backtest-kit 1.5.31 → 1.5.32
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/build/index.cjs +15 -15
- package/build/index.mjs +15 -15
- package/package.json +1 -1
- package/types.d.ts +15 -15
package/build/index.cjs
CHANGED
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@@ -4451,7 +4451,7 @@ class RiskUtils {
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4451
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* }
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* ```
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*/
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4454
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-
this.getData = async (symbol, strategyName, backtest) => {
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4454
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+
this.getData = async (symbol, strategyName, backtest = false) => {
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backtest$1.loggerService.info(RISK_METHOD_NAME_GET_DATA, {
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symbol,
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strategyName,
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@@ -4506,7 +4506,7 @@ class RiskUtils {
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* // - my-strategy: 1
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* ```
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*/
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-
this.getReport = async (symbol, strategyName, backtest, columns) => {
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+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
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backtest$1.loggerService.info(RISK_METHOD_NAME_GET_REPORT, {
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symbol,
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strategyName,
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@@ -4552,7 +4552,7 @@ class RiskUtils {
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* }
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* ```
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*/
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4555
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-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
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+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
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backtest$1.loggerService.info(RISK_METHOD_NAME_DUMP, {
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symbol,
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strategyName,
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@@ -16692,7 +16692,7 @@ class ScheduleUtils {
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16692
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* console.log(stats.cancellationRate, stats.avgWaitTime);
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16693
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* ```
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16694
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*/
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16695
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-
this.getData = async (symbol, strategyName, backtest) => {
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16695
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+
this.getData = async (symbol, strategyName, backtest = false) => {
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backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_DATA, {
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symbol,
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strategyName,
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@@ -16720,7 +16720,7 @@ class ScheduleUtils {
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* console.log(markdown);
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* ```
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*/
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16723
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-
this.getReport = async (symbol, strategyName, backtest, columns) => {
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16723
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+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
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backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_REPORT, {
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symbol,
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strategyName,
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@@ -16751,7 +16751,7 @@ class ScheduleUtils {
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* await Schedule.dump("BTCUSDT", "my-strategy", "./custom/path");
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* ```
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*/
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16754
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-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
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+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
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backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_DUMP, {
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symbol,
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strategyName,
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@@ -16845,7 +16845,7 @@ class Performance {
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* }
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* ```
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*/
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16848
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-
static async getData(symbol, strategyName, backtest) {
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16848
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+
static async getData(symbol, strategyName, backtest = false) {
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backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_DATA);
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{
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const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
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@@ -16877,7 +16877,7 @@ class Performance {
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* await fs.writeFile("performance-report.md", markdown);
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* ```
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*/
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16880
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-
static async getReport(symbol, strategyName, backtest, columns) {
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+
static async getReport(symbol, strategyName, backtest = false, columns) {
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backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_REPORT);
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{
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const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
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@@ -16906,7 +16906,7 @@ class Performance {
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* await Performance.dump("BTCUSDT", "my-strategy", "./reports/perf");
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* ```
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*/
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16909
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static async dump(symbol, strategyName, backtest, path = "./dump/performance", columns) {
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16909
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+
static async dump(symbol, strategyName, backtest = false, path = "./dump/performance", columns) {
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backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_DUMP);
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{
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const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
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@@ -17544,7 +17544,7 @@ class HeatUtils {
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* });
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* ```
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*/
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17547
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-
this.getData = async (strategyName, backtest) => {
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+
this.getData = async (strategyName, backtest = false) => {
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17548
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backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
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backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
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{
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@@ -17580,7 +17580,7 @@ class HeatUtils {
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* // ...
