openalgo-script 0.4.0 → 0.6.0

package/dist/adapters/charts/undrawable.js

@@ -0,0 +1,47 @@
+/**
+ * What this chart cannot draw of what a program declares, refused before a bar.
+ *
+ * `compiled-program.md` section 11: a host draws what its surface has room for,
+ * and refuses what it does not with OS6024 rather than drawing part of a study
+ * and saying nothing. Two things a version 1 program can declare have no place
+ * on this chart's surface, and both used to be dropped in silence.
+ *
+ * - **A second grid.** The descriptor has one `table` hook, so one grid reaches
+ *   a pane. Merging two into it would put cells somewhere the script never
+ *   asked for, and drawing the first alone is a study whose second panel never
+ *   appears and whose cells look broken.
+ * - **A band colour computed per bar.** The chart's band takes one colour for
+ *   the whole run and has no channel to point at, so a band whose colour the
+ *   script computes was drawn in the first plot's colour faded, which is a
+ *   colour the script did not choose.
+ *
+ * The compiled program carries no source position for a declaration, so the
+ * refusal names the declaration by its title, which is what a reader sees in
+ * the legend and the settings dialog, and its span is the load's own.
+ */
+import { diagnosticFor, makeSpan } from '../../core/index.js';
+/** A load refusal has no line of its own: the program is what was refused. */
+const AT_LOAD = makeSpan(0, 0, 0, 0);
+export function undrawable(program) {
+    const second = program.outputs.tables[1];
+    if (second !== undefined) {
+        return diagnosticFor('OS6024', AT_LOAD, {
+            what: `the table ${titled(second.title, 'after the first')}, the second grid this study declares`,
+            limit: 'a chart pane draws one grid',
+        });
+    }
+    for (const band of program.outputs.fills) {
+        if (band.colorUpChannel !== null || band.colorDownChannel !== null) {
+            return diagnosticFor('OS6024', AT_LOAD, {
+                what: "a band's colour that is computed per bar",
+                limit: "a chart's band takes one colour for the whole run",
+            });
+        }
+    }
+    return undefined;
+}
+/** A title as a reader sees it, or a description where it is a setting's. */
+function titled(title, otherwise) {
+    return typeof title === 'string' ? `"${title}"` : otherwise;
+}
+//# sourceMappingURL=undrawable.js.map

package/dist/adapters/charts/undrawable.js.map

@@ -0,0 +1 @@
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package/dist/adapters/charts/venue.d.ts

