w-trade-backtest 1.0.3

package/docs/calcOrdersSummarySimple.mjs.html

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+    <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>
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+    <h1 class="page-title">calcOrdersSummarySimple.mjs</h1>
+    
+
+    
+
+
+
+    
+    <section>
+        <article>
+            <pre class="prettyprint source linenums"><code>//精簡版 calcOrdersSummary — 只算「選股熱路徑」需要的欄位, 純迴圈無 lodash、不需先跑 calcOrdersRatio。
+//
+//用途: walk-forward 選股每組合每日各算一次摘要(數百萬次), 原 calcOrdersRatio+calcOrdersSummary 走 lodash 多趟、配大量物件, 太慢。
+//  本版直接從 orders 一趟算出排序所需的 {numTrade, rWin, 等效年化}(+ 幾個便宜欄), 不算 drawdown/Sharpe/累計曲線。
+//
+//輸入 ordersAll: 已含 timeStart/timeEnd/uTrade/uProfitOrLoss/uEquity/modeResult 的訂單(由 calcOrders/calcOrdersFast/ordersFromBars 設定)。
+//  與原 calcOrdersSummary 的對應欄位 bit-exact:
+//    numTrade / numTradeFin / rWin / uTradeAllMax / rTradeAllMax / uEquityFinal / btDays / btYears /
+//    rEquivalentCumuProfitOrLossFinalNormYear
+//  (演算法與原版一致: 最大同時持倉 = 各單 [timeStart,timeEnd] 佔 uTrade 的最大同時總和, 以「各訂單 timeStart 時刻累計持倉」取 max;
+//   等效年化 = (uEquityFinal - uIni) / uTradeAllMax / 年數。)
+import dig from 'wsemi/src/dig.mjs'
+import isestr from 'wsemi/src/isestr.mjs'
+
+/**
+ * 統計全部訂單之精簡版回測摘要
+ *
+ * 為calcOrdersSummary之精簡版，只算選股熱路徑所需欄位，純迴圈實作且不需先跑calcOrdersRatio
+ * 對應欄位與完整版bit-exact: numTrade、numTradeFin、rWin、uTradeAllMax、rTradeAllMax、uEquityFinal、btDays、btYears、rEquivalentCumuProfitOrLossFinalNormYear
+ * 不算drawdown、夏普值與累計曲線
+ *
+ * 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 {Number} uIni 輸入初始資金正數
+ * @param {Array} ordersAll 輸入已結算訂單陣列(經calcOrders設定timeStart、timeEnd、uTrade、uEquity、modeResult)
+ * @param {String} timeOhlcStart 輸入回測起始秒時間字串
+ * @param {String} timeOhlcEnd 輸入回測結束秒時間字串
+ * @param {Object} [opt={}] 輸入設定物件，預設{}
+ * @param {Boolean} [opt.skipSort=false] 輸入呼叫端保證ordersAll已依timeStart升序時可跳過排序布林值，預設false
+ * @returns {Object} 回傳精簡版回測摘要物件
+ * @example
+ *
+ * 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 },
+ * ]
+ *
+ * //ordersSubmit, 4張下單: 前3張分別於後續K棒觸發止盈或止損, 第4張未觸發(未平倉)
+ * let kpDef = { uTrade: 100, timeEnd: '', priceEnd: '', modeResult: '', uFee: 0.05 }
+ * let ordersSubmit = [
+ *     { mode: 'long', timeStart: '2020-01-01T00:00:00', priceStart: 100, priceTakeProfit: 105, priceStopLoss: 97, ...kpDef },
+ *     { mode: 'long', timeStart: '2020-01-01T04:00:00', priceStart: 105, priceTakeProfit: 110.25, priceStopLoss: 101.85, ...kpDef },
+ *     { mode: 'short', timeStart: '2020-01-01T08:00:00', priceStart: 103, priceTakeProfit: 97.85, priceStopLoss: 106.09, ...kpDef },
+ *     { mode: 'long', timeStart: '2020-01-01T16:00:00', priceStart: 93, priceTakeProfit: 105, priceStopLoss: 85, ...kpDef },
+ * ]
+ *
+ * let orders = await calcOrders(arrOhlc, ordersSubmit, { uIni: 1000 })
+ * let summary = calcOrdersSummarySimple(ott, 1000, orders, '2020-01-01T00:00:00', '2020-01-01T20:00:00')
+ * console.log(summary)
+ * // => {
+ * //   numTrade: 4,
+ * //   numTradeFin: 3,
+ * //   rWin: '66.67%',
+ * //   uTradeAllMax: 200,
+ * //   rTradeAllMax: '20.00%',
+ * //   uEquityFinal: 1006.6999999999999,
+ * //   btDays: 0,
+ * //   btYears: '0.0',
