow < slowNow;\n\n    if (crossedUp) {\n      if (ctx.position?.side === 'short') ctx.close(tag);\n      if (!ctx.position || ctx.position.side === 'short') {\n        ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n      }\n    } else if (crossedDown) {\n      if (ctx.position?.side === 'long') ctx.close(tag);\n    }\n  };\n}\n\nfunction sma(history: ReadonlyArray<{ close: number }>, endIdx: number, period: number): number {\n  let sum = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) {\n    sum += history[i].close;\n  }\n  return sum / period;\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface RsiReversionOptions {\n  period?: number;\n  oversold?: number;\n  overbought?: number;\n  size?: number;\n  tag?: string;\n}\n\n/**\n * RSI(14) mean-reversion. Goes long when RSI crosses up through `oversold`\n * (default 30); exits when RSI crosses up through `overbought` (default 70).\n * No shorts — pure mean-reversion long-only by default.\n */\nexport function rsiReversionStrategy(options: RsiReversionOptions = {}): StrategyFn {\n  const period = options.period ?? 14;\n  const oversold = options.oversold ?? 30;\n  const overbought = options.overbought ?? 70;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'rsi-reversion';\n\n  return (ctx: StrategyContext) => {\n    if (ctx.index < period + 1) return;\n    const rsiNow = rsi(ctx.history, ctx.index, period);\n    const rsiPrev = rsi(ctx.history, ctx.index - 1, period);\n\n    const enteringFromOversold = rsiPrev < oversold && rsiNow >= oversold;\n    const enteringFromOverbought = rsiPrev < overbought && rsiNow >= overbought;\n\n    if (enteringFromOversold && !ctx.position) {\n      ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n    } else if (enteringFromOverbought && ctx.position?.side === 'long') {\n      ctx.close(tag);\n    }\n  };\n}\n\nfunction rsi(history: ReadonlyArray<{ close: number }>, endIdx: number, period: number): number {\n  let gains = 0;\n  let losses = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) {\n    const change = history[i].close - history[i - 1].close;\n    if (change >= 0) gains += change;\n    else losses -= change;\n  }\n  if (losses === 0) return 100;\n  const rs = (gains / period) / (losses / period);\n  return 100 - 100 / (1 + rs);\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface DonchianBreakoutOptions {\n  /** Lookback for the entry channel high/low. */\n  entryPeriod?: number;\n  /** Lookback for the exit channel — usually shorter than entry. */\n  exitPeriod?: number;\n  size?: number;\n  tag?: string;\n}\n\n/**\n * Donchian channel breakout — classic Turtle-style trend follower.\n *\n * Long entry: close > highest high of last `entryPeriod` bars (excluding current).\n * Long exit:  close < lowest low of last `exitPeriod` bars (excluding current).\n * Mirror on the short side when `allowShort` is enabled by the backtester.\n */\nexport function donchianBreakoutStrategy(options: DonchianBreakoutOptions = {}): StrategyFn {\n  const entryPeriod = options.entryPeriod ?? 20;\n  const exitPeriod = options.exitPeriod ?? 10;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'donchian-breakout';\n\n  return (ctx: StrategyContext) => {\n    if (ctx.index < entryPeriod) return;\n\n    const close = ctx.bar.close;\n    const entryHigh = highestHigh(ctx.history, ctx.index - entryPeriod, ctx.index - 1);\n    const entryLow = lowestLow(ctx.history, ctx.index - entryPeriod, ctx.index - 1);\n    const exitHigh = highestHigh(ctx.history, ctx.index - exitPeriod, ctx.index - 1);\n    const exitLow = lowestLow(ctx.history, ctx.index - exitPeriod, ctx.index - 1);\n\n    if (!ctx.position) {\n      if (close > entryHigh) {\n        ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n      } else if (close < entryLow) {\n        ctx.placeOrder({ side: 'short', type: 'market', quantity: size, tag });\n      }\n    } else if (ctx.position.side === 'long' && close < exitLow) {\n      ctx.close(tag);\n    } else if (ctx.position.side === 'short' && close > exitHigh) {\n      ctx.close(tag);\n    }\n  };\n}\n\nfunction highestHigh(history: ReadonlyArray<{ high: number }>, from: number, to: number): number {\n  let h = -Infinity;\n  for (let i = Math.max(0, from); i <= to; i++) {\n    if (history[i].high > h) h = history[i].high;\n  }\n  return h;\n}\n\nfunction lowestLow(history: ReadonlyArray<{ low: number }>, from: number, to: number): number {\n  let l = Infinity;\n  for (let i = Math.max(0, from); i <= to; i++) {\n    if (history[i].low < l) l = history[i].low;\n  }\n  return l;\n}\n","import type { StrategyFn, StrategyContext } from '../types.js';\n\nexport interface BollingerReversionOptions {\n  period?: number;\n  /** Number of standard deviations for the bands. */\n  stdDev?: number;\n  size?: number;\n  tag?: string;\n}\n\n/**\n * Bollinger Band mean-reversion. Goes long when price closes below the lower\n * band and re-enters; exits when price re-touches the middle band (SMA).\n * Long-only — relies on the backtester's `allowShort: false` semantics to\n * happily close longs without throwing.\n */\nexport function bollingerReversionStrategy(options: BollingerReversionOptions = {}): StrategyFn {\n  const period = options.period ?? 20;\n  const stdDev = options.stdDev ?? 2;\n  const size = options.size ?? 1;\n  const tag = options.tag ?? 'bollinger-reversion';\n\n  return (ctx: StrategyContext) => {\n    if (ctx.index < period) return;\n\n    const { mid, lower } = bollinger(ctx.history, ctx.index, period, stdDev);\n    const close = ctx.bar.close;\n\n    if (!ctx.position && close <= lower) {\n      ctx.placeOrder({ side: 'long', type: 'market', quantity: size, tag });\n    } else if (ctx.position?.side === 'long' && close >= mid) {\n      ctx.close(tag);\n    }\n  };\n}\n\nfunction bollinger(\n  history: ReadonlyArray<{ close: number }>,\n  endIdx: number,\n  period: number,\n  stdDev: number,\n): { mid: number; upper: number; lower: number } {\n  let sum = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) sum += history[i].close;\n  const mid = sum / period;\n\n  let varSum = 0;\n  for (let i = endIdx - period + 1; i <= endIdx; i++) {\n    const diff = history[i].close - mid;\n    varSum += diff * diff;\n  }\n  const sd = Math.sqrt(varSum / period);\n  return { mid, upper: mid + stdDev * sd, lower: mid - stdDev * sd 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