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/calcFitness.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>calcFitness.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">calcFitness.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 p2r from './p2r.mjs'
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+
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+
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+ /**
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+ * 計算策略適應值fitness
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+ *
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+ * 供最佳化求解使用之目標函數值，數值越小代表策略越佳
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+ * 由勝率與最終等效年化盈虧兩者組成: 勝率rWin限縮至[0,1]，等效年化盈虧rEquivalentCumuProfitOrLossFinalNormYear限縮至[0,0.5]再正規化至[0,1]，兩者皆轉為越小越好後，以權重2與1加權求和，故無懲罰時fitness落於[0,3]
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+ * 交易次數為0時加上懲罰值1000000，最終累計盈虧金額(summary.uEquityFinal-settings.uIni)小於等於0時再加上懲罰值1000000，故兩者皆觸發時可達2000000以上
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-calcFitness.test.mjs Github}
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+ * @function
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+ * @param {Object} settings 輸入策略設定物件，需含uIni(初始資金)欄位
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+ * @param {Object} summary 輸入回測統計摘要物件，需含numTrade(交易次數)、uEquityFinal(最終權益金額)、rWin(勝率百分比字串)、rEquivalentCumuProfitOrLossFinalNormYear(最終等效年化盈虧百分比字串)欄位
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+ * @returns {Number} 回傳適應值數值，越小代表策略越佳
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+ * @example
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+ *
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+ * let settings = { uIni: 1000 }
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+ *
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+ * //勝率60%, 等效年化盈虧25%(正規化後0.5), fitness = 2*(1-0.6) + 1*(1-0.5) = 1.3
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+ * let summary = {
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+ * numTrade: 30,
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+ * uEquityFinal: 1200,
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+ * rWin: '60%',
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+ * rEquivalentCumuProfitOrLossFinalNormYear: '25%',
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+ * }
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+ * console.log(calcFitness(settings, summary))
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+ * // => 1.3
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+ *
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+ * //無交易且無獲利時, 兩懲罰值皆觸發
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+ * let summaryNone = {
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+ * numTrade: 0,
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+ * uEquityFinal: 1000,
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+ * rWin: '',
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+ * rEquivalentCumuProfitOrLossFinalNormYear: '',
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+ * }
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+ * console.log(calcFitness(settings, summaryNone))
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+ * // => 2000003
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+ *
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+ */
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+ let calcFitness = (settings, summary) => {
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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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+ //uIni
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+ let uIni = settings.uIni
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+
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+ // //uTradeAllMax
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+ // let uTradeAllMax = summary.uTradeAllMax
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+ // // console.log('uTradeAllMax', uTradeAllMax)
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+
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+ // //uDrawdownMax
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+ // let uDrawdownMax = summary.uDrawdownMax
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+
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+ //uEquityFinal
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+ let uEquityFinal = summary.uEquityFinal
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+
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+ //uCumuProfitOrLossFinal
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+ let uCumuProfitOrLossFinal = uEquityFinal - uIni
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+ // console.log('uCumuProfitOrLossFinal', uCumuProfitOrLossFinal)
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+
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+ //rEquivalentCumuProfitOrLossFinalNormYear, 等效年化報酬率
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+ let rEquivalentCumuProfitOrLossFinalNormYear = p2r(summary.rEquivalentCumuProfitOrLossFinalNormYear)
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+ rEquivalentCumuProfitOrLossFinalNormYear = Math.min(Math.max(rEquivalentCumuProfitOrLossFinalNormYear, 0), 0.5) //最大限制為年化50% (依實際年化分布調整)
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+ rEquivalentCumuProfitOrLossFinalNormYear /= 0.5 //正規化最大值1
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+
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+ //_rEquivalentCumuProfitOrLossFinalNormYear, 等效年化報酬率越高越好, 須轉換至越低越好
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+ let _rEquivalentCumuProfitOrLossFinalNormYear = 1 - rEquivalentCumuProfitOrLossFinalNormYear
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+ // console.log('_rEquivalentCumuProfitOrLossFinalNormYear', _rEquivalentCumuProfitOrLossFinalNormYear)
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+
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+ // //rCumuProfitOrLossFinal
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+ // let rCumuProfitOrLossFinal = p2r(summary.rCumuProfitOrLossFinal)
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+
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+ // //_rCumuProfitOrLossFinal, 盈虧越高須轉越低越好
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+ // let _rCumuProfitOrLossFinal = 3000 - Math.max(rCumuProfitOrLossFinal, 0)
