w-trade-solve 1.0.1

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Files changed (88) hide show
  1. package/.editorconfig +9 -0
  2. package/.eslintignore +3 -0
  3. package/.eslintrc.js +55 -0
  4. package/.jsdoc +25 -0
  5. package/README.md +132 -0
  6. package/SECURITY.md +5 -0
  7. package/babel.config.js +16 -0
  8. package/dist/w-trade-solve.umd.js +19 -0
  9. package/dist/w-trade-solve.umd.js.map +1 -0
  10. package/docs/calcFitness.mjs.html +205 -0
  11. package/docs/calcLevelNumTrade.mjs.html +164 -0
  12. package/docs/cont.mjs.html +94 -0
  13. package/docs/estimComps.mjs.html +190 -0
  14. package/docs/estimFinder.mjs.html +197 -0
  15. package/docs/estimKeys.mjs.html +571 -0
  16. package/docs/estimPicks.mjs.html +200 -0
  17. package/docs/fonts/Montserrat/Montserrat-Bold.eot +0 -0
  18. package/docs/fonts/Montserrat/Montserrat-Bold.ttf +0 -0
  19. package/docs/fonts/Montserrat/Montserrat-Bold.woff +0 -0
  20. package/docs/fonts/Montserrat/Montserrat-Bold.woff2 +0 -0
  21. package/docs/fonts/Montserrat/Montserrat-Regular.eot +0 -0
  22. package/docs/fonts/Montserrat/Montserrat-Regular.ttf +0 -0
  23. package/docs/fonts/Montserrat/Montserrat-Regular.woff +0 -0
  24. package/docs/fonts/Montserrat/Montserrat-Regular.woff2 +0 -0
  25. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.eot +0 -0
  26. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.svg +978 -0
  27. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.ttf +0 -0
  28. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.woff +0 -0
  29. package/docs/fonts/Source-Sans-Pro/sourcesanspro-light-webfont.woff2 +0 -0
  30. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.eot +0 -0
  31. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.svg +1049 -0
  32. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.ttf +0 -0
  33. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.woff +0 -0
  34. package/docs/fonts/Source-Sans-Pro/sourcesanspro-regular-webfont.woff2 +0 -0
  35. package/docs/genSid.mjs.html +125 -0
  36. package/docs/genStrategyFileName.mjs.html +131 -0
  37. package/docs/genTid.mjs.html +113 -0
  38. package/docs/global.html +4932 -0
  39. package/docs/index.html +84 -0
  40. package/docs/ott.mjs.html +137 -0
  41. package/docs/p2r.mjs.html +111 -0
  42. package/docs/readStrategies.mjs.html +203 -0
  43. package/docs/scripts/collapse.js +39 -0
  44. package/docs/scripts/commonNav.js +28 -0
  45. package/docs/scripts/linenumber.js +25 -0
  46. package/docs/scripts/nav.js +12 -0
  47. package/docs/scripts/polyfill.js +4 -0
  48. package/docs/scripts/prettify/Apache-License-2.0.txt +202 -0
  49. package/docs/scripts/prettify/lang-css.js +2 -0
  50. package/docs/scripts/prettify/prettify.js +28 -0
  51. package/docs/scripts/search.js +99 -0
  52. package/docs/styles/jsdoc.css +776 -0
  53. package/docs/styles/prettify.css +80 -0
  54. package/g.mjs +110 -0
  55. package/package.json +31 -0
  56. package/script.txt +19 -0
  57. package/src/WTradeSolve.mjs +29 -0
  58. package/src/calcFitness.mjs +133 -0
  59. package/src/calcLevelNumTrade.mjs +92 -0
  60. package/src/cont.mjs +22 -0
  61. package/src/estimComps.mjs +118 -0
  62. package/src/estimFinder.mjs +125 -0
  63. package/src/estimKeys.mjs +499 -0
  64. package/src/estimPicks.mjs +128 -0
  65. package/src/genSid.mjs +53 -0
  66. package/src/genStrategyFileName.mjs +59 -0
  67. package/src/genTid.mjs +41 -0
  68. package/src/ott.mjs +65 -0
  69. package/src/p2r.mjs +39 -0
  70. package/src/readStrategies.mjs +131 -0
  71. package/test/unit-WTradeSolve.test.mjs +83 -0
  72. package/test/unit-calcFitness.test.mjs +121 -0
  73. package/test/unit-calcLevelNumTrade.test.mjs +80 -0
  74. package/test/unit-estimComps.test.mjs +193 -0
  75. package/test/unit-estimFinder.test.mjs +184 -0
  76. package/test/unit-estimKeys.test.mjs +260 -0
  77. package/test/unit-estimPicks.test.mjs +241 -0
  78. package/test/unit-genSid.test.mjs +75 -0
  79. package/test/unit-genStrategyFileName.test.mjs +85 -0
  80. package/test/unit-genTid.test.mjs +72 -0
  81. package/test/unit-p2r.test.mjs +51 -0
  82. package/test/unit-readStrategies.test.mjs +258 -0
  83. package/test/unit-setup.mjs +119 -0
  84. package/toolg/addVersion.mjs +4 -0
  85. package/toolg/cleanFolder.mjs +5 -0
  86. package/toolg/gDistRollup.mjs +37 -0
  87. package/toolg/gDocsExams.mjs +48 -0
  88. package/toolg/modifyReadme.mjs +4 -0
package/docs/genSid.mjs.html ADDED
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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>genSid.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#calcFitness">calcFitness</a></li><li><a href="global.html#calcLevelNumTrade">calcLevelNumTrade</a></li><li><a href="global.html#cont">cont</a></li><li><a href="global.html#estimComps">estimComps</a></li><li><a href="global.html#estimFinder">estimFinder</a></li><li><a href="global.html#estimKeys">estimKeys</a></li><li><a href="global.html#estimPicks">estimPicks</a></li><li><a href="global.html#genSid">genSid</a></li><li><a href="global.html#genStrategyFileName">genStrategyFileName</a></li><li><a href="global.html#genTid">genTid</a></li><li><a href="global.html#nowTpeStr">nowTpeStr</a></li><li><a href="global.html#nowTpeStrp">nowTpeStrp</a></li><li><a href="global.html#ott">ott</a></li><li><a href="global.html#p2r">p2r</a></li><li><a href="global.html#readStrategies">readStrategies</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">genSid.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 join from 'lodash-es/join.js'
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+ import map from 'lodash-es/map.js'
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+ import cont from './cont.mjs'
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+
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+
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+ /**
