backtest-kit 1.5.31 → 1.5.33
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 +22 -17
- package/build/index.mjs +22 -17
- package/package.json +1 -1
- package/types.d.ts +15 -15
package/build/index.cjs
CHANGED
|
@@ -4451,7 +4451,7 @@ class RiskUtils {
|
|
|
4451
4451
|
* }
|
|
4452
4452
|
* ```
|
|
4453
4453
|
*/
|
|
4454
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
4454
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
|
4455
4455
|
backtest$1.loggerService.info(RISK_METHOD_NAME_GET_DATA, {
|
|
4456
4456
|
symbol,
|
|
4457
4457
|
strategyName,
|
|
@@ -4506,7 +4506,7 @@ class RiskUtils {
|
|
|
4506
4506
|
* // - my-strategy: 1
|
|
4507
4507
|
* ```
|
|
4508
4508
|
*/
|
|
4509
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
4509
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
4510
4510
|
backtest$1.loggerService.info(RISK_METHOD_NAME_GET_REPORT, {
|
|
4511
4511
|
symbol,
|
|
4512
4512
|
strategyName,
|
|
@@ -4552,7 +4552,7 @@ class RiskUtils {
|
|
|
4552
4552
|
* }
|
|
4553
4553
|
* ```
|
|
4554
4554
|
*/
|
|
4555
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
4555
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
4556
4556
|
backtest$1.loggerService.info(RISK_METHOD_NAME_DUMP, {
|
|
4557
4557
|
symbol,
|
|
4558
4558
|
strategyName,
|
|
@@ -4844,14 +4844,19 @@ const GET_TIMEFRAME_FN = async (symbol, self) => {
|
|
|
4844
4844
|
if (!intervalMinutes) {
|
|
4845
4845
|
throw new Error(`ClientFrame unknown interval: ${interval}`);
|
|
4846
4846
|
}
|
|
4847
|
+
// Get current date at the start of today (00:00:00) for comparison
|
|
4848
|
+
const today = new Date();
|
|
4849
|
+
today.setUTCHours(0, 0, 0, 0);
|
|
4850
|
+
// Ensure endDate doesn't go beyond today
|
|
4851
|
+
const effectiveEndDate = endDate > today ? today : endDate;
|
|
4847
4852
|
const timeframes = [];
|
|
4848
4853
|
let currentDate = new Date(startDate);
|
|
4849
|
-
while (currentDate <=
|
|
4854
|
+
while (currentDate <= effectiveEndDate) {
|
|
4850
4855
|
timeframes.push(new Date(currentDate));
|
|
4851
4856
|
currentDate = new Date(currentDate.getTime() + intervalMinutes * 60 * 1000);
|
|
4852
4857
|
}
|
|
4853
4858
|
if (self.params.callbacks?.onTimeframe) {
|
|
4854
|
-
self.params.callbacks.onTimeframe(timeframes, startDate,
|
|
4859
|
+
self.params.callbacks.onTimeframe(timeframes, startDate, effectiveEndDate, interval);
|
|
4855
4860
|
}
|
|
4856
4861
|
return timeframes;
|
|
4857
4862
|
};
|
|
@@ -16692,7 +16697,7 @@ class ScheduleUtils {
|
|
|
16692
16697
|
* console.log(stats.cancellationRate, stats.avgWaitTime);
|
|
16693
16698
|
* ```
|
|
16694
16699
|
*/
|
|
16695
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
16700
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
|
16696
16701
|
backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_DATA, {
|
|
16697
16702
|
symbol,
|
|
16698
16703
|
strategyName,
|
|
@@ -16720,7 +16725,7 @@ class ScheduleUtils {
|
|
|
16720
16725
|
* console.log(markdown);
|
|
16721
16726
|
* ```
|
|
16722
16727
|
*/
|
|
16723
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
16728
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
16724
16729
|
backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_REPORT, {
|
|
16725
16730
|
symbol,
|
|
16726
16731
|
strategyName,
|
|
@@ -16751,7 +16756,7 @@ class ScheduleUtils {
|
|
|
16751
16756
|
* await Schedule.dump("BTCUSDT", "my-strategy", "./custom/path");
|
|
16752
16757
|
* ```
|
|
16753
16758
|
*/
|
|
16754
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
16759
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
16755
16760
|
backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_DUMP, {
|
|
16756
16761
|
symbol,
|
|
16757
16762
|
strategyName,
|
|
@@ -16845,7 +16850,7 @@ class Performance {
|
|
|
16845
16850
|
* }
|
|
16846
16851
|
* ```
|
|
16847
16852
|
*/
|
|
16848
|
-
static async getData(symbol, strategyName, backtest) {
|
|
16853
|
+
static async getData(symbol, strategyName, backtest = false) {
|
|
16849
16854
|
backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_DATA);
