pinets 0.9.5 → 0.9.7

package/dist/types/marketData/types.d.ts

@@ -0,0 +1,106 @@
+/**
+ * Standardized candlestick / kline data shape used by all providers.
+ */
+export interface Kline {
+    openTime: number;
+    open: number;
+    high: number;
+    low: number;
+    close: number;
+    volume: number;
+    closeTime: number;
+    quoteAssetVolume: number;
+    numberOfTrades: number;
+    takerBuyBaseAssetVolume: number;
+    takerBuyQuoteAssetVolume: number;
+    ignore: number | string;
+}
+/**
+ * Interval duration in milliseconds, keyed by normalized interval strings.
+ * Used by providers for pagination and date-range estimation.
+ *
+ * These use Binance-style interval keys ('1m', '1h', '1d', etc.)
+ * which are also the de-facto standard across most market data APIs.
+ */
+export declare const INTERVAL_DURATION_MS: Record<string, number>;
+/**
+ * Period types for timeframe-aware date arithmetic.
+ */
+export type PeriodType = 'second' | 'minute' | 'hour' | 'day' | 'week' | 'month';
+/**
+ * Duration in seconds for each canonical timeframe.
+ *
+ * Uses seconds (not minutes) to naturally accommodate TradingView's
+ * sub-minute timeframes ('1S', '5S', etc.) without fractional values.
+ * D/W/M values are approximate — used for ratio math, not calendar grouping.
+ */
+export declare const TIMEFRAME_SECONDS: Record<string, number>;
+/**
+ * Map from canonical timeframe to { periodType, multiplier }.
+ * Used by aggregation to determine grouping strategy.
+ */
+export declare const TIMEFRAME_PERIOD_INFO: Record<string, {
+    periodType: PeriodType;
+    multiplier: number;
+}>;
+/**
+ * Compute the start of the next period given an openTime (fixed duration math).
+ *
+ * For intraday / daily / weekly: adds fixed duration.
+ * For monthly: uses calendar math to land on the 1st of the next month.
+ *
+ * **Suitable for 24/7 crypto markets** where there are no session gaps.
+ * For stock/regulated markets, prefer `computeSessionClose()` or
+ * the Alpaca Calendar API which account for session boundaries,
+ * early closes, and holidays.
+ *
+ * @param openTimeMs - The bar's open time in epoch milliseconds
+ * @param periodType - The period unit ('minute', 'hour', 'day', 'week', 'month')
+ * @param multiplier - How many units per bar (e.g., 3 for 3Min, 4 for 4Hour). Default: 1
+ */
+export declare function computeNextPeriodStart(openTimeMs: number, periodType: PeriodType, multiplier?: number): number;
+/**
+ * Convert a local date + time string in a given IANA timezone to UTC milliseconds.
+ *
+ * Uses `Intl.DateTimeFormat` for DST-correct conversion — no external dependencies.
+ *
+ * @param dateStr - Date in "YYYY-MM-DD" format
+ * @param timeStr - Time in "HH:MM" format (24h)
+ * @param timezone - IANA timezone name (e.g. "America/New_York", "Etc/UTC")
+ * @returns UTC epoch milliseconds
+ */
+export declare function localTimeToUTC(dateStr: string, timeStr: string, timezone: string): number;
+/**
+ * Compute the session close time for a bar.
+ *
+ * For providers without a per-day calendar API (like FMP), this computes
+ * closeTime from the session string and exchange timezone.
+ *
+ * Logic by period type:
+ * - **24x7 session**: closeTime = openTime + barDuration (no gaps)
+ * - **Intraday** (minute, hour): min(openTime + barDuration, sessionEndOnThatDay)
+ * - **Daily** (day): same date at session end time in timezone
+ * - **Weekly** (week): Friday of that week at session end (approximation: no holiday calendar)
+ * - **Monthly** (month): last weekday of month at session end (approximation: no holiday calendar)
+ *
+ * @param openTimeMs - Bar open time in UTC epoch milliseconds
+ * @param session - Session string, e.g. "0930-1600" or "24x7"
+ * @param timezone - IANA timezone name, e.g. "America/New_York"
+ * @param periodType - The period unit
+ * @param multiplier - How many units per bar (default: 1)
+ */
+export declare function computeSessionClose(openTimeMs: number, session: string, timezone: string, periodType: PeriodType, multiplier?: number): number;
+/**
+ * Normalize closeTime for 24/7 crypto providers (Binance, Mock).
+ *
+ * Many crypto APIs (e.g. Binance) return closeTime as `nextBarOpen - 1ms`.
+ * For 24/7 markets, `nextBar.openTime == sessionClose`, so this is correct:
+ * - For bars 0..N-2: closeTime = next bar's openTime (exact for 24/7)
+ * - For the last bar: closeTime = raw closeTime + 1ms (best estimate)
+ *
+ * **Not suitable for stock/regulated market providers** — those must use
+ * `computeSessionClose()` or the Alpaca Calendar API for session-aware close times.
+ *
+ * Mutates the array in place.
+ */
+export declare function normalizeCloseTime(data: Kline[]): void;

