w-trade-backtest 1.0.8 → 1.1.1

package/dist/w-trade-backtest.umd.js

@@ -1,7 +1,7 @@
 /*!
- * w-trade-backtest v1.0.8
+ * w-trade-backtest v1.1.1
  * (c) 2018-2021 yuda-lyu(semisphere)
  * Released under the MIT License.
  */
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n=Vt(t,"sym",">"),o=Vt(t,"th",0),i=Vt(t,"opr",null);return"and"!==i&&"or"!==i&&(i="and"),{arr:e,gt:">"===n,th:o,isOr:"or"===i}}),$=[],E=m,_=0;for(let t=0;t<i;t++){let r=!1,n=!0,o=!1,i=!1;for(let e of S){let u=e.arr[t];if(Number.isNaN(u)){r=!0;break}let a=e.gt?u>e.th:u<e.th;e.isOr?(o=!0,i=i||a):n=n&&a}if(r||!n||o&&!i)continue;let l,f=a[t],c=O[t];if(l=g?{mode:e,timeStart:u[t],priceStart:f,uTrade:y,rTakeProfit:s,priceTakeProfit:"long"===e?(1+s)*f:(1-s)*f,rStopLoss:d,priceStopLoss:"long"===e?(1-d)*f:(1+d)*f,timeEnd:"",priceEnd:"",modeResult:"",rFee:v,uFee:b,uProfitOrLoss:"",rProfitOrLoss:"",uCumuProfitOrLoss:"",rCumuProfitOrLoss:"",uEquity:"",uTradeAll:"",rTradeAll:""}:{timeStart:u[t],timeEnd:"",uTrade:y,uProfitOrLoss:"",uEquity:"",modeResult:""},c>=0){let r;r=1===c?"long"===e?(1+s)*f:(1-s)*f:"long"===e?(1-d)*f:(1+d)*f;let n=ii(e,y,f,r,b);_+=n,E+=n,l.timeEnd=u[t+j[t]],l.uProfitOrLoss=n,l.uEquity=E,l.modeResult=n<0?"loss":"profit",g&&(l.priceEnd=r,l.rProfitOrLoss=n/y,l.uCumuProfitOrLoss=_,l.rCumuProfitOrLoss=yo(_/m*100,2)+"%")}$.push(l)}let T=Ko(t,m,$,l,f,{skipSort:!0});return g?{orders:$,summary:T}:T}}}};return ui});
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