pinets 0.9.5 → 0.9.7

package/dist/types/namespaces/strategy/closedtrades/index.d.ts

@@ -1,18 +0,0 @@
-import { Series } from '../../../Series';
-export declare class ClosedTradesAccessor {
-    private context;
-    constructor(context: any);
-    private getSimulator;
-    get first_index(): number;
-    size(tradeNum: number | Series): number;
-    profit(tradeNum: number | Series): number;
-    profit_percent(tradeNum: number | Series): number;
-    entry_price(tradeNum: number | Series): number;
-    exit_price(tradeNum: number | Series): number;
-    entry_bar_index(tradeNum: number | Series): number;
-    exit_bar_index(tradeNum: number | Series): number;
-    commission(tradeNum: number | Series): number;
-    [Symbol.toPrimitive](hint: string): number | string;
-    valueOf(): number;
-    toString(): string;
-}

package/dist/types/namespaces/strategy/methods/any.d.ts

@@ -1,5 +0,0 @@
-/**
- * Declares a strategy and initializes strategy state
- * Usage: strategy(title, overlay=false, ...)
- */
-export declare function any(context: any): (...args: any[]) => any;

package/dist/types/namespaces/strategy/methods/cancel.d.ts

@@ -1 +0,0 @@
-export declare function cancel(context: any): (id: string) => void;

package/dist/types/namespaces/strategy/methods/cancel_all.d.ts

@@ -1 +0,0 @@
-export declare function cancel_all(context: any): () => void;

package/dist/types/namespaces/strategy/methods/cash.d.ts

@@ -1,5 +0,0 @@
-/**
- * Constant for order sizing type: cash
- * Used in default_qty_type parameter
- */
-export declare function cash(context: any): () => string;

package/dist/types/namespaces/strategy/methods/close.d.ts

@@ -1 +0,0 @@
-export declare function close(context: any): (id?: string, comment?: string) => void;

package/dist/types/namespaces/strategy/methods/close_all.d.ts

@@ -1 +0,0 @@
-export declare function close_all(context: any): (comment?: string) => void;

package/dist/types/namespaces/strategy/methods/closedtrades.d.ts

@@ -1,4 +0,0 @@
-/**
- * Returns the number of closed trades
- */
-export declare function closedtrades(context: any): () => any;

package/dist/types/namespaces/strategy/methods/entry.d.ts

@@ -1,3 +0,0 @@
-import { Series } from '../../../Series';
-import { EntryOptions } from '../types';
-export declare function entry(context: any): (id: string, direction: "long" | "short", qty?: number | Series, options?: EntryOptions) => void;

package/dist/types/namespaces/strategy/methods/equity.d.ts

@@ -1,4 +0,0 @@
-/**
- * Returns the current equity (initial capital + net profit + unrealized P&L)
- */
-export declare function equity(context: any): () => any;

package/dist/types/namespaces/strategy/methods/exit.d.ts

@@ -1,3 +0,0 @@
-import { Series } from '../../../Series';
-import { ExitOptions } from '../types';
-export declare function exit(context: any): (id: string, from_entry?: string, qty?: number | Series, qty_percent?: number | Series, options?: ExitOptions) => void;

package/dist/types/namespaces/strategy/methods/fixed.d.ts

@@ -1,5 +0,0 @@
-/**
- * Constant for order sizing type: fixed
- * Used in default_qty_type parameter
- */
-export declare function fixed(context: any): () => string;

package/dist/types/namespaces/strategy/methods/long.d.ts

@@ -1,4 +0,0 @@
-/**
- * Constant representing long direction
- */
-export declare function long(context: any): () => string;

package/dist/types/namespaces/strategy/methods/netprofit.d.ts

@@ -1,4 +0,0 @@
-/**
- * Returns the total net profit (realized P&L)
- */
-export declare function netprofit(context: any): () => any;

package/dist/types/namespaces/strategy/methods/opentrades.d.ts

@@ -1,4 +0,0 @@
-/**
- * Returns the number of currently open trades
- */
-export declare function opentrades(context: any): () => any;

package/dist/types/namespaces/strategy/methods/order.d.ts

@@ -1,6 +0,0 @@
-import { Order } from '../types';
-/**
- * Places a basic order
- * Usage: strategy.order(id, direction, qty=na, limit=na, stop=na, ...)
- */
-export declare function order(context: any): (id: any, direction: any, qty?: any, limit?: any, stop?: any, ...rest: any[]) => Order;

package/dist/types/namespaces/strategy/methods/param.d.ts

@@ -1,5 +0,0 @@
-/**
- * Parameter wrapper for strategy namespace
- * Type B - Simple Unwrapping (like input, array, map, matrix)
- */
-export declare function param(context: any): (source: any, index?: number) => any;

