w-trade-backtest 1.0.8 → 1.1.2

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Files changed (28) hide show
  1. package/dist/w-trade-backtest.umd.js +2 -2
  2. package/dist/w-trade-backtest.umd.js.map +1 -1
  3. package/docs/buildKLinesTpSl.mjs.html +2 -2
  4. package/docs/buildStrategyFastSession.mjs.html +365 -0
  5. package/docs/calcOrders.mjs.html +2 -2
  6. package/docs/calcOrdersRatio.mjs.html +2 -2
  7. package/docs/calcOrdersSummary.mjs.html +2 -2
  8. package/docs/calcOrdersSummarySimple.mjs.html +7 -4
  9. package/docs/calcSummary.mjs.html +2 -2
  10. package/docs/closeAndSummaryOrders.mjs.html +2 -2
  11. package/docs/genKLinesTpSl.mjs.html +2 -2
  12. package/docs/genReport.mjs.html +2 -2
  13. package/docs/genReportCore.mjs.html +2 -2
  14. package/docs/global.html +667 -3
  15. package/docs/index.html +2 -2
  16. package/docs/loadKLinesTpSl.mjs.html +4 -5
  17. package/docs/runStrategies.mjs.html +2 -2
  18. package/docs/runStrategiesAndBacktest.mjs.html +2 -2
  19. package/docs/runStrategy.mjs.html +2 -2
  20. package/docs/settleOrderPnl.mjs.html +100 -0
  21. package/package.json +3 -3
  22. package/src/WTradeBacktest.mjs +2 -0
  23. package/src/buildStrategyFastSession.mjs +293 -0
  24. package/src/calcOrdersSummarySimple.mjs +5 -2
  25. package/src/loadKLinesTpSl.mjs +2 -3
  26. package/src/settleOrderPnl.mjs +28 -0
  27. package/test/unit-WTradeBacktest.test.mjs +1 -0
  28. package/test/unit-buildStrategyFastSession.test.mjs +298 -0
package/docs/buildKLinesTpSl.mjs.html CHANGED
@@ -29,7 +29,7 @@
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  <nav >
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- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
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+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
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  </nav>
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@@ -205,7 +205,7 @@ export default buildKLinesTpSl
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  <br class="clear">
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  <footer>
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- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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  </footer>
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package/docs/buildStrategyFastSession.mjs.html ADDED
@@ -0,0 +1,365 @@
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+ <!DOCTYPE html>
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+ <html lang="en">
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+ <head>
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+
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+ <meta charset="utf-8">
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+ <title>buildStrategyFastSession.mjs - Documentation</title>
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+
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+
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+ <script src="scripts/prettify/prettify.js"></script>
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+ <script src="scripts/prettify/lang-css.js"></script>
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+ <!--[if lt IE 9]>
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+ <script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
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+ <![endif]-->
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+ <link type="text/css" rel="stylesheet" href="styles/prettify.css">
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+ <link type="text/css" rel="stylesheet" href="styles/jsdoc.css">
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+ <script src="scripts/nav.js" defer></script>
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+
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+ <meta name="viewport" content="width=device-width, initial-scale=1.0">
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+ </head>
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+ <body>
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+
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+ <input type="checkbox" id="nav-trigger" class="nav-trigger" />
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+ <label for="nav-trigger" class="navicon-button x">
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+ <div class="navicon"></div>
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+ </label>
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+
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+ <label for="nav-trigger" class="overlay"></label>
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+
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+ <nav >
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+
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+
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+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
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+
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+ </nav>
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+
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+ <div id="main">
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+
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+ <h1 class="page-title">buildStrategyFastSession.mjs</h1>
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+
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+
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+
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+
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+
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+
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+
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+ <section>
