@tradejs/core 1.0.0

package/dist/data.js

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+"use strict";
+var __create = Object.create;
+var __defProp = Object.defineProperty;
+var __getOwnPropDesc = Object.getOwnPropertyDescriptor;
+var __getOwnPropNames = Object.getOwnPropertyNames;
+var __getProtoOf = Object.getPrototypeOf;
+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 __toESM = (mod, isNodeMode, target) => (target = mod != null ? __create(__getProtoOf(mod)) : {}, __copyProps(
+  // If the importer is in node compatibility mode or this is not an ESM
+  // file that has been converted to a CommonJS file using a Babel-
+  // compatible transform (i.e. "__esModule" has not been set), then set
+  // "default" to the CommonJS "module.exports" for node compatibility.
+  isNodeMode || !mod || !mod.__esModule ? __defProp(target, "default", { value: mod, enumerable: true }) : target,
+  mod
+));
+var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: true }), mod);
+
+// src/data.ts
+var data_exports = {};
+__export(data_exports, {
+  cloneArrayValues: () => cloneArrayValues,
+  intervalToMs: () => intervalToMs,
+  isWrongData: () => isWrongData,
+  mergeData: () => mergeData
+});
+module.exports = __toCommonJS(data_exports);
+
+// src/utils/array.ts
+var import_lodash = __toESM(require("lodash"));
+var intervalToMs = (interval) => {
+  const minutes = {
+    "1": 1,
+    "3": 3,
+    "5": 5,
+    "15": 15,
+    "30": 30,
+    "60": 60,
+    "120": 120,
+    "240": 240,
+    "360": 360,
+    "720": 720
+  };
+  if (interval in minutes) {
+    return minutes[interval] * 60 * 1e3;
+  }
+  switch (interval) {
+    case "D":
+      return 24 * 60 * 60 * 1e3;
+    case "W":
+      return 7 * 24 * 60 * 60 * 1e3;
+    case "M":
+      return 30 * 24 * 60 * 60 * 1e3;
+    default:
+      throw new Error(`Unknown interval: ${interval}`);
+  }
+};
+var mergeData = (a1, a2) => {
+  const res = {
+    ...import_lodash.default.keyBy(a1, "timestamp"),
+    ...import_lodash.default.keyBy(a2, "timestamp")
+  };
+  return Object.values(res).sort((b1, b2) => b1.timestamp - b2.timestamp);
+};
+var isWrongData = (interval, data) => {
+  if (data.length < 2) return false;
+  const step = intervalToMs(interval);
+  for (let i = 1; i < data.length; i++) {
+    const prev = data[i - 1].timestamp;
+    const curr = data[i].timestamp;
+    if (curr - prev !== step) {
+      return true;
+    }
+  }
+  return false;
+};
+var cloneArrayValues = (record) => Object.fromEntries(
+  Object.entries(record).map(([key, value]) => [
+    key,
+    Array.isArray(value) ? value.slice() : value
+  ])
+);
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  cloneArrayValues,
+  intervalToMs,
+  isWrongData,
+  mergeData
+});

package/dist/data.mjs

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+import {
+  cloneArrayValues,
+  intervalToMs,
+  isWrongData,
+  mergeData
+} from "./chunk-M7QGVZ3J.mjs";
+export {
+  cloneArrayValues,
+  intervalToMs,
+  isWrongData,
+  mergeData
+};

