w-trade-backtest 1.0.3 → 1.0.4

package/docs/global.html

@@ -29,7 +29,7 @@
 <nav >
     
     
-    <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcOrders">calcOrders</a></li><li><a href="global.html#calcOrdersRatio">calcOrdersRatio</a></li><li><a href="global.html#calcOrdersSummary">calcOrdersSummary</a></li><li><a href="global.html#calcOrdersSummarySimple">calcOrdersSummarySimple</a></li><li><a href="global.html#calcSummary">calcSummary</a></li><li><a href="global.html#closeAndSummaryOrders">closeAndSummaryOrders</a></li><li><a href="global.html#genReport">genReport</a></li><li><a href="global.html#genReportCore">genReportCore</a></li><li><a href="global.html#runStrategies">runStrategies</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
+    <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcOrders">calcOrders</a></li><li><a href="global.html#calcOrdersRatio">calcOrdersRatio</a></li><li><a href="global.html#calcOrdersSummary">calcOrdersSummary</a></li><li><a href="global.html#calcOrdersSummarySimple">calcOrdersSummarySimple</a></li><li><a href="global.html#calcSummary">calcSummary</a></li><li><a href="global.html#closeAndSummaryOrders">closeAndSummaryOrders</a></li><li><a href="global.html#genReport">genReport</a></li><li><a href="global.html#genReportCore">genReportCore</a></li><li><a href="global.html#runStrategies">runStrategies</a></li><li><a href="global.html#runStrategiesAndBacktest">runStrategiesAndBacktest</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
     
 </nav>
 
@@ -3755,6 +3755,595 @@ console.log(rr.summary.uIni, rr.summary.numTrade, rr.summary.rWin)
 
     
 
