backtest-kit 11.5.0 → 11.5.2

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Files changed (5) hide show
  1. package/LICENSE +21 -21
  2. package/README.md +1996 -1996
  3. package/build/index.cjs +11 -2
  4. package/build/index.mjs +11 -2
  5. package/package.json +86 -86
package/build/index.cjs CHANGED
@@ -27429,8 +27429,17 @@ class HeatmapStorage {
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  return [
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  `# Portfolio Heatmap: ${strategyName}`,
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  "",
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- `**Total Symbols:** ${data.totalSymbols} | **Portfolio PNL:** ${data.portfolioTotalPnl !== null ? functoolsKit.str(data.portfolioTotalPnl, "%") : "N/A"} | **Pooled Sharpe:** ${data.portfolioSharpeRatio !== null ? functoolsKit.str(data.portfolioSharpeRatio) : "N/A"} | **Total Trades:** ${data.portfolioTotalTrades} | **Avg Peak PNL:** ${data.portfolioAvgPeakPnl !== null ? functoolsKit.str(data.portfolioAvgPeakPnl, "%") : "N/A"} | **Avg Max Drawdown PNL:** ${data.portfolioAvgFallPnl !== null ? functoolsKit.str(data.portfolioAvgFallPnl, "%") : "N/A"}`,
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- `**Standard Deviation Per Trade:** ${data.portfolioStdDev !== null ? functoolsKit.str(data.portfolioStdDev, "%") : "N/A"} | **Sortino Ratio:** ${data.portfolioSortinoRatio !== null ? functoolsKit.str(data.portfolioSortinoRatio) : "N/A"} | **Calmar Ratio:** ${data.portfolioCalmarRatio !== null ? functoolsKit.str(data.portfolioCalmarRatio) : "N/A"} | **Recovery Factor:** ${data.portfolioRecoveryFactor !== null ? functoolsKit.str(data.portfolioRecoveryFactor) : "N/A"} | **Expectancy:** ${data.portfolioExpectancy !== null ? functoolsKit.str(data.portfolioExpectancy, "%") : "N/A"}`,
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+ `**Total Symbols:** ${data.totalSymbols}
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+ **Portfolio PNL:** ${data.portfolioTotalPnl !== null ? functoolsKit.str(data.portfolioTotalPnl, "%") : "N/A"}
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+ **Pooled Sharpe:** ${data.portfolioSharpeRatio !== null ? functoolsKit.str(data.portfolioSharpeRatio) : "N/A"}
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+ **Total Trades:** ${data.portfolioTotalTrades}
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+ **Avg Peak PNL:** ${data.portfolioAvgPeakPnl !== null ? functoolsKit.str(data.portfolioAvgPeakPnl, "%") : "N/A"}
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+ **Avg Max Drawdown PNL:** ${data.portfolioAvgFallPnl !== null ? functoolsKit.str(data.portfolioAvgFallPnl, "%") : "N/A"}`,
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+ `**Standard Deviation Per Trade:** ${data.portfolioStdDev !== null ? functoolsKit.str(data.portfolioStdDev, "%") : "N/A"}
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+ **Sortino Ratio:** ${data.portfolioSortinoRatio !== null ? functoolsKit.str(data.portfolioSortinoRatio) : "N/A"}
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+ **Calmar Ratio:** ${data.portfolioCalmarRatio !== null ? functoolsKit.str(data.portfolioCalmarRatio) : "N/A"}
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+ **Recovery Factor:** ${data.portfolioRecoveryFactor !== null ? functoolsKit.str(data.portfolioRecoveryFactor) : "N/A"}
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+ **Expectancy:** ${data.portfolioExpectancy !== null ? functoolsKit.str(data.portfolioExpectancy, "%") : "N/A"}`,
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  "",
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  table,
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  "",
package/build/index.mjs CHANGED
@@ -27409,8 +27409,17 @@ class HeatmapStorage {
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  return [
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  `# Portfolio Heatmap: ${strategyName}`,
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  "",
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- `**Total Symbols:** ${data.totalSymbols} | **Portfolio PNL:** ${data.portfolioTotalPnl !== null ? str(data.portfolioTotalPnl, "%") : "N/A"} | **Pooled Sharpe:** ${data.portfolioSharpeRatio !== null ? str(data.portfolioSharpeRatio) : "N/A"} | **Total Trades:** ${data.portfolioTotalTrades} | **Avg Peak PNL:** ${data.portfolioAvgPeakPnl !== null ? str(data.portfolioAvgPeakPnl, "%") : "N/A"} | **Avg Max Drawdown PNL:** ${data.portfolioAvgFallPnl !== null ? str(data.portfolioAvgFallPnl, "%") : "N/A"}`,
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- `**Standard Deviation Per Trade:** ${data.portfolioStdDev !== null ? str(data.portfolioStdDev, "%") : "N/A"} | **Sortino Ratio:** ${data.portfolioSortinoRatio !== null ? str(data.portfolioSortinoRatio) : "N/A"} | **Calmar Ratio:** ${data.portfolioCalmarRatio !== null ? str(data.portfolioCalmarRatio) : "N/A"} | **Recovery Factor:** ${data.portfolioRecoveryFactor !== null ? str(data.portfolioRecoveryFactor) : "N/A"} | **Expectancy:** ${data.portfolioExpectancy !== null ? str(data.portfolioExpectancy, "%") : "N/A"}`,
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+ `**Total Symbols:** ${data.totalSymbols}
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+ **Portfolio PNL:** ${data.portfolioTotalPnl !== null ? str(data.portfolioTotalPnl, "%") : "N/A"}
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+ **Pooled Sharpe:** ${data.portfolioSharpeRatio !== null ? str(data.portfolioSharpeRatio) : "N/A"}
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+ **Total Trades:** ${data.portfolioTotalTrades}
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+ **Avg Peak PNL:** ${data.portfolioAvgPeakPnl !== null ? str(data.portfolioAvgPeakPnl, "%") : "N/A"}
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+ **Avg Max Drawdown PNL:** ${data.portfolioAvgFallPnl !== null ? str(data.portfolioAvgFallPnl, "%") : "N/A"}`,
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+ `**Standard Deviation Per Trade:** ${data.portfolioStdDev !== null ? str(data.portfolioStdDev, "%") : "N/A"}
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+ **Sortino Ratio:** ${data.portfolioSortinoRatio !== null ? str(data.portfolioSortinoRatio) : "N/A"}
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+ **Calmar Ratio:** ${data.portfolioCalmarRatio !== null ? str(data.portfolioCalmarRatio) : "N/A"}
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+ **Recovery Factor:** ${data.portfolioRecoveryFactor !== null ? str(data.portfolioRecoveryFactor) : "N/A"}
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+ **Expectancy:** ${data.portfolioExpectancy !== null ? str(data.portfolioExpectancy, "%") : "N/A"}`,
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  "",
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  table,
