@tradejs/core 2.0.6 → 2.0.7

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Files changed (5) hide show
  1. package/dist/figures.d.mts +43 -3
  2. package/dist/figures.d.ts +43 -3
  3. package/dist/figures.js +82 -6
  4. package/dist/figures.mjs +81 -6
  5. package/package.json +2 -2
package/dist/figures.d.mts CHANGED
@@ -1,4 +1,4 @@
1
- import { StrategyFigureLine, StrategyFigurePoints, StrategyFigureZone, OrderLogData, StrategyEntryModelFigures, TrendLine, Signal } from '@tradejs/types';
1
+ import { StrategyFigureAnnotation, StrategyFigureLine, StrategyFigurePoints, StrategyFigureZone, OrderLogData, StrategyEntryModelFigures, TrendLine, Signal } from '@tradejs/types';
2
2
  import { Chart } from 'klinecharts';
3
3
 
4
4
  type MarkerShape = 'RECT' | 'DIAMOND' | 'STAR' | 'CIRCLE' | 'SQUARE' | 'TRIANGLE';
@@ -21,6 +21,46 @@ interface EntryPointsExtendData {
21
21
  interface EntryZoneExtendData {
22
22
  zone: StrategyFigureZone;
23
23
  }
24
+ interface EntryAnnotationExtendData {
25
+ annotation: StrategyFigureAnnotation;
26
+ }
27
+
28
+ type Coordinate$3 = {
29
+ x: number;
30
+ y: number;
31
+ };
32
+ type CreatePointFiguresParams$3 = {
33
+ coordinates: Coordinate$3[];
34
+ overlay: {
35
+ extendData?: EntryAnnotationExtendData;
36
+ };
37
+ };
38
+ declare const createEntryAnnotationPointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams$3) => {
39
+ type: string;
40
+ key: string;
41
+ attrs: {
42
+ x: number;
43
+ y: number;
44
+ text: string;
45
+ align: string;
46
+ baseline: string;
47
+ };
48
+ styles: {
49
+ style: string;
50
+ color: string;
51
+ size: number;
52
+ weight: number;
53
+ backgroundColor: string;
54
+ borderColor: string;
55
+ borderSize: number;
56
+ borderRadius: number;
57
+ paddingLeft: number;
58
+ paddingRight: number;
59
+ paddingTop: number;
60
+ paddingBottom: number;
61
+ };
62
+ ignoreEvent: boolean;
63
+ }[];
24
64
 
25
65
  type Coordinate$2 = {
26
66
  x: number;
@@ -82,7 +122,7 @@ declare const createEntryZonePointFigure: ({ coordinates, overlay, }: CreatePoin
82
122
  }[];
83
123
 
84
124
  type FigureOverlayRef = {
85
- name: 'BacktestEntryLine' | 'BacktestEntryPoints' | 'BacktestEntryZone';
125
+ name: 'BacktestEntryLine' | 'BacktestEntryPoints' | 'BacktestEntryZone' | 'BacktestEntryAnnotation';
86
126
  id: string;
87
127
  };
88
128
  declare const ensureBaseFigureOverlaysRegistered: () => void;
@@ -100,4 +140,4 @@ declare const drawSignalFigures: ({ chart, idPrefix, figures, }: {
100
140
  }) => FigureOverlayRef[];
101
141
  declare const removeSignalFigures: (chart: Chart, overlays: FigureOverlayRef[]) => void;
102
142
 
103
- export { type EntryLineExtendData, type EntryPointsExtendData, type EntryZoneExtendData, type FigureOverlayRef, type MarkerMeta, type MarkerShape, collectSignalFiguresFromOrderLog, convertTrendLineToFigures, createEntryLinePointFigure, createEntryPointsPointFigure, createEntryZonePointFigure, drawSignalFigures, ensureBaseFigureOverlaysRegistered, normalizeSignalFigures, removeSignalFigures };
143