+ * //   rEquivalentCumuProfitOrLossFinalNormYear: '0.00%',
+ * //   timeOhlcStart: '2020-01-01T00:00:00',
+ * //   timeOhlcEnd: '2020-01-01T20:00:00'
+ * // }
+ *
+ */
+let calcOrdersSummarySimple = (ott, uIni, ordersAll, timeOhlcStart, timeOhlcEnd, opt = {}) => {
+
+    //依 timeStart 排序(與原版一致; uEquity 是 calcOrdersFast 依此序的累計)。
+    //  opt.skipSort: 呼叫端保證 ordersAll 已依 timeStart 升序時可跳過 slice+sort(熱路徑省數千筆排序); 預設 false 維持原行為。
+    if (!(opt &amp;&amp; opt.skipSort)) {
+        ordersAll = ordersAll.slice().sort((a, b) => a.timeStart &lt; b.timeStart ? -1 : (a.timeStart > b.timeStart ? 1 : 0))
+    }
+
+    let numTrade = ordersAll.length
+    let numTradeFin = 0
+    let nWin = 0
+    let uEquityFinal = '' //無已平倉時 '' (對齊原版 _.get 預設)
+
+    //持倉變化事件: 下單 +uTrade, 平倉 -uTrade (long/short 皆 +1, 都佔用倉位)
+    let delta = new Map()
+    for (let o of ordersAll) {
+        if (isestr(o.modeResult)) {
+            numTradeFin++
+            if (o.modeResult === 'profit') nWin++
+            uEquityFinal = o.uEquity //依 timeStart 序, 最後一筆已平倉者勝出 = 原版 ordersFin[last].uEquity
+        }
+        delta.set(o.timeStart, (delta.get(o.timeStart) || 0) + o.uTrade)
+        if (isestr(o.timeEnd)) delta.set(o.timeEnd, (delta.get(o.timeEnd) || 0) - o.uTrade)
+    }
+
+    //累計持倉(各時刻) → 各訂單 timeStart 時刻取 max abs = 最大同時持倉
+    let times = [...delta.keys()].sort()
+    let cum = 0
+    let cumAt = new Map()
+    for (let t of times) {
+        cum += delta.get(t); cumAt.set(t, cum)
+    }
+    let uTradeAllMax = 0
+    for (let o of ordersAll) {
+        let v = Math.abs(cumAt.get(o.timeStart))
+        if (v > uTradeAllMax) uTradeAllMax = v
+    }
+
+    let rWin = dig(nWin / numTradeFin * 100, 2) + '%'
+    let rTradeAllMax = dig(uTradeAllMax / uIni * 100, 2) + '%'
+
+    let btDays = ott(timeOhlcEnd).diff(ott(timeOhlcStart), 'day')
+    let btYears = btDays / 365
+
+    let rEquivalentCumuProfitOrLossFinalNormYear
+    {
+        let v = (uTradeAllMax === 0 || btYears === 0) ? 0 : (uEquityFinal - uIni) / uTradeAllMax / btYears
+        rEquivalentCumuProfitOrLossFinalNormYear = `${dig(v * 100, 2)}%`
+    }
+
+    return {
+        numTrade,
+        numTradeFin,
+        rWin,
+        uTradeAllMax,
+        rTradeAllMax,
+        uEquityFinal,
+        btDays,
+        btYears: dig(btYears, 1),
+        rEquivalentCumuProfitOrLossFinalNormYear,
+        timeOhlcStart, //回傳區間起訖(echo 傳入參數, 對齊完整版 calcSummary:53-54; deterministic, 不破壞 bit-exact)
+        timeOhlcEnd,
+    }
+}
+
+export default calcOrdersSummarySimple
+</code></pre>
+        </article>
+    </section>
+
+
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package/docs/calcSummary.mjs.html

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+<!DOCTYPE html>
+<html lang="en">
+<head>
+    
+    <meta charset="utf-8">
+    <title>calcSummary.mjs - Documentation</title>
+    
+    
+    <script src="scripts/prettify/prettify.js"></script>
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+    
+    <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>
+    
+</nav>
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+<div id="main">
+    
+    <h1 class="page-title">calcSummary.mjs</h1>
+    