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+ // if (_rCumuProfitOrLossFinal &lt; 0) {
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+ // throw new Error(`最終盈虧比例[${_rCumuProfitOrLossFinal}]非預期過高`)
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+ // }
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+ // if (rCumuProfitOrLossFinal &lt;= 0) {
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+ // _rCumuProfitOrLossFinal += 300000 - rCumuProfitOrLossFinal //懲罰值
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+ // }
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+
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+ // //rDrawdownMax
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+ // let rDrawdownMax = p2r(summary.rDrawdownMax)
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+ // rDrawdownMax = Math.min(Math.max(rDrawdownMax, 0), 1)
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+
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+ // //_rDrawdownMax, 最大回撤率不用轉換, 越低越好
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+ // let _rDrawdownMax = rDrawdownMax
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+
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+ // //rSharpe
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+ // let rSharpe = w.cdbl(summary.rSharpe)
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+
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+ // //_rSharpe, 夏普值越高須轉越低越好
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+ // let _rSharpe = 5 - Math.min(Math.max(rSharpe, 0), 5) //夏普值理論上可無限大, 故須限制範圍
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+ // if (_rSharpe &lt; 0) {
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+ // throw new Error(`夏普值[${rSharpe}]非預期過高`)
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+ // }
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+ // if (rSharpe &lt;= 0) {
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+ // _rSharpe += 100000 - rSharpe //懲罰值
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+ // }
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+
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+ //ratioWin
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+ let ratioWin = p2r(summary.rWin)
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+ ratioWin = Math.min(Math.max(ratioWin, 0), 1)
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+
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+ //_ratioWin, 勝率越高越好, 須轉換至越低越好
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+ let _ratioWin = 1 - ratioWin
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+
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+ // //ratioKeep
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+ // let ratioKeep = p2r(summary.rTradeAllMax)
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+
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+ //fitness
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+ let fitness = 0
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+ // fitness += 3 * _rCumuProfitOrLossFinal
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+ // fitness += 2 * _rDrawdownMax
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+ // fitness += 2 * _rSharpe
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+ fitness += 2 * _ratioWin
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+ fitness += 1 * _rEquivalentCumuProfitOrLossFinalNormYear
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+ if (numTrade === 0) {
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+ fitness += 1000000 //懲罰值
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+ }
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+ if (uCumuProfitOrLossFinal &lt;= 0) {
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+ fitness += 1000000 //懲罰值
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+ }
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+ // console.log('fitness', fitness)
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+
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+ return fitness
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+ }
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+
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+
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+ export default calcFitness
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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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+
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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/calcLevelNumTrade.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>calcLevelNumTrade.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">calcLevelNumTrade.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 isnum from 'wsemi/src/isnum.mjs'
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+ import cint from 'wsemi/src/cint.mjs'
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+
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+
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+ /**
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+ * 計算交易次數所屬級距代碼levelNumTrade
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+ *
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+ * 交易次數過少之策略統計意義不足，過多則屬高頻，故以級距分群，使不同交易次數規模之策略各自保留最佳者
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+ * 級距對應為: &lt;=0為0，1-5為1，6-9為2，10-24為11，25-49為12，50-74為13，75-99為14，100-249為101，250-499為102，500-749為103，750-999為104，1000-1999為1001，2000-2999為1002，3000-3999為1003，4000-4999為1004，>=5000為100
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+ * numTrade非數值時throw
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+ *
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+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-calcLevelNumTrade.test.mjs Github}
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+ * @function
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+ * @param {Number} numTrade 輸入交易次數數值
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+ * @returns {Number} 回傳級距代碼數值
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+ * @example
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+ *
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+ * console.log(calcLevelNumTrade(0))
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+ * // => 0
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+ *
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+ * console.log(calcLevelNumTrade(3))
