w-trade-backtest 1.0.3 → 1.0.4

package/docs/runStrategiesAndBacktest.mjs.html

@@ -0,0 +1,224 @@
+<!DOCTYPE html>
+<html lang="en">
+<head>
+    
+    <meta charset="utf-8">
+    <title>runStrategiesAndBacktest.mjs - Documentation</title>
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+</label>
+
+<label for="nav-trigger" class="overlay"></label>
+
+<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#runStrategiesAndBacktest">runStrategiesAndBacktest</a></li><li><a href="global.html#runStrategy">runStrategy</a></li></ul>
+    
+</nav>
+
+<div id="main">
+    
+    <h1 class="page-title">runStrategiesAndBacktest.mjs</h1>
+    
+
+    
+
+
+
+    
+    <section>
+        <article>
+            <pre class="prettyprint source linenums"><code>import path from 'path'
+import get from 'lodash-es/get.js'
+import size from 'lodash-es/size.js'
+import isearr from 'wsemi/src/isearr.mjs'
+import fsIsFolder from 'wsemi/src/fsIsFolder.mjs'
+import WDataTdprovide from 'w-data-tdprovide/src/WDataTdprovide.mjs'
+import runStrategies from './runStrategies.mjs'
+import genReportCore from './genReportCore.mjs'
+import writeJson from './writeJson.mjs'
+
+
+/**
+ * 執行多策略回測並輸出訂單、摘要與報告檔案
+ *
+ * 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
+ *
+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-backtest/blob/master/test/unit-WTradeBacktest.test.mjs Github}
+ * @function
+ * @param {Function} ott 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)
+ * @param {String} fdOhlc 輸入儲存K線(ohlc)序列資料夾字串，各序列以`${key}.json`儲存
+ * @param {String} fdParam 輸入儲存指標參數序列資料夾字串
+ * @param {Array} strategies 輸入策略陣列，各元素需含sid與runStrategy之strategy欄位
+ * @param {String} timeStart 輸入回測起始秒時間字串
+ * @param {String} timeEnd 輸入回測結束秒時間字串
+ * @param {String} fdTest 輸入輸出結果資料夾字串
+ * @param {Object} [opt={}] 輸入設定物件，預設{}
+ * @param {Boolean} [opt.writeOrders=true] 輸入是否輸出orders.json布林值，預設true
+ * @param {Boolean} [opt.writeSummary=true] 輸入是否輸出summary.json布林值，預設true
+ * @param {Boolean} [opt.writeReport=true] 輸入是否輸出report.html布林值，預設true
+ * @returns {Promise} 回傳Promise，resolve為{name,orders,summary}物件，另於fdTest輸出結果檔案
+ * @example
+ *
+ * import fs from 'fs'
+ *
+ * let arrOhlc = [
+ *     { 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 },
+ * ]
+ *
+ * let arrSig = [
+ *     { 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 },
+ * ]
+ *
+ * //建立數據資料夾, fdOhlc放K線序列, fdParam放指標參數序列
+ * fs.mkdirSync('./data-ohlc', { recursive: true })
+ * fs.mkdirSync('./data-param', { recursive: true })
+ * fs.writeFileSync('./data-ohlc/btc.json', JSON.stringify(arrOhlc), 'utf8')
+ * fs.writeFileSync('./data-param/sig.json', JSON.stringify(arrSig), 'utf8')
+ *
+ * let settings = { uIni: 1000, uTrade: 100, rTakeProfit: 0.05, rStopLoss: 0.03, rFee: 0.0005 }
+ * let strategies = [
+ *     { 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 },
+ * ]
+ *
+ * let r = await runStrategiesAndBacktest(ott, './data-ohlc', './data-param', strategies, '2020-01-01T00:00:00', '2020-01-01T20:00:00', './result')
+ * console.log(r.name, r.summary.uIni, r.summary.numTrade, r.summary.rWin)
+ * // => 全部策略 2000 6 40.00%
+ * console.log(fs.readdirSync('./result'))
+ * // => [ 'orders.json', 'report.html', 'summary.json' ]
+ *
+ */
+let runStrategiesAndBacktest = async (ott, fdOhlc, fdParam, strategies, timeStart, timeEnd, fdTest, opt = {}) => {
+
+    if (!fsIsFolder(fdOhlc)) {
+        throw new Error(`fdOhlc[${fdOhlc}] is not a forder`)
+    }
+    if (!fsIsFolder(fdParam)) {
+        throw new Error(`fdParam[${fdParam}] is not a forder`)
+    }
+    //check
+    if (!isearr(strategies)) {
+        throw new Error(`invalid strategies`)
+    }
+
+    let writeOrders = get(opt, 'writeOrders', true)
+    let writeSummary = get(opt, 'writeSummary', true)
+    let writeReport = get(opt, 'writeReport', true)
+
+    //wdp
+    let wdp = WDataTdprovide(fdOhlc, fdParam)
+
+    //funGetSeries
+    let funGetSeries = await wdp.buildGetTimeSeriesByTimeRange(timeStart, timeEnd)
+
+    //runStrategies
+    let r = await runStrategies(ott, strategies, funGetSeries, {})
+    r.name = `全部策略`
+
+    if (writeOrders) {
+
+        //fnOrders
+        let fnOrders = `orders.json`
+
+        //fpOrders
+        let fpOrders = path.resolve(fdTest, fnOrders)
+
+        //writeJson
+        writeJson(fpOrders, r.orders, { structured: true })
+
+    }
+
+    if (writeSummary) {
+
+        //fnSummary
+        let fnSummary = `summary.json`
+
+        //fpSummary
+        let fpSummary = path.resolve(fdTest, fnSummary)
+
+        //stsm
+        let stsm = {
+            name: r.name,
+            summary: r.summary,
+        }
+        // console.log('stsm', stsm)
+
+        //writeJson
+        writeJson(fpSummary, stsm, { structured: true })
+
+        console.log('summary', r.summary, size(r.orders))
+    }
+
+    if (writeReport) {
+
+        //fnHtml
+        let fnHtml = `report.html`
+
+        //fpHtml
+        let fpHtml = path.resolve(fdTest, fnHtml)
+
+        //genReport
+        genReportCore(r, fpHtml)
+
+    }
+
+    return r
+}
+
+
+export default runStrategiesAndBacktest
+</code></pre>
+        </article>
+    </section>
+
+
+
+
+    
+    
+</div>
+
+<br class="clear">
+
+<footer>
+    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>
+<script src="scripts/polyfill.js"></script>
+<script src="scripts/linenumber.js"></script>
+
+
+
+</body>
+</html>