package/dist/types/namespaces/strategy/methods/percent_of_equity.d.ts

@@ -1,5 +0,0 @@
-/**
- * Constant for order sizing type: percent_of_equity
- * Used in default_qty_type parameter
- */
-export declare function percent_of_equity(context: any): () => string;

package/dist/types/namespaces/strategy/methods/position_avg_price.d.ts

@@ -1,5 +0,0 @@
-/**
- * Returns the average entry price of the current position
- * Returns NaN if there is no open position
- */
-export declare function position_avg_price(context: any): () => any;

package/dist/types/namespaces/strategy/methods/position_entry.d.ts

@@ -1,5 +0,0 @@
-/**
- * Returns the current position entry (alias for position_size in some contexts)
- * Positive for long positions, negative for short positions, 0 for flat
- */
-export declare function position_entry(context: any): () => any;

package/dist/types/namespaces/strategy/methods/position_entry_name.d.ts

@@ -1,5 +0,0 @@
-/**
- * ID of the entry order that created the current position
- * Returns the entry name/id for the current position
- */
-export declare function position_entry_name(context: any): () => any;

package/dist/types/namespaces/strategy/methods/position_size.d.ts

@@ -1,5 +0,0 @@
-/**
- * Returns the current position size
- * Positive for long positions, negative for short positions, 0 for flat
- */
-export declare function position_size(context: any): () => any;

package/dist/types/namespaces/strategy/methods/short.d.ts

@@ -1,4 +0,0 @@
-/**
- * Constant representing short direction
- */
-export declare function short(context: any): () => string;

package/dist/types/namespaces/strategy/models/Order.d.ts

@@ -1,31 +0,0 @@
-export interface OrderData {
-    id: string;
-    type: 'entry' | 'exit' | 'order';
-    direction?: 'long' | 'short';
-    fromEntry?: string;
-    qty: number;
-    limit?: number;
-    stop?: number;
-    ocaName?: string;
-    ocaType?: 'cancel' | 'reduce' | 'none';
-    comment?: string;
-    status: 'pending' | 'filled' | 'cancelled';
-}
-export declare class Order implements OrderData {
-    id: string;
-    type: 'entry' | 'exit' | 'order';
-    qty: number;
-    direction?: 'long' | 'short';
-    fromEntry?: string;
-    limit?: number;
-    stop?: number;
-    ocaName?: string;
-    ocaType?: 'cancel' | 'reduce' | 'none';
-    comment?: string;
-    status: 'pending' | 'filled' | 'cancelled';
-    constructor(id: string, type: 'entry' | 'exit' | 'order', qty: number, direction?: 'long' | 'short', fromEntry?: string, limit?: number, stop?: number, ocaName?: string, ocaType?: 'cancel' | 'reduce' | 'none', comment?: string);
-    checkFill(currentPrice: number, high: number, low: number): boolean;
-    getFillPrice(currentPrice: number, high: number, low: number): number;
-    cancel(): void;
-    fill(): void;
-}

package/dist/types/namespaces/strategy/models/Position.d.ts

@@ -1,16 +0,0 @@
-export declare class Position {
-    entryId: string;
-    direction: 'long' | 'short';
-    entryComment?: string;
-    entryBarIndex?: number;
-    entryTime?: number;
-    size: number;
-    avgPrice: number;
-    unrealizedProfit: number;
-    unrealizedProfitPercent: number;
-    constructor(entryId: string, direction: 'long' | 'short', entryPrice: number, entrySize: number, entryComment?: string, entryBarIndex?: number, entryTime?: number);
-    addEntry(price: number, size: number): void;
-    removeExit(size: number): void;
-    updateProfit(currentPrice: number): void;
-    isOpen(): boolean;
-}

package/dist/types/namespaces/strategy/models/Trade.d.ts

@@ -1,45 +0,0 @@
-export interface TradeData {
-    id: string;
-    entryId: string;
-    entryBarIndex: number;
-    entryTime: number;
-    entryPrice: number;
-    exitBarIndex?: number;
-    exitTime?: number;
-    exitPrice?: number;
-    size: number;
-    direction: 'long' | 'short';
-    entryComment?: string;
-    exitComment?: string;
-    commission: number;
-    maxDrawdown: number;
-    maxRunup: number;
-    closed: boolean;
-}
-export declare class Trade implements TradeData {
-    entryId: string;
-    direction: 'long' | 'short';
-    entryPrice: number;
-    size: number;
-    entryComment?: string;
-    entryBarIndex: number;
-    entryTime: number;
-    commission: number;
-    id: string;
-    exitPrice?: number;
-    exitTime?: number;
-    exitBarIndex?: number;
-    exitComment?: string;
-    exitId?: string;
-    closed: boolean;
-    maxDrawdown: number;
-    maxRunup: number;
-    constructor(entryId: string, direction: 'long' | 'short', entryPrice: number, size: number, entryComment?: string, entryBarIndex?: number, entryTime?: number, commission?: number);
-    close(exitPrice: number, exitSize: number, exitId?: string, exitComment?: string, exitBarIndex?: number, exitTime?: number): void;
-    get profit(): number;
-    get profitPercent(): number;
-    get maxDrawdownPercent(): number;
-    get maxRunupPercent(): number;
-    updateMaxDrawdown(currentPrice: number): void;
-    updateMaxRunup(currentPrice: number): void;
-}