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+ <article>
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+ <pre class="prettyprint source linenums"><code>import get from 'lodash-es/get.js'
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+ import dig from 'wsemi/src/dig.mjs'
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+ import isearr from 'wsemi/src/isearr.mjs'
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+ import iseobj from 'wsemi/src/iseobj.mjs'
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+ import genKLinesTpSl from './genKLinesTpSl.mjs'
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+ import calcOrdersSummarySimple from './calcOrdersSummarySimple.mjs'
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+ import settleOrderPnl from './settleOrderPnl.mjs'
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+
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+
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+ /**
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+ * 建立策略快速評估session，供求解熱路徑(如RGA/PSO目標函數)重複評估同一K線窗之不同條件組合
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+ *
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+ * 建置期一次攤提runStrategy每次呼叫都要重建的不變量: 各因子{time,param}序列轉為K棒對位Float64Array(缺值填NaN)、各(tp,sl)組合之first-touch預算表(genKLinesTpSl，惰性建置+Map快取)
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+ * 評估期單迴圈逐棒判斷conds觸發並沿calcOrders同式結算(settleOrderPnl)，摘要直接以calcOrdersSummarySimple計算，與官方全鏈(runStrategy→calcOrders→calcOrdersSummary)對應欄位嚴格相等
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+ * 觸發語義與runStrategy等價: 任一cond序列於該棒缺值(NaN)即整棒跳過(等同僅於全部cond序列皆有值之共同時間點判斷)、'and'組須全真且'or'組至少一真、sym為'>'比大於否則比小於
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+ * 序列param須為有限數值，缺值以該時間點不存在表示; opt.mode非'long'或'short'、arrOhlc或serieses無效時throw; evaluate之conds非有效陣列(含空陣列, 同runStrategy)或cond.key不在serieses時throw
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-backtest/blob/master/test/unit-WTradeBacktest.test.mjs Github}
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+ * @function
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+ * @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)
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+ * @param {Object} opt 輸入設定物件
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+ * @param {Array} opt.arrOhlc 輸入K線陣列，各元素需含time(秒時間字串)、Close、High、Low欄位，且依時間由小至大排序，與runStrategy之funGetSeries(keyOhlc)同一份
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+ * @param {String} opt.mode 輸入交易方向字串，'long'或'short'
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+ * @param {Object} opt.serieses 輸入因子序列物件，key為因子名稱，value為{time,param}陣列，param須為有限數值
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+ * @param {Array} [opt.tpsls=[]] 輸入預建first-touch表之{tp,sl}陣列，未列組合於evaluate時惰性建置，預設[]
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+ * @returns {Object} 回傳session物件，內含evaluate({conds,tp,sl,settings},opt)評估函數，conds各元素為{key,sym,th,opr}(與runStrategy同構)，settings可給uIni(預設1000)、uTrade(預設1)、rFee(預設0.0005)，evaluate預設回傳calcOrdersSummarySimple同構摘要物件，evaluate之opt.withOrders為true時回傳{orders,summary}(orders與loadKLinesTpSl之ordersFromBars同構，供除錯對照之慢速路徑)
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+ * @example
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+ *
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+ * let arrOhlc = [
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+ * { time: '2020-01-01T00:00:00', Open: 100, High: 101, Low: 99, Close: 100 },
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+ * { time: '2020-01-01T04:00:00', Open: 100, High: 106, Low: 100, Close: 105 },
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+ * { time: '2020-01-01T08:00:00', Open: 105, High: 107, Low: 102, Close: 103 },
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+ * { time: '2020-01-01T12:00:00', Open: 103, High: 104, Low: 94, Close: 95 },
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+ * { time: '2020-01-01T16:00:00', Open: 95, High: 98, Low: 92, Close: 93 },
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+ * { time: '2020-01-01T20:00:00', Open: 93, High: 99, Low: 95, Close: 97 },
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+ * ]
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+ *
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+ * let arrSig = [
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+ * { time: '2020-01-01T00:00:00', param: 1 },
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+ * { time: '2020-01-01T04:00:00', param: 0 },
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+ * { time: '2020-01-01T08:00:00', param: 1 },
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+ * { time: '2020-01-01T12:00:00', param: 0 },
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+ * { time: '2020-01-01T16:00:00', param: 0 },
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+ * { time: '2020-01-01T20:00:00', param: 0 },
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+ * ]
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+ *
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+ * let session = buildStrategyFastSession(ott, {
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+ * arrOhlc,
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+ * mode: 'long',
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+ * serieses: { sig: arrSig },
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+ * })
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+ *
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+ * let sm = session.evaluate({
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+ * conds: [{ key: 'sig', sym: '>', th: 0.5, opr: 'and' }],
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+ * tp: 0.05,
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+ * sl: 0.03,