package/docs/runStrategy.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>
 
@@ -442,7 +442,7 @@ export default runStrategy
 <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.
 </footer>
 
 <script>prettyPrint();</script>

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "w-trade-backtest",
-  "version": "1.0.3",
+  "version": "1.0.4",
   "main": "dist/w-trade-backtest.umd.js",
   "dependencies": {
     "dayjs": "^1.11.21",

package/src/WTradeBacktest.mjs

@@ -1,5 +1,6 @@
 import runStrategy from './runStrategy.mjs'
 import runStrategies from './runStrategies.mjs'
+import runStrategiesAndBacktest from './runStrategiesAndBacktest.mjs'
 import calcOrders from './calcOrders.mjs'
 import calcOrdersRatio from './calcOrdersRatio.mjs'
 import calcOrdersSummary from './calcOrdersSummary.mjs'
@@ -13,6 +14,7 @@ import genReportCore from './genReportCore.mjs'
 let r = {
     runStrategy,
     runStrategies,
+    runStrategiesAndBacktest,
     calcOrders,
     calcOrdersRatio,
     calcOrdersSummary,

package/src/runStrategiesAndBacktest.mjs

@@ -0,0 +1,152 @@
+import path from 'path'
+import get from 'lodash-es/get.js'
+import size from 'lodash-es/size.js'
+import isearr from 'wsemi/src/isearr.mjs'
+import fsIsFolder from 'wsemi/src/fsIsFolder.mjs'
+import WDataTdprovide from 'w-data-tdprovide/src/WDataTdprovide.mjs'
+import runStrategies from './runStrategies.mjs'
+import genReportCore from './genReportCore.mjs'
+import writeJson from './writeJson.mjs'
+
+
+/**
+ * 執行多策略回測並輸出訂單、摘要與報告檔案
+ *
+ * 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
+ *
+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-backtest/blob/master/test/unit-WTradeBacktest.test.mjs Github}
+ * @function
+ * @param {Function} ott 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)
+ * @param {String} fdOhlc 輸入儲存K線(ohlc)序列資料夾字串，各序列以`${key}.json`儲存
+ * @param {String} fdParam 輸入儲存指標參數序列資料夾字串
+ * @param {Array} strategies 輸入策略陣列，各元素需含sid與runStrategy之strategy欄位
+ * @param {String} timeStart 輸入回測起始秒時間字串
+ * @param {String} timeEnd 輸入回測結束秒時間字串
+ * @param {String} fdTest 輸入輸出結果資料夾字串
+ * @param {Object} [opt={}] 輸入設定物件，預設{}
+ * @param {Boolean} [opt.writeOrders=true] 輸入是否輸出orders.json布林值，預設true
+ * @param {Boolean} [opt.writeSummary=true] 輸入是否輸出summary.json布林值，預設true
+ * @param {Boolean} [opt.writeReport=true] 輸入是否輸出report.html布林值，預設true
+ * @returns {Promise} 回傳Promise，resolve為{name,orders,summary}物件，另於fdTest輸出結果檔案
+ * @example
+ *
+ * import fs from 'fs'
+ *
+ * let arrOhlc = [
+ *     { 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 },
+ * ]
+ *
+ * let arrSig = [
+ *     { 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 },
+ * ]
+ *
+ * //建立數據資料夾, fdOhlc放K線序列, fdParam放指標參數序列