+ export { type EntryAnnotationExtendData, type EntryLineExtendData, type EntryPointsExtendData, type EntryZoneExtendData, type FigureOverlayRef, type MarkerMeta, type MarkerShape, collectSignalFiguresFromOrderLog, convertTrendLineToFigures, createEntryAnnotationPointFigure, createEntryLinePointFigure, createEntryPointsPointFigure, createEntryZonePointFigure, drawSignalFigures, ensureBaseFigureOverlaysRegistered, normalizeSignalFigures, removeSignalFigures };
package/dist/figures.d.ts CHANGED
@@ -1,4 +1,4 @@
1
- import { StrategyFigureLine, StrategyFigurePoints, StrategyFigureZone, OrderLogData, StrategyEntryModelFigures, TrendLine, Signal } from '@tradejs/types';
1
+ import { StrategyFigureAnnotation, StrategyFigureLine, StrategyFigurePoints, StrategyFigureZone, OrderLogData, StrategyEntryModelFigures, TrendLine, Signal } from '@tradejs/types';
2
2
  import { Chart } from 'klinecharts';
3
3
 
4
4
  type MarkerShape = 'RECT' | 'DIAMOND' | 'STAR' | 'CIRCLE' | 'SQUARE' | 'TRIANGLE';
@@ -21,6 +21,46 @@ interface EntryPointsExtendData {
21
21
  interface EntryZoneExtendData {
22
22
  zone: StrategyFigureZone;
23
23
  }
24
+ interface EntryAnnotationExtendData {
25
+ annotation: StrategyFigureAnnotation;
26
+ }
27
+
28
+ type Coordinate$3 = {
29
+ x: number;
30
+ y: number;
31
+ };
32
+ type CreatePointFiguresParams$3 = {
33
+ coordinates: Coordinate$3[];
34
+ overlay: {
35
+ extendData?: EntryAnnotationExtendData;
36
+ };
37
+ };
38
+ declare const createEntryAnnotationPointFigure: ({ coordinates, overlay, }: CreatePointFiguresParams$3) => {
39
+ type: string;
40
+ key: string;
41
+ attrs: {
42
+ x: number;
43
+ y: number;
44
+ text: string;
45
+ align: string;
46
+ baseline: string;
47
+ };
48
+ styles: {
49
+ style: string;
50
+ color: string;
51
+ size: number;
52
+ weight: number;
53
+ backgroundColor: string;
54
+ borderColor: string;
55
+ borderSize: number;
56
+ borderRadius: number;
57
+ paddingLeft: number;
58
+ paddingRight: number;
59
+ paddingTop: number;
60
+ paddingBottom: number;
61
+ };
62
+ ignoreEvent: boolean;
63
+ }[];
24
64
 
25
65
  type Coordinate$2 = {
26
66
  x: number;
@@ -82,7 +122,7 @@ declare const createEntryZonePointFigure: ({ coordinates, overlay, }: CreatePoin
82
122
  }[];
83
123
 
84
124
  type FigureOverlayRef = {
85
- name: 'BacktestEntryLine' | 'BacktestEntryPoints' | 'BacktestEntryZone';
125
+ name: 'BacktestEntryLine' | 'BacktestEntryPoints' | 'BacktestEntryZone' | 'BacktestEntryAnnotation';
86
126
  id: string;
87
127
  };
88
128
  declare const ensureBaseFigureOverlaysRegistered: () => void;
@@ -100,4 +140,4 @@ declare const drawSignalFigures: ({ chart, idPrefix, figures, }: {
100
140
  }) => FigureOverlayRef[];
101
141
  declare const removeSignalFigures: (chart: Chart, overlays: FigureOverlayRef[]) => void;
102
142
 
103
- export { type EntryLineExtendData, type EntryPointsExtendData, type EntryZoneExtendData, type FigureOverlayRef, type MarkerMeta, type MarkerShape, collectSignalFiguresFromOrderLog, convertTrendLineToFigures, createEntryLinePointFigure, createEntryPointsPointFigure, createEntryZonePointFigure, drawSignalFigures, ensureBaseFigureOverlaysRegistered, normalizeSignalFigures, removeSignalFigures };
143