@@ -0,0 +1,73 @@
+/**
+ * The destination a strategy runs against when a chart draws one.
+ *
+ * **Why a chart needs one at all.** A strategy asks a destination to do things
+ * and folds its position from what comes back. Handed no destination it is
+ * refused at load with OS6006, and handed one that answers nothing it runs but
+ * never learns it is in a position: every `close()` closes nothing, every entry
+ * is allowed again on the next signal, and the study draws a strategy that is
+ * wrong about itself while looking entirely normal. Measured on a stop and
+ * reverse script, that shape produced five buys and no sells.
+ *
+ * **It is the backtest's own venue, not a second one.** `Simulator` is what
+ * `backtest()` runs against, so a chart running a strategy through it fills the
+ * same orders at the same prices as the report the trader ran a moment ago. A
+ * venue written here to be simpler would be a second answer to "what would this
+ * have filled at", and the two would disagree the first time either changed:
+ * the chart would draw one set of trades and the report would list another.
+ *
+ * **What a chart supplies and what it invents.** The bars, the instrument and
+ * the declaration are the chart's own and are passed through. Money is not: a
+ * chart draws a strategy, it does not report one, so the currency, the point
+ * value and the rounding are stated here as the neutral values that make the
+ * accounting a no-op. Nothing a chart draws reads them, and a chart that
+ * guessed a point value would put a wrong profit in front of somebody.
+ *
+ * **Nothing here decides when a fill happens.** The declaration does, through
+ * `fillOn`, and the venue reads it. A market order priced at the next bar's
+ * open is known at that open; one that rested and traded inside a bar is known
+ * once the bar is complete. Both are what a venue could have told anybody at
+ * the time, and that is the whole reason the frames arrive between bars rather
+ * than inside the execution that sent them.
+ */
+import { Simulator } from '../../core/backtest/index.js';
+import type { CompiledProgram } from '../../core/emit/index.js';
+import type { Instrument, OrderFrame, ResolvedInput, RoutedEffect } from '../../core/engine/index.js';
+import type { ChartBar } from './contract.js';
+/**
+ * Whether this program needs a destination before it can run at all.
+ *
+ * Read from the program's own declared capabilities rather than from whether
+ * its source said `strategy()`, because `requires` is the same fact the engine
+ * tests at load. A strategy that places no orders needs none, and anything that
+ * does need one is refused without it.
+ */
+export declare function needsVenue(program: CompiledProgram): boolean;
+/**
+ * The venue for one chart run, or nothing where the program does not need one.
+ *
+ * `inputs` are the ones the engine resolved at load, because a declaration
+ * field may be written as an `input()`: a script whose `fillOn` comes from a
+ * setting would otherwise be filled the way its source happened to be written
+ * rather than the way the trader is running it.
+ */
+export declare function venueFor(program: CompiledProgram, bars: readonly ChartBar[], inputs: readonly ResolvedInput[], instrument: Instrument | undefined): Simulator | null;
+/**
+ * A venue that can be asked for frames, held across a chart's recomputes.
+ *
+ * The bars a `Simulator` prices against are the ones it was built with, so a
+ * chart that has grown a bar needs a venue that knows about it. `extend` is how
+ * the tail path says so without rebuilding the orders it is already holding.
+ */
+export interface HeldVenue {
+    readonly venue: Simulator;
+    /** Frames the venue answered for a bar, waiting to be delivered before the next. */
+    pending: readonly OrderFrame[];
+}
+/** What a venue has to say after one bar, which the next bar's engine reads. */
+export declare function answersFor(held: HeldVenue, barIndex: number): void;
+/** The route an engine is loaded with, pointing at a venue built after it. */
+export declare function routeInto(holder: {
+    current: Simulator | null;
+}): (effect: RoutedEffect, bar: number) => void;
+//# sourceMappingURL=venue.d.ts.map

package/dist/adapters/charts/venue.d.ts.map

@@ -0,0 +1 @@
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package/dist/adapters/charts/venue.js