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  "",
package/package.json CHANGED
@@ -1,86 +1,86 @@
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- {
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- "name": "backtest-kit",
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- "version": "11.5.0",
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- "description": "A TypeScript library for trading system backtest",
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- "author": {
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- "name": "Petr Tripolsky",
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- "email": "tripolskypetr@gmail.com",
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- "url": "https://github.com/tripolskypetr"
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- },
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- "funding": {
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- "type": "individual",
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- "url": "http://paypal.me/tripolskypetr"
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- },
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- "license": "MIT",
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- "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
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- "keywords": [
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- "backtesting",
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- "backtest",
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- "finance",
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- "trading",
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- "candles",
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- "indicators",
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- "multi value",
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- "multi symbol",
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- "framework"
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- ],
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- "files": [
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- "build",
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- "types.d.ts",
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- "README.md"
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- ],
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- "repository": {
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- "type": "git",
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- "url": "https://github.com/tripolskypetr/backtest-kit",
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- "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
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- },
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- "bugs": {
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- "url": "https://github.com/tripolskypetr/backtest-kit/issues"
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- },
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- "scripts": {
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- "build": "rollup -c",
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- "test": "npm run build && node ./test/index.mjs",
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- "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
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- "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
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- "docs:uml": "npm run build && node ./scripts/uml.mjs",
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- "docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
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- "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
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- },
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- "main": "build/index.cjs",
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- "module": "build/index.mjs",
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- "source": "src/index.ts",
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- "types": "./types.d.ts",
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- "exports": {
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- "require": "./build/index.cjs",
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- "types": "./types.d.ts",
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- "import": "./build/index.mjs",
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- "default": "./build/index.cjs"
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- },
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- "devDependencies": {
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- "@rollup/plugin-typescript": "11.1.6",
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- "@types/node": "22.9.0",
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- "glob": "11.0.1",
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- "plantuml": "0.0.2",
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- "rimraf": "6.0.1",
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- "rollup": "3.29.5",
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- "rollup-plugin-dts": "6.1.1",
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- "rollup-plugin-peer-deps-external": "2.2.4",
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- "ts-morph": "27.0.2",
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- "tslib": "2.7.0",
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- "typedoc": "0.27.9",
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- "worker-testbed": "2.0.0"
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- },
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- "peerDependencies": {
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- "typescript": "^5.0.0"
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- },
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- "dependencies": {
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- "di-kit": "^1.1.1",
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- "di-scoped": "^1.0.21",
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- "di-singleton": "^1.0.5",
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- "functools-kit": "^2.3.0",
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- "get-moment-stamp": "^2.0.0"
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- },
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- "publishConfig": {
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- "access": "public"
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- }
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- }
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+ {