+ export { type EntryAnnotationExtendData, type EntryLineExtendData, type EntryPointsExtendData, type EntryZoneExtendData, type FigureOverlayRef, type MarkerMeta, type MarkerShape, collectSignalFiguresFromOrderLog, convertTrendLineToFigures, createEntryAnnotationPointFigure, createEntryLinePointFigure, createEntryPointsPointFigure, createEntryZonePointFigure, drawSignalFigures, ensureBaseFigureOverlaysRegistered, normalizeSignalFigures, removeSignalFigures };
package/dist/figures.js CHANGED
@@ -22,6 +22,7 @@ var figures_exports = {};
22
22
  __export(figures_exports, {
23
23
  collectSignalFiguresFromOrderLog: () => collectSignalFiguresFromOrderLog,
24
24
  convertTrendLineToFigures: () => convertTrendLineToFigures,
25
+ createEntryAnnotationPointFigure: () => createEntryAnnotationPointFigure,
25
26
  createEntryLinePointFigure: () => createEntryLinePointFigure,
26
27
  createEntryPointsPointFigure: () => createEntryPointsPointFigure,
27
28
  createEntryZonePointFigure: () => createEntryZonePointFigure,
@@ -32,6 +33,48 @@ __export(figures_exports, {
32
33
  });
33
34
  module.exports = __toCommonJS(figures_exports);
34
35
 
36
+ // src/utils/figures/entryAnnotationPointFigure.ts
37
+ var LINE_HEIGHT = 19;
38
+ var X_OFFSET = 10;
39
+ var Y_OFFSET = 12;
40
+ var createEntryAnnotationPointFigure = ({
41
+ coordinates,
42
+ overlay
43
+ }) => {
44
+ const annotation = overlay.extendData?.annotation;
45
+ const coordinate = coordinates[0];
46
+ if (!annotation || !coordinate) return [];
47
+ const textLines = [annotation.title, ...annotation.items].filter(
48
+ (text) => text.trim().length > 0
49
+ );
50
+ return textLines.map((text, index) => ({
51
+ type: "text",
52
+ key: `entry_annotation_${index}`,
53
+ attrs: {
54
+ x: coordinate.x - X_OFFSET,
55
+ y: coordinate.y + Y_OFFSET + index * LINE_HEIGHT,
56
+ text,
57
+ align: "right",
58
+ baseline: "top"
59
+ },
60
+ styles: {
61
+ style: "fill",
62
+ color: index === 0 ? annotation.color ?? "#facc15" : annotation.textColor ?? "#f8fafc",
63
+ size: index === 0 ? 12 : 11,
64
+ weight: index === 0 ? 600 : 400,
65
+ backgroundColor: annotation.backgroundColor ?? "rgba(15,23,42,0.88)",
66
+ borderColor: "rgba(148,163,184,0.35)",
67
+ borderSize: 1,
68
+ borderRadius: 4,
69
+ paddingLeft: 6,
70
+ paddingRight: 6,
71
+ paddingTop: 3,
72
+ paddingBottom: 3
73
+ },
74
+ ignoreEvent: true
75
+ }));
76
+ };
77
+
35
78
  // src/utils/figures/entryLinePointFigure.ts
36
79
  var createEntryLinePointFigure = ({
37
80
  coordinates,
@@ -48,7 +91,7 @@ var createEntryLinePointFigure = ({
48
91
  {
49
92
  type: "line",
50
93
  attrs: {
51
- coordinates: [coordinates[0], coordinates[coordinates.length - 1]]
94
+ coordinates
52
95
  },
53
96
  styles: { color, size, style }
54
97
  }
@@ -130,6 +173,13 @@ var ensureBaseFigureOverlaysRegistered = () => {
130
173
  needDefaultYAxisFigure: false,
131
174
  createPointFigures: createEntryZonePointFigure
132
175
  });
176
+ (0, import_klinecharts.registerOverlay)({
177
+ name: "BacktestEntryAnnotation",
178
+ needDefaultPointFigure: false,
179
+ needDefaultXAxisFigure: false,
180
+ needDefaultYAxisFigure: false,
181
+ createPointFigures: createEntryAnnotationPointFigure
182
+ });
133
183
  baseFiguresRegistered = true;
134
184
  };
135
185
  var toSortedPoints = (points = []) => [...points].sort((left, right) => left.timestamp - right.timestamp);
@@ -163,26 +213,35 @@ var normalizeSignalFigures = (signal) => {
163
213
