@tradejs/core 1.0.0

package/README.md

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+# @tradejs/core
+
+Browser-safe TradeJS public API for config, strategy authoring helpers, indicators, figures, math, and shared utilities.
+
+- Homepage: https://tradejs.dev
+- Documentation: https://docs.tradejs.dev
+- Quickstart: https://docs.tradejs.dev/getting-started/quickstart
+- Core API docs: https://docs.tradejs.dev/api/framework
+
+## Install
+
+```bash
+npm i @tradejs/core @tradejs/types
+```
+
+Add `@tradejs/node` when you need server/runtime execution helpers.
+
+## Public Surface
+
+Import only explicit public subpaths:
+
+- `@tradejs/core/config`
+- `@tradejs/core/strategies`
+- `@tradejs/core/indicators`
+- `@tradejs/core/backtest`
+- `@tradejs/core/math`
+- `@tradejs/core/time`
+- `@tradejs/core/api`
+- `@tradejs/core/figures`
+- `@tradejs/core/constants`
+- `@tradejs/core/data`
+- `@tradejs/core/json`
+- `@tradejs/core/async`
+- `@tradejs/core/pine`
+- `@tradejs/core/tickers`
+
+There is no root `@tradejs/core` import surface.
+
+## Minimal Example
+
+```ts
+import { defineConfig } from '@tradejs/core/config';
+import { basePreset } from '@tradejs/base';
+
+export default defineConfig(basePreset, {
+  strategies: ['@your-scope/tradejs-strategies'],
+  indicators: ['@your-scope/tradejs-indicators'],
+  connectors: ['@your-scope/tradejs-connectors'],
+});
+```
+
+## Import Rules
+
+- import plugin/config helpers from `@tradejs/core/config`
+- import browser-safe authoring helpers from explicit `@tradejs/core/*` subpaths
+- import shared contracts from `@tradejs/types`
+- do not use internal aliases like `@utils` / `@constants`
+- do not use non-public deep imports like `@tradejs/core/src/*`
+
+For runtime execution, Pine loading, plugin registries, and backtest orchestration, use `@tradejs/node`.

package/dist/api.d.mts

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+declare const API: {
+    get: <T>(url: string) => Promise<T>;
+    post: <T>(url: string, body: object) => Promise<T>;
+    delete: <T>(url: string) => Promise<T>;
+};
+
+export { API };

package/dist/api.d.ts

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+declare const API: {
+    get: <T>(url: string) => Promise<T>;
+    post: <T>(url: string, body: object) => Promise<T>;
+    delete: <T>(url: string) => Promise<T>;
+};
+
+export { API };

package/dist/api.js

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+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/api.ts
+var api_exports = {};
+__export(api_exports, {
+  API: () => API
+});
+module.exports = __toCommonJS(api_exports);
+var handleResponse = async (response) => {
+  if (!response.ok) {
+    const text = await response.text();
+    throw new Error(text || "API request failed");
+  }
+  return response.json();
+};
+var get = async (url) => {
+  const response = await fetch(url, {
+    method: "GET",
+    cache: "no-store"
+  });
+  return handleResponse(response);
+};
+var post = async (url, body) => {
+  const response = await fetch(url, {
+    method: "POST",
+    headers: {
+      "Content-Type": "application/json"
+    },
+    body: JSON.stringify(body)
+  });
+  return handleResponse(response);
+};
+var remove = async (url) => {
+  const response = await fetch(url, {
+    method: "DELETE"
+  });
+  return handleResponse(response);
+};
+var API = {
+  get,
+  post,
+  delete: remove
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  API
+});

package/dist/api.mjs

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+// src/api.ts
+var handleResponse = async (response) => {
+  if (!response.ok) {
+    const text = await response.text();
+    throw new Error(text || "API request failed");
+  }
+  return response.json();
+};
+var get = async (url) => {
+  const response = await fetch(url, {
+    method: "GET",
+    cache: "no-store"
+  });
+  return handleResponse(response);
+};
+var post = async (url, body) => {
+  const response = await fetch(url, {
+    method: "POST",
+    headers: {
+      "Content-Type": "application/json"
+    },
+    body: JSON.stringify(body)
+  });
+  return handleResponse(response);
+};
+var remove = async (url) => {
+  const response = await fetch(url, {
+    method: "DELETE"
+  });
+  return handleResponse(response);
+};
+var API = {
+  get,
+  post,
+  delete: remove
+};
+export {
+  API
+};