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* ```
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*/
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17583
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-
this.getReport = async (strategyName, backtest, columns) => {
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17583
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+
this.getReport = async (strategyName, backtest = false, columns) => {
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backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
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backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
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{
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@@ -17609,7 +17609,7 @@ class HeatUtils {
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* await Heat.dump("my-strategy", "./reports");
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* ```
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*/
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17612
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-
this.dump = async (strategyName, backtest, path, columns) => {
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+
this.dump = async (strategyName, backtest = false, path, columns) => {
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backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
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backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
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{
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@@ -17933,7 +17933,7 @@ class PartialUtils {
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* }
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* ```
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*/
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17936
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-
this.getData = async (symbol, strategyName, backtest) => {
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+
this.getData = async (symbol, strategyName, backtest = false) => {
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backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_DATA, { symbol, strategyName });
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backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_DATA);
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{
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@@ -17982,7 +17982,7 @@ class PartialUtils {
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* // **Loss events:** 1
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* ```
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*/
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-
this.getReport = async (symbol, strategyName, backtest, columns) => {
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+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
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backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_REPORT, { symbol, strategyName });
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backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_REPORT);
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{
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@@ -18024,7 +18024,7 @@ class PartialUtils {
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* }
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* ```
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*/
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18027
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-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
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18027
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+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
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backtest$1.loggerService.info(PARTIAL_METHOD_NAME_DUMP, { symbol, strategyName, path });
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backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_DUMP);
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{
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package/build/index.mjs
CHANGED
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@@ -4449,7 +4449,7 @@ class RiskUtils {
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4449
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* }
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* ```
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*/
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4452
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-
this.getData = async (symbol, strategyName, backtest) => {
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4452
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+
this.getData = async (symbol, strategyName, backtest = false) => {
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4453
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backtest$1.loggerService.info(RISK_METHOD_NAME_GET_DATA, {
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symbol,
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strategyName,
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@@ -4504,7 +4504,7 @@ class RiskUtils {
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* // - my-strategy: 1
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* ```
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*/
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4507
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-
this.getReport = async (symbol, strategyName, backtest, columns) => {
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+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
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backtest$1.loggerService.info(RISK_METHOD_NAME_GET_REPORT, {
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symbol,
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strategyName,
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@@ -4550,7 +4550,7 @@ class RiskUtils {
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* }
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* ```
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*/
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4553
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-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
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+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
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backtest$1.loggerService.info(RISK_METHOD_NAME_DUMP, {
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symbol,
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strategyName,
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@@ -16690,7 +16690,7 @@ class ScheduleUtils {
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* console.log(stats.cancellationRate, stats.avgWaitTime);
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* ```
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*/
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16693
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-
this.getData = async (symbol, strategyName, backtest) => {
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16693
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+
this.getData = async (symbol, strategyName, backtest = false) => {
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16694
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backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_DATA, {
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16695
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symbol,
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strategyName,
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@@ -16718,7 +16718,7 @@ class ScheduleUtils {
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16718
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* console.log(markdown);
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16719
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* ```
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16720
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*/
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16721
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-
this.getReport = async (symbol, strategyName, backtest, columns) => {
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16721
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+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
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16722
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backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_REPORT, {
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16723
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symbol,
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16724
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strategyName,
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@@ -16749,7 +16749,7 @@ class ScheduleUtils {
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16749
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* await Schedule.dump("BTCUSDT", "my-strategy", "./custom/path");
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* ```
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16751
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*/
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16752
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-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
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16752
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+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
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16753
16753
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backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_DUMP, {
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symbol,
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strategyName,
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@@ -16843,7 +16843,7 @@ class Performance {
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* }
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* ```
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16845
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*/
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16846
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-
static async getData(symbol, strategyName, backtest) {
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16846
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+
static async getData(symbol, strategyName, backtest = false) {
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16847
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backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_DATA);
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16848
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{
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const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
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@@ -16875,7 +16875,7 @@ class Performance {
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16875
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* await fs.writeFile("performance-report.md", markdown);
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* ```
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16877
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*/
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16878
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-
static async getReport(symbol, strategyName, backtest, columns) {
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16878
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+
static async getReport(symbol, strategyName, backtest = false, columns) {
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16879
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backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_REPORT);
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16880
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{
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16881
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const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
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@@ -16904,7 +16904,7 @@ class Performance {
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16904
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* await Performance.dump("BTCUSDT", "my-strategy", "./reports/perf");
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* ```
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*/
|
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16907
|
-
static async dump(symbol, strategyName, backtest, path = "./dump/performance", columns) {
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16907
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+
static async dump(symbol, strategyName, backtest = false, path = "./dump/performance", columns) {
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16908
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backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_DUMP);
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16909
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{
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16910
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const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
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@@ -17542,7 +17542,7 @@ class HeatUtils {
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17542
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* });
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* ```
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*/
|
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17545
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-
this.getData = async (strategyName, backtest) => {
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17545
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+
this.getData = async (strategyName, backtest = false) => {
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17546
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backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
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17547
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backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
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17548
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{
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@@ -17578,7 +17578,7 @@ class HeatUtils {
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17578
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* // ...