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+ * // => 1
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+ *
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+ * console.log(calcLevelNumTrade(30))
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+ * // => 12
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+ *
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+ * console.log(calcLevelNumTrade(8000))
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+ * // => 100
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+ *
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+ */
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+ let calcLevelNumTrade = (numTrade) => {
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+
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+ if (!isnum(numTrade)) {
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+ throw new Error(`numTrade[${numTrade}] is not a number`)
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+ }
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+ numTrade = cint(numTrade)
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+
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+ let levelNumTrade = 0
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+ if (numTrade &lt;= 0) {
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+ levelNumTrade = 0
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+ }
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+ else if (numTrade &lt;= 5) {
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+ levelNumTrade = 1
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+ }
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+ else if (numTrade &lt;= 10 - 1) {
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+ levelNumTrade = 2
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+ }
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+ else if (numTrade &lt;= 25 - 1) {
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+ levelNumTrade = 11
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+ }
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+ else if (numTrade &lt;= 50 - 1) {
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+ levelNumTrade = 12
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+ }
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+ else if (numTrade &lt;= 75 - 1) {
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+ levelNumTrade = 13
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+ }
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+ else if (numTrade &lt;= 100 - 1) {
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+ levelNumTrade = 14
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+ }
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+ else if (numTrade &lt;= 250 - 1) {
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+ levelNumTrade = 101
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+ }
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+ else if (numTrade &lt;= 500 - 1) {
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+ levelNumTrade = 102
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+ }
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+ else if (numTrade &lt;= 750 - 1) {
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+ levelNumTrade = 103
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+ }
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+ else if (numTrade &lt;= 1000 - 1) {
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+ levelNumTrade = 104
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+ }
119
+ else if (numTrade &lt;= 2000 - 1) {
120
+ levelNumTrade = 1001
121
+ }
122
+ else if (numTrade &lt;= 3000 - 1) {
123
+ levelNumTrade = 1002
124
+ }
125
+ else if (numTrade &lt;= 4000 - 1) {
126
+ levelNumTrade = 1003
127
+ }
128
+ else if (numTrade &lt;= 5000 - 1) {
129
+ levelNumTrade = 1004
130
+ }
131
+ else {
132
+ levelNumTrade = 100
133
+ }
134
+
135
+ return levelNumTrade
136
+ }
137
+
138
+
139
+ export default calcLevelNumTrade
140
+ </code></pre>
141
+ </article>
142
+ </section>
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+
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+
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+
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+
147
+
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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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+
161
+
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+
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+ </body>
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+ </html>
package/docs/cont.mjs.html ADDED
@@ -0,0 +1,94 @@
1
+ <!DOCTYPE html>
2
+ <html lang="en">
3
+ <head>
4
+
5
+ <meta charset="utf-8">
6
+ <title>cont.mjs - Documentation</title>
7
+
8
+
9
+ <script src="scripts/prettify/prettify.js"></script>
10
+ <script src="scripts/prettify/lang-css.js"></script>
11
+ <!--[if lt IE 9]>
12
+ <script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
13
+ <![endif]-->
14
+ <link type="text/css" rel="stylesheet" href="styles/prettify.css">
15
+ <link type="text/css" rel="stylesheet" href="styles/jsdoc.css">
16
+ <script src="scripts/nav.js" defer></script>
17
+
18
+ <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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+
22
+ <input type="checkbox" id="nav-trigger" class="nav-trigger" />
23
+ <label for="nav-trigger" class="navicon-button x">
24
+ <div class="navicon"></div>
25
+ </label>
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+
27
+ <label for="nav-trigger" class="overlay"></label>
28
+
29
+ <nav >
30
+
31
+
32
+ <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>
33
+
34
+ </nav>
35
+
36
+ <div id="main">
37
+
38
+ <h1 class="page-title">cont.mjs</h1>
39
+
40
+
41
+
42
+
43
+
44
+
45
+
46
+ <section>
47
+ <article>
48
+ <pre class="prettyprint source linenums"><code>/**
49
+ * 共用常數
50
+ *
51
+ * dlmSeps為tid與sid內各段(mode與各key或各cond)之分隔字串
52
+ * dlmPkgs為策略檔名內各段(tid、levelNumTrade、rEquivalentCumuProfitOrLossFinalNormYear)之分隔字串
53
+ *
54
+ * @name cont
55
+ * @const
56
+ * @type {Object}
57
+ * @example
58
+ *
59
+ * console.log(cont)
60
+ * // => { dlmSeps: ' ║ ', dlmPkgs: ' ⊙ ' }
61
+ *
62
+ */
63
+ let r = {
64
+ dlmSeps: ' ║ ',
65
+ dlmPkgs: ' ⊙ ',
66
+ }
67
+
68
+
69
+ export default r
70
+ </code></pre>
71
+ </article>
72
+ </section>
73
+
74
+
75
+
76
+
77
+
78
+
79
+ </div>
80
+
81
+ <br class="clear">
82
+
83
+ <footer>
84
+ 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.