package/dist/figures.d.mts

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+import { StrategyFigureLine, StrategyFigurePoints, StrategyFigureZone, OrderLogData, StrategyEntryModelFigures, TrendLine, Signal } from '@tradejs/types';
+import { Chart } from 'klinecharts';
+
+type MarkerShape = 'RECT' | 'DIAMOND' | 'STAR' | 'CIRCLE' | 'SQUARE' | 'TRIANGLE';
+interface MarkerMeta {
+    shape: MarkerShape;
+    color: string;
+    timestamp: number;
+    value: number;
+    type: string;
+    profit: number;
+    amount: number;
+    tradeIndex: number;
+}
+interface EntryLineExtendData {
+    line: StrategyFigureLine;
+}
+interface EntryPointsExtendData {
+    points: StrategyFigurePoints;
+}
+interface EntryZoneExtendData {
+    zone: StrategyFigureZone;
+}
+
+type Coordinate$2 = {
+    x: number;
+    y: number;
+};
+type CreatePointFiguresParams$2 = {
+    coordinates: Coordinate$2[];
+    overlay: {
+        extendData?: EntryLineExtendData;
+    };
+};
+declare const createEntryLinePointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams$2) => {
+    type: string;
+    attrs: {
+        coordinates: Coordinate$2[];
+    };
+    styles: {
+        color: string;
+        size: number;
+        style: "solid" | "dashed";
+    };
+}[];
+
+type Coordinate$1 = {
+    x: number;
+    y: number;
+};
+type CreatePointFiguresParams$1 = {
+    coordinates: Coordinate$1[];
+    overlay: {
+        extendData?: EntryPointsExtendData;
+    };
+};
+declare const createEntryPointsPointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams$1) => any[];
+
+type Coordinate = {
+    x: number;
+    y: number;
+};
+type CreatePointFiguresParams = {
+    coordinates: Coordinate[];
+    overlay: {
+        extendData?: EntryZoneExtendData;
+    };
+};
+declare const createEntryZonePointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams) => {
+    type: string;
+    attrs: {
+        x: number;
+        y: number;
+        width: number;
+        height: number;
+    };
+    styles: {
+        color: string;
+        borderColor: string;
+        size: number;
+    };
+}[];
+
+type FigureOverlayRef = {
+    name: 'BacktestEntryLine' | 'BacktestEntryPoints' | 'BacktestEntryZone';
+    id: string;
+};
+declare const ensureBaseFigureOverlaysRegistered: () => void;
+declare const convertTrendLineToFigures: (trendLine: TrendLine) => StrategyEntryModelFigures;
+declare const normalizeSignalFigures: (signal?: Signal | null) => StrategyEntryModelFigures | undefined;
+declare const collectSignalFiguresFromOrderLog: (events: OrderLogData) => Array<{
+    figures: StrategyEntryModelFigures;
+    signalId?: string;
+    index: number;
+}>;
+declare const drawSignalFigures: ({ chart, idPrefix, figures, }: {
+    chart: Chart;
+    idPrefix: string;
+    figures: StrategyEntryModelFigures;
+}) => FigureOverlayRef[];
+declare const removeSignalFigures: (chart: Chart, overlays: FigureOverlayRef[]) => void;
+
+export { type EntryLineExtendData, type EntryPointsExtendData, type EntryZoneExtendData, type FigureOverlayRef, type MarkerMeta, type MarkerShape, collectSignalFiguresFromOrderLog, convertTrendLineToFigures, createEntryLinePointFigure, createEntryPointsPointFigure, createEntryZonePointFigure, drawSignalFigures, ensureBaseFigureOverlaysRegistered, normalizeSignalFigures, removeSignalFigures };