package/dist/async.d.mts

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+declare const runWithConcurrency: <T>(items: T[], concurrency: number, workerFn: (item: T, index: number) => Promise<void>) => Promise<void>;
+declare const delay: (delayMs?: number) => Promise<void>;
+
+export { delay, runWithConcurrency };

package/dist/async.d.ts

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+declare const runWithConcurrency: <T>(items: T[], concurrency: number, workerFn: (item: T, index: number) => Promise<void>) => Promise<void>;
+declare const delay: (delayMs?: number) => Promise<void>;
+
+export { delay, runWithConcurrency };

package/dist/async.js

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+"use strict";
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __hasOwnProp = Object.prototype.hasOwnProperty;
+var __export = (target, all) => {
+  for (var name in all)
+    __defProp(target, name, { get: all[name], enumerable: true });
+};
+var __copyProps = (to, from, except, desc) => {
+  if (from && typeof from === "object" || typeof from === "function") {
+    for (let key of __getOwnPropNames(from))
+      if (!__hasOwnProp.call(to, key) && key !== except)
+        __defProp(to, key, { get: () => from[key], enumerable: !(desc = __getOwnPropDesc(from, key)) || desc.enumerable });
+  }
+  return to;
+};
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/async.ts
+var async_exports = {};
+__export(async_exports, {
+  delay: () => delay,
+  runWithConcurrency: () => runWithConcurrency
+});
+module.exports = __toCommonJS(async_exports);
+
+// src/utils/async.ts
+var runWithConcurrency = async (items, concurrency, workerFn) => {
+  const queue = items.slice();
+  const worker = async () => {
+    while (queue.length > 0) {
+      const item = queue.shift();
+      const index = items.length - queue.length - 1;
+      await workerFn(item, index);
+    }
+  };
+  const workers = Array.from({ length: concurrency }, worker);
+  await Promise.all(workers);
+};
+var delay = async (delayMs = 1e3) => {
+  await new Promise((resolve) => setTimeout(resolve, delayMs));
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  delay,
+  runWithConcurrency
+});

package/dist/async.mjs

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+// src/utils/async.ts
+var runWithConcurrency = async (items, concurrency, workerFn) => {
+  const queue = items.slice();
+  const worker = async () => {
+    while (queue.length > 0) {
+      const item = queue.shift();
+      const index = items.length - queue.length - 1;
+      await workerFn(item, index);
+    }
+  };
+  const workers = Array.from({ length: concurrency }, worker);
+  await Promise.all(workers);
+};
+var delay = async (delayMs = 1e3) => {
+  await new Promise((resolve) => setTimeout(resolve, delayMs));
+};
+export {
+  delay,
+  runWithConcurrency
+};

package/dist/backtest.d.mts

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+import { StrategyConfigGrid, TestSuite, StrategyConfig, PositionLogData, TestStat, TestThresholdsKey, ThresholdLevel, TestWorkerResult } from '@tradejs/types';
+export { c as compactOrderLog, g as getTimeline } from './time-DEyFa2vI.mjs';
+
+type GenericConfig = StrategyConfig;
+declare const generateParamGrid: <T extends StrategyConfig>(paramOptions: StrategyConfigGrid) => T[];
+declare const generateName: (prefix: string) => string;
+declare const mergeConfigs: (configs: GenericConfig[]) => Record<string, unknown[]>;
+declare const createTestSuite: (userName: string, tickers: string[], strategyName: string, backtestConfig: StrategyConfigGrid, connectorName: string) => TestSuite;
+
+declare const parseTestName: (testName: string) => {
+    symbol: string;
+    testSuiteId: string;
+    testId: string;
+};
+
+/**
+ * Максимальная просадка (Max Drawdown) в процентах от бегающего пика.
+ * Формула по точкам amount_t:
+ *   peak_t = max(amount_0..t)
+ *   drawdown_t = (peak_t - amount_t) / peak_t * 100
+ *   MaxDD = max_t(drawdown_t)
+ * Ожидается, что amounts — это последовательные значения equity и > 0.
+ */
+declare const calculateMaxDrawdown: (amounts: number[]) => number;
+/**
+ * Рассчитывает компактный набор действительно полезных метрик:
+ * - Период и частота (periodDays/Months, trades, tradesPerMonth, exposure)
+ * - Доходность (final amount, netProfit, totalReturn %, CAGR %)
+ * - Риск (MaxDD %) и Calmar (CAGR / MaxDD)
+ * - Качество сделок (winRate %, payoff, expectancyPerTrade %, streaks)
+ * - Sharpe (годовой) — по месячным ретёрнам equity (EOM)
+ *
+ * Возвратные проценты (totalReturn, cagr, exposure, maxDrawdown, expectancyPerTrade) — уже в %.
+ * Шарп — безразмерная величина (annualized).
+ */
+declare const calculateStatsFull: (positionLogData: PositionLogData) => TestStat | null;
+declare const classifyMetric: (name: TestThresholdsKey, value: number) => ThresholdLevel;
+declare const getBacktestScore: (stat: Partial<TestStat>) => number;
+declare const sortBestTests: (results: TestWorkerResult[], limit?: number) => TestWorkerResult[];
+declare const getFormatted: (stat: Partial<TestStat> | undefined, key: TestThresholdsKey) => {
+    formatted: string;
+    level: ThresholdLevel;
+};
+
+export { calculateMaxDrawdown, calculateStatsFull, classifyMetric, createTestSuite, generateName, generateParamGrid, getBacktestScore, getFormatted, mergeConfigs, parseTestName, sortBestTests };

