@tradejs/types 2.0.6 → 2.0.8
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.
- package/dist/index.d.mts +56 -19
- package/dist/index.d.ts +56 -19
- package/dist/index.js +7 -0
- package/dist/index.mjs +6 -0
- package/package.json +1 -1
package/dist/index.d.mts
CHANGED
|
@@ -654,10 +654,21 @@ interface StrategyFigureZone {
|
|
|
654
654
|
color?: string;
|
|
655
655
|
borderColor?: string;
|
|
656
656
|
}
|
|
657
|
+
interface StrategyFigureAnnotation {
|
|
658
|
+
id?: string;
|
|
659
|
+
kind?: string;
|
|
660
|
+
point: StrategyFigurePoint;
|
|
661
|
+
title: string;
|
|
662
|
+
items: string[];
|
|
663
|
+
color?: string;
|
|
664
|
+
textColor?: string;
|
|
665
|
+
backgroundColor?: string;
|
|
666
|
+
}
|
|
657
667
|
interface StrategyEntryModelFigures {
|
|
658
668
|
lines?: StrategyFigureLine[];
|
|
659
669
|
points?: StrategyFigurePoints[];
|
|
660
670
|
zones?: StrategyFigureZone[];
|
|
671
|
+
annotations?: StrategyFigureAnnotation[];
|
|
661
672
|
}
|
|
662
673
|
interface TrendLineOptions {
|
|
663
674
|
mode: TrendLineMode;
|
|
@@ -695,6 +706,7 @@ interface Signal {
|
|
|
695
706
|
deploymentId?: string;
|
|
696
707
|
policyProfileId?: string;
|
|
697
708
|
runtimeConfigId?: string;
|
|
709
|
+
runtimeLineage?: RuntimeLineage;
|
|
698
710
|
direction: Direction;
|
|
699
711
|
timestamp: number;
|
|
700
712
|
orderStatus?: SignalOrderStatus;
|
|
@@ -714,6 +726,7 @@ interface Signal {
|
|
|
714
726
|
lines?: StrategyFigureLine[];
|
|
715
727
|
points?: StrategyFigurePoints[];
|
|
716
728
|
zones?: StrategyFigureZone[];
|
|
729
|
+
annotations?: StrategyFigureAnnotation[];
|
|
717
730
|
[key: string]: any;
|
|
718
731
|
};
|
|
719
732
|
prices: {
|
|
@@ -736,6 +749,7 @@ interface RuntimeSignalEvaluationRecord {
|
|
|
736
749
|
deploymentId?: string;
|
|
737
750
|
policyProfileId?: string;
|
|
738
751
|
runtimeConfigId?: string;
|
|
752
|
+
runtimeLineage?: RuntimeLineage;
|
|
739
753
|
symbol: string;
|
|
740
754
|
interval: Interval;
|
|
741
755
|
timestamp: number;
|
|
@@ -778,6 +792,14 @@ interface RuntimeAiAnalysisSnapshot {
|
|
|
778
792
|
analysis: Partial<SignalAnalysis>;
|
|
779
793
|
}
|
|
780
794
|
type SignalOrderStatus = 'completed' | 'failed' | 'skipped' | 'canceled';
|
|
795
|
+
interface RuntimeLineage {
|
|
796
|
+
schemaVersion: 1;
|
|
797
|
+
gitSha: string | null;
|
|
798
|
+
gitDirty: boolean | null;
|
|
799
|
+
gateFingerprint: string;
|
|
800
|
+
configFingerprint: string;
|
|
801
|
+
contextFingerprint: string;
|
|
802
|
+
}
|
|
781
803
|
type RuntimeTradeStatus = 'active' | 'closed';
|
|
782
804
|
type RuntimeTradeExitType = 'exit' | 'tp' | 'sl' | 'unknown';
|
|
783
805
|
type RuntimeTradeFillSource = 'exchange_position' | 'requested_price' | 'unknown';
|
|
@@ -993,6 +1015,11 @@ interface MinimalStat {
|
|
|
993
1015
|
profit: number;
|
|
994
1016
|
orders: number;
|
|
995
1017
|
}
|
|
1018
|
+
declare const BACKTEST_WARNING_CODES: {
|
|
1019
|
+
readonly TAKE_PROFIT_CROSSED_BEFORE_ENTRY: "TAKE_PROFIT_CROSSED_BEFORE_ENTRY";
|
|
1020
|
+
};
|
|
1021
|
+
type BacktestWarningCode = (typeof BACKTEST_WARNING_CODES)[keyof typeof BACKTEST_WARNING_CODES];
|
|
1022
|
+
type BacktestWarningCounts = Partial<Record<BacktestWarningCode, number>>;
|
|
996
1023
|
interface TestingBoxResult {
|
|
997
1024
|
orderLogId: string;
|
|
998
1025
|
stat: MinimalStat;
|
|
@@ -1000,6 +1027,7 @@ interface TestingBoxResult {
|
|
|
1000
1027
|
inlinePositionLog?: PositionLogData;
|
|
1001
1028
|
inlineReplaySignalEvaluations?: RuntimeSignalEvaluationRecord[];
|
|
1002
1029
|
executionCostModel?: ExecutionCostModel;
|
|
1030
|
+
warningCounts?: BacktestWarningCounts;
|
|
1003
1031
|
}
|
|
1004
1032
|
type TestingBox = (test: Test) => Promise<TestingBoxResult | null>;
|
|
1005
1033
|
interface TestWorkerResult extends TestingBoxResult {
|
|
@@ -1630,6 +1658,31 @@ interface BaseParticipationContext {
|
|
|
1630
1658
|
};
|
|
1631
1659
|
tradeFlow?: BaseMarketTradeFlowContext;
|
|
1632
1660
|
}
|
|
1661
|
+
type BaseMarketBreadthContext = {
|
|
1662
|
+
source: 'binance_klines';
|
|
1663
|
+
universe: string;
|
|
1664
|
+
interval: MarketFeatureInterval;
|
|
1665
|
+
asOfTs: number | null;
|
|
1666
|
+
ageMs: number | null;
|
|
1667
|
+
stale: boolean;
|
|
1668
|
+
symbolsCount: number | null;
|
|
1669
|
+
advancers: number | null;
|
|
1670
|
+
decliners: number | null;
|
|
1671
|
+
unchanged: number | null;
|
|
1672
|
+
advanceDeclineRatio: number | null;
|
|
1673
|
+
pctAboveMa20: number | null;
|
|
1674
|
+
pctAboveMa50: number | null;
|
|
1675
|
+
equalWeightedReturn: number | null;
|
|
1676
|
+
volumeWeightedReturn: number | null;
|
|
1677
|
+
dispersion: number | null;
|
|
1678
|
+
};
|
|
1679
|
+
type BaseMarketBreadthsContext = {
|
|
1680
|
+
top5?: BaseMarketBreadthContext;
|
|
1681
|
+
top10?: BaseMarketBreadthContext;
|
|
1682
|
+
top30?: BaseMarketBreadthContext;
|
|
1683
|
+
top50?: BaseMarketBreadthContext;
|
|
1684
|
+
top100?: BaseMarketBreadthContext;
|
|
1685
|
+
};
|
|
1633
1686
|
interface BaseRelativeContext {
|
|
1634
1687
|
benchmark: {
|
|
1635
1688
|
maFast: number | null;
|
|
@@ -1668,24 +1721,8 @@ interface BaseRelativeContext {
|
|
|
1668
1721
|
correlationToEth20: number | null;
|
|
1669
1722
|