85
+ </footer>
86
+
87
+ <script>prettyPrint();</script>
88
+ <script src="scripts/polyfill.js"></script>
89
+ <script src="scripts/linenumber.js"></script>
90
+
91
+
92
+
93
+ </body>
94
+ </html>
package/docs/estimComps.mjs.html ADDED
@@ -0,0 +1,190 @@
1
+ <!DOCTYPE html>
2
+ <html lang="en">
3
+ <head>
4
+
5
+ <meta charset="utf-8">
6
+ <title>estimComps.mjs - Documentation</title>
7
+
8
+
9
+ <script src="scripts/prettify/prettify.js"></script>
10
+ <script src="scripts/prettify/lang-css.js"></script>
11
+ <!--[if lt IE 9]>
12
+ <script src="//html5shiv.googlecode.com/svn/trunk/html5.js"></script>
13
+ <![endif]-->
14
+ <link type="text/css" rel="stylesheet" href="styles/prettify.css">
15
+ <link type="text/css" rel="stylesheet" href="styles/jsdoc.css">
16
+ <script src="scripts/nav.js" defer></script>
17
+
18
+ <meta name="viewport" content="width=device-width, initial-scale=1.0">
19
+ </head>
20
+ <body>
21
+
22
+ <input type="checkbox" id="nav-trigger" class="nav-trigger" />
23
+ <label for="nav-trigger" class="navicon-button x">
24
+ <div class="navicon"></div>
25
+ </label>
26
+
27
+ <label for="nav-trigger" class="overlay"></label>
28
+
29
+ <nav >
30
+
31
+
32
+ <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>
33
+
34
+ </nav>
35
+
36
+ <div id="main">
37
+
38
+ <h1 class="page-title">estimComps.mjs</h1>
39
+
40
+
41
+
42
+
43
+
44
+
45
+
46
+ <section>
47
+ <article>
48
+ <pre class="prettyprint source linenums"><code>import get from 'lodash-es/get.js'
49
+ import map from 'lodash-es/map.js'
50
+ import size from 'lodash-es/size.js'
51
+ import cint from 'wsemi/src/cint.mjs'
52
+ import isestr from 'wsemi/src/isestr.mjs'
53
+ import randomIntsNdpRange from 'wsemi/src/randomIntsNdpRange.mjs'
54
+ import sep from 'wsemi/src/sep.mjs'
55
+ import estimPicks from './estimPicks.mjs'
56
+
57
+
58
+ /**
59
+ * 依指標組成comps隨機挑選keys，再率定各key之門檻與止盈止損，求解最佳策略
60
+ *
61
+ * comps為以逗號分隔之3個數字字串，依序代表由一般類(keysNorm)、指數類(keysIndex)與成交量類(keysVolumn)各隨機挑選之key個數，例如'2,1,0'代表挑2個一般類、1個指數類與0個成交量類
62
+ * 各類皆以randomIntsNdpRange不重複隨機取樣，故同一comps每次執行所挑之keys不同
63
+ * comps非3段時throw，其餘檢核與分類邏輯同estimPicks
64
+ *
65
+ * Unit Test: {@link https://github.com/yuda-lyu/w-trade-solve/blob/master/test/unit-estimComps.test.mjs Github}
66
+ * @function
67
+ * @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
68
+ * @param {Object} st 輸入設定物件，需可由opt.keySettings取得name、symbol與interval欄位
69
+ * @param {String} fdOhlc 輸入儲存K線(ohlc)序列資料夾字串
70
+ * @param {String} fdParam 輸入儲存指標參數序列資料夾字串
71
+ * @param {String} timeStart 輸入回測起始時間字串，格式'YYYY-MM-DDTHH:mm:ss'
72
+ * @param {String} timeEnd 輸入回測結束時間字串，格式'YYYY-MM-DDTHH:mm:ss'
73
+ * @param {String} mode 輸入交易方向字串，可選'long'或'short'
74
+ * @param {String} comps 輸入指標組成字串，為逗號分隔之3個數字，例如'2,1,0'
75
+ * @param {String} fdData 輸入儲存策略資料夾字串，不存在時自動建立
76