package/dist/types/namespaces/Core.d.ts

@@ -11,6 +11,41 @@ export declare class NAHelper {
     param(source: any, index?: number): any;
     any(series: any): boolean;
 }
+/**
+ * Alert frequency constants (Pine Script alert.freq_* enum values).
+ */
+export declare const ALERT_FREQ: {
+    freq_all: string;
+    freq_once_per_bar: string;
+    freq_once_per_bar_close: string;
+};
+/**
+ * AlertHelper implements the dual-use `alert` identifier.
+ * - `alert(msg, freq)` → `alert.any(msg, freq, {__callsiteId})` — fires an alert event
+ * - `alert.freq_once_per_bar` → frequency constant
+ *
+ * Each `alert()` call site gets a stable ID (`alert_0`, `alert_1`, ...)
+ * injected by the transpiler at compile time via `__callsiteId`. This ensures
+ * per-callsite frequency gating works correctly even when live bars are
+ * re-executed or when alert() calls are inside conditional branches.
+ */
+export declare class AlertHelper {
+    private context;
+    /**
+     * Per-callsite, per-bar frequency gating.
+     * Key: `${callsiteId}:${barIdx}`, tracks which (callsite, bar) pairs have fired.
+     */
+    private _firedKeys;
+    /** Fallback counter for PineTS-syntax (non-transpiled) calls without __callsiteId. */
+    private _fallbackCounter;
+    private _fallbackLastExecTick;
+    constructor(context: any);
+    get freq_all(): string;
+    get freq_once_per_bar(): string;
+    get freq_once_per_bar_close(): string;
+    param(source: any, _index?: number, _id?: string): any;
+    any(message: any, freq?: any, opts?: any): void;
+}
 export declare class Core {
     private context;
     constructor(context: any);
@@ -20,8 +55,11 @@ export declare class Core {
     na(series: any): boolean;
     nz(series: any, replacement?: number): any;
     fixnan(series: any): any;
-    alertcondition(condition: any, title: any, message: any): void;
-    alert(...args: any[]): void;
+    private _acCounter;
+    private _acLastExecTick;
+    /** Per-callsite, per-bar dedup for alertcondition (prevents duplicate fires on live re-execution). */
+    private _acFiredKeys;
+    alertcondition(condition: any, title?: any, message?: any): void;
     error(...args: any[]): void;
     max_bars_back(series?: any, length?: any): void;
     /**

package/dist/types/transpiler/analysis/ScopeManager.d.ts

@@ -15,6 +15,8 @@ export declare class ScopeManager {
     private taCallIdCounter;
     private userCallIdCounter;
     private plotCallIdCounter;
+    private alertCallIdCounter;
+    private loopGuardCounter;
     private hoistingStack;
     private suppressHoisting;
     private reservedNames;
@@ -25,6 +27,8 @@ export declare class ScopeManager {
     getNextTACallId(): any;
     getNextUserCallId(): any;
     getNextPlotCallId(): any;
+    getNextAlertCallId(): any;
+    getNextLoopGuardName(): string;
     constructor();
     pushScope(type: string): void;
     popScope(): void;