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+ * 產生策略識別碼sid
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+ *
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+ * 各cond先組為`${key}${sym}${th}`，再以cont.dlmSeps串接mode與各cond為識別字串，最後進行與genTid相同之縮寫替換
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+ * 縮寫替換依序為: 剔除`${coin}_`、剔除`${interval}_`、'price_'轉'p_'、'index_'轉'i_'、'Ohlc_'轉'o_'、'Close_'轉'c_'、'Volumn_'轉'v_'
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+ * 因替換係以`${coin}_`與`${interval}_`為樣式，故coin與interval須給予有效字串，否則將剔除全部底線
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+ * sid已含各cond之門檻，故同組keys之不同門檻組合對應不同sid，可與僅由keys決定之tid區別
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-genSid.test.mjs Github}
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+ * @function
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+ * @param {String} coin 輸入幣種名稱字串，例如'btc'
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+ * @param {String} interval 輸入K線週期字串，例如'4hr'
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+ * @param {String} mode 輸入交易方向字串，可選'long'或'short'
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+ * @param {Array} conds 輸入條件物件陣列，各元素為{key,sym,th}，key為指標key字串，sym為'>'或'&lt;'，th為門檻數值
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+ * @returns {String} 回傳策略識別碼sid字串
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+ * @example
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+ *
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+ * let conds = [
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+ * { key: 'btc_price_4hr_ma_1day', sym: '>', th: 0.05 },
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+ * { key: 'btc_index_rsi_4hr', sym: '&lt;', th: -0.2 },
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+ * ]
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+ *
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+ * let sid = genSid('btc', '4hr', 'long', conds)
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+ * console.log(sid)
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+ * // => 'long ║ p_ma_1day>0.05 ║ i_rsi_4hr&lt;-0.2'
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+ *
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+ */
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+ let genSid = (coin, interval, mode, conds) => {
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+ let ss = map(conds, (cond) => {
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+ // key,
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+ // sym,
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+ // th,
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+ return `${cond.key}${cond.sym}${cond.th}`
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+ })
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+ let sid = join([mode, ...ss], cont.dlmSeps)
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+ sid = sid.replaceAll(`${coin}_`, '')
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+ sid = sid.replaceAll(`${interval}_`, '')
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+ sid = sid.replaceAll(`price_`, 'p_')
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+ sid = sid.replaceAll(`index_`, 'i_')
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+ sid = sid.replaceAll(`Ohlc_`, 'o_')
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+ sid = sid.replaceAll(`Close_`, 'c_')
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+ sid = sid.replaceAll(`Volumn_`, 'v_')
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+ // console.log('sid', sid)
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+ return sid
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+ }
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+
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+
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+ export default genSid
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+ </code></pre>
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+ </article>
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+ </section>
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+
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+
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+
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+
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+
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+ </div>
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+
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+ <br class="clear">
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+
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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 Tue Aug 04 2026 23:21:49 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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+
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+ <script>prettyPrint();</script>
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+ <script src="scripts/polyfill.js"></script>
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+ <script src="scripts/linenumber.js"></script>
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+
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+
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+
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+ </body>
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+ </html>
package/docs/genStrategyFileName.mjs.html ADDED