package/dist/figures.d.ts

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+import { StrategyFigureLine, StrategyFigurePoints, StrategyFigureZone, OrderLogData, StrategyEntryModelFigures, TrendLine, Signal } from '@tradejs/types';
+import { Chart } from 'klinecharts';
+
+type MarkerShape = 'RECT' | 'DIAMOND' | 'STAR' | 'CIRCLE' | 'SQUARE' | 'TRIANGLE';
+interface MarkerMeta {
+    shape: MarkerShape;
+    color: string;
+    timestamp: number;
+    value: number;
+    type: string;
+    profit: number;
+    amount: number;
+    tradeIndex: number;
+}
+interface EntryLineExtendData {
+    line: StrategyFigureLine;
+}
+interface EntryPointsExtendData {
+    points: StrategyFigurePoints;
+}
+interface EntryZoneExtendData {
+    zone: StrategyFigureZone;
+}
+
+type Coordinate$2 = {
+    x: number;
+    y: number;
+};
+type CreatePointFiguresParams$2 = {
+    coordinates: Coordinate$2[];
+    overlay: {
+        extendData?: EntryLineExtendData;
+    };
+};
+declare const createEntryLinePointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams$2) => {
+    type: string;
+    attrs: {
+        coordinates: Coordinate$2[];
+    };
+    styles: {
+        color: string;
+        size: number;
+        style: "solid" | "dashed";
+    };
+}[];
+
+type Coordinate$1 = {
+    x: number;
+    y: number;
+};
+type CreatePointFiguresParams$1 = {
+    coordinates: Coordinate$1[];
+    overlay: {
+        extendData?: EntryPointsExtendData;
+    };
+};
+declare const createEntryPointsPointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams$1) => any[];
+
+type Coordinate = {
+    x: number;
+    y: number;
+};
+type CreatePointFiguresParams = {
+    coordinates: Coordinate[];
+    overlay: {
+        extendData?: EntryZoneExtendData;
+    };
+};
+declare const createEntryZonePointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams) => {
+    type: string;
+    attrs: {
+        x: number;
+        y: number;
+        width: number;
+        height: number;
+    };
+    styles: {
+        color: string;
+        borderColor: string;
+        size: number;
+    };
+}[];
+
+type FigureOverlayRef = {
+    name: 'BacktestEntryLine' | 'BacktestEntryPoints' | 'BacktestEntryZone';
+    id: string;
+};
+declare const ensureBaseFigureOverlaysRegistered: () => void;
+declare const convertTrendLineToFigures: (trendLine: TrendLine) => StrategyEntryModelFigures;
+declare const normalizeSignalFigures: (signal?: Signal | null) => StrategyEntryModelFigures | undefined;
+declare const collectSignalFiguresFromOrderLog: (events: OrderLogData) => Array<{
+    figures: StrategyEntryModelFigures;
+    signalId?: string;
+    index: number;
+}>;
+declare const drawSignalFigures: ({ chart, idPrefix, figures, }: {
+    chart: Chart;
+    idPrefix: string;
+    figures: StrategyEntryModelFigures;
+}) => FigureOverlayRef[];
+declare const removeSignalFigures: (chart: Chart, overlays: FigureOverlayRef[]) => void;
+
+export { type EntryLineExtendData, type EntryPointsExtendData, type EntryZoneExtendData, type FigureOverlayRef, type MarkerMeta, type MarkerShape, collectSignalFiguresFromOrderLog, convertTrendLineToFigures, createEntryLinePointFigure, createEntryPointsPointFigure, createEntryZonePointFigure, drawSignalFigures, ensureBaseFigureOverlaysRegistered, normalizeSignalFigures, removeSignalFigures };