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+ * settings: { uIni: 1000, uTrade: 100, rFee: 0.0005 },
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+ * })
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+ * console.log(sm.numTrade, sm.rWin, sm.uEquityFinal)
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+ * // => 2 50.00% 1001.8
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+ *
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+ */
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+ let buildStrategyFastSession = (ott, opt = {}) => {
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+
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+ //mode
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+ let mode = get(opt, 'mode', '')
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+ if (mode !== 'long' &amp;&amp; mode !== 'short') {
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+ throw new Error(`invalid opt.mode[${mode}] not 'long' or 'short'`)
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+ }
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+
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+ //arrOhlc
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+ let arrOhlc = get(opt, 'arrOhlc', null)
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+ if (!isearr(arrOhlc)) {
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+ throw new Error(`invalid opt.arrOhlc`)
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+ }
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+
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+ //serieses
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+ let serieses = get(opt, 'serieses', null)
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+ if (!iseobj(serieses)) {
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+ throw new Error(`invalid opt.serieses`)
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+ }
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+
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+ //n, time, C
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+ let n = arrOhlc.length
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+ let time = new Array(n)
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+ let C = new Float64Array(n)
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+ let kpTimeInd = new Map() //K棒時間→index
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+ for (let i = 0; i &lt; n; i++) {
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+ let r = arrOhlc[i]
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+ time[i] = r.time
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+ C[i] = r.Close
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+ kpTimeInd.set(r.time, i)
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+ }
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+
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+ //timeOhlcStart, timeOhlcEnd
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+ let timeOhlcStart = n > 0 ? time[0] : ''
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+ let timeOhlcEnd = n > 0 ? time[n - 1] : ''
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+
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+ //kpAligned, 各因子序列轉K棒對位Float64Array(缺值填NaN), 序列中不屬K棒之時間點不影響觸發(runStrategy亦僅於K棒時間判斷)
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+ let kpAligned = {}
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+ for (let key of Object.keys(serieses)) {
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+ let arr = new Float64Array(n).fill(NaN)
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+ for (let v of serieses[key]) {
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+ let ind = kpTimeInd.get(v.time)
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+ if (ind !== undefined) {
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+ arr[ind] = v.param
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+ }
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+ }
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+ kpAligned[key] = arr
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+ }
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+
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+ //kpFirstTouch, 各(tp,sl)組合之first-touch表快取(惰性建置)
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+ let kpFirstTouch = new Map()
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+ let getFirstTouch = (tp, sl) => {
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+ let k = `${tp}_${sl}`
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+ let ft = kpFirstTouch.get(k)
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+ if (!ft) {
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+ ft = genKLinesTpSl(arrOhlc, { tp, sl, mode }) //tp/sl無效時由genKLinesTpSl throw
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+ kpFirstTouch.set(k, ft)
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+ }
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+ return ft
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+ }
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+
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+ //預建
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+ let tpsls = get(opt, 'tpsls', [])
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+ if (isearr(tpsls)) {
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+ for (let v of tpsls) {
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+ getFirstTouch(v.tp, v.sl)
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+ }
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+ }
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+
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+ //evaluate
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+ let evaluate = (input = {}, optEv = {}) => {
