@tradejs/core 1.0.8 → 1.0.10
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/backtest.d.mts +109 -9
- package/dist/backtest.d.ts +109 -9
- package/dist/backtest.js +487 -145
- package/dist/backtest.mjs +414 -82
- package/dist/chunk-7P2KNFD4.mjs +11847 -0
- package/dist/{chunk-JLORHLL6.mjs → chunk-DXJ4NCFJ.mjs} +65 -6
- package/dist/chunk-OJPHC3S2.mjs +8 -0
- package/dist/{chunk-PQETJ42A.mjs → chunk-PNBS6J3G.mjs} +22 -1
- package/dist/constants.d.mts +26 -5
- package/dist/constants.d.ts +26 -5
- package/dist/constants.js +81 -9
- package/dist/constants.mjs +31 -5
- package/dist/data.mjs +3 -5
- package/dist/grid.d.mts +9 -0
- package/dist/grid.d.ts +9 -0
- package/dist/grid.js +168 -0
- package/dist/grid.mjs +98 -0
- package/dist/indicators-Da_i06-8.d.mts +288 -0
- package/dist/indicators-Da_i06-8.d.ts +288 -0
- package/dist/indicators.d.mts +4 -39
- package/dist/indicators.d.ts +4 -39
- package/dist/indicators.js +10488 -423
- package/dist/indicators.mjs +11 -3
- package/dist/strategies.d.mts +31 -12
- package/dist/strategies.d.ts +31 -12
- package/dist/strategies.js +11283 -336
- package/dist/strategies.mjs +1246 -119
- package/dist/{time-BMkFD4Kd.d.mts → time-BQ3AXmxo.d.mts} +3 -1
- package/dist/{time-BMkFD4Kd.d.ts → time-BQ3AXmxo.d.ts} +3 -1
- package/dist/time.d.mts +1 -1
- package/dist/time.d.ts +1 -1
- package/dist/time.js +38 -0
- package/dist/time.mjs +6 -2
- package/dist/trade.d.mts +54 -0
- package/dist/trade.d.ts +54 -0
- package/dist/trade.js +352 -0
- package/dist/trade.mjs +264 -0
- package/package.json +19 -5
- package/dist/chunk-622V7IAT.mjs +0 -1810
- package/dist/indicators-B-GGjP5F.d.mts +0 -65
- package/dist/indicators-B-GGjP5F.d.ts +0 -65
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import { Candle, MlCandleIndicatorsSnapshot, IndicatorSnapshot, IndicatorsHistorySnapshot } from '@tradejs/types';
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declare const buildMlCandleIndicators: (candles: Candle[], btcCandles: Candle[]) => MlCandleIndicatorsSnapshot;
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type IndicatorValue = number | null | undefined;
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type TrendlineIndicatorHistoryPush = (key: string, value: number | null | undefined) => void;
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type TrendlineIndicators = {
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maFast: IndicatorValue;
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maMedium: IndicatorValue;
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maSlow: IndicatorValue;
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atr: IndicatorValue;
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atrPct: IndicatorValue;
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bbUpper: IndicatorValue;
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bbMiddle: IndicatorValue;
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bbLower: IndicatorValue;
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obv: IndicatorValue;
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smaObv: IndicatorValue;
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macd: IndicatorValue;
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macdSignal: IndicatorValue;
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macdHistogram: IndicatorValue;
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price24hPcnt: IndicatorValue;
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price1hPcnt: IndicatorValue;
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highPrice1h: IndicatorValue;
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lowPrice1h: IndicatorValue;
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volume1h: IndicatorValue;
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highPrice24h: IndicatorValue;
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lowPrice24h: IndicatorValue;
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volume24h: IndicatorValue;
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highLevel: IndicatorValue;
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lowLevel: IndicatorValue;
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prevClose: IndicatorValue;
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correlation: IndicatorValue;
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spread: IndicatorValue;
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};
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type CreateIndicatorsOptions = {
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includeMlPayload?: boolean;
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btcBinanceData?: Candle[];
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btcCoinbaseData?: Candle[];
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pluginRegistryScope?: string;
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};
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interface IndicatorPeriods {
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maFast: number;
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maMedium: number;
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maSlow: number;
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obvSma: number;
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atr: number;
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atrPctShort: number;
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atrPctLong: number;
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bb: number;
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bbStd: number;
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macdFast: number;
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macdSlow: number;
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macdSignal: number;
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levelLookback: number;
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levelDelay: number;
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}
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declare const applyIndicatorsToHistory: (indicators: TrendlineIndicators, pushIndicator: TrendlineIndicatorHistoryPush) => void;
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declare const createIndicators: (data: Candle[], btcData?: Candle[], options?: CreateIndicatorsOptions & {