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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>genStrategyFileName.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#calcFitness">calcFitness</a></li><li><a href="global.html#calcLevelNumTrade">calcLevelNumTrade</a></li><li><a href="global.html#cont">cont</a></li><li><a href="global.html#estimComps">estimComps</a></li><li><a href="global.html#estimFinder">estimFinder</a></li><li><a href="global.html#estimKeys">estimKeys</a></li><li><a href="global.html#estimPicks">estimPicks</a></li><li><a href="global.html#genSid">genSid</a></li><li><a href="global.html#genStrategyFileName">genStrategyFileName</a></li><li><a href="global.html#genTid">genTid</a></li><li><a href="global.html#nowTpeStr">nowTpeStr</a></li><li><a href="global.html#nowTpeStrp">nowTpeStrp</a></li><li><a href="global.html#ott">ott</a></li><li><a href="global.html#p2r">p2r</a></li><li><a href="global.html#readStrategies">readStrategies</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">genStrategyFileName.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 cint from 'wsemi/src/cint.mjs'
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+ import cont from './cont.mjs'
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+ import genTid from './genTid.mjs'
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+ import calcLevelNumTrade from './calcLevelNumTrade.mjs'
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+
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+
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+ /**
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+ * 產生策略儲存檔名
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+ *
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+ * 檔名為`${tid}${cont.dlmPkgs}${levelNumTrade}${cont.dlmPkgs}${rEquivalentCumuProfitOrLossFinalNormYear}.json`
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+ * tid由genTid以coin、interval、mode與keys產生，levelNumTrade由calcLevelNumTrade以summary.numTrade產生
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+ * 因tid與levelNumTrade皆入檔名，故可由檔名反解出同組keys與同交易次數級距之既有策略，供readStrategies列舉比較
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+ * settings目前未參與檔名組成
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-genStrategyFileName.test.mjs Github}
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+ * @function
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+ * @param {String} coin 輸入幣種名稱字串，例如'btc'
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+ * @param {String} interval 輸入K線週期字串，例如'4hr'
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+ * @param {String} mode 輸入交易方向字串，可選'long'或'short'
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+ * @param {Array} keys 輸入指標key字串陣列
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+ * @param {Object} settings 輸入策略設定物件
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+ * @param {Object} summary 輸入回測統計摘要物件，需含numTrade(交易次數)與rEquivalentCumuProfitOrLossFinalNormYear(最終等效年化盈虧百分比字串)欄位
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+ * @returns {String} 回傳策略儲存檔名字串
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+ * @example
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+ *
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+ * let keys = ['btc_price_4hr_ma_1day']
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+ *
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+ * let settings = { uIni: 1000, uTrade: 1, rTakeProfit: 0.05, rStopLoss: 0.03, rFee: 0.0005 }
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+ *
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+ * let summary = { numTrade: 30, rEquivalentCumuProfitOrLossFinalNormYear: '31.25%' }
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+ *
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+ * let fn = genStrategyFileName('btc', '4hr', 'long', keys, settings, summary)
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+ * console.log(fn)
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+ * // => 'long ║ p_ma_1day ⊙ 12 ⊙ 31.25%.json'
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+ *
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+ */
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+ let genStrategyFileName = (coin, interval, mode, keys, settings, summary) => {
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+
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+ //tid
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+ let tid = genTid(coin, interval, mode, keys)
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+ // console.log('tid', tid)
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+
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+ //numTrade
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+ let numTrade = cint(summary.numTrade)
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+
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+ //levelNumTrade
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+ let levelNumTrade = calcLevelNumTrade(numTrade)
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+
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+ //rEquivalentCumuProfitOrLossFinalNormYear
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+ let rEquivalentCumuProfitOrLossFinalNormYear = summary.rEquivalentCumuProfitOrLossFinalNormYear
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+
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+ //fnStrategy
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+ let fnStrategy = `${tid}${cont.dlmPkgs}${levelNumTrade}${cont.dlmPkgs}${rEquivalentCumuProfitOrLossFinalNormYear}.json`
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+
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+ return fnStrategy
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+ }
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+
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+
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+ export default genStrategyFileName
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+ </code></pre>
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+ </article>
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+ </section>
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+