@@ -0,0 +1,104 @@
+/**
+ * The destination a strategy runs against when a chart draws one.
+ *
+ * **Why a chart needs one at all.** A strategy asks a destination to do things
+ * and folds its position from what comes back. Handed no destination it is
+ * refused at load with OS6006, and handed one that answers nothing it runs but
+ * never learns it is in a position: every `close()` closes nothing, every entry
+ * is allowed again on the next signal, and the study draws a strategy that is
+ * wrong about itself while looking entirely normal. Measured on a stop and
+ * reverse script, that shape produced five buys and no sells.
+ *
+ * **It is the backtest's own venue, not a second one.** `Simulator` is what
+ * `backtest()` runs against, so a chart running a strategy through it fills the
+ * same orders at the same prices as the report the trader ran a moment ago. A
+ * venue written here to be simpler would be a second answer to "what would this
+ * have filled at", and the two would disagree the first time either changed:
+ * the chart would draw one set of trades and the report would list another.
+ *
+ * **What a chart supplies and what it invents.** The bars, the instrument and
+ * the declaration are the chart's own and are passed through. Money is not: a
+ * chart draws a strategy, it does not report one, so the currency, the point
+ * value and the rounding are stated here as the neutral values that make the
+ * accounting a no-op. Nothing a chart draws reads them, and a chart that
+ * guessed a point value would put a wrong profit in front of somebody.
+ *
+ * **Nothing here decides when a fill happens.** The declaration does, through
+ * `fillOn`, and the venue reads it. A market order priced at the next bar's
+ * open is known at that open; one that rested and traded inside a bar is known
+ * once the bar is complete. Both are what a venue could have told anybody at
+ * the time, and that is the whole reason the frames arrive between bars rather
+ * than inside the execution that sent them.
+ */
+import { DEFAULT_FILL, Simulator, declarationOf } from '../../core/backtest/index.js';
+/**
+ * Whether this program needs a destination before it can run at all.
+ *
+ * Read from the program's own declared capabilities rather than from whether
+ * its source said `strategy()`, because `requires` is the same fact the engine
+ * tests at load. A strategy that places no orders needs none, and anything that
+ * does need one is refused without it.
+ */
+export function needsVenue(program) {
+    return program.requires.includes('orders');
+}
+/** One chart bar as the venue reads it. */
+function recorded(bar) {
+    return {
+        time: bar.time,
+        open: bar.open,
+        high: bar.high,
+        low: bar.low,
+        close: bar.close,
+        volume: bar.volume ?? null,
+        oi: bar.oi ?? null,
+    };
+}
+/**
+ * The venue for one chart run, or nothing where the program does not need one.
+ *
+ * `inputs` are the ones the engine resolved at load, because a declaration
+ * field may be written as an `input()`: a script whose `fillOn` comes from a
+ * setting would otherwise be filled the way its source happened to be written
+ * rather than the way the trader is running it.
+ */
+export function venueFor(program, bars, inputs, instrument) {
+    if (!needsVenue(program))
+        return null;
+    const declared = declarationOf(program, inputs);
+    return new Simulator({
+        bars: bars.map(recorded),
+        contract: {
+            symbol: instrument?.symbol ?? null,
+            exchange: instrument?.exchange ?? null,
+            // Neutral money. A chart draws a strategy and does not report one, so
+            // nothing it puts on screen reads these; stating a point value a host
+            // never gave would be inventing the size of somebody's position.
+            currency: declared.currency,
+            tickSize: instrument?.tickSize ?? null,
+            lotSize: null,
+            pointValue: 1,
+            digits: 2,
+        },
+        fill: DEFAULT_FILL,
+        // The declaration's own, so slippage is applied the way the backtest
+        // applies it. Ticks, against the instrument's tick size.
+        slippageTicks: declared.slippage,
+        fillOn: declared.fillOn,
+        qtyType: declared.qtyType,
+    });
+}
+/** What a venue has to say after one bar, which the next bar's engine reads. */
+export function answersFor(held, barIndex) {
+    held.pending = held.venue.framesFor(barIndex);
+}
+/** The route an engine is loaded with, pointing at a venue built after it. */
+export function routeInto(holder) {
+    // Late bound on purpose. The route is handed to `load`, and the venue cannot
+    // be built until `load` has resolved the inputs the declaration reads. The
+    // route is only ever called from inside an execution, which is after both.
+    return (effect, bar) => {
+        holder.current?.route(effect, bar);
+    };
+}
+//# sourceMappingURL=venue.js.map

package/dist/adapters/charts/venue.js.map

@@ -0,0 +1 @@
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package/dist/core/accounting/analysis.d.ts

