@tradejs/core 1.0.9 → 1.0.11

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Files changed (42) hide show
  1. package/README.md +1 -1
  2. package/dist/backtest.d.mts +109 -9
  3. package/dist/backtest.d.ts +109 -9
  4. package/dist/backtest.js +487 -145
  5. package/dist/backtest.mjs +414 -82
  6. package/dist/{chunk-FNLPYYML.mjs → chunk-BOETNABM.mjs} +22 -1
  7. package/dist/chunk-EQEIRB6P.mjs +11847 -0
  8. package/dist/{chunk-2ORZC66W.mjs → chunk-MKCQSB4H.mjs} +65 -6
  9. package/dist/chunk-OJPHC3S2.mjs +8 -0
  10. package/dist/constants.d.mts +26 -5
  11. package/dist/constants.d.ts +26 -5
  12. package/dist/constants.js +81 -9
  13. package/dist/constants.mjs +31 -5
  14. package/dist/data.mjs +3 -5
  15. package/dist/grid.d.mts +9 -0
  16. package/dist/grid.d.ts +9 -0
  17. package/dist/grid.js +168 -0
  18. package/dist/grid.mjs +98 -0
  19. package/dist/indicators-Da_i06-8.d.mts +288 -0
  20. package/dist/indicators-Da_i06-8.d.ts +288 -0
  21. package/dist/indicators.d.mts +4 -39
  22. package/dist/indicators.d.ts +4 -39
  23. package/dist/indicators.js +10488 -423
  24. package/dist/indicators.mjs +11 -3
  25. package/dist/strategies.d.mts +31 -12
  26. package/dist/strategies.d.ts +31 -12
  27. package/dist/strategies.js +11283 -336
  28. package/dist/strategies.mjs +1246 -119
  29. package/dist/{time-BMkFD4Kd.d.mts → time-BQ3AXmxo.d.mts} +3 -1
  30. package/dist/{time-BMkFD4Kd.d.ts → time-BQ3AXmxo.d.ts} +3 -1
  31. package/dist/time.d.mts +1 -1
  32. package/dist/time.d.ts +1 -1
  33. package/dist/time.js +38 -0
  34. package/dist/time.mjs +6 -2
  35. package/dist/trade.d.mts +54 -0
  36. package/dist/trade.d.ts +54 -0
  37. package/dist/trade.js +352 -0
  38. package/dist/trade.mjs +264 -0
  39. package/package.json +19 -5
  40. package/dist/chunk-UK6VTOUX.mjs +0 -1810
  41. package/dist/indicators-B-GGjP5F.d.mts +0 -65
  42. package/dist/indicators-B-GGjP5F.d.ts +0 -65
package/dist/indicators-B-GGjP5F.d.mts DELETED
@@ -1,65 +0,0 @@
1
- import { Candle, MlCandleIndicatorsSnapshot, IndicatorSnapshot, IndicatorsHistorySnapshot } from '@tradejs/types';
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-
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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;
44
- obvSma: number;
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- atr: number;
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- atrPctShort: number;
47
- 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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-
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- export { type IndicatorPeriods as I, applyIndicatorsToHistory as a, buildMlCandleIndicators as b, buildMlTimeframeIndicators as c, createIndicators as d };
package/dist/indicators-B-GGjP5F.d.ts DELETED
@@ -1,65 +0,0 @@
1
- import { Candle, MlCandleIndicatorsSnapshot, IndicatorSnapshot, IndicatorsHistorySnapshot } from '@tradejs/types';
2
-
3
- declare const buildMlCandleIndicators: (candles: Candle[], btcCandles: Candle[]) => MlCandleIndicatorsSnapshot;
4
- type IndicatorValue = number | null | undefined;
5
- type TrendlineIndicatorHistoryPush = (key: string, value: number | null | undefined) => void;
6
- type TrendlineIndicators = {
7
- maFast: IndicatorValue;
8
- maMedium: IndicatorValue;
9
- maSlow: IndicatorValue;
10
- atr: IndicatorValue;
11
- atrPct: IndicatorValue;
12
- bbUpper: IndicatorValue;
13
- bbMiddle: IndicatorValue;
14
- bbLower: IndicatorValue;
15
- obv: IndicatorValue;
16
- smaObv: IndicatorValue;
17
- macd: IndicatorValue;
18
- macdSignal: IndicatorValue;
19
- macdHistogram: IndicatorValue;
20
- price24hPcnt: IndicatorValue;
21
- price1hPcnt: IndicatorValue;
22
- highPrice1h: IndicatorValue;
23
- lowPrice1h: IndicatorValue;
24
- volume1h: IndicatorValue;
25
- highPrice24h: IndicatorValue;
26
- lowPrice24h: IndicatorValue;
27
- volume24h: IndicatorValue;
28
- highLevel: IndicatorValue;
29
- lowLevel: IndicatorValue;
30
- prevClose: IndicatorValue;
31
- correlation: IndicatorValue;
32
- spread: IndicatorValue;
33
- };
34
- type CreateIndicatorsOptions = {
35
- includeMlPayload?: boolean;
36
- btcBinanceData?: Candle[];
37
- btcCoinbaseData?: Candle[];
38
- pluginRegistryScope?: string;
39
- };
40
- interface IndicatorPeriods {
41
- maFast: number;
42
- maMedium: number;
43
- maSlow: number;
44
- obvSma: number;
45
- atr: number;
46
- atrPctShort: number;
47
- atrPctLong: number;
48
- bb: number;
49
- bbStd: number;
50
- macdFast: number;
51
- macdSlow: number;
52
- macdSignal: number;
53
- levelLookback: number;
54
- levelDelay: number;
55
- }
56
- declare const applyIndicatorsToHistory: (indicators: TrendlineIndicators, pushIndicator: TrendlineIndicatorHistoryPush) => void;
57
- declare const createIndicators: (data: Candle[], btcData?: Candle[], options?: CreateIndicatorsOptions & {
58
- periods?: Partial<IndicatorPeriods>;
59
- }) => {
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- next: (candle: Candle, btcCandle?: Candle) => IndicatorSnapshot | null;
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- result: () => IndicatorsHistorySnapshot;
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- };
63
- declare const buildMlTimeframeIndicators: (candles: Candle[], periods?: Partial<IndicatorPeriods>) => Record<string, number[]>;
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-
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- export { type IndicatorPeriods as I, applyIndicatorsToHistory as a, buildMlCandleIndicators as b, buildMlTimeframeIndicators as c, createIndicators as d };