|
|
16850
16855
|
{
|
|
16851
16856
|
const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
|
|
@@ -16877,7 +16882,7 @@ class Performance {
|
|
|
16877
16882
|
* await fs.writeFile("performance-report.md", markdown);
|
|
16878
16883
|
* ```
|
|
16879
16884
|
*/
|
|
16880
|
-
static async getReport(symbol, strategyName, backtest, columns) {
|
|
16885
|
+
static async getReport(symbol, strategyName, backtest = false, columns) {
|
|
16881
16886
|
backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_REPORT);
|
|
16882
16887
|
{
|
|
16883
16888
|
const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
|
|
@@ -16906,7 +16911,7 @@ class Performance {
|
|
|
16906
16911
|
* await Performance.dump("BTCUSDT", "my-strategy", "./reports/perf");
|
|
16907
16912
|
* ```
|
|
16908
16913
|
*/
|
|
16909
|
-
static async dump(symbol, strategyName, backtest, path = "./dump/performance", columns) {
|
|
16914
|
+
static async dump(symbol, strategyName, backtest = false, path = "./dump/performance", columns) {
|
|
16910
16915
|
backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_DUMP);
|
|
16911
16916
|
{
|
|
16912
16917
|
const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
|
|
@@ -17544,7 +17549,7 @@ class HeatUtils {
|
|
|
17544
17549
|
* });
|
|
17545
17550
|
* ```
|
|
17546
17551
|
*/
|
|
17547
|
-
this.getData = async (strategyName, backtest) => {
|
|
17552
|
+
this.getData = async (strategyName, backtest = false) => {
|
|
17548
17553
|
backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
|
|
17549
17554
|
backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
|
|
17550
17555
|
{
|
|
@@ -17580,7 +17585,7 @@ class HeatUtils {
|
|
|
17580
17585
|
* // ...
|
|
17581
17586
|
* ```
|
|
17582
17587
|
*/
|
|
17583
|
-
this.getReport = async (strategyName, backtest, columns) => {
|
|
17588
|
+
this.getReport = async (strategyName, backtest = false, columns) => {
|
|
17584
17589
|
backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
|
|
17585
17590
|
backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
|
|
17586
17591
|
{
|
|
@@ -17609,7 +17614,7 @@ class HeatUtils {
|
|
|
17609
17614
|
* await Heat.dump("my-strategy", "./reports");
|
|
17610
17615
|
* ```
|
|
17611
17616
|
*/
|
|
17612
|
-
this.dump = async (strategyName, backtest, path, columns) => {
|
|
17617
|
+
this.dump = async (strategyName, backtest = false, path, columns) => {
|
|
17613
17618
|
backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
|
|
17614
17619
|
backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
|
|
17615
17620
|
{
|
|
@@ -17933,7 +17938,7 @@ class PartialUtils {
|
|
|
17933
17938
|
* }
|
|
17934
17939
|
* ```
|
|
17935
17940
|
*/
|
|
17936
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
17941
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
|
17937
17942
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_DATA, { symbol, strategyName });
|
|
17938
17943
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_DATA);
|
|
17939
17944
|
{
|
|
@@ -17982,7 +17987,7 @@ class PartialUtils {
|
|
|
17982
17987
|
* // **Loss events:** 1
|
|
17983
17988
|
* ```
|
|
17984
17989
|
*/
|
|
17985
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
17990
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
17986
17991
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_REPORT, { symbol, strategyName });
|
|
17987
17992
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_REPORT);
|
|
17988
17993
|
{
|
|
@@ -18024,7 +18029,7 @@ class PartialUtils {
|
|
|
18024
18029
|
* }
|
|
18025
18030
|
* ```
|
|
18026
18031
|
*/
|
|
18027
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
18032
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
18028
18033
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_DUMP, { symbol, strategyName, path });
|
|
18029
18034
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_DUMP);
|
|
18030
18035
|
{
|
package/build/index.mjs
CHANGED
|
@@ -4449,7 +4449,7 @@ class RiskUtils {
|
|
|
4449
4449
|
* }
|
|
4450
