@tradejs/core 3.1.21 → 3.1.22-beta.238

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.
Files changed (10) hide show
  1. package/dist/backtest.js +4 -2
  2. package/dist/backtest.mjs +1 -1
  3. package/dist/{chunk-EP2JVNL3.mjs → chunk-5JMDX4IW.mjs} +1 -1
  4. package/dist/{chunk-AYC2QVKI.mjs → chunk-LI6FPPKB.mjs} +4 -2
  5. package/dist/indicators.mjs +2 -2
  6. package/dist/math.js +4 -2
  7. package/dist/math.mjs +1 -1
  8. package/dist/strategies.mjs +2 -2
  9. package/dist/tickers.mjs +1 -1
  10. package/package.json +2 -2
package/dist/backtest.js CHANGED
@@ -203,8 +203,10 @@ var import_lodash = __toESM(require("lodash"));
203
203
  var round = (value, precision = 2) => precision > 0 ? Math.round(value * 10 ** precision) / 10 ** precision : Math.round(value);
204
204
  var sum = (xs) => xs.reduce((a, b) => a + b, 0);
205
205
  var mean = (xs) => xs.length ? sum(xs) / xs.length : 0;
206
- var absReturns = (data) => data.map((p) => p.close.amount - p.open.amount);
207
- var relReturns = (data) => data.map((p) => (p.close.amount - p.open.amount) / p.open.amount);
206
+ var absReturns = (data) => data.map((p) => p.netProfit ?? p.close.amount - p.open.amount);
207
+ var relReturns = (data) => data.map(
208
+ (p) => (p.netProfit ?? p.close.amount - p.open.amount) / p.open.amount
209
+ );
208
210
  var equityPoints = (data) => data.flatMap((p) => [
209
211
  { ts: p.open.timestamp, amount: p.open.amount },
210
212
  { ts: p.close.timestamp, amount: p.close.amount }
package/dist/backtest.mjs CHANGED
@@ -9,7 +9,7 @@ import {
9
9
  relReturns,
10
10
  round,
11
11
  sum
12
- } from "./chunk-AYC2QVKI.mjs";
12
+ } from "./chunk-LI6FPPKB.mjs";
13
13
  import {
14
14
  TestThresholdsConfig
15
15
  } from "./chunk-MKCQSB4H.mjs";
package/dist/{chunk-EP2JVNL3.mjs → chunk-5JMDX4IW.mjs} RENAMED
@@ -6,7 +6,7 @@ import {
6
6
  } from "./chunk-S4KHOAXM.mjs";
7
7
  import {
8
8
  round
9
- } from "./chunk-AYC2QVKI.mjs";
9
+ } from "./chunk-LI6FPPKB.mjs";
10
10
  import {
11
11
  CORRELATION_WINDOW,
12
12
  ML_BASE_CANDLES_WINDOW,
package/dist/{chunk-AYC2QVKI.mjs → chunk-LI6FPPKB.mjs} RENAMED
@@ -11,8 +11,10 @@ var diffRel = (a, b) => {
11
11
  var round = (value, precision = 2) => precision > 0 ? Math.round(value * 10 ** precision) / 10 ** precision : Math.round(value);
12
12
  var sum = (xs) => xs.reduce((a, b) => a + b, 0);
13
13
  var mean = (xs) => xs.length ? sum(xs) / xs.length : 0;
14
- var absReturns = (data) => data.map((p) => p.close.amount - p.open.amount);
15
- var relReturns = (data) => data.map((p) => (p.close.amount - p.open.amount) / p.open.amount);
14
+ var absReturns = (data) => data.map((p) => p.netProfit ?? p.close.amount - p.open.amount);
15
+ var relReturns = (data) => data.map(
16
+ (p) => (p.netProfit ?? p.close.amount - p.open.amount) / p.open.amount
17
+ );
16
18
  var equityPoints = (data) => data.flatMap((p) => [
17
19
  { ts: p.open.timestamp, amount: p.open.amount },
18
20
  { ts: p.close.timestamp, amount: p.close.amount }
package/dist/indicators.mjs CHANGED
@@ -39,10 +39,10 @@ import {
39
39
  toArrayData,
40
40
  toCoinalyzeTimestampMs,
41
41
  toFiniteNumber
42
- } from "./chunk-EP2JVNL3.mjs";
42
+ } from "./chunk-5JMDX4IW.mjs";
43
43
  import "./chunk-M7QGVZ3J.mjs";
44
44
  import "./chunk-S4KHOAXM.mjs";
45
- import "./chunk-AYC2QVKI.mjs";
45
+ import "./chunk-LI6FPPKB.mjs";
46
46
  import "./chunk-MKCQSB4H.mjs";
47
47
  export {
48
48
  COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
package/dist/math.js CHANGED
@@ -56,8 +56,10 @@ var diffRel = (a, b) => {
56
56
  var round = (value, precision = 2) => precision > 0 ? Math.round(value * 10 ** precision) / 10 ** precision : Math.round(value);
57
57
  var sum = (xs) => xs.reduce((a, b) => a + b, 0);
58
58
  var mean = (xs) => xs.length ? sum(xs) / xs.length : 0;
59
- var absReturns = (data) => data.map((p) => p.close.amount - p.open.amount);
60
- var relReturns = (data) => data.map((p) => (p.close.amount - p.open.amount) / p.open.amount);
59
+ var absReturns = (data) => data.map((p) => p.netProfit ?? p.close.amount - p.open.amount);
60
+ var relReturns = (data) => data.map(
61
+ (p) => (p.netProfit ?? p.close.amount - p.open.amount) / p.open.amount
62
+ );
61
63
  var equityPoints = (data) => data.flatMap((p) => [
62
64
  { ts: p.open.timestamp, amount: p.open.amount },
63
65
  { ts: p.close.timestamp, amount: p.close.amount }
package/dist/math.mjs CHANGED
@@ -7,7 +7,7 @@ import {
7
7
  relReturns,
8
8
  round,
9
9
  sum
10
- } from "./chunk-AYC2QVKI.mjs";
10
+ } from "./chunk-LI6FPPKB.mjs";
11
11
 