package/dist/types/transpiler/pineToJS/codegen.d.ts

@@ -15,6 +15,39 @@ export declare class CodeGenerator {
     });
     generate(ast: any): string;
     private preProcessAST;
+    /**
+     * Scan the program body for variable declarations and assignments whose
+     * names collide with Pine namespace/built-in names (e.g., `fill`, `size`,
+     * `color`, `line`). Rename them with a `_$N` suffix so they don't shadow
+     * the namespace destructured from `$.pine`.
+     *
+     * Only renames **user variables** — function parameters are handled
+     * separately in generateFunctionDeclaration().
+     *
+     * Renaming rules:
+     * - Variable declaration target (let fill = ...) → renamed
+     * - Assignment target (fill := ...) → renamed
+     * - Bare identifier read (return fill) → renamed
+     * - Call callee (fill(...)) → NOT renamed (namespace call)
+     * - MemberExpression object (size.tiny) → NOT renamed (namespace access)
+     * - MemberExpression property (array.size) → NOT renamed (method name)
+     * - Object property key ({size: ...}) → NOT renamed (named arg key)
+     */
+    private renameConflictingVariables;
+    /**
+     * Walk the AST and collect variable declarations / assignment targets
+     * whose names conflict with CONFLICTING_NAMES.
+     */
+    private collectConflictingVarNames;
+    /**
+     * Context-aware variable reference renaming.
+     * Renames Identifiers that are user-variable references, but skips:
+     * - CallExpression callees (namespace function calls)
+     * - MemberExpression objects with non-computed property (namespace.member)
+     * - MemberExpression non-computed properties (obj.namespace)
+     * - Object property keys ({namespace: value})
+     */
+    private renameVariableRefsInAST;
     private collectFunctionParams;
     writeSourceComment(startLine: any, endLine?: any): void;
     write(str: any): void;
@@ -57,5 +90,5 @@ export declare class CodeGenerator {
     generateSwitchAsIfElse(node: any): void;
     generateLoopAsExpression(node: any, loopType: any): void;
     generateSequenceExpression(node: any): void;
-    getPrecedence(node: any): 0 | 10 | 1 | 2 | 3 | 4 | 5 | 9 | 12 | 13 | 15 | 20 | 19;
+    getPrecedence(node: any): 3 | 5 | 15 | 2 | 4 | 1 | 10 | 0 | 9 | 12 | 13 | 20 | 19;
 }

package/dist/types/transpiler/pineToJS/parser.d.ts

@@ -4,6 +4,7 @@ export declare class Parser {
     private tokens;
     private pos;
     private functionNames;
+    private noLineContinuation;
     constructor(tokens: Token[]);
     peek(offset?: number): Token;
     advance(): Token;

package/dist/types/transpiler/settings.d.ts

@@ -2,6 +2,7 @@ export declare const KNOWN_NAMESPACES: string[];
 export declare const NAMESPACES_LIKE: string[];
 export declare const ASYNC_METHODS: string[];
 export declare const FACTORY_METHODS: string[];
+export declare const NAMESPACE_COLLISION_NAMES: Set<string>;
 export declare const CONTEXT_DATA_VARS: string[];
 export declare const CONTEXT_PINE_VARS: string[];
 export declare const CONTEXT_CORE_VARS: string[];

package/dist/types/transpiler/transformers/StatementTransformer.d.ts

@@ -1,4 +1,14 @@
 import ScopeManager from '../analysis/ScopeManager';
+/**
+ * Creates the AST nodes for a loop guard:
+ * 1. A counter declaration: `let __lgN = 0;` (to be hoisted before the loop)
+ * 2. A guard check: `if (++__lgN > __maxLoops) throw new Error("Loop exceeded maximum iterations (__lgN)");`
+ *    (to be prepended to the loop body)
+ */
+export declare function createLoopGuardNodes(guardName: string): {
+    counterDecl: any;
+    guardCheck: any;
+};
 export declare function transformAssignmentExpression(node: any, scopeManager: ScopeManager): void;
 export declare function transformVariableDeclaration(varNode: any, scopeManager: ScopeManager): void;
 export declare function transformForStatement(node: any, scopeManager: ScopeManager, c: any): void;