+
+    
+
+
+
+    
+    <section>
+        <article>
+            <pre class="prettyprint source linenums"><code>import map from 'lodash-es/map.js'
+import sortBy from 'lodash-es/sortBy.js'
+import dig from 'wsemi/src/dig.mjs'
+import isestr from 'wsemi/src/isestr.mjs'
+import ispnum from 'wsemi/src/ispnum.mjs'
+import calcOrdersRatio from './calcOrdersRatio.mjs'
+import calcOrdersSummary from './calcOrdersSummary.mjs'
+
+
+/**
+ * 基於全部交易單重算累積收益並統計回測摘要
+ *
+ * 依timeStart排序後重算各已平倉單之uEquity、uCumuProfitOrLoss與rCumuProfitOrLoss(多策略各自結算後合併重算用)
+ * 再執行calcOrdersRatio與calcOrdersSummary，並附加timeTest、timeOhlcStart、timeOhlcEnd、uIni欄位
+ * uIni非正數或timeOhlcStart、timeOhlcEnd非有效字串時reject
+ *
+ * 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 {Number} uIni 輸入初始資金正數
+ * @param {Array} orders 輸入已結算訂單陣列(經calcOrders)
+ * @param {String} timeOhlcStart 輸入回測起始秒時間字串
+ * @param {String} timeOhlcEnd 輸入回測結束秒時間字串
+ * @param {Object} [opt={}] 輸入設定物件，預設{}
+ * @returns {Promise} 回傳Promise，resolve為回測摘要物件
+ * @example
+ *
+ * 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 },
+ * ]
+ *
+ * //ordersSubmit, 4張下單: 前3張分別於後續K棒觸發止盈或止損, 第4張未觸發(未平倉)
+ * let kpDef = { uTrade: 100, timeEnd: '', priceEnd: '', modeResult: '', uFee: 0.05 }
+ * let ordersSubmit = [
+ *     { mode: 'long', timeStart: '2020-01-01T00:00:00', priceStart: 100, priceTakeProfit: 105, priceStopLoss: 97, ...kpDef },
+ *     { mode: 'long', timeStart: '2020-01-01T04:00:00', priceStart: 105, priceTakeProfit: 110.25, priceStopLoss: 101.85, ...kpDef },
+ *     { mode: 'short', timeStart: '2020-01-01T08:00:00', priceStart: 103, priceTakeProfit: 97.85, priceStopLoss: 106.09, ...kpDef },
+ *     { mode: 'long', timeStart: '2020-01-01T16:00:00', priceStart: 93, priceTakeProfit: 105, priceStopLoss: 85, ...kpDef },
+ * ]
+ *
+ * let orders = await calcOrders(arrOhlc, ordersSubmit, { uIni: 1000 })
+ * let summary = await calcSummary(ott, 1000, orders, '2020-01-01T00:00:00', '2020-01-01T20:00:00')
+ * console.log(summary)
+ * // => {
+ * //   timeTest: '2026-08-01T22:27:10+08:00', //執行當下時間
+ * //   timeOhlcStart: '2020-01-01T00:00:00',
+ * //   timeOhlcEnd: '2020-01-01T20:00:00',
+ * //   uIni: 1000,
+ * //   btDays: 0,
+ * //   btYears: '0.0',
+ * //   numTrade: 4,
+ * //   numTradeFin: 3,
+ * //   numTradeUnsettled: 1,
+ * //   uTradeAllMax: 200,
+ * //   rTradeAllMax: '20.00%',
+ * //   numTradeAllMax: 2,
+ * //   uDrawdownMax: 3.1000000000000227,
+ * //   rDrawdownMax: '0.31%',
+ * //   rEquivalentDrawdownMax: '1.51%',
+ * //   rSharpe: 7.675814289051032,
+ * //   rWin: '66.67%',
+ * //   uEquityFinal: 1006.6999999999999,
+ * //   uCumuProfitOrLossFinal: 6.700000000000006,
+ * //   rCumuProfitOrLossFinal: '0.67%',
+ * //   rCumuProfitOrLossFinalNormYear: '0.00%',
+ * //   rEquivalentCumuProfitOrLossFinal: '3.35%',
+ * //   rEquivalentCumuProfitOrLossFinalNormYear: '0.00%'
+ * // }
+ *
+ */
+let calcSummary = async(ott, uIni, orders, timeOhlcStart, timeOhlcEnd, opt = {}) => {
+
+    if (!ispnum(uIni)) {
+        throw new Error(`uIni[${uIni}] is not a positive number`)
+    }
+    if (!isestr(timeOhlcStart)) {
+        throw new Error(`invalid timeOhlcStart[${timeOhlcStart}]`)
+    }