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+
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+ //conds, 空陣列同runStrategy一律throw(isearr對空陣列回false)
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+ let conds = get(input, 'conds', [])
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+ if (!isearr(conds)) {
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+ throw new Error(`invalid conds`)
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+ }
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+
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+ //tp, sl
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+ let tp = get(input, 'tp', null)
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+ let sl = get(input, 'sl', null)
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+
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+ //settings
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+ let st = get(input, 'settings', {})
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+ let uIni = get(st, 'uIni', 1000)
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+ let uTrade = get(st, 'uTrade', 1)
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+ let rFee = get(st, 'rFee', 0.0005)
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+ let uFee = rFee * uTrade
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+
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+ //withOrders
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+ let withOrders = get(optEv, 'withOrders', false)
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+
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+ //ft
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+ let ft = getFirstTouch(tp, sl)
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+ let win = ft.win
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+ let hold = ft.hold
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+
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+ //cs, 條件預解析(sym預設'>'、th預設0、opr非'and'/'or'一律'and', 與runStrategy同)
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+ let cs = conds.map((cond) => {
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+ let key = get(cond, 'key', '')
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+ let arr = kpAligned[key]
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+ if (!arr) {
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+ throw new Error(`invalid cond.key[${key}] not in opt.serieses`)
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+ }
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+ let sym = get(cond, 'sym', '>')
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+ let th = get(cond, 'th', 0)
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+ let opr = get(cond, 'opr', null)
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+ if (opr !== 'and' &amp;&amp; opr !== 'or') {
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+ opr = 'and'
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+ }
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+ return { arr, gt: sym === '>', th, isOr: opr === 'or' }
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+ })
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+ //orders, 逐棒判斷觸發與結算(依timeStart升序產生, 累計順序與calcOrders一致)
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+ let orders = []
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+ let uEquity = uIni
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+ let uCumu = 0
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+ for (let i = 0; i &lt; n; i++) {
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+
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+ //bTrigger, 任一cond於該棒缺值(NaN)即整棒跳過(等同runStrategy僅於全部cond序列皆有值之共同時間點判斷)
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+ // 'and'組須全真(空組無約束), 'or'組至少一真(無or組不約束), 與runStrategy合成邏輯同構
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+ let bSkip = false
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+ let okAnd = true
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+ let hasOr = false
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+ let okOr = false
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+ for (let c of cs) {
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+ let y = c.arr[i]
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+ if (Number.isNaN(y)) {
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+ bSkip = true
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+ break
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+ }
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+ let b = c.gt ? y > c.th : y &lt; c.th
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+ if (c.isOr) {
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+ hasOr = true
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+ okOr = okOr || b
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+ }
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+ else {
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+ okAnd = okAnd &amp;&amp; b
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+ }
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+ }
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+ if (bSkip || !okAnd || (hasOr &amp;&amp; !okOr)) {
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+ continue
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+ }
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+
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+ //進場, 該棒Close
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+ let c0 = C[i]
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+ let w = win[i]
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+