package/package.json

@@ -1,6 +1,6 @@
 {
     "name": "pinets",
-    "version": "0.9.5",
+    "version": "0.9.7",
     "description": "Run Pine Script anywhere. PineTS is an open-source transpiler and runtime that brings Pine Script logic to Node.js and the browser with 1:1 syntax compatibility. Reliably write, port, and run indicators or strategies on your own infrastructure.",
     "keywords": [
         "Pine Script",
@@ -81,14 +81,13 @@
         "astring": "^1.9.0"
     },
     "devDependencies": {
-        "typescript": "~5.9.3",
         "@rollup/plugin-commonjs": "^29.0.0",
         "@rollup/plugin-json": "^6.1.0",
         "@rollup/plugin-node-resolve": "^16.0.3",
         "@types/react": "^19.2.10",
         "@types/react-dom": "^19.2.3",
         "@vitejs/plugin-react": "^5.1.2",
-        "@vitest/coverage-v8": "^2.0.0",
+        "@vitest/coverage-v8": "^4.1.0",
         "autoprefixer": "^10.4.23",
         "badgen": "^3.2.3",
         "cross-env": "^7.0.3",
@@ -99,9 +98,10 @@
         "rollup-plugin-typescript-paths": "^1.5.0",
         "tailwindcss": "^4.1.18",
         "tsx": "^4.21.0",
+        "typescript": "~5.9.3",
         "vite": "^7.3.1",
         "vite-tsconfig-paths": "^4.3.2",
-        "vitest": "^2.0.0"
+        "vitest": "^4.1.0"
     },
     "repository": {
         "type": "git",

package/dist/types/NaProxy.d.ts

@@ -1,19 +0,0 @@
-/**
- * NaProxy: A proxy object that represents `na` for UDT (User-Defined Type) values.
- *
- * In Pine Script, accessing a property on `na` returns `na`, and calling a method on
- * `na` returns `na`. In JavaScript, NaN doesn't support property access, so we use
- * this proxy as a stand-in.
- *
- * Behavior:
- * - Any property access returns the proxy itself (chaining: proxy.bx.get_top → proxy)
- * - Called as a function, returns proxy (proxy() → proxy, for chaining: proxy.method().field)
- * - valueOf() returns NaN (arithmetic: proxy + 5 → NaN)
- * - na.any(proxy) → true
- */
-/** Symbol used to identify NaProxy objects */
-export declare const NA_MARKER: unique symbol;
-/** Singleton NaProxy instance */
-export declare const NA_PROXY: any;
-/** Check if a value is a NaProxy */
-export declare function isNaProxy(val: any): boolean;

package/dist/types/TimeSeries.class.d.ts

@@ -1,49 +0,0 @@
-import Context from '../Context.class';
-/**
- * A lightweight wrapper around arrays to provide Pine Script-like "series" access behavior.
- * Pine Script series are indexed relative to the current bar:
- * - series[0] is the current value
- * - series[1] is the previous value
- *
- * This class maps this reversed, relative indexing to the underlying chronological array
- * using the Context's current index.
- */
-export declare class TimeSeries<T = any> {
-    private readonly _data;
-    private readonly _ctx;
-    constructor(_data: T[], _ctx: Context);
-    /**
-     * Get the value at the specified offset from the current bar.
-     * @param offset The lookback offset (0 = current, 1 = previous, etc.)
-     */
-    get(offset: number): T;
-    /**
-     * Set the value at the specified offset from the current bar.
-     * Usually used for setting current value (offset 0).
-     */
-    set(offset: number, value: T): T;
-    /**
-     * Get the length of the series *so far* (up to current index)
-     * Note: This mimics the behavior where future data isn't "visible" yet
-     */
-    get length(): number;
-    /**
-     * Returns the underlying raw data array.
-     * Useful for performance-critical bulk operations that understand the indexing.
-     */
-    get data(): T[];
-    /**
-     * Creates a copy of the visible series as a reversed array (Pine Script standard format for bulk ops).
-     * Warning: This is O(N) and should be used sparingly.
-     */
-    toArray(): T[];
-    /**
-     * Push a value to the underlying array.
-     * Used when constructing user-defined series dynamically.
-     */
-    push(value: T): number;
-    /**
-     * Update the underlying array reference (e.g. for re-assignment)
-     */
-    replaceData(newData: T[]): void;
-}