@@ -0,0 +1,111 @@
+/**
+ * The trades taken apart: by direction, by extreme, and by run.
+ *
+ * The summary answers what the whole run did. Three questions it cannot answer
+ * are asked here, and each of them is a question about whether the summary
+ * means what it looks like it means.
+ *
+ * **Which side made the money.** A run whose long trades paid for its short
+ * ones reports a healthy net and is two strategies, one of which is losing. The
+ * summary cannot show that, because every figure in it is folded over both
+ * sides at once. Splitting it is not a refinement of the headline number, it is
+ * the first thing that can contradict it.
+ *
+ * **Whether one trade is the result.** A hundred trades and a profit factor of
+ * two reads as an edge until the largest win is the whole of the net. The
+ * expectancy's standard error already says how wide the spread is; the largest
+ * win and the largest loss say where the width came from, which is the part a
+ * reader can act on.
+ *
+ * **What the run of losses was.** The deepest drawdown is a money figure and
+ * the longest one is a bar count, and neither is the number that actually stops
+ * somebody trading a strategy. That number is how many times in a row it was
+ * wrong. It is not derivable from anything in the summary: the same win rate
+ * over the same trades gives a streak of two or a streak of eleven depending on
+ * an ordering the summary folds away.
+ *
+ * ## Every figure here is over closed trades, and that is the whole rule
+ *
+ * An open trade has no net to win or lose by, so it is in none of these counts,
+ * on either side, in no streak and in no extreme. `statistics.ts` has three
+ * different answers to which trades a figure is counted over, because a summary
+ * carries a capital figure and a bar count that are facts about the run rather
+ * than about its trades. Nothing here is a fact about the run, so there is one
+ * answer, and a reader can hold it.
+ *
+ * The consequence worth stating: `longCount + shortCount` is `tradeCount` and
+ * not the length of the list folded. A run holding an open position reports
+ * fewer trades here than it has, and the summary's `openTradeCount` is where
+ * the difference is accounted for.
+ */
+import type { Money } from './shapes.js';
+import type { Trade } from './trades.js';
+/** One direction's own figures, folded over that side's closed trades. */
+export interface SideAnalysis {
+    readonly count: number;
+    readonly wins: number;
+    readonly losses: number;
+    /** Exactly zero net, counted in neither half, as in the summary. */
+    readonly scratches: number;
+    /** Net after charges, which is the figure the sides are compared on. */
+    readonly netProfit: Money;
+    /** `wins / (wins + losses)`, null where this side decided nothing. */
+    readonly winRate: number | null;
+}
+/**
+ * The trades by direction, by extreme and by run.
+ *
+ * `long` and `short` partition the closed trades, so their counts sum to the
+ * summary's `tradeCount` and their nets sum to its `netProfit`. That is
+ * asserted rather than assumed, because a partition that stops partitioning is
+ * the defect this shape exists to make visible and it would otherwise show up
+ * as two panels that quietly disagree.
+ */
+export interface TradeAnalysis {
+    readonly long: SideAnalysis;
+    readonly short: SideAnalysis;
+    /**
+     * The best closed trade's net, zero where none closed and zero where every
+     * closed trade lost.
+     *
+     * Zero rather than null, and it is the one place here that is worth arguing
+     * about. A run whose every trade lost has no winning trade to name, and null
+     * would say so. It reports zero because the figure is read beside
+     * `largestLoss` and against `netProfit`, and a null in a column of money
+     * forces every reader of the report to handle a case that means "nothing
+     * won", which is what zero already means in this column.
+     */
+    readonly largestWin: Money;
+    /** The worst closed trade's net as a positive magnitude, zero where none lost. */
+    readonly largestLoss: Money;
+    /**
+     * The longest run of consecutive winning closed trades, in the order they
+     * closed.
+     *
+     * In the order they closed, and not the order they opened, because that is
+     * the order the account experienced them in and the streak is a fact about
+     * what the account experienced. The two orders differ whenever a trade is
+     * held across another one's whole life, which is every scaling strategy.
+     */
+    readonly maxConsecutiveWins: number;
+    /** The same, for losses. */
+    readonly maxConsecutiveLosses: number;
+}
+/**
+ * One pass over the closed trades, in closing order.
+ *
+ * The list arrives in opening order, which is what the equity fold needs and
+ * what `tradesOf` produces. The streaks need closing order, so the closed
+ * trades are ordered here rather than anywhere else: reordering the list the
+ * caller holds would change the equity curve, and taking a second list in
+ * opening order and calling its streaks correct would be the defect this
+ * function is supposed to have caught.
+ *
+ * A trade whose net is exactly zero is a scratch, which is the summary's rule
+ * and is applied here for the same reason. A scratch **breaks** a streak
+ * without extending either one: a strategy that went right, flat, right was not
+ * right twice running, and counting the flat trade as either would make the
+ * streak a figure that depends on a rounding at the last digit.
+ */
+export declare function analysisOf(trades: readonly Trade[]): TradeAnalysis;
+//# sourceMappingURL=analysis.d.ts.map

package/dist/core/accounting/analysis.d.ts.map

@@ -0,0 +1 @@
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package/dist/core/accounting/analysis.js