ratioTrend: 'up' | 'down' | 'flat' | 'unknown';
|
|
1670
1723
|
};
|
|
1671
|
-
marketBreadth?:
|
|
1672
|
-
|
|
1673
|
-
universe: string;
|
|
1674
|
-
interval: MarketFeatureInterval;
|
|
1675
|
-
asOfTs: number | null;
|
|
1676
|
-
ageMs: number | null;
|
|
1677
|
-
stale: boolean;
|
|
1678
|
-
symbolsCount: number | null;
|
|
1679
|
-
advancers: number | null;
|
|
1680
|
-
decliners: number | null;
|
|
1681
|
-
unchanged: number | null;
|
|
1682
|
-
advanceDeclineRatio: number | null;
|
|
1683
|
-
pctAboveMa20: number | null;
|
|
1684
|
-
pctAboveMa50: number | null;
|
|
1685
|
-
equalWeightedReturn: number | null;
|
|
1686
|
-
volumeWeightedReturn: number | null;
|
|
1687
|
-
dispersion: number | null;
|
|
1688
|
-
};
|
|
1724
|
+
marketBreadth?: BaseMarketBreadthContext;
|
|
1725
|
+
marketBreadths?: BaseMarketBreadthsContext;
|
|
1689
1726
|
btcAltRegime?: {
|
|
1690
1727
|
source: 'binance_klines';
|
|
1691
1728
|
universe: string;
|
|
@@ -2523,4 +2560,4 @@ interface StrategyChartsSnapshotResponse {
|
|
|
2523
2560
|
strategies: StrategyChartSnapshot[];
|
|
2524
2561
|
}
|
|
2525
2562
|
|
|
2526
|
-
export { type AIChatHistory, type AIChatMessage, type AggTrade, type AggTradesRequest, type AiDatasetRow, type AiPayload, type AiPromptPair, type AssetClass, type BacktestDetectorOptimizedStrategy, type BacktestPriceMode, type BacktestRunConfig, type BaseContextGateFeatures, type BaseGateFeatureApproveBias, type BaseGateFeatureConfirmation, type BaseGateFeatureConflict, type BaseGateFeatureEntryLocation, type BaseGateFeaturePrimaryIssue, type BaseGateFeatureRiskLevel, type BaseGateFeatureScoreKey, type BaseIndicatorsHistorySnapshot, type BaseMarketTradeFlowContext, type BaseMultiTimeframeContext, type BaseParticipationContext, type BaseRawIndicatorSnapshot, type BaseRegimeContext, type BaseRelativeContext, type BaseStrategyContextSnapshot, type BaseStructureContext, type Bot, type BotConfig, type BotResults, type BotStatus, type BuildStrategySignalDraft, type BuildStrategySignalParams, type Candle, type ChartColor, type ClosedPnlRecord, type CmcExchangeLiquidityRegime, type CmcFearGreedClassification, type CmcFearGreedRegime, type CompletedTest, type Connector, type ConnectorCapabilities, type ConnectorConfig, type ConnectorCreator, type ConnectorPluginDefinition, type ConnectorRegistryEntry, type CreateStrategyCore, type CreateStrategyCoreParams, DEFAULT_MARKET_UNIVERSE, type DerivativesContext, type DerivativesContextRiskFlag, type DerivativesInterval, type DerivativesIntervalContext, type DerivativesPressure, type DerivativesPriceOiDivergenceType, type DerivativesRow, type DerivativesSymbolContext, type DerivativesTargetDerivedContext, type Direction, type EOMPoint, type ExchangeEntryRecord, type ExecutionCostModel, type ExecutionCostQuality, type ExecutionCostSource, type Figure, type Filters, type FundingRateHistoryRequest, type FundingRatePoint, type GetAggTrades, type GetClosedPnlParams, type GetFundingRateHistory, type GetOrderBookDepth, type GetTickers, type GetTopOfBookTicker, type GetTradingFeeRate, type Indicator, type IndicatorPluginComputeParams, type IndicatorPluginDefinition, type IndicatorPluginEntry, type IndicatorPluginFigureRenderer, type IndicatorPluginRenderer, type IndicatorSnapshot, type Indicators, type IndicatorsHistorySnapshot, type InstrumentDescriptor, type InstrumentKind, type InstrumentQuery, type InstrumentStatus, type Interval, type Item, type Items, type Kline, type KlineChartData, type KlineChartItem, type KlineRequest, type ListInstruments, type MarketBreadthRow, type MarketCmcExchangeLiquidityContextRow, type MarketCmcFearGreedContextRow, type MarketCmcIndexConstituent, type MarketCmcIndexContextRow, type MarketCmcIndexSlug, type MarketDataCapability, type MarketFeatureInterval, type MarketGlobalContextRow, type MarketGlobalContextSource, type MarketKlineEvent, type MarketReferenceAssetContextRow, type MarketTradeFlowRow, type MarketUniverse, type MetricThreshold, type Metrics, type MinimalStat, type MlCandleIndicatorsSnapshot, type MonthlyEquityStats, type OnChangeCompare, type OnChangeFilters, type Order, type OrderBookDepth, type OrderBookDepthRequest, type OrderLog, type OrderLogData, type OrderPositionIntent, type OrderType, type Position, type PositionLog, type PositionLogData, type PositionPnlSnapshot, type Provider, type RuntimeAiAnalysisSnapshot, type RuntimeDeployment, type RuntimeDeploymentHeartbeat, type RuntimeDeploymentStrategy, type RuntimeSignalEvaluationRecord, type RuntimeSignalEvaluationStatus, type RuntimeStrategyCloseNotification, type RuntimeTradeExitType, type RuntimeTradeFillSource, type RuntimeTradeRecord, type RuntimeTradeStatus, type RuntimeTradeTelemetryQuality, type Signal, type SignalAnalysis, type SignalOrderStatus, type SimpleOrderLogData, type Sl, type SpreadRow, type Strategy, type StrategyAPI, type StrategyAPIEntryParams, type StrategyAPIExitParams, type StrategyAPIProtectParams, type StrategyAdditionalIndicatorsMap, type StrategyAiAdapter, type StrategyAiMode, type StrategyChartDetail, type StrategyChartMetric, type StrategyChartMetricTone, type StrategyChartOrder, type StrategyChartSnapshot, type StrategyChartsSnapshotResponse, type StrategyClosePlan, type StrategyConfig, type