+    if (!isestr(timeOhlcEnd)) {
+        throw new Error(`invalid timeOhlcEnd[${timeOhlcEnd}]`)
+    }
+
+    //sortBy, 已或未平倉訂單一定有timeStart欄位
+    orders = sortBy(orders, 'timeStart')
+
+    //因各策略執行已自行計算, 須基於全策略全交易單重算累積收益
+    let uEquity = uIni
+    let uCumuProfitOrLoss = 0
+    orders = map(orders, (o) => {
+
+        //未平倉訂單不計算
+        if (!isestr(o.modeResult)) {
+            return o
+        }
+
+        uEquity += o.uProfitOrLoss
+        o.uEquity = uEquity
+        uCumuProfitOrLoss += o.uProfitOrLoss
+        o.uCumuProfitOrLoss = uCumuProfitOrLoss
+        o.rCumuProfitOrLoss = dig((o.uCumuProfitOrLoss / uIni) * 100, 2) + '%' //單位為%
+
+        return o
+    })
+
+    //計算各單持倉天數, 等效日盈虧比例
+    orders = calcOrdersRatio(ott, orders)
+
+    //評分計算
+    let _summary = calcOrdersSummary(ott, uIni, orders, timeOhlcStart, timeOhlcEnd)
+
+    //summary
+    let summary = {
+        timeTest: ott().format('YYYY-MM-DDTHH:mm:ssZ'),
+        timeOhlcStart,
+        timeOhlcEnd,
+        uIni,
+        ..._summary,
+    }
+
+    return summary
+}
+
+
+export default calcSummary
+</code></pre>
+        </article>
+    </section>
+
+
+
+
+    
+    
+</div>
+
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package/docs/closeAndSummaryOrders.mjs.html

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+<!DOCTYPE html>
+<html lang="en">
+<head>
+    
+    <meta charset="utf-8">
+    <title>closeAndSummaryOrders.mjs - Documentation</title>
+    
+    
+    <script src="scripts/prettify/prettify.js"></script>
+    <script src="scripts/prettify/lang-css.js"></script>
+    <!--[if lt IE 9]>
+      <script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
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+<body>
+
+<input type="checkbox" id="nav-trigger" class="nav-trigger" />
+<label for="nav-trigger" class="navicon-button x">
+  <div class="navicon"></div>
+</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#runStrategy">runStrategy</a></li></ul>
+    
+</nav>
+
+<div id="main">
+    
+    <h1 class="page-title">closeAndSummaryOrders.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 ispnum from 'wsemi/src/ispnum.mjs'
+import isestr from 'wsemi/src/isestr.mjs'
+import isarr from 'wsemi/src/isarr.mjs'
+import cint from 'wsemi/src/cint.mjs'
+import fsIsFolder from 'wsemi/src/fsIsFolder.mjs'
+import WDataTdprovide from 'w-data-tdprovide/src/WDataTdprovide.mjs'
+import writeJson from './writeJson.mjs'
+import calcOrders from './calcOrders.mjs'
+import calcSummary from './calcSummary.mjs'
+import genReportCore from './genReportCore.mjs'
+
+
+/**
+ * 結算下單清單並輸出訂單、摘要與報告檔案
+ *
+ * 以w-data-tdprovide讀取fdOhlc與fdParam資料夾數據，依timeOhlcStart至timeOhlcEnd範圍取keyOhlc之K線序列
+ * 經calcOrders結算ordersSubmit與calcSummary統計後，輸出orders.json、summary.json、report.html至fdTest資料夾
+ * fdOhlc或fdParam非資料夾、uIni非正數、timeOhlcStart或timeOhlcEnd非有效字串或非4小時整數倍區間時reject
+ *
+ * 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 {Number} uIni 輸入初始資金正數
+ * @param {String} timeOhlcStart 輸入回測起始秒時間字串
+ * @param {String} timeOhlcEnd 輸入回測結束秒時間字串
+ * @param {String} keyOhlc 輸入K線序列key字串
+ * @param {Array} ordersSubmit 輸入下單陣列(格式同calcOrders之orders)