12
12
  // src/utils/number.ts
13
13
  var asPositiveInt = (value, fallback) => {
package/dist/strategies.mjs CHANGED
@@ -4,12 +4,12 @@ import {
4
4
  import {
5
5
  createIndicators,
6
6
  getRequiredControllerSeedWindow
7
- } from "./chunk-EP2JVNL3.mjs";
7
+ } from "./chunk-5JMDX4IW.mjs";
8
8
  import "./chunk-M7QGVZ3J.mjs";
9
9
  import {
10
10
  getTimestamp
11
11
  } from "./chunk-S4KHOAXM.mjs";
12
- import "./chunk-AYC2QVKI.mjs";
12
+ import "./chunk-LI6FPPKB.mjs";
13
13
  import {
14
14
  FEE_PERCENT
15
15
  } from "./chunk-MKCQSB4H.mjs";
package/dist/tickers.mjs CHANGED
@@ -1,6 +1,6 @@
1
1
  import {
2
2
  round
3
- } from "./chunk-AYC2QVKI.mjs";
3
+ } from "./chunk-LI6FPPKB.mjs";
4
4
 
5
5
  // src/utils/tickers.ts
6
6
  import _ from "lodash";
package/package.json CHANGED
@@ -1,6 +1,6 @@
1
1
  {
2
2
  "name": "@tradejs/core",
3
- "version": "3.1.21",
3
+ "version": "3.1.22-beta.238",
4
4
  "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
5
5
  "keywords": [
6
6
  "tradejs",
@@ -132,7 +132,7 @@
132
132
  }
133
133
  },
134
134
  "dependencies": {
135
- "@tradejs/types": "^3.1.21",
135
+ "@tradejs/types": "^3.1.22-beta.238",
136
136
  "date-fns": "^3.6.0",
137
137
  "fast-technical-indicators": "^1.1.4",
138
138
  "klinecharts": "10.0.0-alpha9",