@tradejs/core 3.1.27-beta.245 → 3.1.27-beta.248

package/dist/runtimeTrades.js

@@ -279,7 +279,9 @@ var buildRuntimeStrategyAnalytics = ({
   startTime,
   endTime
 }) => {
-  const resolvedTrades = resolveTradesWithKnownPnl(trades, endTime);
+  const activeTrades = trades.filter(({ status }) => status === "active");
+  const closedTrades = trades.filter(({ status }) => status === "closed");
+  const resolvedTrades = resolveTradesWithKnownPnl(closedTrades, endTime);
   const orderLog = [[startTime, INITIAL_BACKTEST_AMOUNT]];
   let runningAmount = INITIAL_BACKTEST_AMOUNT;
   for (const trade of resolvedTrades) {
@@ -311,14 +313,14 @@ var buildRuntimeStrategyAnalytics = ({
   const amounts = orderLog.map(([, value]) => value);
   const maxDrawdown = calculateMaxDrawdown(amounts);
   const streaks = calculateStreaks(pnls);
-  const stat = trades.length ? {
+  const stat = closedTrades.length ? {
     periodDays: roundValue(periodDays),
     periodMonths: roundValue(periodMonths),
-    orders: trades.length,
+    orders: closedTrades.length,
     wins,
     losses,
-    ordersPerMonth: periodMonths ? roundValue(trades.length / periodMonths) : 0,
-    exposure: calculateExposurePercent(trades, startTime, endTime),
+    ordersPerMonth: periodMonths ? roundValue(closedTrades.length / periodMonths) : 0,
+    exposure: calculateExposurePercent(closedTrades, startTime, endTime),
     amount: roundValue(amount),
     maxAmount: roundValue(Math.max(...amounts)),
     minAmount: roundValue(Math.min(...amounts)),
@@ -327,7 +329,7 @@ var buildRuntimeStrategyAnalytics = ({
     cagr: roundValue(cagr),
     maxDrawdown,
     calmar: maxDrawdown > 0 ? roundValue(cagr / maxDrawdown) : null,
-    winRate: roundValue(wins / trades.length * 100),
+    winRate: roundValue(wins / closedTrades.length * 100),
     riskRewardRatio: averageLoss > 0 ? roundValue(averageWin / averageLoss) : null,
     expectancy: returnSeries.length ? roundValue(
       returnSeries.reduce((sum, value) => sum + value, 0) / returnSeries.length * 100
@@ -336,8 +338,6 @@ var buildRuntimeStrategyAnalytics = ({
     sharpeRatio: calculateSharpeRatio(orderLog, startTime, endTime),
     score: 0
   } : createEmptyStat(startTime, endTime);
-  const activeTrades = trades.filter(({ status }) => status === "active");
-  const closedTrades = trades.filter(({ status }) => status === "closed");
   const sumPnl = (rows, primary) => roundValue(
     rows.reduce((sum, trade) => {
       const value = trade[primary] ?? trade.currentPnl;

package/dist/runtimeTrades.mjs

@@ -183,7 +183,9 @@ var buildRuntimeStrategyAnalytics = ({
   startTime,
   endTime
 }) => {
-  const resolvedTrades = resolveTradesWithKnownPnl(trades, endTime);
+  const activeTrades = trades.filter(({ status }) => status === "active");
+  const closedTrades = trades.filter(({ status }) => status === "closed");
+  const resolvedTrades = resolveTradesWithKnownPnl(closedTrades, endTime);
   const orderLog = [[startTime, INITIAL_BACKTEST_AMOUNT]];
   let runningAmount = INITIAL_BACKTEST_AMOUNT;
   for (const trade of resolvedTrades) {
@@ -215,14 +217,14 @@ var buildRuntimeStrategyAnalytics = ({
   const amounts = orderLog.map(([, value]) => value);
   const maxDrawdown = calculateMaxDrawdown(amounts);
   const streaks = calculateStreaks(pnls);
-  const stat = trades.length ? {
+  const stat = closedTrades.length ? {
     periodDays: roundValue(periodDays),
     periodMonths: roundValue(periodMonths),
-    orders: trades.length,
+    orders: closedTrades.length,
     wins,
     losses,
-    ordersPerMonth: periodMonths ? roundValue(trades.length / periodMonths) : 0,
-    exposure: calculateExposurePercent(trades, startTime, endTime),
+    ordersPerMonth: periodMonths ? roundValue(closedTrades.length / periodMonths) : 0,
+    exposure: calculateExposurePercent(closedTrades, startTime, endTime),
     amount: roundValue(amount),
     maxAmount: roundValue(Math.max(...amounts)),
     minAmount: roundValue(Math.min(...amounts)),
@@ -231,7 +233,7 @@ var buildRuntimeStrategyAnalytics = ({
     cagr: roundValue(cagr),
     maxDrawdown,
     calmar: maxDrawdown > 0 ? roundValue(cagr / maxDrawdown) : null,
-    winRate: roundValue(wins / trades.length * 100),
+    winRate: roundValue(wins / closedTrades.length * 100),
     riskRewardRatio: averageLoss > 0 ? roundValue(averageWin / averageLoss) : null,
     expectancy: returnSeries.length ? roundValue(
       returnSeries.reduce((sum, value) => sum + value, 0) / returnSeries.length * 100
@@ -240,8 +242,6 @@ var buildRuntimeStrategyAnalytics = ({
     sharpeRatio: calculateSharpeRatio(orderLog, startTime, endTime),
     score: 0
   } : createEmptyStat(startTime, endTime);
-  const activeTrades = trades.filter(({ status }) => status === "active");
-  const closedTrades = trades.filter(({ status }) => status === "closed");
   const sumPnl = (rows, primary) => roundValue(
     rows.reduce((sum, trade) => {
       const value = trade[primary] ?? trade.currentPnl;

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@tradejs/core",
-  "version": "3.1.27-beta.245",
+  "version": "3.1.27-beta.248",
   "description": "MIT-licensed browser-safe API for TradeJS config, strategy authoring, figures, and shared helpers.",
   "keywords": [
     "tradejs",
@@ -132,7 +132,7 @@
     }
   },
   "dependencies": {
-    "@tradejs/types": "^3.1.27-beta.245",
+    "@tradejs/types": "^3.1.27-beta.248",
     "date-fns": "^3.6.0",
     "fast-technical-indicators": "^1.1.4",
     "klinecharts": "10.0.0-alpha9",