oakscriptjs 0.7.1 → 0.8.0

package/dist/security/resample.d.ts.map

@@ -1 +1 @@
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package/dist/str/dateformat.d.ts.map

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package/dist/str/index.d.ts.map

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package/dist/str/messageformat.d.ts.map

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package/dist/strategy/index.d.ts

@@ -0,0 +1,195 @@
+export type StrategyDirection = 'long' | 'short';
+export type StrategyQtyType = 'fixed' | 'cash' | 'percent_of_equity';
+export type StrategyCommissionType = 'percent' | 'cash_per_contract' | 'cash_per_order';
+export type StrategyOcaType = 'none' | 'cancel' | 'reduce';
+export type StrategyRiskDirection = 'all' | 'long' | 'short';
+export type StrategyRiskValueType = 'percent_of_equity' | 'cash';
+export declare const STRATEGY_CONSTANTS: {
+    readonly long: "long";
+    readonly short: "short";
+    readonly fixed: "fixed";
+    readonly cash: "cash";
+    readonly percent_of_equity: "percent_of_equity";
+    readonly commission: {
+        readonly percent: "percent";
+        readonly cash_per_contract: "cash_per_contract";
+        readonly cash_per_order: "cash_per_order";
+    };
+    readonly direction: {
+        readonly all: "all";
+        readonly long: "long";
+        readonly short: "short";
+    };
+    readonly oca: {
+        readonly none: "none";
+        readonly cancel: "cancel";
+        readonly reduce: "reduce";
+    };
+};
+export interface StrategyOptions {
+    shorttitle?: string;
+    overlay?: boolean;
+    format?: string;
+    precision?: number;
+    scale?: string;
+    pyramiding?: number;
+    calc_on_order_fills?: boolean;
+    calc_on_every_tick?: boolean;
+    max_bars_back?: number;
+    backtest_fill_limits_assumption?: number;
+    default_qty_type?: StrategyQtyType;
+    default_qty_value?: number;
+    initial_capital?: number;
+    currency?: string;
+    slippage?: number;
+    commission_type?: StrategyCommissionType;
+    commission_value?: number;
+    process_orders_on_close?: boolean;
+    close_entries_rule?: 'FIFO' | 'ANY';
+    margin_long?: number;
+    margin_short?: number;
+    explicit_plot_zorder?: boolean;
+    max_lines_count?: number;
+    max_labels_count?: number;
+    max_boxes_count?: number;
+    calc_bars_count?: number;
+    risk_free_rate?: number;
+    use_bar_magnifier?: boolean;
+    fill_orders_on_standard_ohlc?: boolean;
+    max_polylines_count?: number;
+}
+export interface StrategyProperties {
+    pyramiding: number;
+    calc_on_order_fills: boolean;
+    calc_on_every_tick: boolean;
+    backtest_fill_limits_assumption: number;
+    default_qty_type: StrategyQtyType;
+    default_qty_value: number;
+    initial_capital: number;
+    currency?: string;
+    slippage: number;
+    commission_type: StrategyCommissionType;
+    commission_value: number;
+    process_orders_on_close: boolean;
+    close_entries_rule: 'FIFO' | 'ANY';
+    margin_long: number;
+    margin_short: number;
+    calc_bars_count: number;
+    risk_free_rate: number;
+    use_bar_magnifier: boolean;
+    fill_orders_on_standard_ohlc: boolean;
+}
+export declare const STRATEGY_DEFAULTS: StrategyProperties;
+export interface StrategyEntryOptions {
+    qty?: number;
+    limit?: number;
+    stop?: number;
+    oca_name?: string;
+    oca_type?: StrategyOcaType;
+    comment?: string;
+    alert_message?: string;
+    disable_alert?: boolean;
+}
+export interface StrategyExitOptions {
+    from_entry?: string;
+    qty?: number;
+    qty_percent?: number;
+    profit?: number;
+    limit?: number;
+    loss?: number;
+    stop?: number;
+    trail_price?: number;
+    trail_points?: number;
+    trail_offset?: number;
+    oca_name?: string;
+    comment?: string;
+    comment_profit?: string;
+    comment_loss?: string;
+    comment_trailing?: string;
+    alert_message?: string;
+    alert_profit?: string;
+    alert_loss?: string;
+    alert_trailing?: string;
+    disable_alert?: boolean;
+}
+export interface StrategyCloseOptions {
+    comment?: string;
+    qty?: number;
+    qty_percent?: number;
+    alert_message?: string;
+    immediately?: boolean;
+    disable_alert?: boolean;
+}
+export interface StrategyCloseAllOptions {
+    comment?: string;
+    alert_message?: string;
+    immediately?: boolean;
+    disable_alert?: boolean;
+}
+export type StrategyRiskRule = {
+    rule: 'allow_entry_in';
+    direction: StrategyRiskDirection;
+} | {
+    rule: 'max_cons_loss_days';
+    count: number;
+    alert_message?: string;
+} | {
+    rule: 'max_drawdown';
+    value: number;
+    type: StrategyRiskValueType;
+    alert_message?: string;
+} | {
+    rule: 'max_intraday_filled_orders';
+    count: number;
+    alert_message?: string;
+} | {
+    rule: 'max_intraday_loss';
+    value: number;
+    type: StrategyRiskValueType;
+    alert_message?: string;
+} | {
+    rule: 'max_position_size';
+    contracts: number;
+};
+export interface StrategyTrade {
+    entry_id: string;
+    entry_price: number;
+    entry_bar_index: number;
+    entry_time: number;
+    entry_comment?: string;
+    size: number;
+    profit: number;
+    profit_percent: number;
+    commission: number;
+    max_runup: number;
+    max_runup_percent: number;
+    max_drawdown: number;
+    max_drawdown_percent: number;
+    exit_id?: string;
+    exit_price?: number;
+    exit_bar_index?: number;
+    exit_time?: number;
+    exit_comment?: string;
+}
+export declare const STRATEGY_NUMBER_VARIABLES: readonly ["position_size", "position_avg_price", "equity", "initial_capital", "netprofit", "netprofit_percent", "openprofit", "openprofit_percent", "grossprofit", "grossprofit_percent", "grossloss", "grossloss_percent", "opentrades", "closedtrades", "wintrades", "losstrades", "eventrades", "avg_trade", "avg_trade_percent", "avg_winning_trade", "avg_winning_trade_percent", "avg_losing_trade", "avg_losing_trade_percent", "max_drawdown", "max_drawdown_percent", "max_runup", "max_runup_percent", "max_contracts_held_all", "max_contracts_held_long", "max_contracts_held_short", "margin_liquidation_price"];
+export declare const STRATEGY_TEXT_VARIABLES: readonly ["position_entry_name", "account_currency"];
+export type StrategyNumberVariable = (typeof STRATEGY_NUMBER_VARIABLES)[number];
+export type StrategyTextVariable = (typeof STRATEGY_TEXT_VARIABLES)[number];
+export type StrategyVariable = StrategyNumberVariable | StrategyTextVariable;
+export interface StrategyEngine {
+    processBar(bar: number): void;
+    processClose(bar: number): void;
+    entry(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;
+    order(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;
+    exit(id: string, options: StrategyExitOptions): void;
+    close(id: string, options: StrategyCloseOptions): void;
+    close_all(options: StrategyCloseAllOptions): void;
+    cancel(id: string): void;
+    cancel_all(): void;
+    get(variable: StrategyVariable): number | string | undefined;
+    openTrade(index: number): StrategyTrade | undefined;
+    closedTrade(index: number): StrategyTrade | undefined;
+    risk?(rule: StrategyRiskRule): void;
+    defaultEntryQty?(fillPrice: number): number;
+}
+//# sourceMappingURL=index.d.ts.map

