@tradejs/strategy-trend-follow 3.0.4 → 3.0.5

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Files changed (5) hide show
  1. package/dist/index.cjs +6 -4
  2. package/dist/index.d.cts +3 -1
  3. package/dist/index.d.ts +3 -1
  4. package/dist/index.js +8 -6
  5. package/package.json +3 -3
package/dist/index.cjs CHANGED
@@ -44,7 +44,9 @@ var config = {
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  ML_ENABLED: false,
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  ML_THRESHOLD: 0.1,
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  MIN_AI_QUALITY: 3,
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- FEE_PERCENT: import_constants.FEE_PERCENT,
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+ RISK_FEE_RATE: import_constants.FEE_PERCENT,
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+ RISK_SLIPPAGE_BPS: 0,
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+ RISK_MARKET_IMPACT_BPS: 0,
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  MAX_LOSS_VALUE: 10,
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  MA_FAST: 14,
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  MA_MEDIUM: 49,
@@ -688,8 +690,8 @@ var createTrendFollowCore = async ({ config: config2, data: initialData, strateg
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  fallback: 2
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  }),
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  maxLossValue: config2.MAX_LOSS_VALUE,
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- feeRate: Number(config2.FEE_PERCENT ?? 0),
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- slippageBps: Number(config2.SLIPPAGE_BASE_BPS ?? 0) + Number(config2.SLIPPAGE_MARKET_IMPACT_BPS ?? 0)
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+ feeRate: Number(config2.RISK_FEE_RATE ?? 0),
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+ slippageBps: Number(config2.RISK_SLIPPAGE_BPS ?? 0) + Number(config2.RISK_MARKET_IMPACT_BPS ?? 0)
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  });
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  if (!qty || !Number.isFinite(qty) || qty <= 0) {
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  return strategyApi.skip("INVALID_QTY");
@@ -1291,7 +1293,7 @@ var trendFollowManifest = {
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  // src/TrendFollow/strategy.ts
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  var TrendFollowStrategyDefinition = {
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  defaults: config,
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- parseConfig: (0, import_config3.createStrategyConfigParser)({
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+ parseConfig: (0, import_config3.createCostIsolatedStrategyConfigParser)({
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  strategyName: "TrendFollow",
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  defaults: config
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  }),
package/dist/index.d.cts CHANGED
@@ -17,7 +17,9 @@ declare const config: {
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  readonly ML_ENABLED: false;
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  readonly ML_THRESHOLD: 0.1;
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  readonly MIN_AI_QUALITY: 3;
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- readonly FEE_PERCENT: 0.001;
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+ readonly RISK_FEE_RATE: 0.001;
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+ readonly RISK_SLIPPAGE_BPS: 0;
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+ readonly RISK_MARKET_IMPACT_BPS: 0;
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  readonly MAX_LOSS_VALUE: 10;
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  readonly MA_FAST: 14;
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  readonly MA_MEDIUM: 49;
package/dist/index.d.ts CHANGED
@@ -17,7 +17,9 @@ declare const config: {
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  readonly ML_ENABLED: false;
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  readonly ML_THRESHOLD: 0.1;
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  readonly MIN_AI_QUALITY: 3;
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- readonly FEE_PERCENT: 0.001;
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+ readonly RISK_FEE_RATE: 0.001;
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+ readonly RISK_SLIPPAGE_BPS: 0;
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+ readonly RISK_MARKET_IMPACT_BPS: 0;
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  readonly MAX_LOSS_VALUE: 10;
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  readonly MA_FAST: 14;
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  readonly MA_MEDIUM: 49;
package/dist/index.js CHANGED
@@ -2,7 +2,7 @@
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  import { defineStrategyPlugin } from "@tradejs/core/config";
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  // src/TrendFollow/config.ts
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- import { FEE_PERCENT } from "@tradejs/core/constants";
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+ import { FEE_PERCENT as RISK_FEE_RATE } from "@tradejs/core/constants";
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  var config = {
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  ENV: "BACKTEST",
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  INTERVAL: "15",
@@ -14,7 +14,9 @@ var config = {
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  ML_ENABLED: false,
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  ML_THRESHOLD: 0.1,
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  MIN_AI_QUALITY: 3,
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- FEE_PERCENT,
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+ RISK_FEE_RATE,
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+ RISK_SLIPPAGE_BPS: 0,
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+ RISK_MARKET_IMPACT_BPS: 0,
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  MAX_LOSS_VALUE: 10,
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  MA_FAST: 14,
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  MA_MEDIUM: 49,
@@ -71,7 +73,7 @@ var config = {
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  };
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  // src/TrendFollow/strategy.ts
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- import { createStrategyConfigParser } from "@tradejs/strategy-kit/config";
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+ import { createCostIsolatedStrategyConfigParser } from "@tradejs/strategy-kit/config";
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  // src/TrendFollow/core.ts
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  import { round } from "@tradejs/core/math";
@@ -661,8 +663,8 @@ var createTrendFollowCore = async ({ config: config2, data: initialData, strateg
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  fallback: 2
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  }),
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  maxLossValue: config2.MAX_LOSS_VALUE,
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- feeRate: Number(config2.FEE_PERCENT ?? 0),
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- slippageBps: Number(config2.SLIPPAGE_BASE_BPS ?? 0) + Number(config2.SLIPPAGE_MARKET_IMPACT_BPS ?? 0)
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+ feeRate: Number(config2.RISK_FEE_RATE ?? 0),
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+ slippageBps: Number(config2.RISK_SLIPPAGE_BPS ?? 0) + Number(config2.RISK_MARKET_IMPACT_BPS ?? 0)
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  });
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  if (!qty || !Number.isFinite(qty) || qty <= 0) {
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  return strategyApi.skip("INVALID_QTY");
@@ -1267,7 +1269,7 @@ var trendFollowManifest = {
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  // src/TrendFollow/strategy.ts
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  var TrendFollowStrategyDefinition = {
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  defaults: config,
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- parseConfig: createStrategyConfigParser({
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+ parseConfig: createCostIsolatedStrategyConfigParser({
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  strategyName: "TrendFollow",
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  defaults: config
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  }),
package/package.json CHANGED
@@ -1,6 +1,6 @@
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  {
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  "name": "@tradejs/strategy-trend-follow",
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- "version": "3.0.4",
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+ "version": "3.0.5",
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  "description": "ATR trailing-trend strategy using pivot structure, optional breakout and benchmark filters, and trail or opposite-signal exits for TradeJS.",
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  "type": "module",
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  "packageManager": "yarn@4.13.0",
@@ -46,7 +46,7 @@
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  "sideEffects": false,
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  "devDependencies": {
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  "@tradejs/core": "^3.0.1",
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- "@tradejs/strategy-kit": "^3.0.1",
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+ "@tradejs/strategy-kit": "^3.0.5",
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  "@tradejs/types": "^3.0.1",
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  "@types/jest": "^29.5.14",
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  "jest": "^29.7.0",
@@ -70,7 +70,7 @@
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  "author": "aleksnick (https://github.com/aleksnick)",
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  "peerDependencies": {
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  "@tradejs/core": "^3.0.1",
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- "@tradejs/strategy-kit": "^3.0.1",
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+ "@tradejs/strategy-kit": "^3.0.5",
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  "@tradejs/types": "^3.0.1"
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  }
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  }