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17579
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* ```
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17580
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*/
|
|
17581
|
-
this.getReport = async (strategyName, backtest, columns) => {
|
|
17581
|
+
this.getReport = async (strategyName, backtest = false, columns) => {
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17582
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backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
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backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
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17584
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{
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@@ -17607,7 +17607,7 @@ class HeatUtils {
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17607
17607
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* await Heat.dump("my-strategy", "./reports");
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* ```
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*/
|
|
17610
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-
this.dump = async (strategyName, backtest, path, columns) => {
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17610
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+
this.dump = async (strategyName, backtest = false, path, columns) => {
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17611
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backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
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backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
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17613
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{
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@@ -17931,7 +17931,7 @@ class PartialUtils {
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17931
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* }
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* ```
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*/
|
|
17934
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
17934
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
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17935
17935
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_DATA, { symbol, strategyName });
|
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17936
17936
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backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_DATA);
|
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17937
17937
|
{
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|
@@ -17980,7 +17980,7 @@ class PartialUtils {
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|
|
17980
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* // **Loss events:** 1
|
|
17981
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* ```
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17982
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|
*/
|
|
17983
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
17983
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
17984
17984
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_REPORT, { symbol, strategyName });
|
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17985
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backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_REPORT);
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17986
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{
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@@ -18022,7 +18022,7 @@ class PartialUtils {
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18022
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* }
|
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18023
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* ```
|
|
18024
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|
*/
|
|
18025
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
18025
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
18026
18026
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_DUMP, { symbol, strategyName, path });
|
|
18027
18027
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_DUMP);
|
|
18028
18028
|
{
|
package/package.json
CHANGED
package/types.d.ts
CHANGED
|
@@ -5836,7 +5836,7 @@ declare class ScheduleUtils {
|
|
|
5836
5836
|
* console.log(stats.cancellationRate, stats.avgWaitTime);
|
|
5837
5837
|
* ```
|
|
5838
5838
|
*/
|
|
5839
|
-
getData: (symbol: string, strategyName: StrategyName, backtest
|
|
5839
|
+
getData: (symbol: string, strategyName: StrategyName, backtest?: boolean) => Promise<ScheduleStatisticsModel>;
|
|
5840
5840
|
/**
|
|
5841
5841
|
* Generates markdown report with all scheduled events for a symbol-strategy pair.
|
|
5842
5842
|
*
|
|
@@ -5851,7 +5851,7 @@ declare class ScheduleUtils {
|
|
|
5851
5851
|
* console.log(markdown);
|
|
5852
5852
|
* ```
|
|
5853
5853
|
*/
|
|
5854
|
-
getReport: (symbol: string, strategyName: StrategyName, backtest
|
|
5854
|
+
getReport: (symbol: string, strategyName: StrategyName, backtest?: boolean, columns?: Columns$4[]) => Promise<string>;
|
|
5855
5855
|
/**
|
|
5856
5856
|
* Saves strategy report to disk.
