oakscriptjs 0.7.2 → 0.8.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/dist/callsite/index.d.ts +6 -0
- package/dist/callsite/index.d.ts.map +1 -0
- package/dist/index.cjs +258 -130
- package/dist/index.d.ts +6 -3
- package/dist/index.d.ts.map +1 -1
- package/dist/index.mjs +258 -130
- package/dist/script/index.cjs +1775 -1580
- package/dist/script/index.d.ts +100 -2
- package/dist/script/index.d.ts.map +1 -1
- package/dist/script/index.mjs +1775 -1580
- package/dist/strategy/index.d.ts +195 -0
- package/dist/strategy/index.d.ts.map +1 -0
- package/dist/ta/index.d.ts.map +1 -1
- package/dist/utils/index.d.ts +2 -0
- package/dist/utils/index.d.ts.map +1 -1
- package/package.json +1 -1
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export type StrategyDirection = 'long' | 'short';
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export type StrategyQtyType = 'fixed' | 'cash' | 'percent_of_equity';
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export type StrategyCommissionType = 'percent' | 'cash_per_contract' | 'cash_per_order';
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export type StrategyOcaType = 'none' | 'cancel' | 'reduce';
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export type StrategyRiskDirection = 'all' | 'long' | 'short';
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export type StrategyRiskValueType = 'percent_of_equity' | 'cash';
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export declare const STRATEGY_CONSTANTS: {
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readonly long: "long";
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readonly short: "short";
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readonly fixed: "fixed";
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readonly cash: "cash";
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readonly percent_of_equity: "percent_of_equity";
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readonly commission: {
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readonly percent: "percent";
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readonly cash_per_contract: "cash_per_contract";
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readonly cash_per_order: "cash_per_order";
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};
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readonly direction: {
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readonly all: "all";
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readonly long: "long";
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readonly short: "short";
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};
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readonly oca: {
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readonly none: "none";
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readonly cancel: "cancel";
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readonly reduce: "reduce";
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};
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};
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export interface StrategyOptions {
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shorttitle?: string;
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overlay?: boolean;
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format?: string;
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precision?: number;
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scale?: string;
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pyramiding?: number;
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calc_on_order_fills?: boolean;
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calc_on_every_tick?: boolean;
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max_bars_back?: number;
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backtest_fill_limits_assumption?: number;
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default_qty_type?: StrategyQtyType;
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default_qty_value?: number;
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initial_capital?: number;
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currency?: string;
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slippage?: number;
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commission_type?: StrategyCommissionType;
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commission_value?: number;
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process_orders_on_close?: boolean;
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close_entries_rule?: 'FIFO' | 'ANY';
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margin_long?: number;
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margin_short?: number;
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explicit_plot_zorder?: boolean;
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max_lines_count?: number;
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max_labels_count?: number;
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max_boxes_count?: number;
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calc_bars_count?: number;
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risk_free_rate?: number;
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use_bar_magnifier?: boolean;
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fill_orders_on_standard_ohlc?: boolean;
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max_polylines_count?: number;
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}
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export interface StrategyProperties {
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pyramiding: number;
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calc_on_order_fills: boolean;
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calc_on_every_tick: boolean;
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backtest_fill_limits_assumption: number;
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default_qty_type: StrategyQtyType;
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default_qty_value: number;
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initial_capital: number;
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currency?: string;
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slippage: number;
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commission_type: StrategyCommissionType;
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commission_value: number;
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process_orders_on_close: boolean;
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close_entries_rule: 'FIFO' | 'ANY';
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margin_long: number;
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margin_short: number;
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calc_bars_count: number;
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risk_free_rate: number;
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use_bar_magnifier: boolean;
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fill_orders_on_standard_ohlc: boolean;
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}
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export declare const STRATEGY_DEFAULTS: StrategyProperties;
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export interface StrategyEntryOptions {
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qty?: number;
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limit?: number;
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stop?: number;
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oca_name?: string;
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oca_type?: StrategyOcaType;
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comment?: string;
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alert_message?: string;
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disable_alert?: boolean;
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}
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export interface StrategyExitOptions {
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from_entry?: string;
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qty?: number;
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qty_percent?: number;
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profit?: number;
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limit?: number;
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loss?: number;
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stop?: number;
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trail_price?: number;