+ * fs.mkdirSync('./data-ohlc', { recursive: true })
+ * fs.mkdirSync('./data-param', { recursive: true })
+ * fs.writeFileSync('./data-ohlc/btc.json', JSON.stringify(arrOhlc), 'utf8')
+ * fs.writeFileSync('./data-param/sig.json', JSON.stringify(arrSig), 'utf8')
+ *
+ * let settings = { uIni: 1000, uTrade: 100, rTakeProfit: 0.05, rStopLoss: 0.03, rFee: 0.0005 }
+ * let strategies = [
+ *     { 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: '<', th: 0.5, opr: 'and' }], settings },
+ * ]
+ *
+ * let r = await runStrategiesAndBacktest(ott, './data-ohlc', './data-param', strategies, '2020-01-01T00:00:00', '2020-01-01T20:00:00', './result')
+ * console.log(r.name, r.summary.uIni, r.summary.numTrade, r.summary.rWin)
+ * // => 全部策略 2000 6 40.00%
+ * console.log(fs.readdirSync('./result'))
+ * // => [ 'orders.json', 'report.html', 'summary.json' ]
+ *
+ */
+let runStrategiesAndBacktest = async (ott, fdOhlc, fdParam, strategies, timeStart, timeEnd, fdTest, opt = {}) => {
+
+    if (!fsIsFolder(fdOhlc)) {
+        throw new Error(`fdOhlc[${fdOhlc}] is not a forder`)
+    }
+    if (!fsIsFolder(fdParam)) {
+        throw new Error(`fdParam[${fdParam}] is not a forder`)
+    }
+    //check
+    if (!isearr(strategies)) {
+        throw new Error(`invalid strategies`)
+    }
+
+    let writeOrders = get(opt, 'writeOrders', true)
+    let writeSummary = get(opt, 'writeSummary', true)
+    let writeReport = get(opt, 'writeReport', true)
+
+    //wdp
+    let wdp = WDataTdprovide(fdOhlc, fdParam)
+
+    //funGetSeries
+    let funGetSeries = await wdp.buildGetTimeSeriesByTimeRange(timeStart, timeEnd)
+
+    //runStrategies
+    let r = await runStrategies(ott, strategies, funGetSeries, {})
+    r.name = `全部策略`
+
+    if (writeOrders) {
+
+        //fnOrders
+        let fnOrders = `orders.json`
+
+        //fpOrders
+        let fpOrders = path.resolve(fdTest, fnOrders)
+
+        //writeJson
+        writeJson(fpOrders, r.orders, { structured: true })
+
+    }
+
+    if (writeSummary) {
+
+        //fnSummary
+        let fnSummary = `summary.json`
+
+        //fpSummary
+        let fpSummary = path.resolve(fdTest, fnSummary)
+
+        //stsm
+        let stsm = {
+            name: r.name,
+            summary: r.summary,
+        }
+        // console.log('stsm', stsm)
+
+        //writeJson
+        writeJson(fpSummary, stsm, { structured: true })
+
+        console.log('summary', r.summary, size(r.orders))
+    }
+
+    if (writeReport) {
+
+        //fnHtml
+        let fnHtml = `report.html`
+
+        //fpHtml
+        let fpHtml = path.resolve(fdTest, fnHtml)
+
+        //genReport
+        genReportCore(r, fpHtml)
+
+    }
+
+    return r
+}
+
+
+export default runStrategiesAndBacktest