package/dist/backtest.d.ts

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+import { StrategyConfigGrid, TestSuite, StrategyConfig, PositionLogData, TestStat, TestThresholdsKey, ThresholdLevel, TestWorkerResult } from '@tradejs/types';
+export { c as compactOrderLog, g as getTimeline } from './time-DEyFa2vI.js';
+
+type GenericConfig = StrategyConfig;
+declare const generateParamGrid: <T extends StrategyConfig>(paramOptions: StrategyConfigGrid) => T[];
+declare const generateName: (prefix: string) => string;
+declare const mergeConfigs: (configs: GenericConfig[]) => Record<string, unknown[]>;
+declare const createTestSuite: (userName: string, tickers: string[], strategyName: string, backtestConfig: StrategyConfigGrid, connectorName: string) => TestSuite;
+
+declare const parseTestName: (testName: string) => {
+    symbol: string;
+    testSuiteId: string;
+    testId: string;
+};
+
+/**
+ * Максимальная просадка (Max Drawdown) в процентах от бегающего пика.
+ * Формула по точкам amount_t:
+ *   peak_t = max(amount_0..t)
+ *   drawdown_t = (peak_t - amount_t) / peak_t * 100
+ *   MaxDD = max_t(drawdown_t)
+ * Ожидается, что amounts — это последовательные значения equity и > 0.
+ */
+declare const calculateMaxDrawdown: (amounts: number[]) => number;
+/**
+ * Рассчитывает компактный набор действительно полезных метрик:
+ * - Период и частота (periodDays/Months, trades, tradesPerMonth, exposure)
+ * - Доходность (final amount, netProfit, totalReturn %, CAGR %)
+ * - Риск (MaxDD %) и Calmar (CAGR / MaxDD)
+ * - Качество сделок (winRate %, payoff, expectancyPerTrade %, streaks)
+ * - Sharpe (годовой) — по месячным ретёрнам equity (EOM)
+ *
+ * Возвратные проценты (totalReturn, cagr, exposure, maxDrawdown, expectancyPerTrade) — уже в %.
+ * Шарп — безразмерная величина (annualized).
+ */
+declare const calculateStatsFull: (positionLogData: PositionLogData) => TestStat | null;
+declare const classifyMetric: (name: TestThresholdsKey, value: number) => ThresholdLevel;
+declare const getBacktestScore: (stat: Partial<TestStat>) => number;
+declare const sortBestTests: (results: TestWorkerResult[], limit?: number) => TestWorkerResult[];
+declare const getFormatted: (stat: Partial<TestStat> | undefined, key: TestThresholdsKey) => {
+    formatted: string;
+    level: ThresholdLevel;
+};
+
+export { calculateMaxDrawdown, calculateStatsFull, classifyMetric, createTestSuite, generateName, generateParamGrid, getBacktestScore, getFormatted, mergeConfigs, parseTestName, sortBestTests };