@tradejs/core 3.1.21 → 3.1.22

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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"));
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  var round = (value, precision = 2) => precision > 0 ? Math.round(value * 10 ** precision) / 10 ** precision : Math.round(value);
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  var sum = (xs) => xs.reduce((a, b) => a + b, 0);
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  var mean = (xs) => xs.length ? sum(xs) / xs.length : 0;
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- var absReturns = (data) => data.map((p) => p.close.amount - p.open.amount);
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- var relReturns = (data) => data.map((p) => (p.close.amount - p.open.amount) / p.open.amount);
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+ var absReturns = (data) => data.map((p) => p.netProfit ?? p.close.amount - p.open.amount);
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+ var relReturns = (data) => data.map(
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+ (p) => (p.netProfit ?? p.close.amount - p.open.amount) / p.open.amount
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+ );
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  var equityPoints = (data) => data.flatMap((p) => [
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  { ts: p.open.timestamp, amount: p.open.amount },
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  { ts: p.close.timestamp, amount: p.close.amount }
package/dist/backtest.mjs CHANGED
@@ -9,7 +9,7 @@ import {
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  relReturns,
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  round,
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  sum
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- } from "./chunk-AYC2QVKI.mjs";
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+ } from "./chunk-LI6FPPKB.mjs";
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  import {
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  TestThresholdsConfig
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  } from "./chunk-MKCQSB4H.mjs";
package/dist/{chunk-EP2JVNL3.mjs → chunk-5JMDX4IW.mjs} RENAMED
@@ -6,7 +6,7 @@ import {
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  } from "./chunk-S4KHOAXM.mjs";
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  import {
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  round
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- } from "./chunk-AYC2QVKI.mjs";
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+ } from "./chunk-LI6FPPKB.mjs";
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  import {
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  CORRELATION_WINDOW,
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  ML_BASE_CANDLES_WINDOW,
package/dist/{chunk-AYC2QVKI.mjs → chunk-LI6FPPKB.mjs} RENAMED
@@ -11,8 +11,10 @@ var diffRel = (a, b) => {
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  var round = (value, precision = 2) => precision > 0 ? Math.round(value * 10 ** precision) / 10 ** precision : Math.round(value);
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  var sum = (xs) => xs.reduce((a, b) => a + b, 0);
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  var mean = (xs) => xs.length ? sum(xs) / xs.length : 0;
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- var absReturns = (data) => data.map((p) => p.close.amount - p.open.amount);
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- var relReturns = (data) => data.map((p) => (p.close.amount - p.open.amount) / p.open.amount);
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+ var absReturns = (data) => data.map((p) => p.netProfit ?? p.close.amount - p.open.amount);
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+ var relReturns = (data) => data.map(
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+ (p) => (p.netProfit ?? p.close.amount - p.open.amount) / p.open.amount
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+ );
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  var equityPoints = (data) => data.flatMap((p) => [
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  { ts: p.open.timestamp, amount: p.open.amount },
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  { ts: p.close.timestamp, amount: p.close.amount }
package/dist/indicators.mjs CHANGED
@@ -39,10 +39,10 @@ import {
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  toArrayData,
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  toCoinalyzeTimestampMs,
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  toFiniteNumber
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- } from "./chunk-EP2JVNL3.mjs";
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+ } from "./chunk-5JMDX4IW.mjs";
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  import "./chunk-M7QGVZ3J.mjs";
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  import "./chunk-S4KHOAXM.mjs";
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- import "./chunk-AYC2QVKI.mjs";
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+ import "./chunk-LI6FPPKB.mjs";
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  import "./chunk-MKCQSB4H.mjs";
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  export {
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  COINALYZE_MIN_INTRADAY_RETENTION_POINTS,
package/dist/math.js CHANGED
@@ -56,8 +56,10 @@ var diffRel = (a, b) => {
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  var round = (value, precision = 2) => precision > 0 ? Math.round(value * 10 ** precision) / 10 ** precision : Math.round(value);
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  var sum = (xs) => xs.reduce((a, b) => a + b, 0);
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  var mean = (xs) => xs.length ? sum(xs) / xs.length : 0;
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- var absReturns = (data) => data.map((p) => p.close.amount - p.open.amount);
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- var relReturns = (data) => data.map((p) => (p.close.amount - p.open.amount) / p.open.amount);
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+ var absReturns = (data) => data.map((p) => p.netProfit ?? p.close.amount - p.open.amount);
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+ var relReturns = (data) => data.map(
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+ (p) => (p.netProfit ?? p.close.amount - p.open.amount) / p.open.amount
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+ );
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  var equityPoints = (data) => data.flatMap((p) => [
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  { ts: p.open.timestamp, amount: p.open.amount },
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  { ts: p.close.timestamp, amount: p.close.amount }
package/dist/math.mjs CHANGED
@@ -7,7 +7,7 @@ import {
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  relReturns,
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  round,
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  sum
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- } from "./chunk-AYC2QVKI.mjs";
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+ } from "./chunk-LI6FPPKB.mjs";
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  // src/utils/number.ts
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  var asPositiveInt = (value, fallback) => {
package/dist/strategies.mjs CHANGED
@@ -4,12 +4,12 @@ import {
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  import {
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  createIndicators,
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  getRequiredControllerSeedWindow
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- } from "./chunk-EP2JVNL3.mjs";
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+ } from "./chunk-5JMDX4IW.mjs";
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  import "./chunk-M7QGVZ3J.mjs";
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  import {
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  getTimestamp
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  } from "./chunk-S4KHOAXM.mjs";
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- import "./chunk-AYC2QVKI.mjs";
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+ import "./chunk-LI6FPPKB.mjs";
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  import {
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  FEE_PERCENT
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  } from "./chunk-MKCQSB4H.mjs";
package/dist/tickers.mjs CHANGED
@@ -1,6 +1,6 @@
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  import {
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  round
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- } from "./chunk-AYC2QVKI.mjs";
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+ } from "./chunk-LI6FPPKB.mjs";
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  // src/utils/tickers.ts
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  import _ from "lodash";
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@tradejs/core",
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- "version": "3.1.21",
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+ "version": "3.1.22",
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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",
@@ -132,7 +132,7 @@
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  }
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  },
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  "dependencies": {
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- "@tradejs/types": "^3.1.21",
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+ "@tradejs/types": "^3.1.22",
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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",