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+ //o, 訂單紀錄(預設精簡欄位供calcOrdersSummarySimple使用; withOrders時與ordersFromBars同構)
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+ let o
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+ if (withOrders) {
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+ o = {
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+ mode,
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+ timeStart: time[i],
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+ priceStart: c0,
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+ uTrade,
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+ rTakeProfit: tp,
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+ priceTakeProfit: mode === 'long' ? (1 + tp) * c0 : (1 - tp) * c0,
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+ rStopLoss: sl,
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+ priceStopLoss: mode === 'long' ? (1 - sl) * c0 : (1 + sl) * c0,
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+ timeEnd: '',
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+ priceEnd: '',
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+ modeResult: '',
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+ rFee,
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+ uFee,
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+ uProfitOrLoss: '',
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+ rProfitOrLoss: '',
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+ uCumuProfitOrLoss: '',
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+ rCumuProfitOrLoss: '',
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+ uEquity: '',
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+ uTradeAll: '',
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+ rTradeAll: '',
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+ }
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+ }
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+ else {
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+ o = {
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+ timeStart: time[i],
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+ timeEnd: '',
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+ uTrade,
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+ uProfitOrLoss: '',
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+ uEquity: '',
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+ modeResult: '',
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+ }
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+ }
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+
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+ //結算(win>=0為已觸發, 未觸發者留空=未平倉, 計入numTrade不計入已結績效)
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+ if (w >= 0) {
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+ let priceEnd
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+ if (w === 1) {
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+ priceEnd = mode === 'long' ? (1 + tp) * c0 : (1 - tp) * c0 //止盈線
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+ }
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+ else {
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+ priceEnd = mode === 'long' ? (1 - sl) * c0 : (1 + sl) * c0 //止損線
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+ }
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+ let u = settleOrderPnl(mode, uTrade, c0, priceEnd, uFee)
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+ uCumu += u
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+ uEquity += u
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+ o.timeEnd = time[i + hold[i]]
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+ o.uProfitOrLoss = u
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+ o.uEquity = uEquity
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+ o.modeResult = u &lt; 0 ? 'loss' : 'profit'
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+ if (withOrders) {
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+ o.priceEnd = priceEnd
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+ o.rProfitOrLoss = u / uTrade
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+ o.uCumuProfitOrLoss = uCumu
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+ o.rCumuProfitOrLoss = dig((uCumu / uIni) * 100, 2) + '%'
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+ }
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+ }
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+
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+ //push
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+ orders.push(o)
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+
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+ }
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+
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+ //summary, 直接調用官方calcOrdersSummarySimple(orders已依timeStart升序故skipSort)
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+ let summary = calcOrdersSummarySimple(ott, uIni, orders, timeOhlcStart, timeOhlcEnd, { skipSort: true })
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+
326
+ //withOrders時回傳訂單陣列供除錯對照
327
+ if (withOrders) {
328
+ return { orders, summary }
329
+ }
330
+
331
+ return summary
332
+ }
333
+
334
+ return {
335
+ evaluate,
336
+ }
337
+ }
338
+
339
+
340
+ export default buildStrategyFastSession
341
+ </code></pre>
342
+ </article>
343
+ </section>
344
+
345
+
346
+
347
+
348
+
349
+
350
+ </div>
351
+
352
+ <br class="clear">
353
+
354
+ <footer>
355
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
356
+ </footer>
357
+
358
+ <script>prettyPrint();</script>
359
+ <script src="scripts/polyfill.js"></script>
360
+ <script src="scripts/linenumber.js"></script>
361
+
362
+
363
+
364
+ </body>
365
+ </html>
package/docs/calcOrders.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
33
33
 