  const lines = [...figures.lines ?? []];
164
214
  const points = [...figures.points ?? []];
165
215
  const zones = [...figures.zones ?? []];
216
+ const annotations = [
217
+ ...figures.annotations ?? []
218
+ ];
166
219
  let merged = {
167
220
  lines,
168
221
  points,
169
- zones
222
+ zones,
223
+ annotations
170
224
  };
171
225
  if (figures.trendLine) {
172
226
  const fromTrendLine = convertTrendLineToFigures(figures.trendLine);
173
227
  merged = {
174
228
  lines: [...merged.lines ?? [], ...fromTrendLine.lines ?? []],
175
229
  points: [...merged.points ?? [], ...fromTrendLine.points ?? []],
176
- zones: [...merged.zones ?? [], ...fromTrendLine.zones ?? []]
230
+ zones: [...merged.zones ?? [], ...fromTrendLine.zones ?? []],
231
+ annotations: [
232
+ ...merged.annotations ?? [],
233
+ ...fromTrendLine.annotations ?? []
234
+ ]
177
235
  };
178
236
  }
179
- if (!merged.lines?.length && !merged.points?.length && !merged.zones?.length) {
237
+ if (!merged.lines?.length && !merged.points?.length && !merged.zones?.length && !merged.annotations?.length) {
180
238
  return void 0;
181
239
  }
182
240
  return {
183
241
  ...merged.lines?.length ? { lines: merged.lines } : {},
184
242
  ...merged.points?.length ? { points: merged.points } : {},
185
- ...merged.zones?.length ? { zones: merged.zones } : {}
243
+ ...merged.zones?.length ? { zones: merged.zones } : {},
244
+ ...merged.annotations?.length ? { annotations: merged.annotations } : {}
186
245
  };
187
246
  };
188
247
  var collectSignalFiguresFromOrderLog = (events) => {
@@ -213,6 +272,7 @@ var drawSignalFigures = ({
213
272
  const lines = figures.lines ?? [];
214
273
  const points = figures.points ?? [];
215
274
  const zones = figures.zones ?? [];
275
+ const annotations = figures.annotations ?? [];
216
276
  for (let lineIndex = 0; lineIndex < lines.length; lineIndex++) {
217
277
  const line = lines[lineIndex];
218
278
  const linePoints = toSortedPoints(line.points ?? []);
@@ -221,7 +281,7 @@ var drawSignalFigures = ({
221
281
  chart.createOverlay({
222
282
  name: "BacktestEntryLine",
223
283
  id,
224
- points: [linePoints[0], linePoints[linePoints.length - 1]],
284
+ points: linePoints,
225
285
  zLevel: 10,
226
286
  extendData: { line }
227
287
  });
@@ -253,6 +313,21 @@ var drawSignalFigures = ({
253
313
  });
254
314
  created.push({ name: "BacktestEntryZone", id });
255
315
  }
316
+ for (let annotationIndex = 0; annotationIndex < annotations.length; annotationIndex++) {
317
+ const annotation = annotations[annotationIndex];
318
+ if (!Number.isFinite(annotation.point?.timestamp) || !Number.isFinite(annotation.point?.value) || !annotation.title.trim()) {
319
+ continue;
320
+ }
321
+ const id = `${idPrefix}-annotation-${annotation.id ?? annotationIndex}`;
322
+ chart.createOverlay({
323
+ name: "BacktestEntryAnnotation",
324
+ id,
325
+ points: [annotation.point],
326
+ zLevel: 14,
327
+ extendData: { annotation }
328
+ });
329
+ created.push({ name: "BacktestEntryAnnotation", id });
330
+ }
256
331
  return created;
257
332
  };
258
333
  var removeSignalFigures = (chart, overlays) => {
@@ -264,6 +339,7 @@ var removeSignalFigures = (chart, overlays) => {
264
339
  0 && (module.exports = {
265
340