+    <h4 class="name" id="runStrategiesAndBacktest"><span class="type-signature type-signature-async">(async) </span>runStrategiesAndBacktest<span class="signature">(ott, fdOhlc, fdParam, strategies, timeStart, timeEnd, fdTest, opt<span class="signature-attributes">opt</span>)</span><span class="type-signature"> &rarr; {Promise}</span></h4>
+
+    
+
+
+
+
+<dl class="details">
+    
+    <dt class="tag-description">Description:</dt>
+    <dd class="tag-description"><ul class="dummy"><li><p>執行多策略回測並輸出訂單、摘要與報告檔案</p>
+<p>以w-data-tdprovide讀取fdOhlc與fdParam資料夾數據，建立timeStart至timeEnd範圍之序列查詢函數後執行runStrategies
+合併結果命名為'全部策略'，並輸出orders.json、summary.json、report.html至fdTest資料夾
+fdOhlc或fdParam非資料夾、strategies非有效陣列時throw</p>
+<p>Unit Test: <a href="https://github.com/yuda-lyu/w-trade-backtest/blob/master/test/unit-WTradeBacktest.test.mjs">Github</a></p></li></ul></dd>
+    
+
+    
+    <dt class="tag-source">Source:</dt>
+    <dd class="tag-source"><ul class="dummy"><li>
+        <a href="runStrategiesAndBacktest.mjs.html">runStrategiesAndBacktest.mjs</a>, <a href="runStrategiesAndBacktest.mjs.html#line74">line 74</a>
+    </li></ul></dd>
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+
+    
+</dl>
+
+
+
+
+
+
+
+
+
+
+
+    <h5 class="h5-examples">Example</h5>
+    
+    <pre class="prettyprint"><code>import fs from 'fs'
    { time: '2020-01-01T00:00:00', Open: 100, High: 101, Low: 99, Close: 100 },
    { time: '2020-01-01T04:00:00', Open: 100, High: 106, Low: 100, Close: 105 },
    { time: '2020-01-01T08:00:00', Open: 105, High: 107, Low: 102, Close: 103 },
    { time: '2020-01-01T12:00:00', Open: 103, High: 104, Low: 94, Close: 95 },
    { time: '2020-01-01T16:00:00', Open: 95, High: 98, Low: 92, Close: 93 },
    { time: '2020-01-01T20:00:00', Open: 93, High: 99, Low: 95, Close: 97 },
    { time: '2020-01-01T00:00:00', param: 1 },
    { time: '2020-01-01T04:00:00', param: 0 },
    { time: '2020-01-01T08:00:00', param: 1 },
    { time: '2020-01-01T12:00:00', param: 0 },
    { time: '2020-01-01T16:00:00', param: 0 },
    { time: '2020-01-01T20:00:00', param: 0 },
    { sid: 's1', mode: 'long', keyOhlc: 'btc', conds: [{ key: 'sig', sym: '>', th: 0.5, opr: 'and' }], settings },
    { sid: 's2', mode: 'short', keyOhlc: 'btc', conds: [{ key: 'sig', sym: '&lt;', th: 0.5, opr: 'and' }], settings },
+
+
+
+
+    <h5 class="h5-parameters">Parameters:</h5>
+    
+
+<table class="params">
+    <thead>
+    <tr>
+        
+        <th>Name</th>
+        
+
+        <th>Type</th>
+
+        
+        <th>Attributes</th>
+        
+
+        
+        <th>Default</th>
+        
+
+        <th class="last">Description</th>
+    </tr>
+    </thead>
+
+    <tbody>
+    
+
+        <tr>
+            
+                <td class="name"><code>ott</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">function</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入時區時間函數，傳入時間字串回傳dayjs時間物件(可用src/ott.mjs或自行以dayjs包裝)</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>fdOhlc</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">String</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入儲存K線(ohlc)序列資料夾字串，各序列以<code>${key}.json</code>儲存</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>fdParam</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">String</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入儲存指標參數序列資料夾字串</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>strategies</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">Array</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入策略陣列，各元素需含sid與runStrategy之strategy欄位</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>timeStart</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">String</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入回測起始秒時間字串</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>timeEnd</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">String</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入回測結束秒時間字串</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>fdTest</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">String</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入輸出結果資料夾字串</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>opt</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">Object</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+                    &lt;optional><br>
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                    <code>{}</code>
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入設定物件，預設{}</p>
+                <h6>Properties</h6>
+                
+
+<table class="params">
+    <thead>
+    <tr>
+        
+        <th>Name</th>
+        
+
+        <th>Type</th>
+
+        
+        <th>Attributes</th>
+        
+
+        
+        <th>Default</th>
+        
+
+        <th class="last">Description</th>
+    </tr>
+    </thead>
+
+    <tbody>
+    
+
+        <tr>
+            
+                <td class="name"><code>writeOrders</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">Boolean</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+                    &lt;optional><br>
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                    <code>true</code>
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入是否輸出orders.json布林值，預設true</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>writeSummary</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">Boolean</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+                    &lt;optional><br>
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                    <code>true</code>
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入是否輸出summary.json布林值，預設true</p></td>
+        </tr>
+
+    
+
+        <tr>
+            
+                <td class="name"><code>writeReport</code></td>
+            
+
+            <td class="type">
+            
+                
+<span class="param-type">Boolean</span>
+
+
+
+            
+            </td>
+
+            
+                <td class="attributes">
+                
+                    &lt;optional><br>
+                
+
+                
+
+                
+                </td>
+            
+
+            
+                <td class="default">
+                
+                    <code>true</code>
+                
+                </td>
+            
+
+            <td class="description last"><p>輸入是否輸出report.html布林值，預設true</p></td>
+        </tr>
+
+    
+    </tbody>
+</table>
+
+            </td>
+        </tr>
+
+    
+    </tbody>
+</table>
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+<h5 class="h5-returns">Returns:</h5>
+
+        
+<div class="param-desc">
+    <p>回傳Promise，resolve為{name,orders,summary}物件，另於fdTest輸出結果檔案</p>
+</div>
+
+
+
+<dl class="param-type">
+    <dt>
+        Type
+    </dt>
+    <dd>
+        
+<span class="param-type">Promise</span>
+
+
+
+    </dd>
+</dl>
+
+    
+
+
+
+        
+            
+
+    
+
     <h4 class="name" id="runStrategy"><span class="type-signature type-signature-async">(async) </span>runStrategy<span class="signature">(ott, strategy, funGetSeries, opt<span class="signature-attributes">opt</span>)</span><span class="type-signature"> &rarr; {Promise}</span></h4>
 