34
34
  </nav>
35
35
 
@@ -265,7 +265,7 @@ export default calcOrders
265
265
  <br class="clear">
266
266
 
267
267
  <footer>
268
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
268
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
269
269
  </footer>
270
270
 
271
271
  <script>prettyPrint();</script>
package/docs/calcOrdersRatio.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
33
33
 
34
34
  </nav>
35
35
 
@@ -133,7 +133,7 @@ export default calcOrdersRatio
133
133
  <br class="clear">
134
134
 
135
135
  <footer>
136
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
136
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
137
137
  </footer>
138
138
 
139
139
  <script>prettyPrint();</script>
package/docs/calcOrdersSummary.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
33
33
 
34
34
  </nav>
35
35
 
@@ -493,7 +493,7 @@ export default calcOrdersSummary
493
493
  <br class="clear">
494
494
 
495
495
  <footer>
496
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
496
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
497
497
  </footer>
498
498
 
499
499
  <script>prettyPrint();</script>
package/docs/calcOrdersSummarySimple.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
33
33
 
34
34
  </nav>
35
35
 
@@ -147,13 +147,16 @@ let calcOrdersSummarySimple = (ott, uIni, ordersAll, timeOhlcStart, timeOhlcEnd,
147
147
  cum += delta.get(t); cumAt.set(t, cum)
148
148
  }
149
149
  let uTradeAllMax = 0
150
+ let rTradeAllMax = '' //無訂單(峰值從未更新)時維持'' (對齊原版初始值語義, 原版僅於uTradeAllMax被更新時賦值)
150
151
  for (let o of ordersAll) {
151
152
  let v = Math.abs(cumAt.get(o.timeStart))
152
- if (v > uTradeAllMax) uTradeAllMax = v
153
+ if (v > uTradeAllMax) {
154
+ uTradeAllMax = v
155
+ rTradeAllMax = dig(uTradeAllMax / uIni * 100, 2) + '%'
156
+ }
153
157
  }
154
158
 
155
159
  let rWin = dig(nWin / numTradeFin * 100, 2) + '%'
156
- let rTradeAllMax = dig(uTradeAllMax / uIni * 100, 2) + '%'
157
160
 
158
161
  let btDays = ott(timeOhlcEnd).diff(ott(timeOhlcStart), 'day')
159
162
  let btYears = btDays / 365
@@ -194,7 +197,7 @@ export default calcOrdersSummarySimple
194
197
  <br class="clear">
195
198
 
196
199
  <footer>
197
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
200
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
198
201
  </footer>
199
202
 
200
203
  <script>prettyPrint();</script>
package/docs/calcSummary.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
33
33
 
34
34
  </nav>
35
35
 
@@ -188,7 +188,7 @@ export default calcSummary
188
188
  <br class="clear">
189
189
 
190
190
  <footer>
191
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
191
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
192
192
  </footer>
193
193
 
194
194
  <script>prettyPrint();</script>
package/docs/closeAndSummaryOrders.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
33
33
 
34
34
  </nav>
35
35
 
@@ -252,7 +252,7 @@ export default closeAndSummaryOrders
252
252
  <br class="clear">
253
253
 
254
254
  <footer>
255
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
255
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
256
256
  </footer>
257
257
 
258
258
  <script>prettyPrint();</script>
package/docs/genKLinesTpSl.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
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  </nav>
35
35
 
@@ -141,7 +141,7 @@ export default genKLinesTpSl
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  <br class="clear">
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  <footer>
144
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
144
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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  </footer>
146
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  <script>prettyPrint();</script>
package/docs/genReport.mjs.html CHANGED
@@ -29,7 +29,7 @@
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  <nav >
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31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
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34
34
  </nav>
35
35
 
@@ -190,7 +190,7 @@ export default genReport
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190
  <br class="clear">
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192
192
  <footer>
193
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
193
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
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194
  </footer>
195
195
 
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196
  <script>prettyPrint();</script>
package/docs/genReportCore.mjs.html CHANGED
@@ -29,7 +29,7 @@
29
29
  <nav >
30
30
 
31
31
 
32
- <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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>
32
+ <h2><a href="index.html">Home</a></h2><h3>Global</h3><ul><li><a href="global.html#buildKLinesTpSl">buildKLinesTpSl</a></li><li><a href="global.html#buildStrategyFastSession">buildStrategyFastSession</a></li><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#genKLinesTpSl">genKLinesTpSl</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#loadKLinesTpSl">loadKLinesTpSl</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><li><a href="global.html#settleOrderPnl">settleOrderPnl</a></li></ul>
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  </nav>
35
35
 
@@ -115,7 +115,7 @@ export default genReportCore
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  <br class="clear">
116
116
 
117
117
  <footer>
118
- Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Sat Aug 08 2026 15:13:36 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
118
+ Documentation generated by <a href="https://github.com/jsdoc3/jsdoc">JSDoc 4.0.5</a> on Tue Aug 18 2026 12:40:44 GMT+0800 (台北標準時間) using the <a href="https://github.com/clenemt/docdash">docdash</a> theme.
119
119
  </footer>
120
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  <script>prettyPrint();</script>