  collectSignalFiguresFromOrderLog,
266
341
  convertTrendLineToFigures,
342
+ createEntryAnnotationPointFigure,
267
343
  createEntryLinePointFigure,
268
344
  createEntryPointsPointFigure,
269
345
  createEntryZonePointFigure,
package/dist/figures.mjs CHANGED
@@ -1,3 +1,45 @@
1
+ // src/utils/figures/entryAnnotationPointFigure.ts
2
+ var LINE_HEIGHT = 19;
3
+ var X_OFFSET = 10;
4
+ var Y_OFFSET = 12;
5
+ var createEntryAnnotationPointFigure = ({
6
+ coordinates,
7
+ overlay
8
+ }) => {
9
+ const annotation = overlay.extendData?.annotation;
10
+ const coordinate = coordinates[0];
11
+ if (!annotation || !coordinate) return [];
12
+ const textLines = [annotation.title, ...annotation.items].filter(
13
+ (text) => text.trim().length > 0
14
+ );
15
+ return textLines.map((text, index) => ({
16
+ type: "text",
17
+ key: `entry_annotation_${index}`,
18
+ attrs: {
19
+ x: coordinate.x - X_OFFSET,
20
+ y: coordinate.y + Y_OFFSET + index * LINE_HEIGHT,
21
+ text,
22
+ align: "right",
23
+ baseline: "top"
24
+ },
25
+ styles: {
26
+ style: "fill",
27
+ color: index === 0 ? annotation.color ?? "#facc15" : annotation.textColor ?? "#f8fafc",
28
+ size: index === 0 ? 12 : 11,
29
+ weight: index === 0 ? 600 : 400,
30
+ backgroundColor: annotation.backgroundColor ?? "rgba(15,23,42,0.88)",
31
+ borderColor: "rgba(148,163,184,0.35)",
32
+ borderSize: 1,
33
+ borderRadius: 4,
34
+ paddingLeft: 6,
35
+ paddingRight: 6,
36
+ paddingTop: 3,
37
+ paddingBottom: 3
38
+ },
39
+ ignoreEvent: true
40
+ }));
41
+ };
42
+
1
43
  // src/utils/figures/entryLinePointFigure.ts
2
44
  var createEntryLinePointFigure = ({
3
45
  coordinates,
@@ -14,7 +56,7 @@ var createEntryLinePointFigure = ({
14
56
  {
15
57
  type: "line",
16
58
  attrs: {
17
- coordinates: [coordinates[0], coordinates[coordinates.length - 1]]
59
+ coordinates
18
60
  },
19
61
  styles: { color, size, style }
20
62
  }
@@ -96,6 +138,13 @@ var ensureBaseFigureOverlaysRegistered = () => {
96
138
  needDefaultYAxisFigure: false,
97
139
  createPointFigures: createEntryZonePointFigure
98
140
  });
141
+ registerOverlay({
142
+ name: "BacktestEntryAnnotation",
143
+ needDefaultPointFigure: false,
144
+ needDefaultXAxisFigure: false,
145
+ needDefaultYAxisFigure: false,
146
+ createPointFigures: createEntryAnnotationPointFigure
147
+ });
99
148
  baseFiguresRegistered = true;
100
149
  };
101
150
  var toSortedPoints = (points = []) => [...points].sort((left, right) => left.timestamp - right.timestamp);
@@ -129,26 +178,35 @@ var normalizeSignalFigures = (signal) => {
129
178
  const lines = [...figures.lines ?? []];
130
179
  const points = [...figures.points ?? []];
131
180
  const zones = [...figures.zones ?? []];
181
+ const annotations = [
182
+ ...figures.annotations ?? []
183
+ ];
132
184
  let merged = {
133
185
  lines,
134
186
  points,
135
- zones
187
+ zones,
188
+ annotations
136
189
  };
137
190
  if (figures.trendLine) {
138
191
  const fromTrendLine = convertTrendLineToFigures(figures.trendLine);
139
192
  merged = {
140
193
  lines: [...merged.lines ?? [], ...fromTrendLine.lines ?? []],
141
194
  points: [...merged.points ?? [], ...fromTrendLine.points ?? []],
142
- zones: [...merged.zones ?? [], ...fromTrendLine.zones ?? []]
195