StrategyConfigGrid, type StrategyCoreRunner, type StrategyCreator, type StrategyCreatorParams, type StrategyDecision, type StrategyDecisionPriceContext, type StrategyDirectionalTpSlParams, type StrategyDirectionalTpSlResult, type StrategyEntryBaseParams, type StrategyEntryModelFigures, type StrategyEntryOrderPlan, type StrategyEntryRuntimeBaseParams, type StrategyEntryRuntimeBuilderParams, type StrategyEntryRuntimeOptions, type StrategyEntrySignalContext, type StrategyEntrySignalDecisionBuilderParams, type StrategyEntryTakeProfitsParams, type StrategyFigureLine, type StrategyFigurePoint, type StrategyFigurePoints, type StrategyFigureZone, type StrategyHookAfterAiContext, type StrategyHookAfterDecisionContext, type StrategyHookAfterPlaceOrderContext, type StrategyHookAiContext, type StrategyHookAiSkippedReason, type StrategyHookBarContext, type StrategyHookBeforeCloseContext, type StrategyHookBeforeEntryGateContext, type StrategyHookBeforePlaceOrderContext, type StrategyHookCtx, type StrategyHookEnrichContext, type StrategyHookEntryContext, type StrategyHookErrorContext, type StrategyHookErrorPayload, type StrategyHookGateResult, type StrategyHookInitContext, type StrategyHookMarketContext, type StrategyHookMlContext, type StrategyHookMlSkippedReason, type StrategyHookOrderContext, type StrategyHookPolicyContext, type StrategyHookSkipContext, type StrategyHookStage, type StrategyIndicatorsContext, type StrategyIndicatorsMap, type StrategyIndicatorsState, type StrategyLastTradeController, type StrategyLastTradeControllerParams, type StrategyManifest, type StrategyMlAdapter, type StrategyPluginDefinition, type StrategyPolicyProfile, type StrategyProtectPlan, type StrategyRegistryEntry, type StrategyResultConfig, type StrategyResultEntry, type StrategyResults, type StrategyRuntimeAiOptions, type StrategyRuntimeMlOptions, type StrategySharedReplayStateGetter, type StrategySignalMetaParams, type StrategySignalPriceParams, type StrategyStateController, type StrategyStateControllerOptions, type Test, type TestClosedSignalResult, type TestCompare, type TestCompareList, type TestConnector, type TestConnectorContext, type TestConnectorCreator, type TestResult, type TestStat, type TestSuite, type TestThresholds, type TestThresholdsKey, type TestTradeExitReason, type TestTradeResult, type TestWorkerResult, type TestingBox, type TestingBoxResult, type TestingOptions, type ThresholdLevel, type Ticker, type TickerQuery, type TopOfBookTicker, type Tp, type TradingAccountRef, type TradingFeeRate, type Trend, type TrendLine, type TrendLineMode, type TrendLineOptions, type UIFilters, isMarketUniverse, resolveConnectorUniverse };
|
|
2563
|
+
export { type AIChatHistory, type AIChatMessage, type AggTrade, type AggTradesRequest, type AiDatasetRow, type AiPayload, type AiPromptPair, type AssetClass, BACKTEST_WARNING_CODES, type BacktestDetectorOptimizedStrategy, type BacktestPriceMode, type BacktestRunConfig, type BacktestWarningCode, type BacktestWarningCounts, type BaseContextGateFeatures, type BaseGateFeatureApproveBias, type BaseGateFeatureConfirmation, type BaseGateFeatureConflict, type BaseGateFeatureEntryLocation, type BaseGateFeaturePrimaryIssue, type BaseGateFeatureRiskLevel, type BaseGateFeatureScoreKey, type BaseIndicatorsHistorySnapshot, type BaseMarketBreadthContext, type BaseMarketBreadthsContext, type BaseMarketTradeFlowContext, type BaseMultiTimeframeContext, type BaseParticipationContext, type BaseRawIndicatorSnapshot, type BaseRegimeContext, type BaseRelativeContext, type BaseStrategyContextSnapshot, type BaseStructureContext, type Bot, type BotConfig, type BotResults, type BotStatus, type BuildStrategySignalDraft, type BuildStrategySignalParams, type Candle, type ChartColor, type ClosedPnlRecord, type CmcExchangeLiquidityRegime, type CmcFearGreedClassification, type CmcFearGreedRegime, type CompletedTest, type Connector, type ConnectorCapabilities, type ConnectorConfig, type ConnectorCreator, type ConnectorPluginDefinition, type ConnectorRegistryEntry, type CreateStrategyCore, type CreateStrategyCoreParams, DEFAULT_MARKET_UNIVERSE, type DerivativesContext, type DerivativesContextRiskFlag, type DerivativesInterval, type DerivativesIntervalContext, type DerivativesPressure, type DerivativesPriceOiDivergenceType, type DerivativesRow, type DerivativesSymbolContext, type DerivativesTargetDerivedContext, type Direction, type EOMPoint, type ExchangeEntryRecord, type ExecutionCostModel, type ExecutionCostQuality, type ExecutionCostSource, type Figure, type Filters, type FundingRateHistoryRequest, type FundingRatePoint, type GetAggTrades, type GetClosedPnlParams, type GetFundingRateHistory, type GetOrderBookDepth, type GetTickers, type GetTopOfBookTicker, type GetTradingFeeRate, type Indicator, type IndicatorPluginComputeParams, type IndicatorPluginDefinition, type IndicatorPluginEntry, type IndicatorPluginFigureRenderer, type IndicatorPluginRenderer, type IndicatorSnapshot, type Indicators, type IndicatorsHistorySnapshot, type InstrumentDescriptor, type InstrumentKind, type InstrumentQuery, type InstrumentStatus, type Interval, type Item, type Items, type Kline, type KlineChartData, type KlineChartItem, type KlineRequest, type ListInstruments, type MarketBreadthRow, type