@@ -0,0 +1,123 @@
+/**
+ * The trades taken apart: by direction, by extreme, and by run.
+ *
+ * The summary answers what the whole run did. Three questions it cannot answer
+ * are asked here, and each of them is a question about whether the summary
+ * means what it looks like it means.
+ *
+ * **Which side made the money.** A run whose long trades paid for its short
+ * ones reports a healthy net and is two strategies, one of which is losing. The
+ * summary cannot show that, because every figure in it is folded over both
+ * sides at once. Splitting it is not a refinement of the headline number, it is
+ * the first thing that can contradict it.
+ *
+ * **Whether one trade is the result.** A hundred trades and a profit factor of
+ * two reads as an edge until the largest win is the whole of the net. The
+ * expectancy's standard error already says how wide the spread is; the largest
+ * win and the largest loss say where the width came from, which is the part a
+ * reader can act on.
+ *
+ * **What the run of losses was.** The deepest drawdown is a money figure and
+ * the longest one is a bar count, and neither is the number that actually stops
+ * somebody trading a strategy. That number is how many times in a row it was
+ * wrong. It is not derivable from anything in the summary: the same win rate
+ * over the same trades gives a streak of two or a streak of eleven depending on
+ * an ordering the summary folds away.
+ *
+ * ## Every figure here is over closed trades, and that is the whole rule
+ *
+ * An open trade has no net to win or lose by, so it is in none of these counts,
+ * on either side, in no streak and in no extreme. `statistics.ts` has three
+ * different answers to which trades a figure is counted over, because a summary
+ * carries a capital figure and a bar count that are facts about the run rather
+ * than about its trades. Nothing here is a fact about the run, so there is one
+ * answer, and a reader can hold it.
+ *
+ * The consequence worth stating: `longCount + shortCount` is `tradeCount` and
+ * not the length of the list folded. A run holding an open position reports
+ * fewer trades here than it has, and the summary's `openTradeCount` is where
+ * the difference is accounted for.
+ */
+function emptySide() {
+    return { count: 0, wins: 0, losses: 0, scratches: 0, netProfit: 0 };
+}
+function sideOf(tally) {
+    const decided = tally.wins + tally.losses;
+    return {
+        count: tally.count,
+        wins: tally.wins,
+        losses: tally.losses,
+        scratches: tally.scratches,
+        netProfit: tally.netProfit,
+        winRate: decided === 0 ? null : tally.wins / decided,
+    };
+}
+/**
+ * One pass over the closed trades, in closing order.
+ *
+ * The list arrives in opening order, which is what the equity fold needs and
+ * what `tradesOf` produces. The streaks need closing order, so the closed
+ * trades are ordered here rather than anywhere else: reordering the list the
+ * caller holds would change the equity curve, and taking a second list in
+ * opening order and calling its streaks correct would be the defect this
+ * function is supposed to have caught.
+ *
+ * A trade whose net is exactly zero is a scratch, which is the summary's rule
+ * and is applied here for the same reason. A scratch **breaks** a streak
+ * without extending either one: a strategy that went right, flat, right was not
+ * right twice running, and counting the flat trade as either would make the
+ * streak a figure that depends on a rounding at the last digit.
+ */
+export function analysisOf(trades) {
+    const long = emptySide();
+    const short = emptySide();
+    let largestWin = 0;
+    let largestLoss = 0;
+    let maxConsecutiveWins = 0;
+    let maxConsecutiveLosses = 0;
+    let winStreak = 0;
+    let lossStreak = 0;
+    const closed = trades.filter((trade) => !trade.isOpen).slice();
+    // A trade closes on a bar, and two can close on the same one. The opening
+    // order breaks the tie, because it is the order the list arrived in and the
+    // only other fact available: a sort that is not total gives two engines two
+    // different streaks from one list of trades.
+    closed.sort((a, b) => (a.closedOnBar ?? 0) - (b.closedOnBar ?? 0) || a.index - b.index);
+    for (const trade of closed) {
+        const side = trade.side === 'long' ? long : short;
+        side.count += 1;
+        side.netProfit += trade.netProfit;
+        if (trade.netProfit > 0) {
+            side.wins += 1;
+            if (trade.netProfit > largestWin)
+                largestWin = trade.netProfit;
+            winStreak += 1;
+            lossStreak = 0;
+            if (winStreak > maxConsecutiveWins)
+                maxConsecutiveWins = winStreak;
+        }
+        else if (trade.netProfit < 0) {
+            side.losses += 1;
+            if (-trade.netProfit > largestLoss)
+                largestLoss = -trade.netProfit;
+            lossStreak += 1;
+            winStreak = 0;
+            if (lossStreak > maxConsecutiveLosses)
+                maxConsecutiveLosses = lossStreak;
+        }
+        else {
+            side.scratches += 1;
+            winStreak = 0;
+            lossStreak = 0;
+        }
+    }
+    return {
+        long: sideOf(long),
+        short: sideOf(short),
+        largestWin,
+        largestLoss,
+        maxConsecutiveWins,
+        maxConsecutiveLosses,
+    };
+}
+//# sourceMappingURL=analysis.js.map

