@tradejs/core 2.0.18 → 2.0.20
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.js +2 -3
- package/dist/backtest.mjs +1 -1
- package/dist/{chunk-NN7Z3GIK.mjs → chunk-Q3OFPRVV.mjs} +115 -125
- package/dist/{chunk-BOETNABM.mjs → chunk-S4KHOAXM.mjs} +1 -2
- package/dist/chunk-U3GDILUZ.mjs +13 -0
- package/dist/grid.d.mts +3 -2
- package/dist/grid.d.ts +3 -2
- package/dist/grid.js +13 -11
- package/dist/grid.mjs +6 -6
- package/dist/{indicators-C4AaiFrs.d.ts → indicatorControllerContracts-DdSuUzb2.d.mts} +26 -92
- package/dist/{indicators-C4AaiFrs.d.mts → indicatorControllerContracts-DdSuUzb2.d.ts} +26 -92
- package/dist/indicators.d.mts +70 -3
- package/dist/indicators.d.ts +70 -3
- package/dist/indicators.js +114 -125
- package/dist/indicators.mjs +2 -2
- package/dist/strategies.d.mts +7 -4
- package/dist/strategies.d.ts +7 -4
- package/dist/strategies.js +184 -149
- package/dist/strategies.mjs +60 -17
- package/dist/time.js +2 -3
- package/dist/time.mjs +1 -1
- package/dist/uuid-DMoErO_1.d.mts +3 -0
- package/dist/uuid-DMoErO_1.d.ts +3 -0
- package/package.json +2 -2
- package/dist/chunk-AJK4NS7Y.mjs +0 -10
package/dist/strategies.mjs
CHANGED
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@@ -1,15 +1,15 @@
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import {
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createIndicators,
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getRequiredControllerSeedWindow
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} from "./chunk-
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} from "./chunk-Q3OFPRVV.mjs";
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import "./chunk-AYC2QVKI.mjs";
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import "./chunk-M7QGVZ3J.mjs";
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import {
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uuid
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} from "./chunk-
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} from "./chunk-U3GDILUZ.mjs";
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import {
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getTimestamp
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} from "./chunk-
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} from "./chunk-S4KHOAXM.mjs";
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import {
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FEE_PERCENT
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} from "./chunk-MKCQSB4H.mjs";
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@@ -380,23 +380,46 @@ var getDirectionalTpSlPrices = ({
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};
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// src/utils/strategyHelpers/state.ts
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var
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var resolveLastTradeControllerParams = ({
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env,
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enabled = env ? env === "BACKTEST" : true,
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cooldownMs = 864e5
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}) => ({
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enabled,
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cooldownMs
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});
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var createStateBackedLastTradeController = ({
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state,
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enabled,
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cooldownMs
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}) => {
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-
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const getLastTradeTimestamp = () => state.get().lastTradeTimestamp;
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return {
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isInCooldown: (timestamp) =>
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isInCooldown: (timestamp) => {
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const lastTradeTimestamp = getLastTradeTimestamp();
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return Boolean(
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enabled && lastTradeTimestamp != null && timestamp <= lastTradeTimestamp + cooldownMs
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);
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},
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markTrade: (timestamp) => {
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if (!enabled) return;
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-
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state.update((current) => {
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current.lastTradeTimestamp = timestamp;
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});
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},
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getLastTradeTimestamp
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getLastTradeTimestamp
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};
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};
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var createLastTradeController = (params) => {
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const state = { lastTradeTimestamp: null };
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return createStateBackedLastTradeController({
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...resolveLastTradeControllerParams(params),
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state: {
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get: () => state,
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update: (fn) => fn(state)
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}
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});
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};
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var stableStringify = (value, seen = /* @__PURE__ */ new WeakSet()) => {
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if (value == null) {
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return String(value);
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@@ -1219,13 +1242,14 @@ var buildEntrySignalDecision = ({
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additionalIndicators,
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signalId,
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orderPlan,
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runtime
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runtime,
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generateId = uuid
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}) => ({
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kind: "entry",
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code,
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entryContext,
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signal: buildStrategySignal({
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signalId: signalId ??
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signalId: signalId ?? generateId(),
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strategy: entryContext.strategy,
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symbol: entryContext.symbol,
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interval: entryContext.interval,
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@@ -1268,6 +1292,7 @@ var createStrategyAPI = ({
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isConfigFromBacktest,
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sharedReplayKey,
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getSharedReplayState,
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generateId,
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loadDecisionBaseContext
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}) => {
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const isBacktestEnv = env === "BACKTEST";
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@@ -1325,6 +1350,7 @@ var createStrategyAPI = ({
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sharedReplayKey,
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getSharedReplayState
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});
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let lastTradeControllerIndex = 0;
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const getBaseContextFromIndicators = (indicators) => isRecordLike(indicators) && isRecordLike(indicators.baseContext) ? indicators.baseContext : void 0;
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const getCurrentIndicatorsContext = () => {
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ensureBarCache();
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@@ -1450,7 +1476,8 @@ var createStrategyAPI = ({
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additionalIndicators,
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signalId,
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orderPlan,
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runtime
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runtime,
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generateId
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});
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},
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exit: async ({ code, direction }) => {
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@@ -1476,10 +1503,26 @@ var createStrategyAPI = ({
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getDecisionPriceContext,
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getCurrentPosition,
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getDirectionalTpSlPrices: (params) => getDirectionalTpSlPrices(params),
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createLastTradeController: (params) =>
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createLastTradeController: (params) => {
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const resolvedParams = resolveLastTradeControllerParams({
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env,
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...params
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});
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const controllerIndex = lastTradeControllerIndex;
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lastTradeControllerIndex += 1;
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const state = createStateController(
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`__tradejs:last-trade:${controllerIndex}`,
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() => ({ lastTradeTimestamp: null }),
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{
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configKey: JSON.stringify(resolvedParams),
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sharedReplay: env === "CRON"
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}
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);
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return createStateBackedLastTradeController({
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...resolvedParams,
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state
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});
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},
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createStateController
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};
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};
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package/dist/time.js
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@@ -33,7 +33,6 @@ module.exports = __toCommonJS(time_exports);
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// src/utils/timestamp.ts
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var import_date_fns = require("date-fns");
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var import_date_fns2 = require("date-fns");
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// src/constants/index.ts
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var BACKTEST_EXECUTION_DELAY_MS = 5 * 6e4;
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var toMs = (ts) => ts < 1e12 ? ts * 1e3 : ts;
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var getTimestamp = (days = 0) => {
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if (days > 0) {
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return (0,
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return (0, import_date_fns.getUnixTime)((0, import_date_fns.subDays)(/* @__PURE__ */ new Date(), days)) * 1e3;
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}
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return (0,
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return (0, import_date_fns.getUnixTime)(/* @__PURE__ */ new Date()) * 1e3;
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};
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var getItemTimestamp = (item) => item.timestamp;
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var getDataTimestamp = (data) => {
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package/dist/time.mjs
CHANGED
package/package.json
CHANGED
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{
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"name": "@tradejs/core",
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"version": "2.0.
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"version": "2.0.20",
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"description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
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"keywords": [
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"tradejs",
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"dependencies": {
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"@tradejs/types": "^2.0.20",
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"date-fns": "^3.6.0",
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"fast-technical-indicators": "^1.1.4",
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"klinecharts": "10.0.0-alpha9",
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