package/test/unit-WTradeBacktest.test.mjs

@@ -11,6 +11,7 @@ import genReport from '../src/genReport.mjs'
 import genReportCore from '../src/genReportCore.mjs'
 import ott, { nowTpeStr } from '../src/ott.mjs'
 import runStrategies from '../src/runStrategies.mjs'
+import runStrategiesAndBacktest from '../src/runStrategiesAndBacktest.mjs'
 import runStrategy from '../src/runStrategy.mjs'
 import writeJson from '../src/writeJson.mjs'
 import writeTxt from '../src/writeTxt.mjs'
@@ -34,6 +35,9 @@ import writeTxt from '../src/writeTxt.mjs'
 //    opt.timeOhlcStart/timeOhlcEnd預設由訂單起訖推得, opt.withWriteSummary:true另輸出summary.json
 //  closeAndSummaryOrders(ott, fdOhlc, fdParam, uIni, timeOhlcStart, timeOhlcEnd, keyOhlc, ordersSubmit, fdTest, opt):
 //    以w-data-tdprovide讀取fdOhlc/fdParam數據, 結算ordersSubmit並輸出orders.json/summary.json/report.html至fdTest
+//  runStrategiesAndBacktest(ott, fdOhlc, fdParam, strategies, timeStart, timeEnd, fdTest, opt):
+//    以w-data-tdprovide讀取fdOhlc/fdParam數據建立funGetSeries後跑runStrategies, 結果name為'全部策略',
+//    並依opt.writeOrders/writeSummary/writeReport(皆預設true)輸出orders.json/summary.json/report.html至fdTest
 
 
 //approx, 浮點容差比較
@@ -538,4 +542,114 @@ describe('WTradeBacktest', function() {
 
     })
 