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+ "name": "backtest-kit",
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+ "version": "11.5.2",
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+ "description": "A TypeScript library for trading system backtest",
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+ "author": {
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+ "name": "Petr Tripolsky",
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+ "email": "tripolskypetr@gmail.com",
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+ "url": "https://github.com/tripolskypetr"
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+ },
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+ "funding": {
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+ "type": "individual",
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+ "url": "http://paypal.me/tripolskypetr"
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+ },
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+ "license": "MIT",
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+ "homepage": "https://backtest-kit.github.io/documents/article_07_ai_news_trading_signals.html",
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+ "keywords": [
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+ "backtesting",
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+ "backtest",
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+ "finance",
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+ "trading",
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+ "candles",
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+ "indicators",
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+ "multi value",
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+ "multi symbol",
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+ "framework"
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+ ],
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+ "files": [
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+ "build",
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+ "types.d.ts",
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+ "README.md"
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+ ],
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+ "repository": {
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+ "type": "git",
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+ "url": "https://github.com/tripolskypetr/backtest-kit",
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+ "documentation": "https://github.com/tripolskypetr/backtest-kit/tree/master/docs"
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+ },
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+ "bugs": {
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+ "url": "https://github.com/tripolskypetr/backtest-kit/issues"
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+ },
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+ "scripts": {
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+ "build": "rollup -c",
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+ "test": "npm run build && node ./test/index.mjs",
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+ "build:docs": "rimraf docs && mkdir docs && node ./scripts/dts-docs.cjs ./types.d.ts ./docs",
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+ "docs:gpt": "npm run build && node ./tools/gpt-docs/index.mjs",
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+ "docs:uml": "npm run build && node ./scripts/uml.mjs",
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+ "docs:www": "rimraf docs/wwwroot && node ./tools/typedoc-packages-docs/index.mjs && typedoc && node ./tools/typedoc-yandex-metrica/index.mjs",
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+ "repl": "dotenv -e .env -- npm run build && node -e \"import('./scripts/repl.mjs')\" --interactive"
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+ },
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+ "main": "build/index.cjs",
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+ "module": "build/index.mjs",
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+ "source": "src/index.ts",
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+ "types": "./types.d.ts",
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+ "exports": {
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+ "require": "./build/index.cjs",
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+ "types": "./types.d.ts",
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+ "import": "./build/index.mjs",
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+ "default": "./build/index.cjs"
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+ },
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+ "devDependencies": {
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+ "@rollup/plugin-typescript": "11.1.6",
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+ "@types/node": "22.9.0",
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+ "glob": "11.0.1",
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+ "plantuml": "0.0.2",
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+ "rimraf": "6.0.1",
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+ "rollup": "3.29.5",
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+ "rollup-plugin-dts": "6.1.1",
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+ "rollup-plugin-peer-deps-external": "2.2.4",
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+ "ts-morph": "27.0.2",
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+ "tslib": "2.7.0",
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+ "typedoc": "0.27.9",
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+ "worker-testbed": "2.0.0"
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+ },
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+ "peerDependencies": {
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+ "typescript": "^5.0.0"
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+ },
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+ "dependencies": {
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+ "di-kit": "^1.1.1",
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+ "di-scoped": "^1.0.21",
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+ "di-singleton": "^1.0.5",
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+ "functools-kit": "^2.3.0",
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+ "get-moment-stamp": "^2.0.0"
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+ },
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+ "publishConfig": {
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+ "access": "public"
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+ }
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+ }