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trail_points?: number;
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trail_offset?: number;
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oca_name?: string;
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comment?: string;
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comment_profit?: string;
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comment_loss?: string;
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comment_trailing?: string;
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alert_message?: string;
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alert_profit?: string;
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alert_loss?: string;
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alert_trailing?: string;
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disable_alert?: boolean;
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}
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export interface StrategyCloseOptions {
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comment?: string;
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qty?: number;
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qty_percent?: number;
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alert_message?: string;
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immediately?: boolean;
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disable_alert?: boolean;
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}
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export interface StrategyCloseAllOptions {
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comment?: string;
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alert_message?: string;
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immediately?: boolean;
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disable_alert?: boolean;
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}
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export type StrategyRiskRule = {
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rule: 'allow_entry_in';
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direction: StrategyRiskDirection;
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} | {
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rule: 'max_cons_loss_days';
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count: number;
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alert_message?: string;
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} | {
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rule: 'max_drawdown';
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value: number;
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type: StrategyRiskValueType;
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alert_message?: string;
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} | {
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rule: 'max_intraday_filled_orders';
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count: number;
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alert_message?: string;
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} | {
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rule: 'max_intraday_loss';
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value: number;
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type: StrategyRiskValueType;
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alert_message?: string;
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} | {
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rule: 'max_position_size';
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contracts: number;
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};
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export interface StrategyTrade {
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entry_id: string;
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entry_price: number;
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entry_bar_index: number;
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entry_time: number;
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entry_comment?: string;
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size: number;
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profit: number;
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profit_percent: number;
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commission: number;
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max_runup: number;
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max_runup_percent: number;
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max_drawdown: number;
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max_drawdown_percent: number;
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exit_id?: string;
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exit_price?: number;
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exit_bar_index?: number;
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exit_time?: number;
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exit_comment?: string;
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}
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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"];
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export declare const STRATEGY_TEXT_VARIABLES: readonly ["position_entry_name", "account_currency"];
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export type StrategyNumberVariable = (typeof STRATEGY_NUMBER_VARIABLES)[number];
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export type StrategyTextVariable = (typeof STRATEGY_TEXT_VARIABLES)[number];
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export type StrategyVariable = StrategyNumberVariable | StrategyTextVariable;
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export interface StrategyEngine {
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processBar(bar: number): void;
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processClose(bar: number): void;
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entry(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;
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order(id: string, direction: StrategyDirection, options: StrategyEntryOptions): void;
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exit(id: string, options: StrategyExitOptions): void;
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close(id: string, options: StrategyCloseOptions): void;
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close_all(options: StrategyCloseAllOptions): void;
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cancel(id: string): void;
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cancel_all(): void;
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get(variable: StrategyVariable): number | string | undefined;
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openTrade(index: number): StrategyTrade | undefined;
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closedTrade(index: number): StrategyTrade | undefined;
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risk?(rule: StrategyRiskRule): void;
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defaultEntryQty?(fillPrice: number): number;
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}
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//# sourceMappingURL=index.d.ts.map
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package/dist/ta/index.d.ts.map
CHANGED
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@@ -1 +1 @@
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1
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-
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|
package/dist/utils/index.d.ts
CHANGED
|
@@ -5,6 +5,8 @@ export declare function createNaNSeries(length: int): series_float;
|
|
|
5
5
|
export declare function isNA(value: any): boolean;
|
|
6
6
|
export declare function nz(value: any, defaultValue?: any): any;
|
|
7
7
|
export declare function fixnan<T>(source: T[]): T[];
|
|
8
|
+
export declare function at(source: ArrayLike<number>, i: int, offset?: int): float;
|
|
9
|
+
export declare function div(a: float, b: float): float;
|
|
8
10
|
export declare function clamp(value: float, min: float, max: float): float;
|
|
9
11
|
export declare function lerp(start: float, end: float, t: float): float;
|
|
10
12
|
export declare function normalize(value: float, min: float, max: float, newMin?: float, newMax?: float): float;
|
|
@@ -1 +1 @@
|
|
|
1
|
-
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|
|
1
|
+
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