+ * @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，無resolve值，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 },
+ * ]
+ *
+ * //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')
+ *
+ * let ordersSubmit = [{
+ *     mode: 'long',
+ *     timeStart: '2020-01-01T00:00:00',
+ *     priceStart: 100,
+ *     uTrade: 100,
+ *     priceTakeProfit: 105,
+ *     priceStopLoss: 97,
+ *     timeEnd: '',
+ *     priceEnd: '',
+ *     modeResult: '',
+ *     uFee: 0.05,
+ * }]
+ *
+ * await closeAndSummaryOrders(ott, './data-ohlc', './data-param', 1000, '2020-01-01T00:00:00', '2020-01-01T20:00:00', 'btc', ordersSubmit, './result')
+ * console.log(fs.readdirSync('./result'))
+ * // => [ 'orders.json', 'report.html', 'summary.json' ]
+ *
+ */
+let closeAndSummaryOrders = async (ott, fdOhlc, fdParam, uIni, timeOhlcStart, timeOhlcEnd, keyOhlc, ordersSubmit, fdTest, opt = {}) => {
+
+    if (!fsIsFolder(fdOhlc)) {
+        throw new Error(`fdOhlc[${fdOhlc}] is not a forder`)
+    }
+    if (!fsIsFolder(fdParam)) {
+        throw new Error(`fdParam[${fdParam}] is not a forder`)
+    }
+    if (!ispnum(uIni)) {
+        throw new Error(`uIni[${uIni}] is not a positive number`)
+    }
+    if (!isestr(timeOhlcStart)) {
+        throw new Error(`invalid timeOhlcStart[${timeOhlcStart}]`)
+    }
+    if (!isestr(timeOhlcEnd)) {
+        throw new Error(`invalid timeOhlcEnd[${timeOhlcEnd}]`)
+    }
+    if (!isestr(keyOhlc)) {
+        throw new Error(`invalid keyOhlc[${keyOhlc}]`)
+    }
+    if (!isarr(ordersSubmit)) {
+        throw new Error(`invalid ordersSubmit[${ordersSubmit}]`)
+    }
+    if (!isestr(fdTest)) {
+        throw new Error(`invalid fdTest[${fdTest}]`)
+    }
+
+    let writeOrders = get(opt, 'writeOrders', true)
+    let writeSummary = get(opt, 'writeSummary', true)
+    let writeReport = get(opt, 'writeReport', true)
+
+    let wdp = WDataTdprovide(fdOhlc, fdParam)
+
+    //td
+    let ts = ott(timeOhlcStart)
+    let te = ott(timeOhlcEnd)
+    let td = te.diff(ts, 'hour')
+    // console.log('td', td)
+
+    //m
+    let m = td / 4
+    if (m !== cint(m)) {
+        throw new Error(`timeOhlcStart[${timeOhlcStart}] to timeOhlcEnd[${timeOhlcEnd}] are not hour intervals`)
+    }
+    // console.log('m', m)
+
+    //funGetSeries
+    let funGetSeries = await wdp.buildGetTimeSeriesByTimeRange(timeOhlcStart, timeOhlcEnd)
+
+    //arrOhlc
+    let arrOhlc = await funGetSeries(keyOhlc)
+    // console.log('arrOhlc', arrOhlc, last(arrOhlc))
+
+    //ordersClose
+    let ordersClose = await calcOrders(arrOhlc, ordersSubmit, { uIni })
+    // console.log('ordersClose', ordersClose)
+
+    //summary
+    let summary = await calcSummary(ott, uIni, ordersClose, timeOhlcStart, timeOhlcEnd)
+    console.log('summary', summary, size(ordersClose))
+
+    //r
+    let r = {
+        name: `全部策略`,
+        orders: ordersClose,
+        summary,
+    }
+
+    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)
+
+        //genReportCore
+        genReportCore(r, fpHtml)
+
+    }
+
+}
+
+
+export default closeAndSummaryOrders
+</code></pre>
+        </article>
+    </section>
+
+
+
+
+    
+    
+</div>
+
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