package/dist/core/accounting/analysis.js.map

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package/dist/core/accounting/equity.d.ts

@@ -104,6 +104,33 @@ export interface EquityPoint {
     readonly drawdown: Money;
     /** `drawdown / runningPeak`, a fraction and not a figure times a hundred. */
     readonly drawdownPercent: number;
+    /**
+     * The distance above the running trough, zero or positive.
+     *
+     * Drawdown's mirror, and carried for the same reason drawdown is: it is the
+     * run's best stretch measured the same way its worst one is, so the two can
+     * be read against each other. A reader handed only the depth learns how bad
+     * it got and nothing about whether the run ever climbed far enough for that
+     * depth to be a giving back rather than a steady bleed.
+     */
+    readonly runUp: Money;
+    /**
+     * `runUp / runningTrough`, a fraction and not a figure times a hundred, and
+     * zero where the trough is not above zero.
+     *
+     * Not the same guard drawdown gets, because the two bases are not the same
+     * kind of number. The running peak starts at the capital and only ever rises,
+     * so a run with capital above zero has a peak above zero at every point. The
+     * running trough starts there and only ever falls, so an account that lost
+     * everything has a trough at or below zero, and from that bar on this figure
+     * is zero rather than a fraction. Zero is the wrong answer for a run that
+     * recovered, and it is reported anyway, because the alternative is a
+     * percentage against a negative basis: a positive climb reported as a
+     * negative fraction, which is the shape that once gave a profit factor of
+     * minus a half. `runUp` itself is unaffected and stays the figure to read on
+     * such a run.
+     */
+    readonly runUpPercent: number;
 }
 /**
  * Whether this trade was still held at the close of this bar.
@@ -141,6 +168,12 @@ export declare function ratioOf(value: number, basis: number): number;
  * The running peak starts at the capital rather than at the first point, so a
  * run that is down from its first bar is in drawdown at its first bar. Starting
  * it at the first point would report every run as having begun at its high.
+ *
+ * The running trough starts at the capital for the same reason and not for a
+ * symmetrical one: a run that is up from its first bar has run up from the
+ * money it was given, which is the figure a reader is measuring against. Anchor
+ * it at the first point instead and a run that gapped up on bar zero reports
+ * that gain as having come from nowhere.
  */
 export declare function equityOver(trades: readonly Trade[], marks: readonly BarMark[], contract: Contract, capital: Money): readonly EquityPoint[];
 /**

package/dist/core/accounting/equity.d.ts.map

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package/dist/core/accounting/equity.js