package/dist/types/TimeSeries.d.ts

@@ -1,15 +0,0 @@
-export interface IContext {
-    idx: number;
-    NA: any;
-}
-export declare class TimeSeries<T = any> {
-    private _data;
-    private context;
-    constructor(context: IContext, data?: T[]);
-    get(offset: number): T;
-    set(value: T, offset?: number): void;
-    push(value: T): void;
-    pop(): T | undefined;
-    get data(): T[];
-    get length(): number;
-}

package/dist/types/namespaces/Input.d.ts

@@ -1,24 +0,0 @@
-type InputOptions = {
-    title?: string;
-    group?: string;
-} | any;
-export declare class Input {
-    private context;
-    constructor(context: any);
-    param(source: any, index?: number): any[];
-    any(value: any, { title, group }?: InputOptions): any;
-    int(value: number, { title, group }?: InputOptions): any;
-    float(value: number, { title, group }?: InputOptions): any;
-    bool(value: boolean, { title, group }?: InputOptions): any;
-    string(value: string, { title, group }?: InputOptions): any;
-    timeframe(value: string, { title, group }?: InputOptions): any;
-    time(value: number, { title, group }?: InputOptions): any;
-    price(value: number, { title, group }?: InputOptions): any;
-    session(value: string, { title, group }?: InputOptions): any;
-    source(value: any, { title, group }?: InputOptions): any;
-    symbol(value: string, { title, group }?: InputOptions): any;
-    text_area(value: string, { title, group }?: InputOptions): any;
-    enum(value: string, { title, group }?: InputOptions): any;
-    color(value: string, { title, group }?: InputOptions): any;
-}
-export default Input;

package/dist/types/namespaces/PineArray.d.ts

@@ -1,62 +0,0 @@
-declare class PineArrayObject {
-    array: any;
-    constructor(array: any);
-}
-/**
- * This class implements an array port of PineScript's array functions.
- */
-export declare class PineArray {
-    private context;
-    private _cache;
-    constructor(context: any);
-    param(source: any, index?: number): any;
-    /**
-     * This function simulates PineScript's array.get() function
-     * @param id - the array object to get the value from
-     * @param index - the index of the value to get
-     * @returns the value at the given index
-     */
-    get(id: PineArrayObject, index: number): any;
-    set(id: PineArrayObject, index: number, value: any): void;
-    push(id: PineArrayObject, value: any): void;
-    sum(id: PineArrayObject): number;
-    avg(id: PineArrayObject): number;
-    min(id: PineArrayObject, nth?: number): number;
-    max(id: PineArrayObject, nth?: number): number;
-    size(id: PineArrayObject): number;
-    new_bool(size: number, initial_value?: boolean): PineArrayObject;
-    new_float(size: number, initial_value?: number): PineArrayObject;
-    new_int(size: number, initial_value?: number): PineArrayObject;
-    new_string(size: number, initial_value?: string): PineArrayObject;
-    new<T>(size: number, initial_value: T): PineArrayObject;
-    slice(id: PineArrayObject, start: number, end?: number): PineArrayObject;
-    reverse(id: PineArrayObject): void;
-    includes(id: PineArrayObject, value: any): boolean;
-    indexof(id: PineArrayObject, value: any): number;
-    lastindexof(id: PineArrayObject, value: any): number;
-    stdev(id: PineArrayObject, biased?: boolean): number;
-    variance(id: PineArrayObject, biased?: boolean): number;
-    covariance(arr1: PineArrayObject, arr2: PineArrayObject, biased?: boolean): number;
-    first(id: PineArrayObject): any;
-    last(id: PineArrayObject): any;
-    clear(id: PineArrayObject): void;
-    join(id: PineArrayObject, separator?: string): string;
-    /** Array Manipulation Functions */
-    abs(id: PineArrayObject): PineArrayObject;
-    concat(id: PineArrayObject, other: PineArrayObject): PineArrayObject;
-    copy(id: PineArrayObject): PineArrayObject;
-    every(id: PineArrayObject, callback: (val: any) => boolean): boolean;
-    fill(id: PineArrayObject, value: any, start?: number, end?: number): void;
-    from(source: any[]): PineArrayObject;
-    insert(id: PineArrayObject, index: number, value: any): void;
-    pop(id: PineArrayObject): any;
-    range(id: PineArrayObject): number;
-    remove(id: PineArrayObject, index: number): any;
-    shift(id: PineArrayObject): any;
-    sort(id: PineArrayObject, order?: 'asc' | 'desc'): void;
-    sort_indices(id: PineArrayObject, comparator?: (a: any, b: any) => number): PineArrayObject;
-    standardize(id: PineArrayObject): PineArrayObject;
-    unshift(id: PineArrayObject, value: any): void;
-    some(id: PineArrayObject, callback: (val: any) => boolean): boolean;
-}
-export {};