|
|
5857
5857
|
*
|
|
@@ -5869,7 +5869,7 @@ declare class ScheduleUtils {
|
|
|
5869
5869
|
* await Schedule.dump("BTCUSDT", "my-strategy", "./custom/path");
|
|
5870
5870
|
* ```
|
|
5871
5871
|
*/
|
|
5872
|
-
dump: (symbol: string, strategyName: StrategyName, backtest
|
|
5872
|
+
dump: (symbol: string, strategyName: StrategyName, backtest?: boolean, path?: string, columns?: Columns$4[]) => Promise<void>;
|
|
5873
5873
|
}
|
|
5874
5874
|
/**
|
|
5875
5875
|
* Singleton instance of ScheduleUtils for convenient scheduled signals reporting.
|
|
@@ -6088,7 +6088,7 @@ declare class Performance {
|
|
|
6088
6088
|
* }
|
|
6089
6089
|
* ```
|
|
6090
6090
|
*/
|
|
6091
|
-
static getData(symbol: string, strategyName: string, backtest
|
|
6091
|
+
static getData(symbol: string, strategyName: string, backtest?: boolean): Promise<PerformanceStatisticsModel>;
|
|
6092
6092
|
/**
|
|
6093
6093
|
* Generates markdown report with performance analysis.
|
|
6094
6094
|
*
|
|
@@ -6112,7 +6112,7 @@ declare class Performance {
|
|
|
6112
6112
|
* await fs.writeFile("performance-report.md", markdown);
|
|
6113
6113
|
* ```
|
|
6114
6114
|
*/
|
|
6115
|
-
static getReport(symbol: string, strategyName: string, backtest
|
|
6115
|
+
static getReport(symbol: string, strategyName: string, backtest?: boolean, columns?: Columns$3[]): Promise<string>;
|
|
6116
6116
|
/**
|
|
6117
6117
|
* Saves performance report to disk.
|
|
6118
6118
|
*
|
|
@@ -6133,7 +6133,7 @@ declare class Performance {
|
|
|
6133
6133
|
* await Performance.dump("BTCUSDT", "my-strategy", "./reports/perf");
|
|
6134
6134
|
* ```
|
|
6135
6135
|
*/
|
|
6136
|
-
static dump(symbol: string, strategyName: string, backtest
|
|
6136
|
+
static dump(symbol: string, strategyName: string, backtest?: boolean, path?: string, columns?: Columns$3[]): Promise<void>;
|
|
6137
6137
|
}
|
|
6138
6138
|
|
|
6139
6139
|
/**
|
|
@@ -6737,7 +6737,7 @@ declare class HeatUtils {
|
|
|
6737
6737
|
* });
|
|
6738
6738
|
* ```
|
|
6739
6739
|
*/
|
|
6740
|
-
getData: (strategyName: StrategyName, backtest
|
|
6740
|
+
getData: (strategyName: StrategyName, backtest?: boolean) => Promise<HeatmapStatisticsModel>;
|
|
6741
6741
|
/**
|
|
6742
6742
|
* Generates markdown report with portfolio heatmap table for a strategy.
|
|
6743
6743
|
*
|
|
@@ -6764,7 +6764,7 @@ declare class HeatUtils {
|
|
|
6764
6764
|
* // ...
|
|
6765
6765
|
* ```
|
|
6766
6766
|
*/
|
|
6767
|
-
getReport: (strategyName: StrategyName, backtest
|
|
6767
|
+
getReport: (strategyName: StrategyName, backtest?: boolean, columns?: Columns$2[]) => Promise<string>;
|
|
6768
6768
|
/**
|
|
6769
6769
|
* Saves heatmap report to disk for a strategy.