MarketCmcExchangeLiquidityContextRow, type MarketCmcFearGreedContextRow, type MarketCmcIndexConstituent, type MarketCmcIndexContextRow, type MarketCmcIndexSlug, type MarketDataCapability, type MarketFeatureInterval, type MarketGlobalContextRow, type MarketGlobalContextSource, type MarketKlineEvent, type MarketReferenceAssetContextRow, type MarketTradeFlowRow, type MarketUniverse, type MetricThreshold, type Metrics, type MinimalStat, type MlCandleIndicatorsSnapshot, type MonthlyEquityStats, type OnChangeCompare, type OnChangeFilters, type Order, type OrderBookDepth, type OrderBookDepthRequest, type OrderLog, type OrderLogData, type OrderPositionIntent, type OrderType, type Position, type PositionLog, type PositionLogData, type PositionPnlSnapshot, type Provider, type RuntimeAiAnalysisSnapshot, type RuntimeDeployment, type RuntimeDeploymentHeartbeat, type RuntimeDeploymentStrategy, type RuntimeLineage, type RuntimeSignalEvaluationRecord, type RuntimeSignalEvaluationStatus, type RuntimeStrategyCloseNotification, type RuntimeTradeExitType, type RuntimeTradeFillSource, type RuntimeTradeRecord, type RuntimeTradeStatus, type RuntimeTradeTelemetryQuality, type Signal, type SignalAnalysis, type SignalOrderStatus, type SimpleOrderLogData, type Sl, type SpreadRow, type Strategy, type StrategyAPI, type StrategyAPIEntryParams, type StrategyAPIExitParams, type StrategyAPIProtectParams, type StrategyAdditionalIndicatorsMap, type StrategyAiAdapter, type StrategyAiMode, type StrategyChartDetail, type StrategyChartMetric, type StrategyChartMetricTone, type StrategyChartOrder, type StrategyChartSnapshot, type StrategyChartsSnapshotResponse, type StrategyClosePlan, type StrategyConfig, type StrategyConfigGrid, type StrategyCoreRunner, type StrategyCreator, type StrategyCreatorParams, type StrategyDecision, type StrategyDecisionPriceContext, type StrategyDirectionalTpSlParams, type StrategyDirectionalTpSlResult, type StrategyEntryBaseParams, type StrategyEntryModelFigures, type StrategyEntryOrderPlan, type StrategyEntryRuntimeBaseParams, type StrategyEntryRuntimeBuilderParams, type StrategyEntryRuntimeOptions, type StrategyEntrySignalContext, type StrategyEntrySignalDecisionBuilderParams, type StrategyEntryTakeProfitsParams, type StrategyFigureAnnotation, type StrategyFigureLine, type StrategyFigurePoint, type StrategyFigurePoints, type StrategyFigureZone, type StrategyHookAfterAiContext, type StrategyHookAfterDecisionContext, type StrategyHookAfterPlaceOrderContext, type StrategyHookAiContext, type StrategyHookAiSkippedReason, type StrategyHookBarContext, type StrategyHookBeforeCloseContext, type StrategyHookBeforeEntryGateContext, type StrategyHookBeforePlaceOrderContext, type StrategyHookCtx, type StrategyHookEnrichContext, type StrategyHookEntryContext, type StrategyHookErrorContext, type StrategyHookErrorPayload, type StrategyHookGateResult, type StrategyHookInitContext, type StrategyHookMarketContext, type StrategyHookMlContext, type StrategyHookMlSkippedReason, type StrategyHookOrderContext, type StrategyHookPolicyContext, type StrategyHookSkipContext, type StrategyHookStage, type StrategyIndicatorsContext, type StrategyIndicatorsMap, type StrategyIndicatorsState, type StrategyLastTradeController, type StrategyLastTradeControllerParams, type StrategyManifest, type StrategyMlAdapter, type StrategyPluginDefinition, type StrategyPolicyProfile, type StrategyProtectPlan, type StrategyRegistryEntry, type StrategyResultConfig, type StrategyResultEntry, type StrategyResults, type StrategyRuntimeAiOptions, type StrategyRuntimeMlOptions, type StrategySharedReplayStateGetter, type StrategySignalMetaParams, type StrategySignalPriceParams, type StrategyStateController, type StrategyStateControllerOptions, type Test, type TestClosedSignalResult, type TestCompare, type TestCompareList, type TestConnector, type TestConnectorContext, type TestConnectorCreator, type TestResult, type TestStat, type TestSuite, type TestThresholds, type TestThresholdsKey, type TestTradeExitReason, type TestTradeResult, type TestWorkerResult, type TestingBox, type TestingBoxResult, type TestingOptions, type ThresholdLevel, type Ticker, type TickerQuery, type TopOfBookTicker, type Tp, type TradingAccountRef, type TradingFeeRate, type Trend, type TrendLine, type TrendLineMode, type TrendLineOptions, type UIFilters, isMarketUniverse, resolveConnectorUniverse };
|
package/dist/index.d.ts
CHANGED
|
@@ -654,10 +654,21 @@ interface StrategyFigureZone {
|
|
|
654
654
|
color?: string;
|
|
655
655
|
borderColor?: string;
|
|
656
656
|
}
|
|
657
|
+
interface StrategyFigureAnnotation {
|
|
658
|
+
id?: string;
|
|
659
|
+
kind?: string;
|
|
660
|
+
point: StrategyFigurePoint;
|
|
661
|
+
title: string;
|
|
662
|
+
items: string[];
|
|
663
|
+
color?: string;
|
|
664
|
+
textColor?: string;
|
|
665
|
+
backgroundColor?: string;
|
|
666
|
+
}
|
|
657
667
|
interface StrategyEntryModelFigures {
|
|
658
668
|
lines?: StrategyFigureLine[];
|
|
659
669
|
points?: StrategyFigurePoints[];
|
|
660
670
|
zones?: StrategyFigureZone[];
|
|
671
|
+
annotations?: StrategyFigureAnnotation[];
|
|
661
672
|
}
|
|
662
673
|
interface TrendLineOptions {
|
|
663
674
|
mode: TrendLineMode;
|
|
@@ -695,6 +706,7 @@ interface Signal {