package/dist/strategy/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/ta/index.d.ts.map

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package/dist/text/index.d.ts.map

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package/dist/time/datestring.d.ts.map

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package/dist/time/index.d.ts.map

@@ -1 +1 @@
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package/dist/time/session.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"session.d.ts","sourceRoot":"","sources":["../../src/time/session.ts"],"names":[],"mappings":"AA6DA,wBAAgB,SAAS,CAAC,IAAI,EAAE,MAAM,EAAE,OAAO,EAAE,MAAM,EAAE,QAAQ,EAAE,MAAM,GAAG,OAAO,CAiBlF"}

package/dist/time/timezone.d.ts.map

@@ -1 +1 @@
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package/dist/timeframe/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../src/timeframe/index.ts"],"names":[],"mappings":"AASA,OAAO,KAAK,EAAE,GAAG,EAAE,aAAa,EAAE,MAAM,UAAU,CAAC;AAuCnD,wBAAgB,UAAU,CAAC,SAAS,EAAE,aAAa,GAAG,GAAG,CAaxD;AAuBD,wBAAgB,YAAY,CAAC,OAAO,EAAE,GAAG,GAAG,aAAa,CAiBxD;AAGD,MAAM,WAAW,aAAa;IAE5B,MAAM,EAAE,MAAM,CAAC;IACf,UAAU,EAAE,MAAM,CAAC;IACnB,UAAU,EAAE,OAAO,CAAC;IACpB,OAAO,EAAE,OAAO,CAAC;IACjB,QAAQ,EAAE,OAAO,CAAC;IAClB,SAAS,EAAE,OAAO,CAAC;IACnB,SAAS,EAAE,OAAO,CAAC;IACnB,SAAS,EAAE,OAAO,CAAC;IACnB,OAAO,EAAE,OAAO,CAAC;IACjB,KAAK,EAAE,OAAO,CAAC;CAChB;AASD,wBAAgB,IAAI,CAAC,SAAS,EAAE,aAAa,GAAG,aAAa,CAkB5D"}

package/dist/utils/index.d.ts

@@ -5,6 +5,8 @@ export declare function createNaNSeries(length: int): series_float;
 export declare function isNA(value: any): boolean;
 export declare function nz(value: any, defaultValue?: any): any;
 export declare function fixnan<T>(source: T[]): T[];
+export declare function at(source: ArrayLike<number>, i: int, offset?: int): float;
+export declare function div(a: float, b: float): float;
 export declare function clamp(value: float, min: float, max: float): float;
 export declare function lerp(start: float, end: float, t: float): float;
 export declare function normalize(value: float, min: float, max: float, newMin?: float, newMax?: float): float;

package/dist/utils/index.d.ts.map

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package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "oakscriptjs",
-  "version": "0.7.1",
+  "version": "0.8.0",
   "type": "module",
   "description": "PineScript v6 compatible technical analysis library for JavaScript/TypeScript",
   "main": "dist/index.cjs",