package/dist/types/namespaces/PineMath.d.ts

@@ -1,28 +0,0 @@
-export declare class PineMath {
-    private context;
-    private _cache;
-    constructor(context: any);
-    param(source: any, index: any, name?: string): any;
-    __eq(a: number, b: number): boolean;
-    abs(source: number[]): number;
-    pow(source: number[], power: number[]): number;
-    sqrt(source: number[]): number;
-    log(source: number[]): number;
-    ln(source: number[]): number;
-    exp(source: number[]): number;
-    floor(source: number[]): number;
-    ceil(source: number[]): number;
-    round(source: number[]): number;
-    random(): number;
-    max(...source: number[]): number;
-    min(...source: number[]): number;
-    sum(source: number[], length: number): number;
-    sin(source: number[]): number;
-    cos(source: number[]): number;
-    tan(source: number[]): number;
-    acos(source: number[]): number;
-    asin(source: number[]): number;
-    atan(source: number[]): number;
-    avg(...sources: number[][]): number;
-}
-export default PineMath;

package/dist/types/namespaces/PineRequest.d.ts

@@ -1,8 +0,0 @@
-export declare class PineRequest {
-    private context;
-    private _cache;
-    constructor(context: any);
-    param(source: any, index: any, name?: string): any[];
-    security(symbol: any, timeframe: any, expression: any, gaps?: boolean, lookahead?: boolean, ignore_invalid_symbol?: boolean, currency?: any, calc_bars_count?: any): Promise<any>;
-    private _findSecContextIdx;
-}

package/dist/types/namespaces/Plot.helper.d.ts

@@ -1,16 +0,0 @@
-export declare class PlotHelper {
-    private context;
-    constructor(context: any);
-    private extractPlotOptions;
-    plotchar(series: number[], title: string, options: PlotCharOptions): void;
-    plot(...args: any[]): void;
-}
-export declare class HlineHelper {
-    private context;
-    constructor(context: any);
-    get style_dashed(): string;
-    get style_solid(): string;
-    get style_dotted(): string;
-    param(source: any, index?: number, name?: string): any;
-    any(price: any, title: any, color: any, linestyle: any, linewidth: any, editable: any, display: any): any;
-}

package/dist/types/namespaces/TechnicalAnalysis.d.ts

@@ -1,30 +0,0 @@
-export declare class TechnicalAnalysis {
-    private context;
-    constructor(context: any);
-    get tr(): any;
-    param(source: any, index: any, name?: string): any;
-    ema(source: any, _period: any, _callId?: any): any;
-    sma(source: any, _period: any, _callId?: any): any;
-    vwma(source: any, _period: any, _callId?: any): any;
-    wma(source: any, _period: any, _callId?: any): any;
-    hma(source: any, _period: any, _callId?: any): any;
-    rma(source: any, _period: any, _callId?: any): any;
-    change(source: any, _length?: number, _callId?: any): any;
-    rsi(source: any, _period: any, _callId?: any): any;
-    atr(_period: any, _callId?: any): any;
-    mom(source: any, _length: any, _callId?: any): any;
-    roc(source: any, _length: any, _callId?: any): any;
-    dev(source: any, _length: any, _callId?: any): any;
-    variance(source: any, _length: any, _callId?: any): any;
-    highest(source: any, _length: any, _callId?: any): any;
-    lowest(source: any, _length: any, _callId?: any): any;
-    median(source: any, _length: any, _callId?: any): any;
-    stdev(source: any, _length: any, _bias?: boolean, _callId?: any): any;
-    linreg(source: any, _length: any, _offset: any, _callId?: any): any;
-    supertrend(_factor: any, _atrPeriod: any, _callId?: any): any[][];
-    crossover(source1: any, source2: any): boolean;
-    crossunder(source1: any, source2: any): boolean;
-    pivothigh(source: any, _leftbars: any, _rightbars: any): any;
-    pivotlow(source: any, _leftbars: any, _rightbars: any): any;
-}
-export default TechnicalAnalysis;