4450
|
* ```
|
|
4451
4451
|
*/
|
|
4452
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
4452
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
|
4453
4453
|
backtest$1.loggerService.info(RISK_METHOD_NAME_GET_DATA, {
|
|
4454
4454
|
symbol,
|
|
4455
4455
|
strategyName,
|
|
@@ -4504,7 +4504,7 @@ class RiskUtils {
|
|
|
4504
4504
|
* // - my-strategy: 1
|
|
4505
4505
|
* ```
|
|
4506
4506
|
*/
|
|
4507
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
4507
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
4508
4508
|
backtest$1.loggerService.info(RISK_METHOD_NAME_GET_REPORT, {
|
|
4509
4509
|
symbol,
|
|
4510
4510
|
strategyName,
|
|
@@ -4550,7 +4550,7 @@ class RiskUtils {
|
|
|
4550
4550
|
* }
|
|
4551
4551
|
* ```
|
|
4552
4552
|
*/
|
|
4553
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
4553
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
4554
4554
|
backtest$1.loggerService.info(RISK_METHOD_NAME_DUMP, {
|
|
4555
4555
|
symbol,
|
|
4556
4556
|
strategyName,
|
|
@@ -4842,14 +4842,19 @@ const GET_TIMEFRAME_FN = async (symbol, self) => {
|
|
|
4842
4842
|
if (!intervalMinutes) {
|
|
4843
4843
|
throw new Error(`ClientFrame unknown interval: ${interval}`);
|
|
4844
4844
|
}
|
|
4845
|
+
// Get current date at the start of today (00:00:00) for comparison
|
|
4846
|
+
const today = new Date();
|
|
4847
|
+
today.setUTCHours(0, 0, 0, 0);
|
|
4848
|
+
// Ensure endDate doesn't go beyond today
|
|
4849
|
+
const effectiveEndDate = endDate > today ? today : endDate;
|
|
4845
4850
|
const timeframes = [];
|
|
4846
4851
|
let currentDate = new Date(startDate);
|
|
4847
|
-
while (currentDate <=
|
|
4852
|
+
while (currentDate <= effectiveEndDate) {
|
|
4848
4853
|
timeframes.push(new Date(currentDate));
|
|
4849
4854
|
currentDate = new Date(currentDate.getTime() + intervalMinutes * 60 * 1000);
|
|
4850
4855
|
}
|
|
4851
4856
|
if (self.params.callbacks?.onTimeframe) {
|
|
4852
|
-
self.params.callbacks.onTimeframe(timeframes, startDate,
|
|
4857
|
+
self.params.callbacks.onTimeframe(timeframes, startDate, effectiveEndDate, interval);
|
|
4853
4858
|
}
|
|
4854
4859
|
return timeframes;
|
|
4855
4860
|
};
|
|
@@ -16690,7 +16695,7 @@ class ScheduleUtils {
|
|
|
16690
16695
|
* console.log(stats.cancellationRate, stats.avgWaitTime);
|
|
16691
16696
|
* ```
|
|
16692
16697
|
*/
|
|
16693
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
16698
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
|
16694
16699
|
backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_DATA, {
|
|
16695
16700
|
symbol,
|
|
16696
16701
|
strategyName,
|
|
@@ -16718,7 +16723,7 @@ class ScheduleUtils {
|
|
|
16718
16723
|
* console.log(markdown);
|
|
16719
16724
|
* ```
|
|
16720
16725
|
*/
|
|
16721
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
16726
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
16722
16727
|
backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_GET_REPORT, {
|
|
16723
16728
|
symbol,
|
|
16724
16729
|
strategyName,
|
|
@@ -16749,7 +16754,7 @@ class ScheduleUtils {
|
|
|
16749
16754
|
* await Schedule.dump("BTCUSDT", "my-strategy", "./custom/path");
|
|
16750
16755
|
* ```
|
|
16751
16756
|
*/
|
|
16752
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
16757
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
16753
16758
|
backtest$1.loggerService.info(SCHEDULE_METHOD_NAME_DUMP, {
|
|
16754
16759
|
symbol,
|
|
16755
16760
|
strategyName,
|
|
@@ -16843,7 +16848,7 @@ class Performance {
|
|
|
16843
16848
|
* }
|
|
16844
16849
|
* ```
|
|
16845
16850
|
*/
|
|
16846
|
-
static async getData(symbol, strategyName, backtest) {
|
|
16851
|
+
static async getData(symbol, strategyName, backtest = false) {
|
|
16847
16852
|
backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_DATA);
|
|
16848
16853
|
{
|
|
16849
16854
|
const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
|
|
@@ -16875,7 +16880,7 @@ class Performance {
|
|
|
16875
16880
|
* await fs.writeFile("performance-report.md", markdown);
|
|
16876
16881
|
* ```
|
|
16877
16882
|