|
|
|
695
706
|
deploymentId?: string;
|
|
696
707
|
policyProfileId?: string;
|
|
697
708
|
runtimeConfigId?: string;
|
|
709
|
+
runtimeLineage?: RuntimeLineage;
|
|
698
710
|
direction: Direction;
|
|
699
711
|
timestamp: number;
|
|
700
712
|
orderStatus?: SignalOrderStatus;
|
|
@@ -714,6 +726,7 @@ interface Signal {
|
|
|
714
726
|
lines?: StrategyFigureLine[];
|
|
715
727
|
points?: StrategyFigurePoints[];
|
|
716
728
|
zones?: StrategyFigureZone[];
|
|
729
|
+
annotations?: StrategyFigureAnnotation[];
|
|
717
730
|
[key: string]: any;
|
|
718
731
|
};
|
|
719
732
|
prices: {
|
|
@@ -736,6 +749,7 @@ interface RuntimeSignalEvaluationRecord {
|
|
|
736
749
|
deploymentId?: string;
|
|
737
750
|
policyProfileId?: string;
|
|
738
751
|
runtimeConfigId?: string;
|
|
752
|
+
runtimeLineage?: RuntimeLineage;
|
|
739
753
|
symbol: string;
|
|
740
754
|
interval: Interval;
|
|
741
755
|
timestamp: number;
|
|
@@ -778,6 +792,14 @@ interface RuntimeAiAnalysisSnapshot {
|
|
|
778
792
|
analysis: Partial<SignalAnalysis>;
|
|
779
793
|
}
|
|
780
794
|
type SignalOrderStatus = 'completed' | 'failed' | 'skipped' | 'canceled';
|
|
795
|
+
interface RuntimeLineage {
|
|
796
|
+
schemaVersion: 1;
|
|
797
|
+
gitSha: string | null;
|
|
798
|
+
gitDirty: boolean | null;
|
|
799
|
+
gateFingerprint: string;
|
|
800
|
+
configFingerprint: string;
|
|
801
|
+
contextFingerprint: string;
|
|
802
|
+
}
|
|
781
803
|
type RuntimeTradeStatus = 'active' | 'closed';
|
|
782
804
|
type RuntimeTradeExitType = 'exit' | 'tp' | 'sl' | 'unknown';
|
|
783
805
|
type RuntimeTradeFillSource = 'exchange_position' | 'requested_price' | 'unknown';
|
|
@@ -993,6 +1015,11 @@ interface MinimalStat {
|
|
|
993
1015
|
profit: number;
|
|
994
1016
|
orders: number;
|
|
995
1017
|
}
|
|
1018
|
+
declare const BACKTEST_WARNING_CODES: {
|
|
1019
|
+
readonly TAKE_PROFIT_CROSSED_BEFORE_ENTRY: "TAKE_PROFIT_CROSSED_BEFORE_ENTRY";
|
|
1020
|
+
};
|
|
1021
|
+
type BacktestWarningCode = (typeof BACKTEST_WARNING_CODES)[keyof typeof BACKTEST_WARNING_CODES];
|
|
1022
|
+
type BacktestWarningCounts = Partial<Record<BacktestWarningCode, number>>;
|
|
996
1023
|
interface TestingBoxResult {
|
|
997
1024
|
orderLogId: string;
|
|
998
1025
|
stat: MinimalStat;
|
|
@@ -1000,6 +1027,7 @@ interface TestingBoxResult {
|
|
|
1000
1027
|
inlinePositionLog?: PositionLogData;
|
|
1001
1028
|
inlineReplaySignalEvaluations?: RuntimeSignalEvaluationRecord[];
|
|
1002
1029
|
executionCostModel?: ExecutionCostModel;
|
|
1030
|
+
warningCounts?: BacktestWarningCounts;
|
|
1003
1031
|
}
|
|
1004
1032
|
type TestingBox = (test: Test) => Promise<TestingBoxResult | null>;
|
|
1005
1033
|
interface TestWorkerResult extends TestingBoxResult {
|
|
@@ -1630,6 +1658,31 @@ interface BaseParticipationContext {
|
|
|
1630
1658
|
};
|
|
1631
1659
|
tradeFlow?: BaseMarketTradeFlowContext;
|
|
1632
1660
|
}
|
|
1661
|
+
type BaseMarketBreadthContext = {
|
|
1662
|
+
source: 'binance_klines';
|
|
1663
|
+
universe: string;
|
|
1664
|
+
interval: MarketFeatureInterval;
|
|
1665
|
+
asOfTs: number | null;
|
|
1666
|
+
ageMs: number | null;
|
|
1667
|
+
stale: boolean;
|
|
1668
|
+
symbolsCount: number | null;
|
|
1669
|
+
advancers: number | null;
|
|
1670
|
+
decliners: number | null;
|
|
1671
|
+
unchanged: number | null;
|
|
1672
|
+
advanceDeclineRatio: number | null;
|
|
1673
|
+
pctAboveMa20: number | null;
|
|
1674
|
+
pctAboveMa50: number | null;
|
|
1675
|
+
equalWeightedReturn: number | null;
|
|
1676
|
+
volumeWeightedReturn: number | null;
|
|
1677
|
+
dispersion: number | null;
|
|
1678
|
+
};
|
|
1679
|
+
type BaseMarketBreadthsContext = {
|
|
1680
|
+
top5?: BaseMarketBreadthContext;
|
|
1681
|
+
top10?: BaseMarketBreadthContext;
|
|
1682
|
+
top30?: BaseMarketBreadthContext;
|
|
1683
|
+
top50?: BaseMarketBreadthContext;
|
|
1684
|
+
top100?: BaseMarketBreadthContext;
|
|
1685
|
+
};
|
|
1633
1686
|
interface BaseRelativeContext {
|
|
1634
1687
|
benchmark: {
|
|
1635
1688
|
maFast: number | null;
|
|
@@ -1668,24 +1721,8 @@ interface BaseRelativeContext {
|
|
|
1668
1721
|
correlationToEth20: number | null;
|
|
1669
1722
|
ratioTrend: 'up' | 'down' | 'flat' | 'unknown';
|
|
1670
1723
|
};
|
|
1671
|
-
marketBreadth?:
|
|
1672
|
-
|
|
1673
|
-
universe: string;
|
|
1674
|
-
interval: MarketFeatureInterval;
|
|
1675
|
-
asOfTs: number | null;
|
|
1676
|
-
ageMs: number | null;
|
|
1677
|
-
stale: boolean;
|
|
1678
|
-
symbolsCount: number | null;
|
|
1679
|
-
advancers: number | null;
|
|
1680
|
-
decliners: number | null;
|
|
1681
|
-
unchanged: number | null;
|
|
1682
|
-
advanceDeclineRatio: number | null;
|
|
1683
|
-
pctAboveMa20: number | null;
|
|
1684
|
-
pctAboveMa50: number | null;
|
|
1685
|
-
equalWeightedReturn: number | null;
|
|
1686
|
-
volumeWeightedReturn: number | null;
|
|
1687
|
-
dispersion: number | null;
|
|
1688
|
-
};
|
|
1724
|
+
marketBreadth?: BaseMarketBreadthContext;
|
|
1725
|
+
marketBreadths?: BaseMarketBreadthsContext;
|
|
1689
1726
|
btcAltRegime?: {
|
|
1690
1727
|
source: 'binance_klines';
|
|
1691
1728
|
universe: string;
|
|
@@ -2523,4 +2560,4 @@ interface StrategyChartsSnapshotResponse {
|
|
|
2523
2560
|
strategies: StrategyChartSnapshot[];
|
|
2524
2561
|
}
|
|
2525
2562
|
|
|