     
@@ -4218,7 +4807,7 @@ console.log(r.summary.numTrade, r.summary.rWin, r.summary.uEquityFinal)
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sun Aug 02 2026 20:09:43 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
+    Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Mon Aug 03 2026 10:26:54 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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 <script>prettyPrint();</script>

package/docs/index.html

@@ -29,7 +29,7 @@
 <nav >
     
     
-    <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcOrders">calcOrders</a></li><li><a href="global.html#calcOrdersRatio">calcOrdersRatio</a></li><li><a href="global.html#calcOrdersSummary">calcOrdersSummary</a></li><li><a href="global.html#calcOrdersSummarySimple">calcOrdersSummarySimple</a></li><li><a href="global.html#calcSummary">calcSummary</a></li><li><a href="global.html#closeAndSummaryOrders">closeAndSummaryOrders</a></li><li><a href="global.html#genReport">genReport</a></li><li><a href="global.html#genReportCore">genReportCore</a></li><li><a href="global.html#runStrategies">runStrategies</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
+    <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcOrders">calcOrders</a></li><li><a href="global.html#calcOrdersRatio">calcOrdersRatio</a></li><li><a href="global.html#calcOrdersSummary">calcOrdersSummary</a></li><li><a href="global.html#calcOrdersSummarySimple">calcOrdersSummarySimple</a></li><li><a href="global.html#calcSummary">calcSummary</a></li><li><a href="global.html#closeAndSummaryOrders">closeAndSummaryOrders</a></li><li><a href="global.html#genReport">genReport</a></li><li><a href="global.html#genReportCore">genReportCore</a></li><li><a href="global.html#runStrategies">runStrategies</a></li><li><a href="global.html#runStrategiesAndBacktest">runStrategiesAndBacktest</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
     
 </nav>
 
@@ -71,7 +71,7 @@
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sun Aug 02 2026 20:09:43 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
+    Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Mon Aug 03 2026 10:26:55 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
 </footer>
 
 <script>prettyPrint();</script>

package/docs/runStrategies.mjs.html

@@ -29,7 +29,7 @@
 <nav >
     
     
-    <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcOrders">calcOrders</a></li><li><a href="global.html#calcOrdersRatio">calcOrdersRatio</a></li><li><a href="global.html#calcOrdersSummary">calcOrdersSummary</a></li><li><a href="global.html#calcOrdersSummarySimple">calcOrdersSummarySimple</a></li><li><a href="global.html#calcSummary">calcSummary</a></li><li><a href="global.html#closeAndSummaryOrders">closeAndSummaryOrders</a></li><li><a href="global.html#genReport">genReport</a></li><li><a href="global.html#genReportCore">genReportCore</a></li><li><a href="global.html#runStrategies">runStrategies</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
+    <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#calcOrders">calcOrders</a></li><li><a href="global.html#calcOrdersRatio">calcOrdersRatio</a></li><li><a href="global.html#calcOrdersSummary">calcOrdersSummary</a></li><li><a href="global.html#calcOrdersSummarySimple">calcOrdersSummarySimple</a></li><li><a href="global.html#calcSummary">calcSummary</a></li><li><a href="global.html#closeAndSummaryOrders">closeAndSummaryOrders</a></li><li><a href="global.html#genReport">genReport</a></li><li><a href="global.html#genReportCore">genReportCore</a></li><li><a href="global.html#runStrategies">runStrategies</a></li><li><a href="global.html#runStrategiesAndBacktest">runStrategiesAndBacktest</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
     
 </nav>
 
@@ -231,7 +231,7 @@ export default runStrategies
 <br class="clear">
 
 <footer>
-    Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sun Aug 02 2026 20:09:43 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
+    Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Mon Aug 03 2026 10:26:54 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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