package/dist/figures.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/figures.ts
+var figures_exports = {};
+__export(figures_exports, {
+  collectSignalFiguresFromOrderLog: () => collectSignalFiguresFromOrderLog,
+  convertTrendLineToFigures: () => convertTrendLineToFigures,
+  createEntryLinePointFigure: () => createEntryLinePointFigure,
+  createEntryPointsPointFigure: () => createEntryPointsPointFigure,
+  createEntryZonePointFigure: () => createEntryZonePointFigure,
+  drawSignalFigures: () => drawSignalFigures,
+  ensureBaseFigureOverlaysRegistered: () => ensureBaseFigureOverlaysRegistered,
+  normalizeSignalFigures: () => normalizeSignalFigures,
+  removeSignalFigures: () => removeSignalFigures
+});
+module.exports = __toCommonJS(figures_exports);
+
+// src/utils/figures/entryLinePointFigure.ts
+var createEntryLinePointFigure = ({
+  coordinates,
+  overlay
+}) => {
+  const line = overlay.extendData?.line;
+  const color = line?.color ?? "#facc15";
+  const size = Number(line?.width ?? 2);
+  const style = line?.style ?? "solid";
+  if (coordinates.length < 2) {
+    return [];
+  }
+  return [
+    {
+      type: "line",
+      attrs: {
+        coordinates: [coordinates[0], coordinates[coordinates.length - 1]]
+      },
+      styles: { color, size, style }
+    }
+  ];
+};
+
+// src/utils/figures/entryPointsPointFigure.ts
+var createEntryPointsPointFigure = ({
+  coordinates,
+  overlay
+}) => {
+  const points = overlay.extendData?.points;
+  const color = points?.color ?? "#ef4444";
+  const r = Number(points?.radius ?? 4);
+  const figures = [];
+  coordinates.forEach(({ x, y }, index) => {
+    figures.push({
+      type: "circle",
+      key: `entry_pt_${index}`,
+      attrs: { x, y, r },
+      styles: {
+        style: "fill",
+        color
+      },
+      ignoreEvent: true
+    });
+  });
+  return figures;
+};
+
+// src/utils/figures/entryZonePointFigure.ts
+var createEntryZonePointFigure = ({
+  coordinates,
+  overlay
+}) => {
+  const zone = overlay.extendData?.zone;
+  const color = zone?.color ?? "rgba(147,197,253,0.2)";
+  const borderColor = zone?.borderColor ?? "rgba(59,130,246,0.6)";
+  if (coordinates.length < 2) return [];
+  const [p1, p2] = coordinates;
+  const x = Math.min(p1.x, p2.x);
+  const y = Math.min(p1.y, p2.y);
+  const width = Math.abs(p2.x - p1.x);
+  const height = Math.abs(p2.y - p1.y);
+  return [
+    {
+      type: "rect",
+      attrs: { x, y, width, height },
+      styles: { color, borderColor, size: 1 }
+    }
+  ];
+};
+
+// src/utils/figures/signalFiguresPipeline.ts
+var import_klinecharts = require("klinecharts");
+var baseFiguresRegistered = false;
+var ensureBaseFigureOverlaysRegistered = () => {
+  if (baseFiguresRegistered) return;
+  (0, import_klinecharts.registerOverlay)({
+    name: "BacktestEntryLine",
+    totalStep: 2,
+    needDefaultPointFigure: false,
+    needDefaultXAxisFigure: false,
+    needDefaultYAxisFigure: false,
+    createPointFigures: createEntryLinePointFigure
+  });
+  (0, import_klinecharts.registerOverlay)({
+    name: "BacktestEntryPoints",
+    needDefaultPointFigure: true,
+    needDefaultXAxisFigure: false,
+    needDefaultYAxisFigure: false,
+    createPointFigures: createEntryPointsPointFigure
+  });
+  (0, import_klinecharts.registerOverlay)({
+    name: "BacktestEntryZone",
+    totalStep: 2,
+    needDefaultPointFigure: false,
+    needDefaultXAxisFigure: false,
+    needDefaultYAxisFigure: false,
+    createPointFigures: createEntryZonePointFigure
+  });
+  baseFiguresRegistered = true;
+};
+var toSortedPoints = (points = []) => [...points].sort((left, right) => left.timestamp - right.timestamp);
+var convertTrendLineToFigures = (trendLine) => ({
+  lines: [
+    {
+      id: trendLine.id,
+      kind: "trendline",
+      points: toSortedPoints(trendLine.points ?? []),
+      color: trendLine.mode === "lows" ? "#facc15" : "#fb923c",
+      width: 2,
+      style: "solid"
+    }
+  ],
+  points: [
+    {
+      id: `${trendLine.id}-points`,