2526
|
-
export { type AIChatHistory, type AIChatMessage, type AggTrade, type AggTradesRequest, type AiDatasetRow, type AiPayload, type AiPromptPair, type AssetClass, type BacktestDetectorOptimizedStrategy, type BacktestPriceMode, type BacktestRunConfig, type BaseContextGateFeatures, type BaseGateFeatureApproveBias, type BaseGateFeatureConfirmation, type BaseGateFeatureConflict, type BaseGateFeatureEntryLocation, type BaseGateFeaturePrimaryIssue, type BaseGateFeatureRiskLevel, type BaseGateFeatureScoreKey, type BaseIndicatorsHistorySnapshot, type BaseMarketTradeFlowContext, type BaseMultiTimeframeContext, type BaseParticipationContext, type BaseRawIndicatorSnapshot, type BaseRegimeContext, type BaseRelativeContext, type BaseStrategyContextSnapshot, type BaseStructureContext, type Bot, type BotConfig, type BotResults, type BotStatus, type BuildStrategySignalDraft, type BuildStrategySignalParams, type Candle, type ChartColor, type ClosedPnlRecord, type CmcExchangeLiquidityRegime, type CmcFearGreedClassification, type CmcFearGreedRegime, type CompletedTest, type Connector, type ConnectorCapabilities, type ConnectorConfig, type ConnectorCreator, type ConnectorPluginDefinition, type ConnectorRegistryEntry, type CreateStrategyCore, type CreateStrategyCoreParams, DEFAULT_MARKET_UNIVERSE, type DerivativesContext, type DerivativesContextRiskFlag, type DerivativesInterval, type DerivativesIntervalContext, type DerivativesPressure, type DerivativesPriceOiDivergenceType, type DerivativesRow, type DerivativesSymbolContext, type DerivativesTargetDerivedContext, type Direction, type EOMPoint, type ExchangeEntryRecord, type ExecutionCostModel, type ExecutionCostQuality, type ExecutionCostSource, type Figure, type Filters, type FundingRateHistoryRequest, type FundingRatePoint, type GetAggTrades, type GetClosedPnlParams, type GetFundingRateHistory, type GetOrderBookDepth, type GetTickers, type GetTopOfBookTicker, type GetTradingFeeRate, type Indicator, type IndicatorPluginComputeParams, type IndicatorPluginDefinition, type IndicatorPluginEntry, type IndicatorPluginFigureRenderer, type IndicatorPluginRenderer, type IndicatorSnapshot, type Indicators, type IndicatorsHistorySnapshot, type InstrumentDescriptor, type InstrumentKind, type InstrumentQuery, type InstrumentStatus, type Interval, type Item, type Items, type Kline, type KlineChartData, type KlineChartItem, type KlineRequest, type ListInstruments, type MarketBreadthRow, type MarketCmcExchangeLiquidityContextRow, type MarketCmcFearGreedContextRow, type MarketCmcIndexConstituent, type MarketCmcIndexContextRow, type MarketCmcIndexSlug, type MarketDataCapability, type MarketFeatureInterval, type MarketGlobalContextRow, type MarketGlobalContextSource, type MarketKlineEvent, type MarketReferenceAssetContextRow, type MarketTradeFlowRow, type MarketUniverse, type MetricThreshold, type Metrics, type MinimalStat, type MlCandleIndicatorsSnapshot, type MonthlyEquityStats, type OnChangeCompare, type OnChangeFilters, type Order, type OrderBookDepth, type OrderBookDepthRequest, type OrderLog, type OrderLogData, type OrderPositionIntent, type OrderType, type Position, type PositionLog, type PositionLogData, type PositionPnlSnapshot, type Provider, type RuntimeAiAnalysisSnapshot, type RuntimeDeployment, type RuntimeDeploymentHeartbeat, type RuntimeDeploymentStrategy, type RuntimeSignalEvaluationRecord, type RuntimeSignalEvaluationStatus, type RuntimeStrategyCloseNotification, type RuntimeTradeExitType, type RuntimeTradeFillSource, type RuntimeTradeRecord, type RuntimeTradeStatus, type RuntimeTradeTelemetryQuality, type Signal, type SignalAnalysis, type SignalOrderStatus, type SimpleOrderLogData, type Sl, type SpreadRow, type Strategy, type StrategyAPI, type StrategyAPIEntryParams, type StrategyAPIExitParams, type StrategyAPIProtectParams, type StrategyAdditionalIndicatorsMap, type StrategyAiAdapter, type StrategyAiMode, type StrategyChartDetail, type StrategyChartMetric, type StrategyChartMetricTone, type StrategyChartOrder, type StrategyChartSnapshot, type StrategyChartsSnapshotResponse, type StrategyClosePlan, type StrategyConfig, type StrategyConfigGrid, type StrategyCoreRunner, type StrategyCreator, type StrategyCreatorParams, type StrategyDecision, type StrategyDecisionPriceContext, type StrategyDirectionalTpSlParams, type StrategyDirectionalTpSlResult, type StrategyEntryBaseParams, type StrategyEntryModelFigures, type StrategyEntryOrderPlan, type StrategyEntryRuntimeBaseParams, type StrategyEntryRuntimeBuilderParams, type StrategyEntryRuntimeOptions, type StrategyEntrySignalContext, type StrategyEntrySignalDecisionBuilderParams, type StrategyEntryTakeProfitsParams, type StrategyFigureLine, type StrategyFigurePoint, type StrategyFigurePoints, type StrategyFigureZone, type StrategyHookAfterAiContext, type StrategyHookAfterDecisionContext, type StrategyHookAfterPlaceOrderContext, type StrategyHookAiContext, type StrategyHookAiSkippedReason, type StrategyHookBarContext, type StrategyHookBeforeCloseContext, type StrategyHookBeforeEntryGateContext, type StrategyHookBeforePlaceOrderContext, type StrategyHookCtx, type StrategyHookEnrichContext, type StrategyHookEntryContext, type StrategyHookErrorContext, type StrategyHookErrorPayload, type