*/
|
|
16878
|
-
static async getReport(symbol, strategyName, backtest, columns) {
|
|
16883
|
+
static async getReport(symbol, strategyName, backtest = false, columns) {
|
|
16879
16884
|
backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_GET_REPORT);
|
|
16880
16885
|
{
|
|
16881
16886
|
const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
|
|
@@ -16904,7 +16909,7 @@ class Performance {
|
|
|
16904
16909
|
* await Performance.dump("BTCUSDT", "my-strategy", "./reports/perf");
|
|
16905
16910
|
* ```
|
|
16906
16911
|
*/
|
|
16907
|
-
static async dump(symbol, strategyName, backtest, path = "./dump/performance", columns) {
|
|
16912
|
+
static async dump(symbol, strategyName, backtest = false, path = "./dump/performance", columns) {
|
|
16908
16913
|
backtest$1.strategyValidationService.validate(strategyName, PERFORMANCE_METHOD_NAME_DUMP);
|
|
16909
16914
|
{
|
|
16910
16915
|
const { riskName, riskList } = backtest$1.strategySchemaService.get(strategyName);
|
|
@@ -17542,7 +17547,7 @@ class HeatUtils {
|
|
|
17542
17547
|
* });
|
|
17543
17548
|
* ```
|
|
17544
17549
|
*/
|
|
17545
|
-
this.getData = async (strategyName, backtest) => {
|
|
17550
|
+
this.getData = async (strategyName, backtest = false) => {
|
|
17546
17551
|
backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_DATA, { strategyName });
|
|
17547
17552
|
backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_DATA);
|
|
17548
17553
|
{
|
|
@@ -17578,7 +17583,7 @@ class HeatUtils {
|
|
|
17578
17583
|
* // ...
|
|
17579
17584
|
* ```
|
|
17580
17585
|
*/
|
|
17581
|
-
this.getReport = async (strategyName, backtest, columns) => {
|
|
17586
|
+
this.getReport = async (strategyName, backtest = false, columns) => {
|
|
17582
17587
|
backtest$1.loggerService.info(HEAT_METHOD_NAME_GET_REPORT, { strategyName });
|
|
17583
17588
|
backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_GET_REPORT);
|
|
17584
17589
|
{
|
|
@@ -17607,7 +17612,7 @@ class HeatUtils {
|
|
|
17607
17612
|
* await Heat.dump("my-strategy", "./reports");
|
|
17608
17613
|
* ```
|
|
17609
17614
|
*/
|
|
17610
|
-
this.dump = async (strategyName, backtest, path, columns) => {
|
|
17615
|
+
this.dump = async (strategyName, backtest = false, path, columns) => {
|
|
17611
17616
|
backtest$1.loggerService.info(HEAT_METHOD_NAME_DUMP, { strategyName, path });
|
|
17612
17617
|
backtest$1.strategyValidationService.validate(strategyName, HEAT_METHOD_NAME_DUMP);
|
|
17613
17618
|
{
|
|
@@ -17931,7 +17936,7 @@ class PartialUtils {
|
|
|
17931
17936
|
* }
|
|
17932
17937
|
* ```
|
|
17933
17938
|
*/
|
|
17934
|
-
this.getData = async (symbol, strategyName, backtest) => {
|
|
17939
|
+
this.getData = async (symbol, strategyName, backtest = false) => {
|
|
17935
17940
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_DATA, { symbol, strategyName });
|
|
17936
17941
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_DATA);
|
|
17937
17942
|
{
|
|
@@ -17980,7 +17985,7 @@ class PartialUtils {
|
|
|
17980
17985
|
* // **Loss events:** 1
|
|
17981
17986
|
* ```
|
|
17982
17987
|
*/
|
|
17983
|
-
this.getReport = async (symbol, strategyName, backtest, columns) => {
|
|
17988
|
+
this.getReport = async (symbol, strategyName, backtest = false, columns) => {
|
|
17984
17989
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_GET_REPORT, { symbol, strategyName });
|
|
17985
17990
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_GET_REPORT);
|
|
17986
17991
|
{
|
|
@@ -18022,7 +18027,7 @@ class PartialUtils {
|
|
|
18022
18027
|
* }
|
|
18023
18028
|
* ```
|
|
18024
18029
|
*/
|
|
18025
|
-
this.dump = async (symbol, strategyName, backtest, path, columns) => {
|
|
18030
|
+
this.dump = async (symbol, strategyName, backtest = false, path, columns) => {
|
|
18026
18031
|
backtest$1.loggerService.info(PARTIAL_METHOD_NAME_DUMP, { symbol, strategyName, path });
|
|
18027
18032
|
backtest$1.strategyValidationService.validate(strategyName, PARTIAL_METHOD_NAME_DUMP);
|
|
18028
18033
|
{
|
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.
|