+      kind: "trendline_points",
+      points: toSortedPoints([
+        ...trendLine.points ?? [],
+        ...trendLine.touches ?? []
+      ]),
+      color: "#ef4444",
+      radius: 4
+    }
+  ]
+});
+var normalizeSignalFigures = (signal) => {
+  const figures = signal?.figures;
+  if (!figures) return void 0;
+  const lines = [...figures.lines ?? []];
+  const points = [...figures.points ?? []];
+  const zones = [...figures.zones ?? []];
+  let merged = {
+    lines,
+    points,
+    zones
+  };
+  if (figures.trendLine) {
+    const fromTrendLine = convertTrendLineToFigures(figures.trendLine);
+    merged = {
+      lines: [...merged.lines ?? [], ...fromTrendLine.lines ?? []],
+      points: [...merged.points ?? [], ...fromTrendLine.points ?? []],
+      zones: [...merged.zones ?? [], ...fromTrendLine.zones ?? []]
+    };
+  }
+  if (!merged.lines?.length && !merged.points?.length && !merged.zones?.length) {
+    return void 0;
+  }
+  return {
+    ...merged.lines?.length ? { lines: merged.lines } : {},
+    ...merged.points?.length ? { points: merged.points } : {},
+    ...merged.zones?.length ? { zones: merged.zones } : {}
+  };
+};
+var collectSignalFiguresFromOrderLog = (events) => {
+  const result = [];
+  const seenSignalIds = /* @__PURE__ */ new Set();
+  for (let index = 0; index < events.length; index++) {
+    const event = events[index];
+    if (!event.type?.startsWith("OPEN_")) continue;
+    const signal = event.signal;
+    if (!signal) continue;
+    const figures = normalizeSignalFigures(signal);
+    if (!figures) continue;
+    const signalId = signal.signalId;
+    if (signalId) {
+      if (seenSignalIds.has(signalId)) continue;
+      seenSignalIds.add(signalId);
+    }
+    result.push({ figures, signalId, index });
+  }
+  return result;
+};
+var drawSignalFigures = ({
+  chart,
+  idPrefix,
+  figures
+}) => {
+  const created = [];
+  const lines = figures.lines ?? [];
+  const points = figures.points ?? [];
+  const zones = figures.zones ?? [];
+  for (let lineIndex = 0; lineIndex < lines.length; lineIndex++) {
+    const line = lines[lineIndex];
+    const linePoints = toSortedPoints(line.points ?? []);
+    if (linePoints.length < 2) continue;
+    const id = `${idPrefix}-line-${line.id ?? lineIndex}`;
+    chart.createOverlay({
+      name: "BacktestEntryLine",
+      id,
+      points: [linePoints[0], linePoints[linePoints.length - 1]],
+      zLevel: 10,
+      extendData: { line }
+    });
+    created.push({ name: "BacktestEntryLine", id });
+  }
+  for (let pointIndex = 0; pointIndex < points.length; pointIndex++) {
+    const pointsData = points[pointIndex];
+    const pointValues = toSortedPoints(pointsData.points ?? []);
+    if (pointValues.length === 0) continue;
+    const id = `${idPrefix}-points-${pointsData.id ?? pointIndex}`;
+    chart.createOverlay({
+      name: "BacktestEntryPoints",
+      id,
+      points: pointValues,
+      zLevel: 12,
+      extendData: { points: pointsData }
+    });
+    created.push({ name: "BacktestEntryPoints", id });
+  }
+  for (let zoneIndex = 0; zoneIndex < zones.length; zoneIndex++) {
+    const zone = zones[zoneIndex];
+    const id = `${idPrefix}-zone-${zone.id ?? zoneIndex}`;
+    chart.createOverlay({
+      name: "BacktestEntryZone",
+      id,
+      points: [zone.start, zone.end],
+      zLevel: 8,
+      extendData: { zone }
+    });
+    created.push({ name: "BacktestEntryZone", id });
+  }
+  return created;
+};
+var removeSignalFigures = (chart, overlays) => {
+  for (const overlay of overlays) {
+    chart.removeOverlay({ name: overlay.name, id: overlay.id });
+  }
+};
+// Annotate the CommonJS export names for ESM import in node:
+0 && (module.exports = {
+  collectSignalFiguresFromOrderLog,
+  convertTrendLineToFigures,
+  createEntryLinePointFigure,
+  createEntryPointsPointFigure,
+  createEntryZonePointFigure,
+  drawSignalFigures,
+  ensureBaseFigureOverlaysRegistered,
+  normalizeSignalFigures,
+  removeSignalFigures
+});