StrategyHookGateResult, type StrategyHookInitContext, type StrategyHookMarketContext, type StrategyHookMlContext, type StrategyHookMlSkippedReason, type StrategyHookOrderContext, type StrategyHookPolicyContext, type StrategyHookSkipContext, type StrategyHookStage, type StrategyIndicatorsContext, type StrategyIndicatorsMap, type StrategyIndicatorsState, type StrategyLastTradeController, type StrategyLastTradeControllerParams, type StrategyManifest, type StrategyMlAdapter, type StrategyPluginDefinition, type StrategyPolicyProfile, type StrategyProtectPlan, type StrategyRegistryEntry, type StrategyResultConfig, type StrategyResultEntry, type StrategyResults, type StrategyRuntimeAiOptions, type StrategyRuntimeMlOptions, type StrategySharedReplayStateGetter, type StrategySignalMetaParams, type StrategySignalPriceParams, type StrategyStateController, type StrategyStateControllerOptions, type Test, type TestClosedSignalResult, type TestCompare, type TestCompareList, type TestConnector, type TestConnectorContext, type TestConnectorCreator, type TestResult, type TestStat, type TestSuite, type TestThresholds, type TestThresholdsKey, type TestTradeExitReason, type TestTradeResult, type TestWorkerResult, type TestingBox, type TestingBoxResult, type TestingOptions, type ThresholdLevel, type Ticker, type TickerQuery, type TopOfBookTicker, type Tp, type TradingAccountRef, type TradingFeeRate, type Trend, type TrendLine, type TrendLineMode, type TrendLineOptions, type UIFilters, isMarketUniverse, resolveConnectorUniverse };
|
|
2563
|
+
export { type AIChatHistory, type AIChatMessage, type AggTrade, type AggTradesRequest, type AiDatasetRow, type AiPayload, type AiPromptPair, type AssetClass, BACKTEST_WARNING_CODES, type BacktestDetectorOptimizedStrategy, type BacktestPriceMode, type BacktestRunConfig, type BacktestWarningCode, type BacktestWarningCounts, type BaseContextGateFeatures, type BaseGateFeatureApproveBias, type BaseGateFeatureConfirmation, type BaseGateFeatureConflict, type BaseGateFeatureEntryLocation, type BaseGateFeaturePrimaryIssue, type BaseGateFeatureRiskLevel, type BaseGateFeatureScoreKey, type BaseIndicatorsHistorySnapshot, type BaseMarketBreadthContext, type BaseMarketBreadthsContext, type BaseMarketTradeFlowContext, type BaseMultiTimeframeContext, type BaseParticipationContext, type BaseRawIndicatorSnapshot, type BaseRegimeContext, type BaseRelativeContext, type BaseStrategyContextSnapshot, type BaseStructureContext, type Bot, type BotConfig, type BotResults, type BotStatus, type BuildStrategySignalDraft, type BuildStrategySignalParams, type Candle, type ChartColor, type ClosedPnlRecord, type CmcExchangeLiquidityRegime, type CmcFearGreedClassification, type CmcFearGreedRegime, type CompletedTest, type Connector, type ConnectorCapabilities, type ConnectorConfig, type ConnectorCreator, type ConnectorPluginDefinition, type ConnectorRegistryEntry, type CreateStrategyCore, type CreateStrategyCoreParams, DEFAULT_MARKET_UNIVERSE, type DerivativesContext, type DerivativesContextRiskFlag, type DerivativesInterval, type DerivativesIntervalContext, type DerivativesPressure, type DerivativesPriceOiDivergenceType, type DerivativesRow, type DerivativesSymbolContext, type DerivativesTargetDerivedContext, type Direction, type EOMPoint, type ExchangeEntryRecord, type ExecutionCostModel, type ExecutionCostQuality, type ExecutionCostSource, type Figure, type Filters, type FundingRateHistoryRequest, type FundingRatePoint, type GetAggTrades, type GetClosedPnlParams, type GetFundingRateHistory, type GetOrderBookDepth, type GetTickers, type GetTopOfBookTicker, type GetTradingFeeRate, type Indicator, type IndicatorPluginComputeParams, type IndicatorPluginDefinition, type IndicatorPluginEntry, type IndicatorPluginFigureRenderer, type IndicatorPluginRenderer, type IndicatorSnapshot, type Indicators, type IndicatorsHistorySnapshot, type InstrumentDescriptor, type InstrumentKind, type InstrumentQuery, type InstrumentStatus, type Interval, type Item, type Items, type Kline, type KlineChartData, type KlineChartItem, type KlineRequest, type ListInstruments, type MarketBreadthRow, type MarketCmcExchangeLiquidityContextRow, type MarketCmcFearGreedContextRow, type MarketCmcIndexConstituent, type MarketCmcIndexContextRow, type MarketCmcIndexSlug, type MarketDataCapability, type MarketFeatureInterval, type MarketGlobalContextRow, type MarketGlobalContextSource, type MarketKlineEvent, type MarketReferenceAssetContextRow, type MarketTradeFlowRow, type MarketUniverse, type MetricThreshold, type Metrics, type MinimalStat, type MlCandleIndicatorsSnapshot, type MonthlyEquityStats, type OnChangeCompare, type OnChangeFilters, type Order, type OrderBookDepth, type OrderBookDepthRequest, type OrderLog, type OrderLogData, type OrderPositionIntent, type OrderType, type Position, type PositionLog, type PositionLogData, type PositionPnlSnapshot, type Provider, type RuntimeAiAnalysisSnapshot, type RuntimeDeployment, type RuntimeDeploymentHeartbeat, type RuntimeDeploymentStrategy, type RuntimeLineage, type RuntimeSignalEvaluationRecord, type RuntimeSignalEvaluationStatus, type RuntimeStrategyCloseNotification, type RuntimeTradeExitType, type RuntimeTradeFillSource, type RuntimeTradeRecord, type