package/dist/types/namespaces/request/types/barmerge.type.d.ts

@@ -1,7 +0,0 @@
-declare const barmerge: {
-    gaps_on: string;
-    gaps_off: string;
-    lookahead_on: string;
-    lookahead_off: string;
-};
-export default barmerge;

package/dist/types/namespaces/strategy/StrategySimulator.d.ts

@@ -1,84 +0,0 @@
-import { Trade } from './models/Trade';
-import { StrategyConfig, EntryOptions, ExitOptions, OrderOptions, OHLCV } from './types';
-export declare class StrategySimulator {
-    private context;
-    private config;
-    private equity;
-    private peakEquity;
-    private maxDrawdown;
-    private maxRunup;
-    private intradayLoss;
-    private filledOrdersToday;
-    private lastTradingDay;
-    private consecutiveLossDays;
-    private lastLossDay;
-    private position;
-    private maxContractsHeld;
-    private trades;
-    private closedTrades;
-    private pendingOrders;
-    private maxDrawdownLimit?;
-    private maxPositionSize?;
-    private maxIntradayLoss?;
-    private allowedEntryDirection;
-    private stats;
-    constructor(config: StrategyConfig, context: any);
-    entry(id: string, direction: 'long' | 'short', qty?: number, options?: EntryOptions): void;
-    exit(id: string, fromEntry?: string, qty?: number, qtyPercent?: number, options?: ExitOptions): void;
-    close(id?: string, comment?: string): void;
-    closeAll(comment?: string): void;
-    order(id: string, direction: 'long' | 'short', qty: number, options?: OrderOptions): void;
-    cancel(id: string): void;
-    cancelAll(): void;
-    processBar(barIndex: number, ohlcv: OHLCV): void;
-    getEquity(): number;
-    getNetProfit(): number;
-    getOpenProfit(): number;
-    getOpenProfitPercent(): number;
-    getPositionSize(): number;
-    getPositionAvgPrice(): number;
-    getPositionEntryName(): string;
-    getClosedTradesCount(): number;
-    getOpenTradesCount(): number;
-    getWinningTradesCount(): number;
-    getLosingTradesCount(): number;
-    getEvenTradesCount(): number;
-    getAvgTrade(): number;
-    getAvgTradePercent(): number;
-    getAvgWinningTrade(): number;
-    getAvgWinningTradePercent(): number;
-    getAvgLosingTrade(): number;
-    getAvgLosingTradePercent(): number;
-    getMaxDrawdown(): number;
-    getMaxDrawdownPercent(): number;
-    getMaxRunup(): number;
-    getMaxRunupPercent(): number;
-    getMaxContractsHeldAll(): number;
-    getMaxContractsHeldLong(): number;
-    getMaxContractsHeldShort(): number;
-    getGrossProfit(): number;
-    getGrossLoss(): number;
-    getMarginLiquidationPrice(): number;
-    getClosedTrade(index: number): Trade | null;
-    getOpenTrade(index: number): Trade | null;
-    setMaxDrawdown(maxDD: number, percent?: boolean): void;
-    setMaxPositionSize(maxSize: number): void;
-    setMaxIntradayLoss(maxLoss: number): void;
-    setAllowedEntryDirection(direction: 'all' | 'long' | 'short'): void;
-    setMaxConsecutiveLossDays(maxDays: number): void;
-    setMaxIntradayFilledOrders(maxOrders: number): void;
-    private canEnter;
-    private isRiskLimitExceeded;
-    private calculateQuantity;
-    private calculateExitQuantity;
-    private checkPyramiding;
-    private getEntryPrice;
-    private getCurrentPrice;
-    private calculateCommission;
-    private closePosition;
-    private executeExit;
-    private processPendingOrders;
-    private updateEquity;
-    private updateMaxContractsHeld;
-    private checkRiskLimits;
-}