package/dist/types/namespaces/strategy/opentrades/index.d.ts

@@ -1,10 +0,0 @@
-import { Series } from '../../../Series';
-export declare class OpenTradesAccessor {
-    private context;
-    constructor(context: any);
-    private getSimulator;
-    size(tradeNum: number | Series): number;
-    profit(tradeNum: number | Series): number;
-    entry_price(tradeNum: number | Series): number;
-    entry_bar_index(tradeNum: number | Series): number;
-}

package/dist/types/namespaces/strategy/risk/index.d.ts

@@ -1,11 +0,0 @@
-export declare class RiskManager {
-    private context;
-    constructor(context: any);
-    private getSimulator;
-    allow_entry_in(direction: 'all' | 'long' | 'short'): void;
-    max_drawdown(value: number, percent?: boolean): void;
-    max_position_size(maxSize: number, positionType?: 'long' | 'short'): void;
-    max_intraday_loss(maxLoss: number): void;
-    max_cons_loss_days(maxDays: number): void;
-    max_intraday_filled_orders(maxOrders: number): void;
-}

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

@@ -1,53 +0,0 @@
-export type { StrategyConfig, StrategyState, Trade, Order, Position } from './types';
-import { any } from './methods/any';
-import { order } from './methods/order';
-import { param } from './methods/param';
-import { opentrades } from './methods/opentrades';
-import { closedtrades } from './methods/closedtrades';
-import { netprofit } from './methods/netprofit';
-import { position_size } from './methods/position_size';
-import { position_avg_price } from './methods/position_avg_price';
-import { position_entry } from './methods/position_entry';
-import { equity } from './methods/equity';
-import { long } from './methods/long';
-import { short } from './methods/short';
-import { cash } from './methods/cash';
-import { percent_of_equity } from './methods/percent_of_equity';
-import { fixed } from './methods/fixed';
-declare const methods: {
-    any: typeof any;
-    order: typeof order;
-    param: typeof param;
-    opentrades: typeof opentrades;
-    closedtrades: typeof closedtrades;
-    netprofit: typeof netprofit;
-    position_size: typeof position_size;
-    position_avg_price: typeof position_avg_price;
-    position_entry: typeof position_entry;
-    equity: typeof equity;
-    long: typeof long;
-    short: typeof short;
-    cash: typeof cash;
-    percent_of_equity: typeof percent_of_equity;
-    fixed: typeof fixed;
-};
-export declare class Strategy {
-    private context;
-    any: ReturnType<typeof methods.any>;
-    order: ReturnType<typeof methods.order>;
-    param: ReturnType<typeof methods.param>;
-    opentrades: ReturnType<typeof methods.opentrades>;
-    closedtrades: ReturnType<typeof methods.closedtrades>;
-    netprofit: ReturnType<typeof methods.netprofit>;
-    position_size: ReturnType<typeof methods.position_size>;
-    position_avg_price: ReturnType<typeof methods.position_avg_price>;
-    position_entry: ReturnType<typeof methods.position_entry>;
-    equity: ReturnType<typeof methods.equity>;
-    long: ReturnType<typeof methods.long>;
-    short: ReturnType<typeof methods.short>;
-    cash: ReturnType<typeof methods.cash>;
-    percent_of_equity: ReturnType<typeof methods.percent_of_equity>;
-    fixed: ReturnType<typeof methods.fixed>;
-    constructor(context: any);
-}
-export default Strategy;