RuntimeTradeStatus, type RuntimeTradeTelemetryQuality, type Signal, type SignalAnalysis, type SignalOrderStatus, type SimpleOrderLogData, type Sl, type SpreadRow, type Strategy, type StrategyAPI, type StrategyAPIEntryParams, type StrategyAPIExitParams, type StrategyAPIProtectParams, type StrategyAdditionalIndicatorsMap, type StrategyAiAdapter, type StrategyAiMode, type StrategyChartDetail, type StrategyChartMetric, type StrategyChartMetricTone, type StrategyChartOrder, type StrategyChartSnapshot, type StrategyChartsSnapshotResponse, type StrategyClosePlan, type StrategyConfig, type StrategyConfigGrid, type StrategyCoreRunner, type StrategyCreator, type StrategyCreatorParams, type StrategyDecision, type StrategyDecisionPriceContext, type StrategyDirectionalTpSlParams, type StrategyDirectionalTpSlResult, type StrategyEntryBaseParams, type StrategyEntryModelFigures, type StrategyEntryOrderPlan, type StrategyEntryRuntimeBaseParams, type StrategyEntryRuntimeBuilderParams, type StrategyEntryRuntimeOptions, type StrategyEntrySignalContext, type StrategyEntrySignalDecisionBuilderParams, type StrategyEntryTakeProfitsParams, type StrategyFigureAnnotation, type StrategyFigureLine, type StrategyFigurePoint, type StrategyFigurePoints, type StrategyFigureZone, type StrategyHookAfterAiContext, type StrategyHookAfterDecisionContext, type StrategyHookAfterPlaceOrderContext, type StrategyHookAiContext, type StrategyHookAiSkippedReason, type StrategyHookBarContext, type StrategyHookBeforeCloseContext, type StrategyHookBeforeEntryGateContext, type StrategyHookBeforePlaceOrderContext, type StrategyHookCtx, type StrategyHookEnrichContext, type StrategyHookEntryContext, type StrategyHookErrorContext, type StrategyHookErrorPayload, type StrategyHookGateResult, type StrategyHookInitContext, type StrategyHookMarketContext, type StrategyHookMlContext, type StrategyHookMlSkippedReason, type StrategyHookOrderContext, type StrategyHookPolicyContext, type StrategyHookSkipContext, type StrategyHookStage, type StrategyIndicatorsContext, type StrategyIndicatorsMap, type StrategyIndicatorsState, type StrategyLastTradeController, type StrategyLastTradeControllerParams, type StrategyManifest, type StrategyMlAdapter, type StrategyPluginDefinition, type StrategyPolicyProfile, type StrategyProtectPlan, type StrategyRegistryEntry, type StrategyResultConfig, type StrategyResultEntry, type StrategyResults, type StrategyRuntimeAiOptions, type StrategyRuntimeMlOptions, type StrategySharedReplayStateGetter, type StrategySignalMetaParams, type StrategySignalPriceParams, type StrategyStateController, type StrategyStateControllerOptions, type Test, type TestClosedSignalResult, type TestCompare, type TestCompareList, type TestConnector, type TestConnectorContext, type TestConnectorCreator, type TestResult, type TestStat, type TestSuite, type TestThresholds, type TestThresholdsKey, type TestTradeExitReason, type TestTradeResult, type TestWorkerResult, type TestingBox, type TestingBoxResult, type TestingOptions, type ThresholdLevel, type Ticker, type TickerQuery, type TopOfBookTicker, type Tp, type TradingAccountRef, type TradingFeeRate, type Trend, type TrendLine, type TrendLineMode, type TrendLineOptions, type UIFilters, isMarketUniverse, resolveConnectorUniverse };
|
package/dist/index.js
CHANGED
|
@@ -20,12 +20,18 @@ var __toCommonJS = (mod) => __copyProps(__defProp({}, "__esModule", { value: tru
|
|
|
20
20
|
// src/index.ts
|
|
21
21
|
var index_exports = {};
|
|
22
22
|
__export(index_exports, {
|
|
23
|
+
BACKTEST_WARNING_CODES: () => BACKTEST_WARNING_CODES,
|
|
23
24
|
DEFAULT_MARKET_UNIVERSE: () => DEFAULT_MARKET_UNIVERSE,
|
|
24
25
|
isMarketUniverse: () => isMarketUniverse,
|
|
25
26
|
resolveConnectorUniverse: () => resolveConnectorUniverse
|
|
26
27
|
});
|
|
27
28
|
module.exports = __toCommonJS(index_exports);
|
|
28
29
|
|
|
30
|
+
// src/backtest.ts
|
|
31
|
+
var BACKTEST_WARNING_CODES = {
|
|
32
|
+
TAKE_PROFIT_CROSSED_BEFORE_ENTRY: "TAKE_PROFIT_CROSSED_BEFORE_ENTRY"
|
|
33
|
+
};
|
|
34
|
+
|
|
29
35
|
// src/market.ts
|
|
30
36
|
var DEFAULT_MARKET_UNIVERSE = "crypto";
|
|
31
37
|
var isMarketUniverse = (value) => value === "crypto" || value === "tradfi";
|
|
@@ -43,6 +49,7 @@ var resolveConnectorUniverse = (capabilities, requested) => {
|
|
|
43
49
|
};
|
|
44
50
|
// Annotate the CommonJS export names for ESM import in node:
|
|
45
51
|
0 && (module.exports = {
|
|
52
|
+
BACKTEST_WARNING_CODES,
|
|
46
53
|
DEFAULT_MARKET_UNIVERSE,
|
|
47
54
|
isMarketUniverse,
|
|
48
55
|
resolveConnectorUniverse
|
package/dist/index.mjs
CHANGED
|
@@ -1,3 +1,8 @@
|
|
|
1
|
+
// src/backtest.ts
|
|
2
|
+
var BACKTEST_WARNING_CODES = {
|
|
3
|
+
TAKE_PROFIT_CROSSED_BEFORE_ENTRY: "TAKE_PROFIT_CROSSED_BEFORE_ENTRY"
|
|
4
|
+
};
|
|
5
|
+
|
|
1
6
|
// src/market.ts
|
|
2
7
|
var DEFAULT_MARKET_UNIVERSE = "crypto";
|
|
3
8
|
var isMarketUniverse = (value) => value === "crypto" || value === "tradfi";
|
|
@@ -14,6 +19,7 @@ var resolveConnectorUniverse = (capabilities, requested) => {
|
|
|
14
19
|
return requested;
|
|
15
20
|
};
|
|
16
21
|
export {
|
|
22
|
+
BACKTEST_WARNING_CODES,
|
|
17
23
|
DEFAULT_MARKET_UNIVERSE,
|
|
18
24
|
isMarketUniverse,
|
|
19
25
|
resolveConnectorUniverse
|