@@ -40,6 +40,12 @@ export function ratioOf(value, basis) {
  * The running peak starts at the capital rather than at the first point, so a
  * run that is down from its first bar is in drawdown at its first bar. Starting
  * it at the first point would report every run as having begun at its high.
+ *
+ * The running trough starts at the capital for the same reason and not for a
+ * symmetrical one: a run that is up from its first bar has run up from the
+ * money it was given, which is the figure a reader is measuring against. Anchor
+ * it at the first point instead and a run that gapped up on bar zero reports
+ * that gain as having come from nowhere.
  */
 export function equityOver(trades, marks, contract, capital) {
     const points = [];
@@ -48,6 +54,7 @@ export function equityOver(trades, marks, contract, capital) {
     let realised = 0;
     let charges = 0;
     let peak = capital;
+    let trough = capital;
     let mark = null;
     for (const bar of marks) {
         // Opened by this bar, charges and all. The pointer is why the trades have
@@ -93,7 +100,10 @@ export function equityOver(trades, marks, contract, capital) {
         const equity = cash + openProfit;
         if (equity > peak)
             peak = equity;
+        if (equity < trough)
+            trough = equity;
         const drawdown = equity - peak;
+        const runUp = equity - trough;
         points.push({
             barIndex: bar.barIndex,
             time: bar.time,
@@ -105,6 +115,8 @@ export function equityOver(trades, marks, contract, capital) {
             exposure,
             drawdown,
             drawdownPercent: ratioOf(drawdown, peak),
+            runUp,
+            runUpPercent: ratioOf(runUp, trough),
         });
     }
     return points;

package/dist/core/accounting/equity.js.map

@@ -1 +1 @@
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package/dist/core/accounting/index.d.ts

@@ -37,6 +37,8 @@ export { monthlyOver } from './monthly.js';
 export type { MonthlyReturn } from './monthly.js';
 export { markersOf } from './markers.js';
 export type { TradeMarker } from './markers.js';
+export { analysisOf } from './analysis.js';
+export type { SideAnalysis, TradeAnalysis } from './analysis.js';
 export { summaryOf } from './statistics.js';
 export type { Summary } from './statistics.js';
 export { reportOf } from './report.js';

package/dist/core/accounting/index.d.ts.map

@@ -1 +1 @@
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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../../../src/core/accounting/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,OAAO,EAAE,SAAS,EAAE,uBAAuB,EAAE,eAAe,EAAE,MAAM,cAAc,CAAC;AACnF,YAAY,EAAE,OAAO,EAAE,QAAQ,EAAE,KAAK,EAAE,YAAY,EAAE,MAAM,aAAa,CAAC;AAC1E,YAAY,EACV,UAAU,EACV,eAAe,EACf,UAAU,EACV,cAAc,EACd,UAAU,GACX,MAAM,cAAc,CAAC;AACtB,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AACvC,YAAY,EAAE,KAAK,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,YAAY,EAAE,WAAW,EAAE,MAAM,aAAa,CAAC;AAC/C,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAC3C,YAAY,EAAE,aAAa,EAAE,MAAM,cAAc,CAAC;AAClD,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AACzC,YAAY,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAChD,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAC3C,YAAY,EAAE,YAAY,EAAE,aAAa,EAAE,MAAM,eAAe,CAAC;AACjE,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAC5C,YAAY,EAAE,OAAO,EAAE,MAAM,iBAAiB,CAAC;AAC/C,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AACvC,YAAY,EAAE,MAAM,EAAE,MAAM,aAAa,CAAC"}

package/dist/core/accounting/index.js

@@ -31,6 +31,7 @@ export { tradesOf } from './trades.js';
 export { equityOver } from './equity.js';
 export { monthlyOver } from './monthly.js';
 export { markersOf } from './markers.js';
+export { analysisOf } from './analysis.js';
 export { summaryOf } from './statistics.js';
 export { reportOf } from './report.js';
 //# sourceMappingURL=index.js.map

package/dist/core/accounting/index.js.map

@@ -1 +1 @@
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+{"version":3,"file":"index.js","sourceRoot":"","sources":["../../../src/core/accounting/index.ts"],"names":[],"mappings":"AAAA;;;;;;;;;;;;;;;;;;;;;;;;;;;GA2BG;AACH,OAAO,EAAE,SAAS,EAAE,uBAAuB,EAAE,eAAe,EAAE,MAAM,cAAc,CAAC;AASnF,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC;AAEvC,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AAEzC,OAAO,EAAE,WAAW,EAAE,MAAM,cAAc,CAAC;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,cAAc,CAAC;AAEzC,OAAO,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AAE3C,OAAO,EAAE,SAAS,EAAE,MAAM,iBAAiB,CAAC;AAE5C,OAAO,EAAE,QAAQ,EAAE,MAAM,aAAa,CAAC"}