+    describe('runStrategiesAndBacktest', function() {
+
+        //sig訊號: t00與t08為1(>th觸發), 其餘為0, 存於fdParam之sig.json
+        let arrSig = [
+            { time: t00, param: 1 },
+            { time: t04, param: 0 },
+            { time: t08, param: 1 },
+            { time: t12, param: 0 },
+            { time: t16, param: 0 },
+            { time: t20, param: 0 },
+        ]
+        let settings = {
+            uIni: 1000,
+            uTrade: 100,
+            rTakeProfit: 0.05,
+            rStopLoss: 0.03,
+            rFee: 0.0005,
+        }
+        let strategies = [
+            { 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: '<', th: 0.5, opr: 'and' }], settings },
+        ]
+
+        //buildFdData: 於`${fdTmp}/${fd}`建立data-ohlc(btc.json)與data-param(sig.json), 回傳兩資料夾路徑
+        let buildFdData = (fd) => {
+            let fdOhlc = path.resolve(fdTmp, fd, 'data-ohlc')
+            let fdParam = path.resolve(fdTmp, fd, 'data-param')
+            fs.mkdirSync(fdOhlc, { recursive: true })
+            fs.mkdirSync(fdParam, { recursive: true })
+            fs.writeFileSync(path.resolve(fdOhlc, 'btc.json'), JSON.stringify(buildArrOhlc()), 'utf8')
+            fs.writeFileSync(path.resolve(fdParam, 'sig.json'), JSON.stringify(arrSig), 'utf8')
+            return { fdOhlc, fdParam }
+        }
+
+        it('讀取數據執行多策略, 回傳name為全部策略之合併結果並輸出orders.json/summary.json/report.html', async function() {
+            let { fdOhlc, fdParam } = buildFdData('rsab-all')
+            let fdTest = path.resolve(fdTmp, 'rsab-all', 'result')
+
+            let r = await runStrategiesAndBacktest(ott, fdOhlc, fdParam, strategies, t00, t20, fdTest)
+
+            //r, 同runStrategies之合併結果(s1兩單, s2四單, 依timeStart排序)另附name
+            assert.strictEqual(r.name, '全部策略')
+            assert.strictEqual(r.orders.length, 6)
+            assert.deepStrictEqual(r.orders.map((o) => o.sid), ['s1', 's2', 's1', 's2', 's2', 's2'])
+            assert.strictEqual(r.summary.uIni, 2000)
+            assert.strictEqual(r.summary.timeOhlcStart, t00)
+            assert.strictEqual(r.summary.timeOhlcEnd, t20)
+            assert.strictEqual(r.summary.numTrade, 6)
+            assert.strictEqual(r.summary.numTradeUnsettled, 1)
+            assert.strictEqual(r.summary.rWin, '40.00%')
+
+            //orders.json
+            let orders = JSON.parse(fs.readFileSync(path.resolve(fdTest, 'orders.json'), 'utf8'))
+            assert.strictEqual(orders.length, 6)
+            assert.strictEqual(orders[0].sid, 's1')
+            assert.strictEqual(orders[0].timeStart, t00)
+
+            //summary.json
+            let stsm = JSON.parse(fs.readFileSync(path.resolve(fdTest, 'summary.json'), 'utf8'))
+            assert.strictEqual(stsm.name, '全部策略')
+            assert.strictEqual(stsm.summary.numTrade, 6)
+            assert.strictEqual(stsm.summary.rWin, '40.00%')
+
+            //report.html, 已置換name與orders
+            let fpHtml = path.resolve(fdTest, 'report.html')
+            assert.ok(fs.existsSync(fpHtml))
+            let h = fs.readFileSync(fpHtml, 'utf8')
+            assert.ok(h.includes('全部策略'))
+            assert.ok(!h.includes('{orders}'))
+            assert.ok(!h.includes('{summary}'))
+        })
+
+        it('writeOrders/writeSummary/writeReport皆false時不輸出檔案, 仍回傳結果', async function() {
+            let { fdOhlc, fdParam } = buildFdData('rsab-nowrite')
+            let fdTest = path.resolve(fdTmp, 'rsab-nowrite', 'result')
+
+            let r = await runStrategiesAndBacktest(ott, fdOhlc, fdParam, strategies, t00, t20, fdTest, {
+                writeOrders: false,
+                writeSummary: false,
+                writeReport: false,
+            })
+
+            assert.strictEqual(r.orders.length, 6)
+            assert.ok(!fs.existsSync(path.resolve(fdTest, 'orders.json')))
+            assert.ok(!fs.existsSync(path.resolve(fdTest, 'summary.json')))
+            assert.ok(!fs.existsSync(path.resolve(fdTest, 'report.html')))
+        })
+
+        it('fdOhlc非資料夾時reject', async function() {
+            let { fdParam } = buildFdData('rsab-invalid')
+            let fdOhlc = path.resolve(fdTmp, 'rsab-invalid', 'none')
+            let fdTest = path.resolve(fdTmp, 'rsab-invalid', 'result')
+            await assert.rejects(runStrategiesAndBacktest(ott, fdOhlc, fdParam, strategies, t00, t20, fdTest), { message: `fdOhlc[${fdOhlc}] is not a forder` })
+        })
+
+        it('fdParam非資料夾時reject', async function() {
+            let { fdOhlc } = buildFdData('rsab-invalid2')
+            let fdParam = path.resolve(fdTmp, 'rsab-invalid2', 'none')
+            let fdTest = path.resolve(fdTmp, 'rsab-invalid2', 'result')
+            await assert.rejects(runStrategiesAndBacktest(ott, fdOhlc, fdParam, strategies, t00, t20, fdTest), { message: `fdParam[${fdParam}] is not a forder` })
+        })
+
+        it('strategies非有效陣列時reject', async function() {
+            let { fdOhlc, fdParam } = buildFdData('rsab-nostrategies')
+            let fdTest = path.resolve(fdTmp, 'rsab-nostrategies', 'result')
+            await assert.rejects(runStrategiesAndBacktest(ott, fdOhlc, fdParam, [], t00, t20, fdTest), { message: `invalid strategies` })
+        })
+
+    })
+
 })