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+
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+
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+
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+ </div>
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+
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+ <br class="clear">
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+
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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 Tue Aug 04 2026 23:21:49 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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+
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+ <script>prettyPrint();</script>
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+ <script src="scripts/polyfill.js"></script>
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+ <script src="scripts/linenumber.js"></script>
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+
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+
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+
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+ </body>
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+ </html>
package/docs/genTid.mjs.html ADDED
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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>genTid.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#calcFitness">calcFitness</a></li><li><a href="global.html#calcLevelNumTrade">calcLevelNumTrade</a></li><li><a href="global.html#cont">cont</a></li><li><a href="global.html#estimComps">estimComps</a></li><li><a href="global.html#estimFinder">estimFinder</a></li><li><a href="global.html#estimKeys">estimKeys</a></li><li><a href="global.html#estimPicks">estimPicks</a></li><li><a href="global.html#genSid">genSid</a></li><li><a href="global.html#genStrategyFileName">genStrategyFileName</a></li><li><a href="global.html#genTid">genTid</a></li><li><a href="global.html#nowTpeStr">nowTpeStr</a></li><li><a href="global.html#nowTpeStrp">nowTpeStrp</a></li><li><a href="global.html#ott">ott</a></li><li><a href="global.html#p2r">p2r</a></li><li><a href="global.html#readStrategies">readStrategies</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">genTid.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 join from 'lodash-es/join.js'
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+ import cont from './cont.mjs'
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+
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+
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+ /**
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+ * 產生策略種類識別碼tid
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+ *
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+ * 以cont.dlmSeps串接mode與各key為識別字串，再進行縮寫替換以縮短長度
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+ * 縮寫替換依序為: 剔除`${coin}_`、剔除`${interval}_`、'price_'轉'p_'、'index_'轉'i_'、'Ohlc_'轉'o_'、'Close_'轉'c_'、'Volumn_'轉'v_'
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+ * 因替換係以`${coin}_`與`${interval}_`為樣式，故coin與interval須給予有效字串，否則將剔除全部底線
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+ * tid僅由mode與keys決定，未含各key之門檻條件，故同組keys之各門檻組合皆對應同一tid
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-genTid.test.mjs Github}
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+ * @function
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+ * @param {String} coin 輸入幣種名稱字串，例如'btc'
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+ * @param {String} interval 輸入K線週期字串，例如'4hr'
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+ * @param {String} mode 輸入交易方向字串，可選'long'或'short'
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+ * @param {Array} keys 輸入指標key字串陣列
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+ * @returns {String} 回傳策略種類識別碼tid字串
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+ * @example
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+ *
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+ * let tid = genTid('btc', '4hr', 'long', ['btc_price_4hr_ma_1day', 'btc_index_rsi_4hr'])
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+ * console.log(tid)
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+ * // => 'long ║ p_ma_1day ║ i_rsi_4hr'
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+ *
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+ */
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+ let genTid = (coin, interval, mode, keys) => {
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+ let tid = join([mode, ...keys], cont.dlmSeps)
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+ tid = tid.replaceAll(`${coin}_`, '')
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+ tid = tid.replaceAll(`${interval}_`, '')
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+ tid = tid.replaceAll(`price_`, 'p_')
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+ tid = tid.replaceAll(`index_`, 'i_')
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+ tid = tid.replaceAll(`Ohlc_`, 'o_')
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+ tid = tid.replaceAll(`Close_`, 'c_')
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+ tid = tid.replaceAll(`Volumn_`, 'v_')
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+ // console.log('tid', tid)
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+ return tid
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+ }
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+
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+
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+ export default genTid
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+ </code></pre>
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+ </article>
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+ </section>
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