+ zones: [...merged.zones ?? [], ...fromTrendLine.zones ?? []],
196
+ annotations: [
197
+ ...merged.annotations ?? [],
198
+ ...fromTrendLine.annotations ?? []
199
+ ]
143
200
  };
144
201
  }
145
- if (!merged.lines?.length && !merged.points?.length && !merged.zones?.length) {
202
+ if (!merged.lines?.length && !merged.points?.length && !merged.zones?.length && !merged.annotations?.length) {
146
203
  return void 0;
147
204
  }
148
205
  return {
149
206
  ...merged.lines?.length ? { lines: merged.lines } : {},
150
207
  ...merged.points?.length ? { points: merged.points } : {},
151
- ...merged.zones?.length ? { zones: merged.zones } : {}
208
+ ...merged.zones?.length ? { zones: merged.zones } : {},
209
+ ...merged.annotations?.length ? { annotations: merged.annotations } : {}
152
210
  };
153
211
  };
154
212
  var collectSignalFiguresFromOrderLog = (events) => {
@@ -179,6 +237,7 @@ var drawSignalFigures = ({
179
237
  const lines = figures.lines ?? [];
180
238
  const points = figures.points ?? [];
181
239
  const zones = figures.zones ?? [];
240
+ const annotations = figures.annotations ?? [];
182
241
  for (let lineIndex = 0; lineIndex < lines.length; lineIndex++) {
183
242
  const line = lines[lineIndex];
184
243
  const linePoints = toSortedPoints(line.points ?? []);
@@ -187,7 +246,7 @@ var drawSignalFigures = ({
187
246
  chart.createOverlay({
188
247
  name: "BacktestEntryLine",
189
248
  id,
190
- points: [linePoints[0], linePoints[linePoints.length - 1]],
249
+ points: linePoints,
191
250
  zLevel: 10,
192
251
  extendData: { line }
193
252
  });
@@ -219,6 +278,21 @@ var drawSignalFigures = ({
219
278
  });
220
279
  created.push({ name: "BacktestEntryZone", id });
221
280
  }
281
+ for (let annotationIndex = 0; annotationIndex < annotations.length; annotationIndex++) {
282
+ const annotation = annotations[annotationIndex];
283
+ if (!Number.isFinite(annotation.point?.timestamp) || !Number.isFinite(annotation.point?.value) || !annotation.title.trim()) {
284
+ continue;
285
+ }
286
+ const id = `${idPrefix}-annotation-${annotation.id ?? annotationIndex}`;
287
+ chart.createOverlay({
288
+ name: "BacktestEntryAnnotation",
289
+ id,
290
+ points: [annotation.point],
291
+ zLevel: 14,
292
+ extendData: { annotation }
293
+ });
294
+ created.push({ name: "BacktestEntryAnnotation", id });
295
+ }
222
296
  return created;
223
297
  };
224
298
  var removeSignalFigures = (chart, overlays) => {
@@ -229,6 +303,7 @@ var removeSignalFigures = (chart, overlays) => {
229
303
  export {
230
304
  collectSignalFiguresFromOrderLog,
231
305
  convertTrendLineToFigures,
306
+ createEntryAnnotationPointFigure,
232
307
  createEntryLinePointFigure,
233
308
  createEntryPointsPointFigure,
234
309
  createEntryZonePointFigure,
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@tradejs/core",
3
- "version": "2.0.6",
3
+ "version": "2.0.7",
4
4
  "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
5
5
  "keywords": [
6
6
  "tradejs",
@@ -100,7 +100,7 @@
100
100
  }
101
101
  },
102
102
  "dependencies": {
103
- "@tradejs/types": "^2.0.6",
103
+ "@tradejs/types": "^2.0.7",
104
104
  "date-fns": "^3.6.0",
105
105
  "fast-technical-indicators": "^1.1.4",
106
106
  "klinecharts": "10.0.0-alpha9",