|
|
6770
6770
|
*
|
|
@@ -6784,7 +6784,7 @@ declare class HeatUtils {
|
|
|
6784
6784
|
* await Heat.dump("my-strategy", "./reports");
|
|
6785
6785
|
* ```
|
|
6786
6786
|
*/
|
|
6787
|
-
dump: (strategyName: StrategyName, backtest
|
|
6787
|
+
dump: (strategyName: StrategyName, backtest?: boolean, path?: string, columns?: Columns$2[]) => Promise<void>;
|
|
6788
6788
|
}
|
|
6789
6789
|
/**
|
|
6790
6790
|
* Singleton instance of HeatUtils for convenient heatmap operations.
|
|
@@ -7218,7 +7218,7 @@ declare class PartialUtils {
|
|
|
7218
7218
|
* }
|
|
7219
7219
|
* ```
|
|
7220
7220
|
*/
|
|
7221
|
-
getData: (symbol: string, strategyName: string, backtest
|
|
7221
|
+
getData: (symbol: string, strategyName: string, backtest?: boolean) => Promise<PartialStatisticsModel>;
|
|
7222
7222
|
/**
|
|
7223
7223
|
* Generates markdown report with all partial profit/loss events for a symbol-strategy pair.
|
|
7224
7224
|
*
|
|
@@ -7258,7 +7258,7 @@ declare class PartialUtils {
|
|
|
7258
7258
|
* // **Loss events:** 1
|
|
7259
7259
|
* ```
|
|
7260
7260
|
*/
|
|
7261
|
-
getReport: (symbol: string, strategyName: string, backtest
|
|
7261
|
+
getReport: (symbol: string, strategyName: string, backtest?: boolean, columns?: Columns$1[]) => Promise<string>;
|
|
7262
7262
|
/**
|
|
7263
7263
|
* Generates and saves markdown report to file.
|
|
7264
7264
|
*
|
|
@@ -7291,7 +7291,7 @@ declare class PartialUtils {
|
|
|
7291
7291
|
* }
|
|
7292
7292
|
* ```
|
|
7293
7293
|
*/
|
|
7294
|
-
dump: (symbol: string, strategyName: string, backtest
|
|
7294
|
+
dump: (symbol: string, strategyName: string, backtest?: boolean, path?: string, columns?: Columns$1[]) => Promise<void>;
|
|
7295
7295
|
}
|
|
7296
7296
|
/**
|
|
7297
7297
|
* Global singleton instance of PartialUtils.
|
|
@@ -7617,7 +7617,7 @@ declare class RiskUtils {
|
|
|
7617
7617
|
* }
|
|
7618
7618
|
* ```
|
|
7619
7619
|
*/
|
|
7620
|
-
getData: (symbol: string, strategyName: string, backtest
|
|
7620
|
+
getData: (symbol: string, strategyName: string, backtest?: boolean) => Promise<RiskStatisticsModel>;
|
|
7621
7621
|
/**
|
|
7622
7622
|
* Generates markdown report with all risk rejection events for a symbol-strategy pair.
|
|
7623
7623
|
*
|
|
@@ -7659,7 +7659,7 @@ declare class RiskUtils {
|
|
|
7659
7659
|
* // - my-strategy: 1
|
|
7660
7660
|
* ```
|
|
7661
7661
|
*/
|
|
7662
|
-
getReport: (symbol: string, strategyName: string, backtest
|
|
7662
|
+
getReport: (symbol: string, strategyName: string, backtest?: boolean, columns?: Columns[]) => Promise<string>;
|
|
7663
7663
|
/**
|
|
7664
7664
|
* Generates and saves markdown report to file.
|
|
7665
7665
|
*
|
|
@@ -7692,7 +7692,7 @@ declare class RiskUtils {
|
|
|
7692
7692
|
* }
|
|
7693
7693
|
* ```
|
|
7694
7694
|
*/
|
|
7695
|
-
dump: (symbol: string, strategyName: string, backtest
|
|
7695
|
+
dump: (symbol: string, strategyName: string, backtest?: boolean, path?: string, columns?: Columns[]) => Promise<void>;
|
|
7696
7696
|
}
|
|
7697
7697
|
/**
|
|
7698
7698
|
* Global singleton instance of RiskUtils.
|