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

@@ -1,92 +0,0 @@
-/**
- * Strategy configuration options
- */
-export interface StrategyConfig {
-    title: string;
-    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?: string;
-    default_qty_value?: number;
-    initial_capital?: number;
-    currency?: string;
-    slippage?: number;
-    commission_type?: string;
-    commission_value?: number;
-    margin_long?: number;
-    margin_short?: number;
-    explicit_plot_zorder?: boolean;
-    max_lines_count?: number;
-    max_labels_count?: number;
-    max_boxes_count?: number;
-    max_polylines_count?: number;
-    risk_free_rate?: number;
-    use_bar_magnifier?: boolean;
-    fill_orders_on_standard_ohlc?: boolean;
-}
-/**
- * Trade object representing an individual trade
- */
-export interface Trade {
-    id: string;
-    entryId: string;
-    direction: number;
-    qty: number;
-    entryPrice: number;
-    entryBar: number;
-    entryTime: number;
-    exitPrice?: number;
-    exitBar?: number;
-    exitTime?: number;
-    profit?: number;
-    status: 'open' | 'closed';
-}
-/**
- * Order object representing a pending or filled order
- */
-export interface Order {
-    id: string;
-    direction: number | string;
-    qty: number;
-    type: 'market' | 'limit' | 'stop' | 'stop-limit';
-    limitPrice?: number;
-    stopPrice?: number;
-    bar: number;
-    time: number;
-    fillPrice?: number;
-    fillBar?: number;
-    fillTime?: number;
-    status: 'pending' | 'filled' | 'cancelled';
-}
-/**
- * Position tracking
- */
-export interface Position {
-    size: number;
-    avgPrice: number;
-    direction: number;
-    entryBar: number;
-}
-/**
- * Strategy state stored in context
- */
-export interface StrategyState {
-    config: StrategyConfig;
-    trades: Trade[];
-    openTrades: Trade[];
-    closedTrades: Trade[];
-    position: Position;
-    equity: number;
-    netProfit: number;
-    grossProfit: number;
-    grossLoss: number;
-    pendingOrders: Order[];
-    initialCapital: number;
-}

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

@@ -1,28 +0,0 @@
-/**
- * Parse strategy() function arguments
- */
-export declare function parseStrategyOptions(args: any[]): any;
-/**
- * Calculate order quantity based on strategy configuration
- */
-export declare function calculateOrderQty(context: any, specifiedQty: number | undefined, direction: number, fillPrice: number): number;
-/**
- * Process pending orders and execute them
- */
-export declare function processStrategyOrders(context: any): void;
-/**
- * Parse direction string/number to numeric value
- */
-export declare function parseDirection(direction: number | string): number;
-/**
- * Open a new trade
- */
-export declare function openTrade(context: any, entryId: string, direction: number, qty: number, price: number, time: number): void;
-/**
- * Close partial or full position
- */
-export declare function closePartialPosition(context: any, qtyToClose: number, exitPrice: number, exitTime: number): void;
-/**
- * Initialize strategy state
- */
-export declare function initializeStrategy(context: any, config: any): void;

package/dist/types/namespaces/ta/getters/obv.d.ts

@@ -1,12 +0,0 @@
-/**
- * On-Balance Volume (OBV)
- * Cumulative indicator that adds volume on up days and subtracts on down days
- *
- * Logic:
- * - If close > close[1]: OBV = OBV[1] + volume
- * - If close < close[1]: OBV = OBV[1] - volume
- * - If close == close[1]: OBV = OBV[1]
- *
- * Note: OBV starts at 0 on the first bar (when there's no previous close to compare)
- */
-export declare function obv(context: any): () => any;

package/dist/types/namespaces/ta/getters/tr.d.ts

@@ -1 +0,0 @@
-export declare function tr(context: any): () => number;

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

@@ -1,36 +0,0 @@
-export declare class ScopeManager {
-    private scopes;
-    private scopeTypes;
-    private scopeCounts;
-    private contextBoundVars;
-    private arrayPatternElements;
-    private rootParams;
-    private varKinds;
-    private loopVars;
-    private loopVarNames;
-    private paramIdCounter;
-    private cacheIdCounter;
-    private tempVarCounter;
-    private taCallIdCounter;
-    get nextParamIdArg(): any;
-    get nextCacheIdArg(): any;
-    getNextTACallId(): any;
-    constructor();
-    pushScope(type: string): void;
-    popScope(): void;
-    getCurrentScopeType(): string;
-    getCurrentScopeCount(): number;
-    addContextBoundVar(name: string, isRootParam?: boolean): void;
-    removeContextBoundVar(name: any): void;
-    addArrayPatternElement(name: string): void;
-    isContextBound(name: string): boolean;
-    isArrayPatternElement(name: string): boolean;
-    isRootParam(name: string): boolean;
-    addLoopVariable(originalName: string, transformedName: string): void;
-    getLoopVariableName(name: string): string | undefined;
-    isLoopVariable(name: string): boolean;
-    addVariable(name: string, kind: string): string;
-    getVariable(name: string): [string, string];
-    generateTempVar(): string;
-}
-export default ScopeManager;