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periods?: Partial<IndicatorPeriods>;
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}) => {
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next: (candle: Candle, btcCandle?: Candle) => IndicatorSnapshot | null;
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result: () => IndicatorsHistorySnapshot;
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};
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declare const buildMlTimeframeIndicators: (candles: Candle[], periods?: Partial<IndicatorPeriods>) => Record<string, number[]>;
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export { type IndicatorPeriods as I, applyIndicatorsToHistory as a, buildMlCandleIndicators as b, buildMlTimeframeIndicators as c, createIndicators as d };
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import { Candle, MlCandleIndicatorsSnapshot, IndicatorSnapshot, IndicatorsHistorySnapshot } from '@tradejs/types';
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declare const buildMlCandleIndicators: (candles: Candle[], btcCandles: Candle[]) => MlCandleIndicatorsSnapshot;
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type IndicatorValue = number | null | undefined;
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type TrendlineIndicatorHistoryPush = (key: string, value: number | null | undefined) => void;
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type TrendlineIndicators = {
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maFast: IndicatorValue;
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maMedium: IndicatorValue;
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maSlow: IndicatorValue;
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atr: IndicatorValue;
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atrPct: IndicatorValue;
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bbUpper: IndicatorValue;
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bbMiddle: IndicatorValue;
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bbLower: IndicatorValue;
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obv: IndicatorValue;
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smaObv: IndicatorValue;
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macd: IndicatorValue;
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macdSignal: IndicatorValue;
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macdHistogram: IndicatorValue;
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price24hPcnt: IndicatorValue;
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price1hPcnt: IndicatorValue;
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highPrice1h: IndicatorValue;
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lowPrice1h: IndicatorValue;
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volume1h: IndicatorValue;
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highPrice24h: IndicatorValue;
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lowPrice24h: IndicatorValue;
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volume24h: IndicatorValue;
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highLevel: IndicatorValue;
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lowLevel: IndicatorValue;
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prevClose: IndicatorValue;
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correlation: IndicatorValue;
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spread: IndicatorValue;
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};
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type CreateIndicatorsOptions = {
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includeMlPayload?: boolean;
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btcBinanceData?: Candle[];
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btcCoinbaseData?: Candle[];
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pluginRegistryScope?: string;
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};
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interface IndicatorPeriods {
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maFast: number;
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maMedium: number;
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maSlow: number;
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obvSma: number;
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atr: number;
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atrPctShort: number;
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atrPctLong: number;
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bb: number;
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bbStd: number;
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macdFast: number;
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macdSlow: number;
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macdSignal: number;
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levelLookback: number;
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levelDelay: number;
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}
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declare const applyIndicatorsToHistory: (indicators: TrendlineIndicators, pushIndicator: TrendlineIndicatorHistoryPush) => void;
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declare const createIndicators: (data: Candle[], btcData?: Candle[], options?: CreateIndicatorsOptions & {
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periods?: Partial<IndicatorPeriods>;
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}) => {
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next: (candle: Candle, btcCandle?: Candle) => IndicatorSnapshot | null;
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result: () => IndicatorsHistorySnapshot;
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};
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declare const buildMlTimeframeIndicators: (candles: Candle[], periods?: Partial<IndicatorPeriods>) => Record<string, number[]>;
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export { type IndicatorPeriods as I, applyIndicatorsToHistory as a, buildMlCandleIndicators as b, buildMlTimeframeIndicators as c, createIndicators as d };
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