+ * @param {Object} [opt={}] 輸入設定物件，預設{}，全部欄位皆傳遞至estimPicks
77
+ * @returns {Promise} 回傳Promise，resolve為undefined
78
+ * @example
79
+ *
80
+ * import ott from './src/ott.mjs'
81
+ *
82
+ * let st = {
83
+ * btc4hr: { name: 'btc', symbol: 'BTCUSDT', interval: '4hr' },
84
+ * }
85
+ *
86
+ * //comps='2,1,0', 挑2種一般類、1種指數類與0種成交量類
87
+ * await estimComps(ott, st, './data/ohlc', './data/param', '2022-07-01T00:00:00', '2025-04-08T00:00:00', 'long', '2,1,0', './data/strategy', {
88
+ * keySettings: 'btc4hr',
89
+ * })
90
+ *
91
+ */
92
+ let estimComps = async (ott, st, fdOhlc, fdParam, timeStart, timeEnd, mode, comps, fdData, opt = {}) => {
93
+
94
+ if (!isestr(fdOhlc)) {
95
+ throw new Error(`invalid fdOhlc[${fdOhlc}]`)
96
+ }
97
+ if (!isestr(fdParam)) {
98
+ throw new Error(`invalid fdParam[${fdParam}]`)
99
+ }
100
+ if (!isestr(timeStart)) {
101
+ throw new Error(`invalid timeStart[${timeStart}]`)
102
+ }
103
+ if (!isestr(timeEnd)) {
104
+ throw new Error(`invalid timeEnd[${timeEnd}]`)
105
+ }
106
+ if (mode !== 'long' &amp;&amp; mode !== 'short') {
107
+ throw new Error(`invalid mode[${mode}]`)
108
+ }
109
+ if (!isestr(comps)) {
110
+ throw new Error(`invalid comps[${comps}]`)
111
+ }
112
+ if (!isestr(fdData)) {
113
+ throw new Error(`invalid fdData[${fdData}]`)
114
+ }
115
+
116
+ //cs, 例如comps='2,1,0', 此為挑2種norm, 1種index, 0種volumn
117
+ let cs = sep(comps, ',')
118
+ if (size(cs) !== 3) {
119
+ throw new Error(`comps[${comps}]非預期`)
120
+ }
121
+ cs = map(cs, cint)
122
+ // console.log('cs', cs)
123
+
124
+ //pkn
125
+ let pkn = (arr, n) => {
126
+ let up = size(arr) - 1
127
+ let ks = randomIntsNdpRange(0, up, n)
128
+ let rs = map(ks, (k) => {
129
+ return get(arr, k)
130
+ })
131
+ return rs
132
+ }
133
+
134
+ //funPickKeys
135
+ let funPickKeys = ({ keysNorm, keysIndex, keysVolumn }) => {
136
+ let keys = []
137
+ if (cs[0] >= 1) {
138
+ keys = [
139
+ ...keys,
140
+ ...pkn(keysNorm, cs[0]),
141
+ ]
142
+ }
143
+ if (cs[1] >= 1) {
144
+ keys = [
145
+ ...keys,
146
+ ...pkn(keysIndex, cs[1]),
147
+ ]
148
+ }
149
+ if (cs[2] >= 1) {
150
+ keys = [
151
+ ...keys,
152
+ ...pkn(keysVolumn, cs[2]),
153
+ ]
154
+ }
155
+ // console.log('keys', keys)
156
+ return keys
157
+ }
158
+
159
+ //estimPicks
160
+ await estimPicks(ott, st, fdOhlc, fdParam, timeStart, timeEnd, mode, funPickKeys, fdData, opt)
161
+
162
+ }
163
+
164
+
165
+ export default estimComps
166
+ </code></pre>
167
+ </article>
168
+ </section>
169
+
170
+
171
+
172
+
173
+
174
+
175
+ </div>
176
+
177
+ <br class="clear">
178
+
179
+ <footer>
180
+ 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.
181
+ </footer>
182
+
183
+ <script>prettyPrint();</script>
184
+ <script src="scripts/polyfill.js"></script>
185
+ <script src="scripts/linenumber.js"></script>
186
+
187
+
188
+
189
+ </body>
190
+ </html>